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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
T1UU7
2Y
CTPU7 99'112 1.750% $19.61 -$648.44 2.0798% 1:30:07 PM CT
6/27/2017
99'112 2.0797%
F1UU7
5Y
CFPU7 100'110 2.000% $47.80 $343.75 1.9283% 1:30:07 PM CT
6/27/2017
100'185 1.8795%
S1UU7
7Y
CHPU7 103'260 2.250% $65.69 $3,812.50 1.6712% 1:30:19 PM CT
6/27/2017
103'260 1.6722%
N1UU7
10Y
CNPU7 102'140 2.500% $91.09 $2,437.50 2.2331% 1:30:07 PM CT
6/27/2017
102'315 2.1742%
E1UU7
20Y
CIPU7 101'290 2.500% $164.17 $1,906.25 2.3842% 1:30:19 PM CT
6/27/2017
101'290 2.3849%
B1UU7
30Y
CBPU7 100'150 2.500% $222.62 $468.75 2.4790% 1:30:07 PM CT
6/27/2017
101'200 2.4278%
T1UZ7
2Y
CTPZ7 - - - - - - - -
F1UZ7
5Y
CFPZ7 - - - - - - - -
S1UZ7
7Y
CHPZ7 - - - - - - - -
N1UZ7
10Y
CNPZ7 - - - - - - - -
E1UZ7
20Y
CIPZ7 - - - - - - - -
B1UZ7
30Y
CBPZ7 - - - - - - - -

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