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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
T1UM0
2Y
CTPM0 100'140 1.000% $19.99 $437.50 0.7812% 9:01:47 PM CT
6/04/2020
100'140 0.7812%
F1UM0
5Y
CFPM0 104'005 1.250% $49.87 $4,015.62 0.4447% 9:01:47 PM CT
6/04/2020
104'005 0.4445%
S1UM0
7Y
CHPM0 102'250 1.250% $69.50 $2,781.25 0.8499% 9:01:49 PM CT
6/04/2020
102'250 0.8497%
N1UM0
10Y
CNPM0 104'240 1.250% $98.28 $4,750.00 0.7667% 9:01:47 PM CT
6/04/2020
104'110 0.8078%
E1UM0
20Y
CIPM0 106'290 1.500% $187.62 $6,906.25 1.1319% 9:01:49 PM CT
6/04/2020
106'290 1.1315%
B1UM0
30Y
CBPM0 108'270 1.500% $267.92 $8,843.75 1.1699% 9:01:47 PM CT
6/04/2020
108'270 1.1694%
T1UU0
2Y
CTPU0 100'140 1.500% $19.99 $437.50 1.2812% 9:01:47 PM CT
6/04/2020
100'140 1.2812%
F1UU0
5Y
CFPU0 100'047 1.500% $49.84 $148.44 1.4702% 9:01:47 PM CT
6/04/2020
100'047 1.4702%
S1UU0
7Y
CHPU0 102'250 1.750% $69.44 $2,781.25 1.3495% 9:01:49 PM CT
6/04/2020
102'250 1.3493%
N1UU0
10Y
CNPU0 99'060 1.750% $98.14 -$812.50 1.8328% 9:01:47 PM CT
6/04/2020
99'060 1.8328%
E1UU0
20Y
CIPU0 106'290 2.000% $187.23 $6,906.25 1.6312% 9:01:49 PM CT
6/04/2020
106'290 1.6308%
B1UU0
30Y
CBPU0 108'270 2.000% $267.35 $8,843.75 1.6693% 9:01:47 PM CT
6/04/2020
108'270 1.6687%

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