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CME Ticker Bloomberg Ticker MAC Swap Future Pricing Timestamp Settlement-Based Pricing
Price Coupon PV01 NPV Implied Rate Price Implied Rate
T1UZ9
2Y
CTPZ9 101'260 2.500% $19.70 $1,812.50 1.5812% 11:00:06 PM CT
11/20/2019
101'260 1.5812%
F1UZ9
5Y
CFPZ9 100'087 2.500% $48.25 $269.53 2.4442% 11:00:06 PM CT
11/20/2019
99'302 2.5113%
S1UZ9
7Y
CHPZ9 101'035 2.750% $66.69 $1,109.38 2.5838% 11:00:07 PM CT
11/20/2019
101'035 2.5838%
N1UZ9
10Y
CNPZ9 98'135 2.750% $93.33 -$1,578.12 2.9189% 11:00:06 PM CT
11/20/2019
98'225 2.8889%
E1UZ9
20Y
CIPZ9 98'180 3.000% $172.99 -$1,437.50 3.0830% 11:00:07 PM CT
11/20/2019
98'180 3.0831%
B1UZ9
30Y
CBPZ9 97'120 3.000% $240.34 -$2,625.00 3.1091% 11:00:06 PM CT
11/20/2019
97'120 3.1094%
T1UH0
2Y
CTPH0 100'140 1.750% $19.59 $437.50 1.5278% 11:00:06 PM CT
11/20/2019
100'140 1.5278%
F1UH0
5Y
CFPH0 101'067 1.750% $48.10 $1,210.94 1.4995% 11:00:06 PM CT
11/20/2019
101'067 1.4994%
S1UH0
7Y
CHPH0 102'250 2.000% $66.48 $2,781.25 1.5837% 11:00:07 PM CT
11/20/2019
102'250 1.5835%
N1UH0
10Y
CNPH0 103'110 2.000% $93.01 $3,343.75 1.6423% 11:00:06 PM CT
11/20/2019
103'110 1.6420%
E1UH0
20Y
CIPH0 106'290 2.250% $172.33 $6,906.25 1.8512% 11:00:07 PM CT
11/20/2019
106'290 1.8505%
B1UH0
30Y
CBPH0 108'270 2.250% $239.37 $8,843.75 1.8824% 11:00:06 PM CT
11/20/2019
108'270 1.8814%

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