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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 | ||||||
| T1UH9 2Y |
CTPH9 | 99'112 | 2.750% | $19.39 | -$648.44 | 3.0832% | 7:45:06 PM CT 1/22/2019 |
99'112 | 3.0832% | |||
| F1UH9 5Y |
CFPH9 | 100'045 | 2.750% | $46.74 | $136.72 | 2.7209% | 7:45:06 PM CT 1/22/2019 |
100'135 | 2.6601% | |||
| S1UH9 7Y |
CHPH9 | 103'260 | 2.750% | $63.95 | $3,812.50 | 2.1561% | 7:45:07 PM CT 1/22/2019 |
103'260 | 2.1561% | |||
| N1UH9 10Y |
CNPH9 | 101'230 | 3.000% | $88.18 | $1,718.75 | 2.8058% | 7:45:06 PM CT 1/22/2019 |
101'275 | 2.7899% | |||
| E1UH9 20Y |
CIPH9 | 101'290 | 3.000% | $156.30 | $1,906.25 | 2.8785% | 7:45:07 PM CT 1/22/2019 |
101'290 | 2.8785% | |||
| B1UH9 30Y |
CBPH9 | 89'090 | 3.000% | $209.02 | -$10,718.75 | 3.5109% | 7:45:06 PM CT 1/22/2019 |
89'090 | 3.5110% | |||
| T1UM9 2Y |
CTPM9 | - | - | - | - | - | - | - | - | |||
| F1UM9 5Y |
CFPM9 | - | - | - | - | - | - | - | - | |||
| S1UM9 7Y |
CHPM9 | - | - | - | - | - | - | - | - | |||
| N1UM9 10Y |
CNPM9 | - | - | - | - | - | - | - | - | |||
| E1UM9 20Y |
CIPM9 | - | - | - | - | - | - | - | - | |||
| B1UM9 30Y |
CBPM9 | - | - | - | - | - | - | - | - | |||
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