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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
T1UU9
2Y
CTPU9 99'112 3.000% $19.60 -$648.44 3.3298% 8:00:06 PM CT
7/20/2019
99'112 3.3298%
F1UU9
5Y
CFPU9 105'277 3.000% $47.81 $5,867.19 1.7771% 8:00:06 PM CT
7/20/2019
105'277 1.7771%
S1UU9
7Y
CHPU9 107'180 3.000% $65.89 $7,562.50 1.8561% 8:00:10 PM CT
7/20/2019
107'180 1.8561%
N1UU9
10Y
CNPU9 109'100 3.000% $91.69 $9,312.50 1.9878% 8:00:07 PM CT
7/20/2019
109'100 1.9878%
E1UU9
20Y
CIPU9 101'290 3.250% $166.67 $1,906.25 3.1360% 8:00:10 PM CT
7/20/2019
101'290 3.1360%
B1UU9
30Y
CBPU9 123'000 3.250% $227.41 $23,000.00 2.2421% 8:00:07 PM CT
7/20/2019
123'000 2.2420%
T1UZ9
2Y
CTPZ9 99'112 2.500% $19.53 -$648.44 2.8294% 8:00:06 PM CT
7/20/2019
99'112 2.8294%
F1UZ9
5Y
CFPZ9 105'277 2.500% $47.64 $5,867.19 1.2783% 8:00:07 PM CT
7/20/2019
105'277 1.2783%
S1UZ9
7Y
CHPZ9 107'190 2.750% $65.62 $7,593.75 1.6022% 5:45:07 PM CT
7/19/2019
107'190 1.6022%
N1UZ9
10Y
CNPZ9 109'100 2.750% $91.30 $9,312.50 1.7382% 8:00:07 PM CT
7/20/2019
109'100 1.7382%
E1UZ9
20Y
CIPZ9 101'290 3.000% $165.87 $1,906.25 2.8860% 8:00:10 PM CT
7/20/2019
101'290 2.8860%
B1UZ9
30Y
CBPZ9 123'000 3.000% $226.30 $23,000.00 1.9919% 8:00:07 PM CT
7/20/2019
123'000 1.9919%

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