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 - - Show Price Chart - - - 0
5-Year USD Deliverable Interest Rate Swap Futures F1UM6 JUN 2016 102'310 -0'050 Show Price Chart 103'010 103'025 102'295 1,101
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 104'205 -0'065 Show Price Chart 104'245 104'270 104'155 1,235
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 106'26 -0'16 Show Price Chart 107'10 107'10 106'19 32

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