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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
T1UZ8
2Y
CTPZ8 99'112 2.750% $19.30 -$648.44 3.0843% 5:45:08 PM CT
9/20/2018
99'112 3.0843%
F1UZ8
5Y
CFPZ8 98'087 2.750% $46.16 -$1,730.47 3.1229% 5:45:08 PM CT
9/20/2018
98'065 3.1372%
S1UZ8
7Y
CHPZ8 103'260 2.750% $62.91 $3,812.50 2.1472% 5:45:11 PM CT
9/20/2018
103'260 2.1472%
N1UZ8
10Y
CNPZ8 98'107 3.000% $86.31 -$1,664.06 3.1918% 5:45:09 PM CT
9/20/2018
98'090 3.1981%
E1UZ8
20Y
CIPZ8 101'290 3.000% $151.36 $1,906.25 2.8747% 5:45:12 PM CT
9/20/2018
101'290 2.8747%
B1UZ8
30Y
CBPZ8 89'090 3.000% $200.92 -$10,718.75 3.5306% 5:45:09 PM CT
9/20/2018
89'090 3.5306%
T1UH9
2Y
CTPH9 99'112 2.750% $19.16 -$648.44 3.0846% 5:45:08 PM CT
9/20/2018
99'112 3.0846%
F1UH9
5Y
CFPH9 98'065 2.750% $45.84 -$1,796.88 3.1376% 5:45:08 PM CT
9/20/2018
98'065 3.1376%
S1UH9
7Y
CHPH9 103'260 2.750% $62.46 $3,812.50 2.1465% 5:45:11 PM CT
9/20/2018
103'260 2.1465%
N1UH9
10Y
CNPH9 98'090 3.000% $85.70 -$1,718.75 3.1983% 5:45:09 PM CT
9/20/2018
98'090 3.1983%
E1UH9
20Y
CIPH9 101'290 3.000% $150.29 $1,906.25 2.8746% 5:45:12 PM CT
9/20/2018
101'290 2.8746%
B1UH9
30Y
CBPH9 89'090 3.000% $199.52 -$10,718.75 3.5312% 5:45:09 PM CT
9/20/2018
89'090 3.5312%

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