July 9, 2019
CME July Rates Recap Features Eris Growth
Eris Swap Futures became CME Group contracts in December 2018, providing the market with a liquid alternative to OTC swaps in an easily accessible, low-margin, quarterly futures contract that concentrates liquidity and reduces operational costs.

Eris contracts have experienced strong growth as CME Group products and in its July Rates Recap, CME highlights the following:
  • Average daily volume (ADV) of 15.1k contracts ($1.51bn), +760% from the 2018 pre-CME average

  • More than $15mm in DV01 traded in June

  • Front month open interest (OI) now stands at 84k contracts ($8.4bn), +500% YOY

  • 97 participants were active in Swap Futures (Eris & MAC) in June
To learn how to add Eris Swap Futures to your trading, investing or hedging programs, contact your futures execution and clearing brokers, CME Group or Eris Innovations today.
Eris Innovations | 646-961-4480 | [email protected] | www.erisfutures.com