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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
T1UU8
2Y
CTPU8 99'112 2.250% $19.39 -$648.44 2.5833% 2:45:08 PM CT
7/22/2018
99'112 2.5833%
F1UU8
5Y
CFPU8 96'240 2.250% $46.53 -$3,250.00 2.9462% 2:45:08 PM CT
7/22/2018
96'240 2.9462%
S1UU8
7Y
CHPU8 103'260 2.250% $63.52 $3,812.50 1.6517% 2:45:11 PM CT
7/22/2018
103'260 1.6517%
N1UU8
10Y
CNPU8 95'195 2.500% $87.39 -$4,390.62 3.0008% 2:45:08 PM CT
7/22/2018
95'195 3.0008%
E1UU8
20Y
CIPU8 101'290 2.500% $154.88 $1,906.25 2.3773% 2:45:11 PM CT
7/22/2018
101'290 2.3773%
B1UU8
30Y
CBPU8 89'090 2.500% $207.75 -$10,718.75 3.0142% 2:45:08 PM CT
7/22/2018
89'090 3.0142%
T1UZ8
2Y
CTPZ8 99'112 2.750% $19.27 -$648.44 3.0837% 2:45:08 PM CT
7/22/2018
99'112 3.0837%
F1UZ8
5Y
CFPZ8 96'240 2.750% $46.23 -$3,250.00 3.4471% 2:45:08 PM CT
7/22/2018
96'240 3.4471%
S1UZ8
7Y
CHPZ8 103'260 2.750% $63.11 $3,812.50 2.1509% 2:45:11 PM CT
7/22/2018
103'260 2.1509%
N1UZ8
10Y
CNPZ8 95'195 3.000% $86.82 -$4,390.62 3.5014% 2:45:08 PM CT
7/22/2018
95'195 3.5014%
E1UZ8
20Y
CIPZ8 101'290 3.000% $153.89 $1,906.25 2.8772% 2:45:11 PM CT
7/22/2018
101'290 2.8772%
B1UZ8
30Y
CBPZ8 89'090 3.000% $206.45 -$10,718.75 3.5148% 2:45:08 PM CT
7/22/2018
89'090 3.5148%

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