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Trading
Product Groups
Getting Started
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- Active Trader Daily market data and insight for the Individual Active Trader
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- Cryptocurrency Bitcoin futures and other cryptocurrency products are now available.
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Learn why traders use futures, how to trade futures, and what steps you should take to get started.
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Clearing
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Margin Services
- Try our new interactive margin calculator and evaluate initial margin requirements
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Data
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Subscription Based Data
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- MDP (Streaming) Access our market data directly via our Market Data Platform
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- E-Quotes Offering charting, analytics, real-time quotes and news on our products
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- CME DataMine (Historical) Comprehensive historical price information available on select CME Group contracts
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Technology
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Education
Learn why traders use futures, how to trade futures, and what steps you should take to get started.
Swap Futures
View All Swap FuturesAll the benefits of a futures contract with interest rate swap exposure
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 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
USD MAC Swap Futures Product Suite
| Product | Code | Contract | Last | Change | Chart | Open | High | Low | Globex Vol |
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Learn about MAC Swap Futures
View all MAC Swap Futures EducationSpreading Treasury Futures and MAC Swap Futures
Read a report that discusses the capital efficiencies of spreading Treasury futures with MAC Swap Futures.
USD MAC Swap Futures Product Overview
Read an overview of MAC Swap Futures contracts, including margins, vendor codes, contract specifications and more.
MAC Swap Futures Correlation to OTC Swap Rates
Review the correlations between MAC Swap Futures prices and the corresponding par spot-starting interest rate swap (IRS) rates.
Delivery Manual for MAC Swap Futures
Get an overview of the physical delivery process for MAC Swap futures.
Pricing & Analysis on Bloomberg
Read contract descriptions, hedge ratio analysis, and more for MAC Swap Futures.
Understanding MAC Swap Futures
Learn more about MAC Swap Futures, including trading strategy, how to measure risk, and more.
MAC Swap Futures Coupon Rates
View fixed rates for CME Group’s MAC Swap Futures.
Eris Primer and Contract Specifications
Learn about the Eris methodology, uses and the contract
Eris Swap Futures to CME Group Transition Overview
As the Eris Swap futures complex moves to CME Group, learn about what is changing, product codes, benefits of Eris at CME Group and more.
ERIS-CME Group Joint Press Release
CME Group and Eris enter exclusive licensing deal to list Eris futures on CME in Q4 2018
Frequently Asked Questions
Read a detailed set of information about the planned transition for Q4 2018
*pending all regulatory approvals
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.
Contact Us
View AllCME Group / Chicago HQ
Phone: +1 312 930 1000
Toll Free (US Only): +1 866 716 7274
