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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 | ||||||
| T1UM9 2Y |
CTPM9 | 99'112 | 2.750% | $19.40 | -$648.44 | 3.0824% | 7:15:07 AM CT 3/21/2019 |
99'112 | 3.0825% | |||
| F1UM9 5Y |
CFPM9 | 103'002 | 2.750% | $46.95 | $3,007.81 | 2.1131% | 7:15:07 AM CT 3/21/2019 |
102'265 | 2.1507% | |||
| S1UM9 7Y |
CHPM9 | 103'260 | 2.750% | $64.39 | $3,812.50 | 2.1614% | 7:15:10 AM CT 3/21/2019 |
103'260 | 2.1607% | |||
| N1UM9 10Y |
CNPM9 | 104'060 | 3.000% | $89.03 | $4,187.50 | 2.5324% | 7:15:08 AM CT 3/21/2019 |
103'255 | 2.5753% | |||
| E1UM9 20Y |
CIPM9 | 101'290 | 3.000% | $158.67 | $1,906.25 | 2.8806% | 7:15:10 AM CT 3/21/2019 |
101'290 | 2.8802% | |||
| B1UM9 30Y |
CBPM9 | 89'090 | 3.000% | $212.74 | -$10,718.75 | 3.5009% | 7:15:08 AM CT 3/21/2019 |
89'090 | 3.5025% | |||
| T1UU9 2Y |
CTPU9 | 99'112 | 3.000% | $19.30 | -$648.44 | 3.3321% | 7:15:07 AM CT 3/21/2019 |
99'112 | 3.3322% | |||
| F1UU9 5Y |
CFPU9 | 102'265 | 3.000% | $46.71 | $2,828.12 | 2.4016% | 7:15:07 AM CT 3/21/2019 |
102'265 | 2.4011% | |||
| S1UU9 7Y |
CHPU9 | 103'260 | 3.000% | $64.06 | $3,812.50 | 2.4117% | 7:15:10 AM CT 3/21/2019 |
103'260 | 2.4111% | |||
| N1UU9 10Y |
CNPU9 | 103'255 | 3.000% | $88.54 | $3,796.88 | 2.5762% | 7:15:08 AM CT 3/21/2019 |
103'255 | 2.5755% | |||
| E1UU9 20Y |
CIPU9 | 101'290 | 3.250% | $157.74 | $1,906.25 | 3.1306% | 7:15:10 AM CT 3/21/2019 |
101'290 | 3.1302% | |||
| B1UU9 30Y |
CBPU9 | 89'090 | 3.250% | $211.49 | -$10,718.75 | 3.7509% | 7:15:08 AM CT 3/21/2019 |
89'090 | 3.7526% | |||
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