Futures contracts that replicate the cash flows and functionality of over-the-counter swaps, suitable for short-term trading or long-term hedging.
1. Terms match SIFMA MAC swaps
2. Including aged, off-the-run contracts, there will be expiries every quarter from 3 months to 30 years
The patented Eris Methodology allows for the creation of a listed futures contract that replicates the cash flows, convexity and functionality of traditional over-the-counter swaps.
As listed contracts, Eris Swap Futures are available to a wider user base as transparent financial instruments for easy trading and long term hedging purposes.
Eris Futures Price = 100 + A + B - C
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