Matsatsantsa could become the first team to win back-to-back Nedbank Cup titles in the PSL era, after Kaizer Chiefs last did it some 35 years ago, when it was still known as the Mainstay Cup in the NPSL days.
Kick-off of this year's final is set for 20h15 at the Moses Mabhida Stadium in Durban.
Furman, who captained his side to a 3-2 win over Pirates in last year's final in Polokwane, is optimistic they can do it again to etch their names into the history books.
"We hope so, records are there to be broken. No South African [Bafana Bafana] team had beaten Nigeria and we went there and did it [in an AFCON qualifier earlier this month]," said the 29-year-old.
"Records are there to be made and broken, and we certainly hope that we're the first team that can retain it [Nedbank Cup] and we don't see any reason why we can't.
"We know if we can perform on the day, if we defend well because Pirates are a top side going forward, then there's definitely going to be an opportunity for us to do that. We'd love to put our name in those history books."
While SuperSport have been involved in continental football since the final round of league games last month, the Buccaneers have been able to solely focus on their preparations to try and salvage a dismal season in which they ended 11th.
Furman plays down the possible contrasting effects it might have on both sets of players, and maintains that it will all come down to their mentalities and performances on the pitch in two days time.
"We'll be looking at it, hoping it will give us an advantage, because we might be able to that they are not match-sharp, while they'll be able to say we might be a bit tired," defended the Bafana anchorman.
"There's no way to look at it in a perfect manner, ultimately what's going to happen is it's going to come down to the game on Saturday.
"Once it kicks off, we're not going to be thinking they haven't played for a month, and we have been playing, that all falls out the window and it's about how focussed, hungry and determined we are to win the trophy.
"On the day it's also about our performance and not what we've been doing over the last month, so that one might be a topic of conversation, but as players it doesn't really come into our minds."