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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
T1EZ7
2Y
PTEZ7 100.785 0.000% €20.11 €785.00 -0.3906% 1:00:11 PM CT
10/17/2017
100.785 -0.3906%
F1EZ7
5Y
PFEZ7 102.300 0.250% €50.21 €2,300.00 -0.2084% 1:00:11 PM CT
10/17/2017
102.300 -0.2085%
N1EZ7
10Y
PNEZ7 107.820 1.000% €98.45 €7,820.00 0.2052% 1:00:11 PM CT
10/17/2017
107.820 0.2048%
T1EH8
2Y
PTEH8 100.785 0.000% €20.18 €785.00 -0.3897% 1:00:11 PM CT
10/17/2017
100.785 -0.3897%
F1EH8
5Y
PFEH8 102.300 0.250% €50.18 €2,300.00 -0.2090% 1:00:11 PM CT
10/17/2017
102.300 -0.2091%
N1EH8
10Y
PNEH8 107.820 1.000% €98.26 €7,820.00 0.2030% 1:00:11 PM CT
10/17/2017
107.820 0.2025%

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