Record SOFR OIS 1-3Y Volume in February
  • SOFR OIS Volume in 1-3y tenors grew to a monthly record $72.1 billion in February, featuring strong growth from both OTC Swaps (up 106% from January) and Eris SOFR Swap Futures (up 214%)

  • Overall SOFR OIS volume jumped 67% in February to a record $170 billion notional across swaps and swap futures in all tenors, according to data from Clarus Financial Technology and CME Group

  • The new record high month for SOFR occurs as market participants anticipate a potential formal notice of Libor cessation from the UK FCA and/or IBA

  • Eris SOFR volumes more than tripled in February, reaching 6,837 contracts traded per day

  • Libor swap volume increased 7% during the same period
View Eris SOFR Live Markets at erisfutures.com/live
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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