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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
T1UZ7
2Y
CTPZ7 99'112 2.000% $19.57 -$648.44 2.3306% 1:00:06 PM CT
10/17/2017
99'112 2.3306%
F1UZ7
5Y
CFPZ7 100'235 2.250% $47.60 $734.38 2.0961% 1:00:07 PM CT
10/17/2017
100'250 2.0863%
S1UZ7
7Y
CHPZ7 103'260 2.500% $65.37 $3,812.50 1.9181% 1:00:11 PM CT
10/17/2017
103'260 1.9183%
N1UZ7
10Y
CNPZ7 101'155 2.500% $90.61 $1,484.38 2.3365% 1:00:07 PM CT
10/17/2017
101'175 2.3297%
E1UZ7
20Y
CIPZ7 101'290 2.750% $163.21 $1,906.25 2.6335% 1:00:11 PM CT
10/17/2017
101'290 2.6335%
B1UZ7
30Y
CBPZ7 104'080 2.750% $221.26 $4,250.00 2.5583% 1:00:07 PM CT
10/17/2017
104'080 2.5584%
T1UH8
2Y
CTPH8 99'112 1.750% $19.54 -$648.44 2.0801% 1:00:06 PM CT
10/17/2017
99'112 2.0801%
F1UH8
5Y
CFPH8 100'250 2.000% $47.38 $781.25 1.8360% 1:00:07 PM CT
10/17/2017
100'250 1.8361%
S1UH8
7Y
CHPH8 103'260 2.000% $65.06 $3,812.50 1.4172% 1:00:11 PM CT
10/17/2017
103'260 1.4174%
N1UH8
10Y
CNPH8 101'175 2.250% $90.15 $1,546.88 2.0793% 1:00:07 PM CT
10/17/2017
101'175 2.0794%
E1UH8
20Y
CIPH8 101'290 2.500% $162.33 $1,906.25 2.3832% 1:00:11 PM CT
10/17/2017
101'290 2.3833%
B1UH8
30Y
CBPH8 104'080 2.500% $220.10 $4,250.00 2.3080% 1:00:07 PM CT
10/17/2017
104'080 2.3081%

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