Deliverable Swap Futures

MAC Swap Futures

View All MAC Swap Futures

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

MAC Swap Futures 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 MAC Swap Futures 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 MAC Swap Futures Product Suite

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD MAC Swap Futures T1UU6 SEP 2016 - - Show Price Chart - - - 0
5-Year USD MAC Swap Futures F1UU6 SEP 2016 103'175 -0'120 Show Price Chart 103'295 104'005 103'165 2,924
7-Year USD MAC Swap Futures S1UU6 SEP 2016 - - Show Price Chart - - - 0
10-Year USD MAC Swap Futures N1UU6 SEP 2016 106'300 -0'165 Show Price Chart 107'195 107'275 106'270 2,294
20-Year USD MAC Swap Futures E1UU6 SEP 2016 - - Show Price Chart - - - 0
30-Year USD MAC Swap Futures B1UU6 SEP 2016 124'09 -0'21 Show Price Chart 123'28 124'11 123'28 23

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

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