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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 | ||||||
| T1UZ9 2Y |
CTPZ9 | 99'112 | 2.500% | $19.62 | -$648.44 | 2.8289% | 10:45:06 PM CT 9/19/2019 |
99'112 | 2.8290% | |||
| F1UZ9 5Y |
CFPZ9 | 99'225 | 2.500% | $48.05 | -$296.88 | 2.5615% | 10:45:07 PM CT 9/19/2019 |
99'260 | 2.5389% | |||
| S1UZ9 7Y |
CHPZ9 | 109'280 | 2.750% | $66.43 | $9,875.00 | 1.2701% | 10:45:10 PM CT 9/19/2019 |
109'280 | 1.2695% | |||
| N1UZ9 10Y |
CNPZ9 | 98'200 | 2.750% | $93.01 | -$1,375.00 | 2.8972% | 10:45:07 PM CT 9/19/2019 |
98'220 | 2.8906% | |||
| E1UZ9 20Y |
CIPZ9 | 101'290 | 3.000% | $172.90 | $1,906.25 | 2.8902% | 10:45:11 PM CT 9/19/2019 |
101'290 | 2.8900% | |||
| B1UZ9 30Y |
CBPZ9 | 135'250 | 3.000% | $240.90 | $35,781.25 | 1.5213% | 10:45:08 PM CT 9/19/2019 |
135'250 | 1.5161% | |||
| T1UH0 2Y |
CTPH0 | 99'112 | 1.750% | $19.51 | -$648.44 | 2.0795% | 10:45:06 PM CT 9/19/2019 |
99'112 | 2.0796% | |||
| F1UH0 5Y |
CFPH0 | 99'260 | 1.750% | $47.90 | -$187.50 | 1.7888% | 10:45:07 PM CT 9/19/2019 |
99'260 | 1.7888% | |||
| S1UH0 7Y |
CHPH0 | 109'280 | 2.000% | $66.22 | $9,875.00 | 0.5213% | 10:45:10 PM CT 9/19/2019 |
109'280 | 0.5207% | |||
| N1UH0 10Y |
CNPH0 | 98'220 | 2.000% | $92.69 | -$1,312.50 | 2.1404% | 10:45:07 PM CT 9/19/2019 |
98'220 | 2.1405% | |||
| E1UH0 20Y |
CIPH0 | 101'290 | 2.250% | $172.26 | $1,906.25 | 2.1403% | 10:45:11 PM CT 9/19/2019 |
101'290 | 2.1400% | |||
| B1UH0 30Y |
CBPH0 | 135'250 | 2.250% | $239.96 | $35,781.25 | 0.7714% | 10:45:08 PM CT 9/19/2019 |
135'250 | 0.7661% | |||
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