Eris SOFR 15% of 1-3y SOFR swap volume Nov-Jan
Volume Growth
With average daily volume of 2,611 contracts from November to January, Eris SOFR accounted for a 15% share of the SOFR OIS swap/swap futures market in the 1-3 year tenors, based on volume data from Clarus Financial Technologies and CME Group.
 
Liquidity
Eris SOFR bid/ask spreads continue to tighten, with Eris SOFR 2y markets in February 0.25 bp or tighter 95% of regular market hours, and Eris SOFR 3y markets 0.5 bp or tighter 89% of the time. View the Eris Live Markets page during market hours.
CME Clearing Adds Eris SOFR Swap Futures Margin Netting with Swaps to H2 2021 Roadmap
CME Clearing recently updated its Project Roadmap to include portfolio margining between Eris SOFR Swap Futures and CME cleared interest rates swaps, including a target date in 2021. This enhancement creates an efficient SOFR liquidity pool with the widest and most diverse range of SOFR instruments globally. 
 
Eris SOFR Resources

Eris Innovations is an intellectual property licensing company that partners with CME Group, ICE and other global exchanges to develop futures based on its patented product design, the Eris Methodology

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