ICE’s cash-settled Eris credit and interest rate futures contracts, traded and cleared on the ICE platform, are based on the Eris Methodology™ and product design. The exchange listed futures contracts replicate the economics of credit default swaps and interest rate swaps, offering an efficient and accessible means of trading the swap curves. Eris Swap Futures to CME Group Transition Overview As the Eris Swap futures complex moves to CME Group, learn about what is changing, product codes, benefits of Eris at CME Group and more. Eris Swap Futures Use Cases View sample use cases for Eris Swap futures, including trading Treasury swap spreads and more. Current open interest in Eris U.S. dollar Interest Rate Swap Futures is over 209,000 contracts, and they receive automatic margin offsets against the CME rates complex, including Eurodollar and U.S. Treasury Futures.

Eris interest rate futures are based on the product design of Eris Exchange USD Eris Swap future. They closely replicate the economics of interest rate swaps,  Learn More about Swap Futures, which allow you to manage interest rate swap Eris Swap Futures have seen significant growth in volume and open interest,  futures contract by applying the patented Eris Methodology. • The Eris traditional interest rate swap as a simple, standardized and Exchange Listing. CBOT. Mar 19, 2019 March is the largest volume month ever for Eris swap futures after the derivatives migration of the derivatives to US exchange operator CME Group. to trade USD Eris Interest Rate Swap Futures here at CME Group,” said  Dec 6, 2018 CME Group holds an exclusive licensing agreement with Eris Exchange to list USD Eris Interest Rate Swap Futures, which have cleared 

• Eris Swap Futures combine the cash flows and risk profile of traditional interest rate swaps, including accumulated interest on pledged mark-to-market collateral, into a listed futures contract by applying the patented Eris Methodology • The Eris Methodology replicates the cash flows of a traditional interest rate swap as a simple

Chicago-based Eris Exchange is a registered Designated Contract Market (DCM) that lists Spot and Forward Starting Interest Rate Swap (IRS) Futures that… May 10, 2018 an exclusive licencing agreement to list Eris Exchange's swap futures, a derivatives product that replicates an interest rate swap as a futures  Oct 31, 2011 Eris will list for trading interest rate swap futures contracts. Clearing services for Eris will be provided by CME Clearing House. Regulatory  Exchange-Cleared Products Only. Institutional Clients Only, Swap-Related Futures: • 15-20%+ Open Interest in Eris & DSF. • +/-250K ED$ Clearing RJO. Nov 12, 2014 Eris Exchange lists cash-settled interest rate swap futures with current open interest exceeding 139,000 contracts. Eris Exchange contracts are  Oct 3, 2018 Eris Interest Rate Swap Futures currently listed on Eris Exchange will migrate to CME Group on December 2, 2018, including a transfer of open  Dec 22, 2014 Flight to Futures: Energy and Interest Rate Swap Markets as a dollar interest rate swap futures, and ERIS Exchange also began offering a 

Eris Products at ICE. Eris futures contracts listed on the ICE platform, replicate the economics of the Markit CDX IG and HY indices as well as EUR and GBP interest rate swaps.

Exchange-Cleared Products Only. Institutional Clients Only, Swap-Related Futures: • 15-20%+ Open Interest in Eris & DSF. • +/-250K ED$ Clearing RJO. Nov 12, 2014 Eris Exchange lists cash-settled interest rate swap futures with current open interest exceeding 139,000 contracts. Eris Exchange contracts are  Oct 3, 2018 Eris Interest Rate Swap Futures currently listed on Eris Exchange will migrate to CME Group on December 2, 2018, including a transfer of open 

Apr 25, 2018 Vela and Eris Exchange (Eris), a U.S.-based CFTC registered futures Eris USD Interest Rate Swap Futures trade electronically on Eris 

• Eris Swap Futures combine the cash flows and risk profile of traditional interest rate swaps, including accumulated interest on pledged mark-to-market collateral, into a listed futures contract by applying the patented Eris Methodology • The Eris Methodology replicates the cash flows of a traditional interest rate swap as a simple CME Group and Eris Exchange have struck an exclusive licensing agreement to migrate Eris USD Interest Rate Swap Futures to CME Group and the CME Globex trading platform in Q4 2018. Eris Swap Futures combine swaps and futures by replicating the economics of a traditional OTC swap, but trading as a listed futures contract. Eris Swap futures do not deliver and remain futures contracts until their underlying final maturity date. The inclusion of Price Alignment Interest in the Eris futures price keeps Eris values aligned with the value of an analogous OTC swap, thereby

ICE’s cash-settled Eris credit and interest rate futures contracts, traded and cleared on the ICE platform, are based on the Eris Methodology™ and product design. The exchange listed futures contracts replicate the economics of credit default swaps and interest rate swaps, offering an efficient and accessible means of trading the swap curves.

Eris Exchange is a U.S. futures exchange registered as a Designated Contract Market with the CFTC. The Exchange lists USD cash-settled interest rate swap futures that trade electronically on the Eris SwapBook and clear through CME Clearing. Current open interest in Eris USD Interest Rate Swap Futures is over 180,000 contracts, Eris Exchange, a US-based futures exchange offering capital efficient swap futures, today announced that, on September 5, USD Interest Rate Swap Futures achieved a daily volume record of 21,014 contracts, representing more than $2.1 billion in notional value. Find information for 10-year Eris Swap Futures Quotes provided by CME Group. View Quotes. Markets Home View an Interest Rate Product: Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, Pull live and historical data for Eris Swap Futures from CME Group, Eris, or through external vendors. Spot Starting Rates (Based on Eris Curve) Volume and Open Interest. View Data. Trade Recap. View Data. Live Eris Swap Curve. View Data. Yield and Price Calculator. View Data. Contact Us. 1-646-961-4480. Eris Products at ICE. Eris futures contracts listed on the ICE platform, replicate the economics of the Markit CDX IG and HY indices as well as EUR and GBP interest rate swaps.

Apr 25, 2018 Vela and Eris Exchange (Eris), a U.S.-based CFTC registered futures Eris USD Interest Rate Swap Futures trade electronically on Eris  Jun 5, 2018 Eris Exchange (Eris), a US-based futures exchange group offering swap of liquidity for expressing interest rate swap risk,” said Michael Platt,  Dec 8, 2017 Eris now claims a 70% share of all swap futures open interest all the way out to 50 years to be able to price the swap curve,” says Sharp. Chicago-based Eris Exchange is a registered Designated Contract Market (DCM) that lists Spot and Forward Starting Interest Rate Swap (IRS) Futures that… May 10, 2018 an exclusive licencing agreement to list Eris Exchange's swap futures, a derivatives product that replicates an interest rate swap as a futures  Oct 31, 2011 Eris will list for trading interest rate swap futures contracts. Clearing services for Eris will be provided by CME Clearing House. Regulatory