Deliverable Interest Rate Swap Futures

 
 
Deliverable Interest Rate Swap Futures

Deliverable Swap Futures offer an Innovative new product created based on both buy and sell side demand:

  • Access interest rate swap exposure with the benefits and capital efficiency of futures
  • Risk offsets with our liquid Eurodollar and Treasury contracts
  • Roll positions or take delivery of a cleared OTC IRS
  • Choose your preferred venue – CME Globex, Blocks, EFPs or Open Outcry
  • Trade in an OTC manner — block calendar spreads
    • No block surcharges
    • Lower thresholds
    • Longer reporting time
  • Market makers include Credit Suisse, Citigroup, Goldman Sachs and Morgan Stanley
 

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New to Empirical Duration
New to Empirical Duration
 
 
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