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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 | ||||||
| T1UM9 2Y |
CTPM9 | 99'112 | 2.750% | $19.50 | -$648.44 | 3.0818% | 4:30:06 PM CT 5/19/2019 |
99'112 | 3.0818% | |||
| F1UM9 5Y |
CFPM9 | 104'165 | 2.750% | $47.31 | $4,511.72 | 1.7983% | 4:30:06 PM CT 5/19/2019 |
103'267 | 1.9409% | |||
| S1UM9 7Y |
CHPM9 | 104'270 | 2.750% | $64.96 | $4,843.75 | 2.0059% | 4:30:07 PM CT 5/19/2019 |
104'270 | 2.0059% | |||
| N1UM9 10Y |
CNPM9 | 104'097 | 3.000% | $89.96 | $4,304.69 | 2.5225% | 4:30:06 PM CT 5/19/2019 |
105'245 | 2.3605% | |||
| E1UM9 20Y |
CIPM9 | 101'290 | 3.000% | $161.30 | $1,906.25 | 2.8821% | 4:30:07 PM CT 5/19/2019 |
101'290 | 2.8821% | |||
| B1UM9 30Y |
CBPM9 | 109'060 | 3.000% | $217.56 | $9,187.50 | 2.5786% | 4:30:06 PM CT 5/19/2019 |
109'060 | 2.5786% | |||
| T1UU9 2Y |
CTPU9 | 99'112 | 3.000% | $19.41 | -$648.44 | 3.3315% | 4:30:06 PM CT 5/19/2019 |
99'112 | 3.3314% | |||
| F1UU9 5Y |
CFPU9 | 103'267 | 3.000% | $47.08 | $3,835.94 | 2.1917% | 4:30:06 PM CT 5/19/2019 |
103'267 | 2.1918% | |||
| S1UU9 7Y |
CHPU9 | 104'270 | 3.000% | $64.64 | $4,843.75 | 2.2565% | 4:30:07 PM CT 5/19/2019 |
104'270 | 2.2566% | |||
| N1UU9 10Y |
CNPU9 | 105'245 | 3.000% | $89.50 | $5,765.62 | 2.3609% | 4:30:06 PM CT 5/19/2019 |
105'245 | 2.3609% | |||
| E1UU9 20Y |
CIPU9 | 101'290 | 3.250% | $160.41 | $1,906.25 | 3.1321% | 4:30:07 PM CT 5/19/2019 |
101'290 | 3.1321% | |||
| B1UU9 30Y |
CBPU9 | 109'060 | 3.250% | $216.35 | $9,187.50 | 2.8287% | 4:30:06 PM CT 5/19/2019 |
109'060 | 2.8287% | |||
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