Deliverable Swap Futures

Deliverable Swap Futures

View All DSFs

All the benefits of a futures contract with interest rate swap exposure

Deliverable Swap Futures (DSFs) offer interest rate swap exposure with the margin efficiency and simplicity of a standardized futures contract. Capitalize on multiple execution venues, flexibility at expiration, and risk offsets with our liquid Interest Rate futures and options.

Other benefits of trading DSFs include:

  • Lower margin levels of standardized products
  • Automatic risk offset versus Treasury and Eurodollar products
  • Avoid additional funding costs often charged on initial margin for cleared IRS
  • Flexible execution methods – central limit order book trading
  • Notional value: $100,000/contract
  • Available for portfolio margining

USD DSF Product Suite

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD Deliverable Interest Rate Swap Futures T1UM6 JUN 2016 100'195 0 Show Price Chart 100'195 100'195 100'195 15
5-Year USD Deliverable Interest Rate Swap Futures F1UM6 JUN 2016 103'125 -0'020 Show Price Chart 103'115 103'150 103'075 1,082
7-Year USD Deliverable Interest Rate Swap Futures S1UM6 JUN 2016 - - Show Price Chart - - - 0
10-Year USD Deliverable Interest Rate Swap Futures N1UM6 JUN 2016 104'210 -0'020 Show Price Chart 104'140 104'250 104'115 1,270
20-Year USD Deliverable Interest Rate Swap Futures E1UM6 JUN 2016 - - Show Price Chart - - - 0
30-Year USD Deliverable Interest Rate Swap Futures B1UM6 JUN 2016 105'30 0 Show Price Chart 105'06 105'30 105'05 20

Contact Us

For more information about our Interest Rates products 

Email Us

Contact a Market Maker

Submit a request to receive applicable contact information for our market makers.

Register Now

Subscribe to Interest Rates Emails

Sign-up to receive emails from the Interest Rates team. 

Sign-Up Now

More in Interest Rates