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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 | ||||||
| T1UU1 2Y |
CTPU1 | - | 0.250% | - | - | - | - | - | - | |||
| F1UU1 5Y |
CFPU1 | - | 0.500% | - | - | - | - | - | - | |||
| S1UU1 7Y |
CHPU1 | - | 0.750% | - | - | - | - | - | - | |||
| N1UU1 10Y |
CNPU1 | - | 1.000% | - | - | - | - | - | - | |||
| E1UU1 20Y |
CIPU1 | - | 1.250% | - | - | - | - | - | - | |||
| B1UU1 30Y |
CBPU1 | - | 1.250% | - | - | - | - | - | - | |||
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