Please hover your mouse pointer over column titles and links for further information.

CME Ticker Bloomberg Ticker MAC Swap Future Pricing Timestamp Settlement-Based Pricing
Price Coupon PV01 NPV Implied Rate Price Implied Rate
T1UM0
2Y
CTPM0 100'140 1.000% $19.98 $437.50 0.7810% 1:30:04 AM CT
4/03/2020
100'140 0.7810%
F1UM0
5Y
CFPM0 103'280 1.250% $49.78 $3,875.00 0.4716% 1:30:04 AM CT
4/03/2020
103'277 0.4729%
S1UM0
7Y
CHPM0 102'250 1.250% $69.43 $2,781.25 0.8495% 1:30:06 AM CT
4/03/2020
102'250 0.8491%
N1UM0
10Y
CNPM0 105'185 1.250% $98.45 $5,578.12 0.6835% 1:30:04 AM CT
4/03/2020
105'075 0.7172%
E1UM0
20Y
CIPM0 106'290 1.500% $190.89 $6,906.25 1.1383% 1:30:06 AM CT
4/03/2020
106'290 1.1363%
B1UM0
30Y
CBPM0 108'270 1.500% $277.23 $8,843.75 1.1810% 1:30:04 AM CT
4/03/2020
108'270 1.1784%
T1UU0
2Y
CTPU0 100'140 1.500% $19.97 $437.50 1.2810% 1:30:04 AM CT
4/03/2020
100'140 1.2810%
F1UU0
5Y
CFPU0 103'280 1.500% $49.75 $3,875.00 0.7213% 1:30:04 AM CT
4/03/2020
103'277 0.7225%
S1UU0
7Y
CHPU0 102'250 1.750% $69.37 $2,781.25 1.3492% 1:30:06 AM CT
4/03/2020
102'250 1.3488%
N1UU0
10Y
CNPU0 105'185 1.750% $98.34 $5,578.12 1.1830% 1:30:04 AM CT
4/03/2020
105'075 1.2167%
E1UU0
20Y
CIPU0 106'290 2.000% $190.63 $6,906.25 1.6378% 1:30:06 AM CT
4/03/2020
106'290 1.6358%
B1UU0
30Y
CBPU0 108'270 2.000% $276.83 $8,843.75 1.6806% 1:30:04 AM CT
4/03/2020
108'270 1.6780%

Quotes and analytics are updated every 15 minutes.

Powered by Maxeler Analytics©