Swap Exposure with the Benefits of a Futures Contract

MAC Swap Futures provide

  • 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.

 

MAC Swap Futures


All examples in this report are hypothetical interpretations of situations and are used for explanation purposes only. The views in this report reflect solely those of the author and not necessarily those of CME Group or its affiliated institutions. This report and the information herein should not be considered investment advice or the results of actual market experience.

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