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- 2-Year (T1U) Deliverable Interest Rate Swap futures are physically delivered upon expiration. For additional details on delivery, please see the CBOT Rulebook (Chapter 51).
- 5-Year (F1U) Deliverable Interest Rate Swap futures are physically delivered upon expiration. For additional details on delivery, please see the CBOT Rulebook (Chapter 52).
- 10-Year (N1U) Deliverable Interest Rate Swap futures are physically delivered upon expiration. For additional details on delivery, please see the CBOT Rulebook (Chapter 53).
- 30-Year (B1U) Deliverable Interest Rate Swap futures are physically delivered upon expiration. For additional details on delivery, please see the CBOT Rulebook (Chapter 54).
MAC SOFR Swap Futures
Normal Daily Settlement Procedure
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