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
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.
