Please hover your mouse pointer over column titles and links for further information.

CME Ticker Bloomberg Ticker MAC Swap Future Pricing Timestamp Settlement-Based Pricing
Price Coupon PV01 NPV Implied Rate Price Implied Rate
T1UU7
2Y
CTPU7 99'112 1.750% $19.63 -$648.44 2.0797% 7:00:17 PM CT
7/23/2017
99'112 2.0797%
F1UU7
5Y
CFPU7 100'120 2.000% $47.88 $375.00 1.9218% 7:00:17 PM CT
7/23/2017
100'120 1.9218%
S1UU7
7Y
CHPU7 103'260 2.250% $65.82 $3,812.50 1.6719% 7:00:25 PM CT
7/23/2017
103'260 1.6717%
N1UU7
10Y
CNPU7 102'165 2.500% $91.31 $2,515.62 2.2250% 7:00:18 PM CT
7/23/2017
102'090 2.2505%
E1UU7
20Y
CIPU7 101'290 2.500% $164.47 $1,906.25 2.3843% 7:00:25 PM CT
7/23/2017
101'290 2.3842%
B1UU7
30Y
CBPU7 102'160 2.500% $222.59 $2,500.00 2.3879% 7:00:19 PM CT
7/23/2017
99'050 2.5379%
T1UZ7
2Y
CTPZ7 - - - - - - - -
F1UZ7
5Y
CFPZ7 - - - - - - - -
S1UZ7
7Y
CHPZ7 - - - - - - - -
N1UZ7
10Y
CNPZ7 - - - - - - - -
E1UZ7
20Y
CIPZ7 - - - - - - - -
B1UZ7
30Y
CBPZ7 - - - - - - - -

Quotes and analytics are updated every 15 minutes.

Powered by Maxeler Analytics©