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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% $19.50 -$648.44 3.0818% 4:30:06 PM CT
5/19/2019
99'112 3.0818%
F1UM9
5Y
CFPM9 104'165 2.750% $47.31 $4,511.72 1.7983% 4:30:06 PM CT
5/19/2019
103'267 1.9409%
S1UM9
7Y
CHPM9 104'270 2.750% $64.96 $4,843.75 2.0059% 4:30:07 PM CT
5/19/2019
104'270 2.0059%
N1UM9
10Y
CNPM9 104'097 3.000% $89.96 $4,304.69 2.5225% 4:30:06 PM CT
5/19/2019
105'245 2.3605%
E1UM9
20Y
CIPM9 101'290 3.000% $161.30 $1,906.25 2.8821% 4:30:07 PM CT
5/19/2019
101'290 2.8821%
B1UM9
30Y
CBPM9 109'060 3.000% $217.56 $9,187.50 2.5786% 4:30:06 PM CT
5/19/2019
109'060 2.5786%
T1UU9
2Y
CTPU9 99'112 3.000% $19.41 -$648.44 3.3315% 4:30:06 PM CT
5/19/2019
99'112 3.3314%
F1UU9
5Y
CFPU9 103'267 3.000% $47.08 $3,835.94 2.1917% 4:30:06 PM CT
5/19/2019
103'267 2.1918%
S1UU9
7Y
CHPU9 104'270 3.000% $64.64 $4,843.75 2.2565% 4:30:07 PM CT
5/19/2019
104'270 2.2566%
N1UU9
10Y
CNPU9 105'245 3.000% $89.50 $5,765.62 2.3609% 4:30:06 PM CT
5/19/2019
105'245 2.3609%
E1UU9
20Y
CIPU9 101'290 3.250% $160.41 $1,906.25 3.1321% 4:30:07 PM CT
5/19/2019
101'290 3.1321%
B1UU9
30Y
CBPU9 109'060 3.250% $216.35 $9,187.50 2.8287% 4:30:06 PM CT
5/19/2019
109'060 2.8287%

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