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

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STAY CONNECTED ‌ ‌ 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.