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 T1UZ6 DEC 2016 100'137 0 Show Price Chart 100'137 100'137 100'137 1
5-Year USD MAC Swap Futures F1UZ6 DEC 2016 101'175 +0'015 Show Price Chart 101'135 101'185 101'135 566
7-Year USD MAC Swap Futures S1UZ6 DEC 2016 - - Show Price Chart - - - 0
10-Year USD MAC Swap Futures N1UZ6 DEC 2016 102'265 +0'020 Show Price Chart 102'180 102'280 102'180 241
20-Year USD MAC Swap Futures E1UZ6 DEC 2016 - - Show Price Chart - - - 0
30-Year USD MAC Swap Futures B1UZ6 DEC 2016 111'21 -0'04 Show Price Chart 111'09 111'21 111'09 33

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