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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 | ||||||
| T1UM9 2Y |
CTPM9 | 99'112 | 2.750% | $19.42 | -$648.44 | 3.0825% | 2:00:06 PM CT 4/21/2019 |
99'112 | 3.0825% | |||
| F1UM9 5Y |
CFPM9 | 102'250 | 2.750% | $46.96 | $2,781.25 | 2.1602% | 2:00:06 PM CT 4/21/2019 |
102'250 | 2.1602% | |||
| S1UM9 7Y |
CHPM9 | 103'135 | 2.750% | $64.36 | $3,421.88 | 2.2205% | 2:00:09 PM CT 4/21/2019 |
103'135 | 2.2205% | |||
| N1UM9 10Y |
CNPM9 | 103'265 | 3.000% | $88.89 | $3,828.12 | 2.5711% | 2:00:06 PM CT 4/21/2019 |
103'265 | 2.5711% | |||
| E1UM9 20Y |
CIPM9 | 101'290 | 3.000% | $158.06 | $1,906.25 | 2.8799% | 2:00:09 PM CT 4/21/2019 |
101'290 | 2.8799% | |||
| B1UM9 30Y |
CBPM9 | 104'300 | 3.000% | $211.63 | $4,937.50 | 2.7676% | 2:00:06 PM CT 4/21/2019 |
104'300 | 2.7676% | |||
| T1UU9 2Y |
CTPU9 | 99'112 | 3.000% | $19.32 | -$648.44 | 3.3322% | 2:00:06 PM CT 4/21/2019 |
99'112 | 3.3322% | |||
| F1UU9 5Y |
CFPU9 | 102'250 | 3.000% | $46.72 | $2,781.25 | 2.4106% | 2:00:06 PM CT 4/21/2019 |
102'250 | 2.4106% | |||
| S1UU9 7Y |
CHPU9 | 103'135 | 3.000% | $64.01 | $3,421.88 | 2.4708% | 2:00:09 PM CT 4/21/2019 |
103'135 | 2.4708% | |||
| N1UU9 10Y |
CNPU9 | 103'265 | 3.000% | $88.39 | $3,828.12 | 2.5712% | 2:00:06 PM CT 4/21/2019 |
103'265 | 2.5712% | |||
| E1UU9 20Y |
CIPU9 | 101'290 | 3.250% | $157.11 | $1,906.25 | 3.1299% | 2:00:09 PM CT 4/21/2019 |
101'290 | 3.1299% | |||
| B1UU9 30Y |
CBPU9 | 104'300 | 3.250% | $210.35 | $4,937.50 | 3.0176% | 2:00:06 PM CT 4/21/2019 |
104'300 | 3.0176% | |||
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