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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
T1UU0
2Y
CTPU0 100'120 1.500% $19.99 $375.00 1.3124% 8:17:11 AM CT
8/14/2020
100'120 1.3124%
F1UU0
5Y
CFPU0 100'225 1.500% $49.89 $703.12 1.3591% 8:17:11 AM CT
8/14/2020
100'220 1.3622%
S1UU0
7Y
CHPU0 100'050 1.750% $69.60 $156.25 1.7276% 8:17:16 AM CT
8/14/2020
100'050 1.7275%
N1UU0
10Y
CNPU0 100'165 1.750% $98.56 $515.62 1.6977% 8:17:11 AM CT
8/14/2020
100'140 1.7056%
E1UU0
20Y
CIPU0 92'210 2.000% $188.91 -$7,343.75 2.3887% 8:17:16 AM CT
8/14/2020
92'210 2.3892%
B1UU0
30Y
CBPU0 99'030 2.000% $270.68 -$906.25 2.0335% 8:17:11 AM CT
8/14/2020
99'030 2.0335%
T1UZ0
2Y
CTPZ0 100'120 0.750% $19.99 $375.00 0.5624% 8:17:11 AM CT
8/14/2020
100'120 0.5624%
F1UZ0
5Y
CFPZ0 100'220 1.000% $49.86 $687.50 0.8622% 8:17:11 AM CT
8/14/2020
100'220 0.8621%
S1UZ0
7Y
CHPZ0 100'050 1.000% $69.54 $156.25 0.9775% 8:17:16 AM CT
8/14/2020
100'050 0.9775%
N1UZ0
10Y
CNPZ0 100'140 1.000% $98.43 $437.50 0.9556% 8:17:11 AM CT
8/14/2020
100'140 0.9555%
E1UZ0
20Y
CIPZ0 92'210 1.250% $188.55 -$7,343.75 1.6394% 8:17:16 AM CT
8/14/2020
92'210 1.6398%
B1UZ0
30Y
CBPZ0 99'030 1.250% $270.14 -$906.25 1.2835% 8:17:11 AM CT
8/14/2020
99'030 1.2836%

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