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
T1EM8
2Y
PTEM8 100.785 0.000% €20.16 €785.00 -0.3896% 8:15:10 PM CT
5/26/2018
100.785 -0.3896%
F1EM8
5Y
PFEM8 102.300 0.250% €50.10 €2,300.00 -0.2092% 8:15:10 PM CT
5/26/2018
102.300 -0.2091%
N1EM8
10Y
PNEM8 107.820 1.000% €97.97 €7,820.00 0.2016% 8:15:10 PM CT
5/26/2018
107.820 0.2019%
T1EU8
2Y
PTEU8 100.785 0.000% €20.16 €785.00 -0.3898% 8:15:10 PM CT
5/26/2018
100.785 -0.3898%
F1EU8
5Y
PFEU8 102.300 0.500% €50.06 €2,300.00 0.0400% 8:15:10 PM CT
5/26/2018
102.300 0.0401%
N1EU8
10Y
PNEU8 107.820 1.000% €97.77 €7,820.00 0.1992% 8:15:10 PM CT
5/26/2018
107.820 0.1996%

Quotes and analytics are updated every 15 minutes.

Powered by Maxeler Analytics©