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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
T1UM1
2Y
CTPM1 100'007 0.250% $19.96 $23.44 0.2383% 5:46:58 PM CT
3/05/2021
100'007 0.2383%
F1UM1
5Y
CFPM1 97'172 0.500% $49.32 -$2,460.94 0.9989% 5:46:58 PM CT
3/05/2021
97'177 0.9957%
S1UM1
7Y
CHPM1 99'225 0.500% $68.05 -$296.88 0.5436% 5:46:59 PM CT
3/05/2021
99'225 0.5436%
N1UM1
10Y
CNPM1 91'020 0.750% $94.63 -$8,937.50 1.6943% 5:46:58 PM CT
3/05/2021
90'305 1.7058%
E1UM1
20Y
CIPM1 98'310 1.000% $171.32 -$1,031.25 1.0602% 5:46:59 PM CT
3/05/2021
98'310 1.0602%
B1UM1
30Y
CBPM1 74'280 1.250% $233.67 -$25,125.00 2.3250% 5:46:58 PM CT
3/05/2021
74'280 2.3250%
T1UU1
2Y
CTPU1 - 0.250% - - - - - -
F1UU1
5Y
CFPU1 - 0.500% - - - - - -
S1UU1
7Y
CHPU1 - 0.750% - - - - - -
N1UU1
10Y
CNPU1 - 1.000% - - - - - -
E1UU1
20Y
CIPU1 - 1.250% - - - - - -
B1UU1
30Y
CBPU1 - 1.250% - - - - - -

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