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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% $19.42 -$648.44 3.0825% 2:00:06 PM CT
4/21/2019
99'112 3.0825%
F1UM9
5Y
CFPM9 102'250 2.750% $46.96 $2,781.25 2.1602% 2:00:06 PM CT
4/21/2019
102'250 2.1602%
S1UM9
7Y
CHPM9 103'135 2.750% $64.36 $3,421.88 2.2205% 2:00:09 PM CT
4/21/2019
103'135 2.2205%
N1UM9
10Y
CNPM9 103'265 3.000% $88.89 $3,828.12 2.5711% 2:00:06 PM CT
4/21/2019
103'265 2.5711%
E1UM9
20Y
CIPM9 101'290 3.000% $158.06 $1,906.25 2.8799% 2:00:09 PM CT
4/21/2019
101'290 2.8799%
B1UM9
30Y
CBPM9 104'300 3.000% $211.63 $4,937.50 2.7676% 2:00:06 PM CT
4/21/2019
104'300 2.7676%
T1UU9
2Y
CTPU9 99'112 3.000% $19.32 -$648.44 3.3322% 2:00:06 PM CT
4/21/2019
99'112 3.3322%
F1UU9
5Y
CFPU9 102'250 3.000% $46.72 $2,781.25 2.4106% 2:00:06 PM CT
4/21/2019
102'250 2.4106%
S1UU9
7Y
CHPU9 103'135 3.000% $64.01 $3,421.88 2.4708% 2:00:09 PM CT
4/21/2019
103'135 2.4708%
N1UU9
10Y
CNPU9 103'265 3.000% $88.39 $3,828.12 2.5712% 2:00:06 PM CT
4/21/2019
103'265 2.5712%
E1UU9
20Y
CIPU9 101'290 3.250% $157.11 $1,906.25 3.1299% 2:00:09 PM CT
4/21/2019
101'290 3.1299%
B1UU9
30Y
CBPU9 104'300 3.250% $210.35 $4,937.50 3.0176% 2:00:06 PM CT
4/21/2019
104'300 3.0176%

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