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 T1UU6 SEP 2016 - - Show Price Chart - - - 0
5-Year USD Deliverable Interest Rate Swap Futures F1UU6 SEP 2016 104'010 +0'010 Show Price Chart 104'010 104'010 104'010 100
7-Year USD Deliverable Interest Rate Swap Futures S1UU6 SEP 2016 - - Show Price Chart - - - 0
10-Year USD Deliverable Interest Rate Swap Futures N1UU6 SEP 2016 - - Show Price Chart - - - 0
20-Year USD Deliverable Interest Rate Swap Futures E1UU6 SEP 2016 - - Show Price Chart - - - 0
30-Year USD Deliverable Interest Rate Swap Futures B1UU6 SEP 2016 - - Show Price Chart - - - 0

    Beginning 29 August, CME Deliverable Swap futures will be renamed MAC Swap futures.

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