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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
T1UH1
2Y
CTPH1 100'010 0.250% $19.98 $31.25 0.2344% 9:47:06 AM CT
1/20/2021
100'010 0.2344%
F1UH1
5Y
CFPH1 99'212 0.500% $49.70 -$335.94 0.5676% 9:47:06 AM CT
1/20/2021
99'230 0.5566%
S1UH1
7Y
CHPH1 99'225 0.500% $69.03 -$296.88 0.5430% 9:47:07 AM CT
1/20/2021
99'225 0.5430%
N1UH1
10Y
CNPH1 96'095 0.750% $96.93 -$3,703.12 1.1320% 9:47:06 AM CT
1/20/2021
96'105 1.1288%
E1UH1
20Y
CIPH1 98'310 1.000% $180.05 -$1,031.25 1.0573% 9:47:07 AM CT
1/20/2021
98'310 1.0573%
B1UH1
30Y
CBPH1 84'210 1.000% $250.27 -$15,343.75 1.6130% 9:47:06 AM CT
1/20/2021
84'290 1.6028%
T1UM1
2Y
CTPM1 100'010 0.250% $19.97 $31.25 0.2344% 9:47:06 AM CT
1/20/2021
100'010 0.2344%
F1UM1
5Y
CFPM1 99'230 0.500% $49.64 -$281.25 0.5566% 9:47:06 AM CT
1/20/2021
99'230 0.5566%
S1UM1
7Y
CHPM1 99'225 0.500% $68.91 -$296.88 0.5431% 9:47:07 AM CT
1/20/2021
99'225 0.5431%
N1UM1
10Y
CNPM1 96'105 0.750% $96.70 -$3,671.88 1.1296% 9:47:06 AM CT
1/20/2021
96'105 1.1296%
E1UM1
20Y
CIPM1 98'310 1.000% $179.46 -$1,031.25 1.0574% 9:47:07 AM CT
1/20/2021
98'310 1.0574%
B1UM1
30Y
CBPM1 84'290 1.250% $249.40 -$15,093.75 1.8550% 9:47:06 AM CT
1/20/2021
84'290 1.8548%

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