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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
T1UM8
2Y
CTPM8 99'112 1.750% $19.48 -$648.44 2.0827% 11:45:08 PM CT
6/17/2018
99'112 2.0828%
F1UM8
5Y
CFPM8 95'150 2.000% $46.74 -$4,531.25 2.9692% 11:45:08 PM CT
6/17/2018
95'150 2.9696%
S1UM8
7Y
CHPM8 103'260 2.000% $63.81 $3,812.50 1.4027% 11:45:13 PM CT
6/17/2018
103'260 1.4023%
N1UM8
10Y
CNPM8 93'035 2.250% $87.83 -$6,890.62 3.0343% 11:45:08 PM CT
6/17/2018
93'035 3.0353%
E1UM8
20Y
CIPM8 101'290 2.500% $155.80 $1,906.25 2.3777% 11:45:13 PM CT
6/17/2018
101'290 2.3774%
B1UM8
30Y
CBPM8 89'100 2.500% $209.15 -$10,687.50 3.0109% 11:45:08 PM CT
6/17/2018
89'100 3.0127%
T1UU8
2Y
CTPU8 99'112 2.250% $19.36 -$648.44 2.5832% 11:45:08 PM CT
6/17/2018
99'112 2.5833%
F1UU8
5Y
CFPU8 93'290 2.250% $46.45 -$6,093.75 3.5555% 11:45:08 PM CT
6/17/2018
96'160 3.0002%
S1UU8
7Y
CHPU8 103'260 2.250% $63.41 $3,812.50 1.6517% 11:45:13 PM CT
6/17/2018
103'260 1.6513%
N1UU8
10Y
CNPU8 95'055 2.500% $87.28 -$4,828.12 3.0504% 11:45:08 PM CT
6/17/2018
95'040 3.0565%
E1UU8
20Y
CIPU8 101'290 2.500% $154.82 $1,906.25 2.3775% 11:45:13 PM CT
6/17/2018
101'290 2.3772%
B1UU8
30Y
CBPU8 89'090 2.500% $207.87 -$10,718.75 3.0131% 11:45:08 PM CT
6/17/2018
89'090 3.0150%

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