Unable to download USIRS5 and USIRS10 Sept/Dec 2023 contracts

[oldlore]

I was going to roll USIRS5 and USIRS10 tonight and noticed that there were no forward contract prices for either instrument. I checked in interactive_diagnostics and both 20230900 and 20231200 contracts are empty dataframes. Priced is 20230600. I looked them both up in Trader Workstation and it only shows the 2023600 contract. I tried to force seed_price_data_from_IB.py to get those 2 contracts and it didn't work either. Using ib_insync to try to get the contracts also failed.

2023-06-16 21:42:29 {'type': '', 'component': 'ibFuturesContractData', 'instrument_code': 'USIRS10', 'contract_date': '20230900'} [Warning] Contract is missing can't get expiry
2023-06-16 21:42:29 {'type': '', 'component': 'ibFuturesContractPriceData', 'instrument_code': 'USIRS10', 'contract_date': '20230900'} [Warning] Can't get data for USIRS10/20230900
2023-06-16 21:42:29 {'type': '', 'instrument_code': 'USIRS10', 'contract_date': '20230900'} [Warning] Error getting data for USIRS10/20230900
2023-06-16 21:42:29 {'type': '', 'instrument_code': 'USIRS10', 'contract_date': '20230900'}  Writing merged data for USIRS10/20230900

I'd appreciate any help solving this. Thanks!

[flipyou]

if we go to the exchange it seems there are no quotes anymore:
https://www.cmegroup.com/markets/interest-rates/swap-futures/5-year-usd-mac-swap.quotes.html
https://www.cmegroup.com/markets/interest-rates/swap-futures/10-year-usd-mac-swap.quotes.html

looks like they're in the process of being delisted?

[oldlore]

There are also 1,2,5,10-Year MAC SOFR Swap Futures. Not sure if they're related. I've found the different swaps a bit on the confusing side. Strange that they'd delist an instrument without any news/press release at all.

https://www.cmegroup.com/markets/interest-rates/swap-futures/5-year-mac-sofr-swap.quotes.html
https://www.cmegroup.com/markets/interest-rates/swap-futures/10-year-mac-sofr-swap.quotes.html

[oldlore]

From the elitetrader thread, it looks like they were de-listed.

https://www.cmegroup.com/notices/electronic-trading/2023/06/20230612.html#drefo

So are folks just adding them to the stale instruments list and redoing instrument weights? There are new 5 and 10-year SOFR based swaps now but no volume.