Eris Sets 21k ADV Record in June

  • CME Eris Swap Futures set a new record in June with 21,100 contracts average daily volume (ADV)
  • This mark surpasses the previous record of 18,659 ADV in March 
  • 2-year Eris Libor (LIT) saw the largest share of this daily volume, as participants hedged recent volatility at the short end
  • June saw multiple end users switch to Eris SOFR and the first trades in CME's new Eris BSBY Swap Futures

Eris launches web site dedicated to BSBY

  • Eris has launched BSBY Watch, a web site focused on tracking the development of the Bloomberg Short Term Bank Yield index (BSBY)
  • BSBY Watch aggregates news, data and analysis, offering readers a single source for BSBY-related information
  • BSBY offers the market a forward-looking, credit-sensitive interest rate based on the actual transactions of instruments used by global banks to fund themselves

Join the Eris and BMLL webinar on July 19

  • Eris and BMLL, a leading exchange data analytics provider, will jointly host a webinar examining the Libor transition through the lens of interest rate futures order-book price data
  • Register now and join our July 19 webinar

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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 | | 646-961-4489

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Disclaimer: The information contained herein does not constitute a prospectus, nor is it a recommendation to buy, sell or retain any specific financial instrument or security. The information has been provided to you for informational purposes only and is intended as a broad overview of certain aspects Eris swap futures products, and should not be considered as investment advice, legal advice, or tax advice. Although all effort has been made to provide accurate information Eris Innovations assumes no responsibility for any errors or omissions. Trademarks of Eris Innovations and/or its affiliates include Eris, Eris Innovations, Eris PAI, Eris Methodology, Eris Pricing Engine and the Eris Logo. All other trademarks, service marks, trade names, product names and logos are the property of their respective owners. Certain elements of the contract design and pricing construct are covered by U.S. Patent No. 9,747,641. Other patents-pending. All Rights Reserved.