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 - - Show Price Chart - - - 0
5-Year USD MAC Swap Futures F1UZ6 DEC 2016 97'315 -0'100 Show Price Chart 98'045 98'080 97'305 2,367
7-Year USD MAC Swap Futures S1UZ6 DEC 2016 - - Show Price Chart - - - 0
10-Year USD MAC Swap Futures N1UH7 MAR 2017 93'285 -0'245 Show Price Chart 94'155 94'165 93'285 1,738
20-Year USD MAC Swap Futures E1UZ6 DEC 2016 - - Show Price Chart - - - 0
30-Year USD MAC Swap Futures B1UZ6 DEC 2016 91'10 -0'29 Show Price Chart 91'09 91'10 91'08 132

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