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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
T1UH0
2Y
CTPH0 100'140 1.750% $19.60 $437.50 1.5273% 3:30:04 AM CT
1/18/2020
100'140 1.5273%
F1UH0
5Y
CFPH0 100'165 1.750% $48.00 $515.62 1.6429% 3:30:04 AM CT
1/18/2020
100'165 1.6429%
S1UH0
7Y
CHPH0 102'250 2.000% $66.24 $2,781.25 1.5812% 3:30:04 AM CT
1/18/2020
102'250 1.5812%
N1UH0
10Y
CNPH0 101'255 2.000% $92.44 $1,796.88 1.8061% 3:30:04 AM CT
1/18/2020
101'255 1.8061%
E1UH0
20Y
CIPH0 106'290 2.250% $169.78 $6,906.25 1.8443% 3:30:04 AM CT
1/18/2020
106'290 1.8443%
B1UH0
30Y
CBPH0 108'270 2.250% $233.85 $8,843.75 1.8728% 3:30:04 AM CT
1/18/2020
108'270 1.8728%
T1UM0
2Y
CTPM0 100'140 1.000% $19.53 $437.50 0.7774% 3:30:04 AM CT
1/18/2020
100'140 0.7774%
F1UM0
5Y
CFPM0 100'165 1.250% $47.84 $515.62 1.1429% 3:30:04 AM CT
1/18/2020
100'165 1.1429%
S1UM0
7Y
CHPM0 102'250 1.250% $66.00 $2,781.25 0.8314% 3:30:04 AM CT
1/18/2020
102'250 0.8314%
N1UM0
10Y
CNPM0 101'255 1.250% $92.08 $1,796.88 1.0561% 3:30:04 AM CT
1/18/2020
101'255 1.0561%
E1UM0
20Y
CIPM0 106'290 1.500% $169.06 $6,906.25 1.0941% 3:30:04 AM CT
1/18/2020
106'290 1.0941%
B1UM0
30Y
CBPM0 108'270 1.500% $232.85 $8,843.75 1.1227% 3:30:04 AM CT
1/18/2020
108'270 1.1227%

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