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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% | $19.33 | -$648.44 | 3.0843% | 10:45:07 PM CT 10/23/2018 |
99'112 | 3.0843% | |||
| F1UZ8 5Y |
CFPZ8 | 97'310 | 2.750% | $46.23 | -$2,035.16 | 3.1886% | 10:45:07 PM CT 10/23/2018 |
97'307 | 3.1896% | |||
| S1UZ8 7Y |
CHPZ8 | 103'260 | 2.750% | $62.98 | $3,812.50 | 2.1468% | 10:45:08 PM CT 10/23/2018 |
103'260 | 2.1466% | |||
| N1UZ8 10Y |
CNPZ8 | 97'195 | 3.000% | $86.36 | -$2,390.62 | 3.2758% | 10:45:07 PM CT 10/23/2018 |
97'195 | 3.2760% | |||
| E1UZ8 20Y |
CIPZ8 | 101'290 | 3.000% | $150.82 | $1,906.25 | 2.8741% | 10:45:08 PM CT 10/23/2018 |
101'290 | 2.8739% | |||
| B1UZ8 30Y |
CBPZ8 | 89'090 | 3.000% | $199.31 | -$10,718.75 | 3.5359% | 10:45:07 PM CT 10/23/2018 |
89'090 | 3.5359% | |||
| T1UH9 2Y |
CTPH9 | 99'112 | 2.750% | $19.19 | -$648.44 | 3.0847% | 10:45:07 PM CT 10/23/2018 |
99'112 | 3.0847% | |||
| F1UH9 5Y |
CFPH9 | 97'307 | 2.750% | $45.91 | -$2,039.06 | 3.1900% | 10:45:07 PM CT 10/23/2018 |
97'307 | 3.1901% | |||
| S1UH9 7Y |
CHPH9 | 103'260 | 2.750% | $62.54 | $3,812.50 | 2.1461% | 10:45:08 PM CT 10/23/2018 |
103'260 | 2.1458% | |||
| N1UH9 10Y |
CNPH9 | 97'195 | 3.000% | $85.74 | -$2,390.62 | 3.2762% | 10:45:07 PM CT 10/23/2018 |
97'195 | 3.2764% | |||
| E1UH9 20Y |
CIPH9 | 101'290 | 3.000% | $149.73 | $1,906.25 | 2.8739% | 10:45:08 PM CT 10/23/2018 |
101'290 | 2.8738% | |||
| B1UH9 30Y |
CBPH9 | 89'090 | 3.000% | $197.88 | -$10,718.75 | 3.5366% | 10:45:07 PM CT 10/23/2018 |
89'090 | 3.5366% | |||
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