Please hover your mouse pointer over column titles and links for further information.

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% €20.10 €785.00 -0.3906% 2:15:11 PM CT
12/11/2017
100.785 -0.3906%
F1EZ7
5Y
PFEZ7 102.300 0.250% €50.17 €2,300.00 -0.2085% 2:15:11 PM CT
12/11/2017
102.300 -0.2084%
N1EZ7
10Y
PNEZ7 107.820 1.000% €98.54 €7,820.00 0.2063% 2:15:11 PM CT
12/11/2017
107.820 0.2062%
T1EH8
2Y
PTEH8 100.785 0.000% €20.16 €785.00 -0.3897% 2:15:11 PM CT
12/11/2017
100.785 -0.3897%
F1EH8
5Y
PFEH8 102.300 0.250% €50.15 €2,300.00 -0.2090% 2:15:11 PM CT
12/11/2017
102.300 -0.2090%
N1EH8
10Y
PNEH8 107.820 1.000% €98.36 €7,820.00 0.2043% 2:15:11 PM CT
12/11/2017
107.820 0.2041%

Quotes and analytics are updated every 15 minutes.

Powered by Maxeler Analytics©