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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 | ||||||
| T1UZ8 2Y |
CTPZ8 | 99'112 | 2.750% | $19.37 | -$648.44 | 3.0840% | 1:30:07 AM CT 11/17/2018 |
99'112 | 3.0840% | |||
| F1UZ8 5Y |
CFPZ8 | 98'192 | 2.750% | $46.44 | -$1,398.44 | 3.0505% | 1:30:07 AM CT 11/17/2018 |
98'192 | 3.0505% | |||
| S1UZ8 7Y |
CHPZ8 | 103'260 | 2.750% | $63.33 | $3,812.50 | 2.1493% | 1:30:07 AM CT 11/17/2018 |
103'260 | 2.1493% | |||
| N1UZ8 10Y |
CNPZ8 | 98'180 | 3.000% | $86.92 | -$1,437.50 | 3.1650% | 1:30:07 AM CT 11/17/2018 |
98'180 | 3.1650% | |||
| E1UZ8 20Y |
CIPZ8 | 101'290 | 3.000% | $152.10 | $1,906.25 | 2.8749% | 1:30:07 AM CT 11/17/2018 |
101'290 | 2.8749% | |||
| B1UZ8 30Y |
CBPZ8 | 89'090 | 3.000% | $201.26 | -$10,718.75 | 3.5315% | 1:30:07 AM CT 11/17/2018 |
89'090 | 3.5315% | |||
| T1UH9 2Y |
CTPH9 | 99'112 | 2.750% | $19.24 | -$648.44 | 3.0843% | 1:30:07 AM CT 11/17/2018 |
99'112 | 3.0843% | |||
| F1UH9 5Y |
CFPH9 | 98'192 | 2.750% | $46.13 | -$1,398.44 | 3.0508% | 1:30:07 AM CT 11/17/2018 |
98'192 | 3.0508% | |||
| S1UH9 7Y |
CHPH9 | 103'260 | 2.750% | $62.90 | $3,812.50 | 2.1487% | 1:30:07 AM CT 11/17/2018 |
103'260 | 2.1487% | |||
| N1UH9 10Y |
CNPH9 | 98'180 | 3.000% | $86.31 | -$1,437.50 | 3.1652% | 1:30:07 AM CT 11/17/2018 |
98'180 | 3.1652% | |||
| E1UH9 20Y |
CIPH9 | 101'290 | 3.000% | $151.02 | $1,906.25 | 2.8748% | 1:30:07 AM CT 11/17/2018 |
101'290 | 2.8748% | |||
| B1UH9 30Y |
CBPH9 | 89'090 | 3.000% | $199.84 | -$10,718.75 | 3.5321% | 1:30:07 AM CT 11/17/2018 |
89'090 | 3.5321% | |||
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