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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 | 101'260 | 2.500% | $19.70 | $1,812.50 | 1.5802% | 3:15:06 PM CT 12/07/2019 |
101'260 | 1.5802% | |||
| F1UZ9 5Y |
CFPZ9 | 99'280 | 2.500% | $48.13 | -$125.00 | 2.5260% | 3:15:06 PM CT 12/07/2019 |
99'102 | 2.6411% | |||
| S1UZ9 7Y |
CHPZ9 | 101'035 | 2.750% | $66.42 | $1,109.38 | 2.5831% | 3:15:06 PM CT 12/07/2019 |
101'035 | 2.5831% | |||
| N1UZ9 10Y |
CNPZ9 | 98'145 | 2.750% | $92.73 | -$1,546.88 | 2.9167% | 3:15:06 PM CT 12/07/2019 |
97'125 | 3.0313% | |||
| E1UZ9 20Y |
CIPZ9 | 98'180 | 3.000% | $170.57 | -$1,437.50 | 3.0842% | 3:15:06 PM CT 12/07/2019 |
98'180 | 3.0842% | |||
| B1UZ9 30Y |
CBPZ9 | 97'120 | 3.000% | $235.34 | -$2,625.00 | 3.1115% | 3:15:06 PM CT 12/07/2019 |
97'120 | 3.1115% | |||
| T1UH0 2Y |
CTPH0 | 100'140 | 1.750% | $19.58 | $437.50 | 1.5275% | 3:15:06 PM CT 12/07/2019 |
100'140 | 1.5275% | |||
| F1UH0 5Y |
CFPH0 | 100'180 | 1.750% | $47.96 | $562.50 | 1.6332% | 3:15:06 PM CT 12/07/2019 |
100'180 | 1.6332% | |||
| S1UH0 7Y |
CHPH0 | 102'250 | 2.000% | $66.18 | $2,781.25 | 1.5816% | 3:15:06 PM CT 12/07/2019 |
102'250 | 1.5816% | |||
| N1UH0 10Y |
CNPH0 | 102'240 | 2.000% | $92.37 | $2,750.00 | 1.7036% | 3:15:06 PM CT 12/07/2019 |
102'000 | 1.7844% | |||
| E1UH0 20Y |
CIPH0 | 106'290 | 2.250% | $169.86 | $6,906.25 | 1.8452% | 3:15:06 PM CT 12/07/2019 |
106'290 | 1.8452% | |||
| B1UH0 30Y |
CBPH0 | 108'270 | 2.250% | $234.31 | $8,843.75 | 1.8742% | 3:15:06 PM CT 12/07/2019 |
108'270 | 1.8742% | |||
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