Swap Futures

2-Year MAC SOFR Swap

Futures
Globex Code
T1SH5
Last
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Change
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Volume
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Watchlists
Last Updated14 Mar 2025 08:32:42 PM CT.
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2-Year MAC SOFR Swap Futures - Calendar

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Contract MonthProduct CodeFirst TradeLast TradeSettlementFirst HoldingLast HoldingFirst PositionLast PositionFirst NoticeLast NoticeFirst DeliveryLast Delivery
Contract MonthProduct CodeFirst TradeLast TradeSettlementFirst HoldingLast HoldingFirst PositionLast PositionFirst NoticeLast NoticeFirst DeliveryLast Delivery
Mar 2025T1SH25 16 Sep 2024 17 Mar 2025 17 Mar 2025 - - 11 Mar 2025 18 Mar 2025 - - 19 Mar 2025 19 Mar 2025
Jun 2025T1SM25 16 Dec 2024 16 Jun 2025 16 Jun 2025 - - 10 Jun 2025 17 Jun 2025 - - 18 Jun 2025 18 Jun 2025
Sep 2025T1SU25 17 Mar 2025 15 Sep 2025 15 Sep 2025 - - 09 Sep 2025 16 Sep 2025 - - 17 Sep 2025 17 Sep 2025

About this Report

FedWatch

Explore probabilities for FOMC rate moves, compare target ranges or view historical rate data.

Treasury Analytics

Analyze deliverable baskets, CTD/OTR securities, futures/cash yield curves, inter-commodity spreads, and more.

TreasuryWatch

Gain an in-depth view into the US Treasury market, including yields, volatility, auctions, coupon issuance projections, and more.

STIR Analytics

View historical fixings for EFFR and SOFR, and analyze basis spreads between Eurodollar, Fed Fund, and SOFR futures.

Total Cost Analysis

Analyze the all-in costs of managing interest rate exposure using listed futures versus over-the-counter (OTC) instruments like swaps.

SOFRWatch

Visualize the potential impacts of FOMC decisions on SOFR expectations.

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