CME Group offers Euro MAC Swap futures as a novel means of managing the risks attendant to Euro (EUR) denominated Interest Rate Swap (IRS) instruments.
This note provides a review of how Euro MAC Swap futures contracts work and how they may be used to hedge, or serve as a proxy, for EUR IRS exposures.
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.
