Live Eris Swap Curve

 
 

Manage risk on new and existing swap positions across OTC & Eris
 
  • Seamless valuation and risk management, intra-day and end-of-day
  • Full interpolation for On-The-Run and Off-The-Run swap futures
  • Eris offers complete transparency into the curve construction process
 

  • New Trading Opportunities Across Swap Instruments

    Seamless valuation and risk management, intra-day and end-of-day

    Full interpolation for On-The-Run and Off-The-Run swap futures

    Eris offers complete transparency into the curve construction process

     

    Derived in Actionable Markets from Diverse Liquidity Sources

    Trading in an all-to-all market with dealer and buy-side order flow

    Market participants include buy-side firms, direct-connected RV teams, and true hedgers

     

     Learn More: View the Live Eris Swap Curve Fact Sheet

     Access the Live Eris Curve via the Standards Look-Up


  • Real-time data streaming directly from Eris.

     

    Full market data including bid, ask, theoretical, product reference data, and Live Eris Swap Curve.

     

     Request the Spreadsheet (Beta)


  • Second by second structured available via FTP ideal for FCM intra-day risk.

     

    Snapshot files are updated every second and open to the public.

     

     Request Snapshot Files

     


  • Streaming market data from the Eris SwapBookTM FIX API and CME Market Data Platform.

     

    Theoretical values transmitted as indicative bid/ask at the same price level, indicating the theoretical mid-point.

     

    Coming in April.