Introduction to Euro MAC Swap Futures

Swap Exposure with the Benefits of a Euro-based Futures Contract

Benefits of Euro MAC Swap futures include:

  • A capital efficient way to access interest rate exposure
  • Flexible execution via CME Globex, block trades, EFRPs and Open Outcry
  • Ability to trade in an OTC manner - block calendar spreads, lower block thresholds, no block surcharges.
  • At expiration, choice to take delivery of a Euro-denominated CME Cleared OTC interest rate swap (approx. $2 trillion in open interest)

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