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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% | $19.43 | -$648.44 | 3.0836% | 4:45:06 AM CT 12/12/2018 |
99'112 | 3.0837% | |||
| F1UZ8 5Y |
CFPZ8 | 99'162 | 2.750% | $46.70 | -$492.19 | 2.8553% | 4:45:06 AM CT 12/12/2018 |
99'177 | 2.8453% | |||
| S1UZ8 7Y |
CHPZ8 | 103'260 | 2.750% | $63.81 | $3,812.50 | 2.1528% | 4:45:07 AM CT 12/12/2018 |
103'260 | 2.1529% | |||
| N1UZ8 10Y |
CNPZ8 | 100'155 | 3.000% | $87.83 | $484.38 | 2.9449% | 4:45:06 AM CT 12/12/2018 |
100'200 | 2.9289% | |||
| E1UZ8 20Y |
CIPZ8 | 101'290 | 3.000% | $154.96 | $1,906.25 | 2.8770% | 4:45:07 AM CT 12/12/2018 |
101'290 | 2.8771% | |||
| B1UZ8 30Y |
CBPZ8 | 89'090 | 3.000% | $206.35 | -$10,718.75 | 3.5192% | 4:45:06 AM CT 12/12/2018 |
89'090 | 3.5184% | |||
| T1UH9 2Y |
CTPH9 | 99'112 | 2.750% | $19.30 | -$648.44 | 3.0837% | 4:45:06 AM CT 12/12/2018 |
99'112 | 3.0838% | |||
| F1UH9 5Y |
CFPH9 | 99'157 | 2.750% | $46.41 | -$507.81 | 2.8587% | 4:45:06 AM CT 12/12/2018 |
99'172 | 2.8487% | |||
| S1UH9 7Y |
CHPH9 | 103'260 | 2.750% | $63.41 | $3,812.50 | 2.1526% | 4:45:07 AM CT 12/12/2018 |
103'260 | 2.1527% | |||
| N1UH9 10Y |
CNPH9 | 100'130 | 3.000% | $87.26 | $406.25 | 2.9537% | 4:45:06 AM CT 12/12/2018 |
100'175 | 2.9377% | |||
| E1UH9 20Y |
CIPH9 | 101'290 | 3.000% | $153.93 | $1,906.25 | 2.8770% | 4:45:07 AM CT 12/12/2018 |
101'290 | 2.8771% | |||
| B1UH9 30Y |
CBPH9 | 89'090 | 3.000% | $204.99 | -$10,718.75 | 3.5195% | 4:45:06 AM CT 12/12/2018 |
89'090 | 3.5187% | |||
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