MAC Swap Futures Pricing & Analysis on Bloomberg

Access Contract Descriptions, Hedge Ratio Analysis and More

Pricing and analysis information for MAC Swap futures is now available on Bloomberg.

  • View contract descriptions including notional coupon rates, current contract value and price history
  • Perform hedge ratio analysis to view future hedge ratios between a cash security and CME futures contracts
  • View real-time implied MAC Swap futures pricing based on equivalent forward starting interest rate swap
  • Load equivalent forward starting swap in SWPM for fair value pricing and risk analysis

Read Overview

About CME Group

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. Comprised of four exchanges - CME, CBOT, NYMEX and COMEX - we offer the widest range of global benchmark products across all major asset classes, helping businesses everywhere mitigate the myriad of risks they face in today's uncertain global economy.

Follow us for global economic and financial news.

CME Group on Twitter

CME Group on Facebook

CME Group on LinkedIn