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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
T1UZ9
2Y
CTPZ9 99'112 2.500% $19.62 -$648.44 2.8289% 10:45:06 PM CT
9/19/2019
99'112 2.8290%
F1UZ9
5Y
CFPZ9 99'225 2.500% $48.05 -$296.88 2.5615% 10:45:07 PM CT
9/19/2019
99'260 2.5389%
S1UZ9
7Y
CHPZ9 109'280 2.750% $66.43 $9,875.00 1.2701% 10:45:10 PM CT
9/19/2019
109'280 1.2695%
N1UZ9
10Y
CNPZ9 98'200 2.750% $93.01 -$1,375.00 2.8972% 10:45:07 PM CT
9/19/2019
98'220 2.8906%
E1UZ9
20Y
CIPZ9 101'290 3.000% $172.90 $1,906.25 2.8902% 10:45:11 PM CT
9/19/2019
101'290 2.8900%
B1UZ9
30Y
CBPZ9 135'250 3.000% $240.90 $35,781.25 1.5213% 10:45:08 PM CT
9/19/2019
135'250 1.5161%
T1UH0
2Y
CTPH0 99'112 1.750% $19.51 -$648.44 2.0795% 10:45:06 PM CT
9/19/2019
99'112 2.0796%
F1UH0
5Y
CFPH0 99'260 1.750% $47.90 -$187.50 1.7888% 10:45:07 PM CT
9/19/2019
99'260 1.7888%
S1UH0
7Y
CHPH0 109'280 2.000% $66.22 $9,875.00 0.5213% 10:45:10 PM CT
9/19/2019
109'280 0.5207%
N1UH0
10Y
CNPH0 98'220 2.000% $92.69 -$1,312.50 2.1404% 10:45:07 PM CT
9/19/2019
98'220 2.1405%
E1UH0
20Y
CIPH0 101'290 2.250% $172.26 $1,906.25 2.1403% 10:45:11 PM CT
9/19/2019
101'290 2.1400%
B1UH0
30Y
CBPH0 135'250 2.250% $239.96 $35,781.25 0.7714% 10:45:08 PM CT
9/19/2019
135'250 0.7661%

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