Open Interest and Volume Data

 

Open Interest (Contracts) as of 11:00 pm ET on May 16, 2013

Total Eris Exchange Open Interest                                 Eris Exchange Standards Open Interest 

Product Effective Date Cash FlowAlignment Date Open Interest
2Y      
  June 6/19/2013 6/19/2015 243
5Y      
  June 6/19/2013 6/19/2018 383
10Y      
  June 6/19/2013 6/19/2023 591
Total     1217
Tenor Open Interest
0 to 2Y 2167
2+ to 5Y 592
5+ to 8Y 533
8+ to 11Y 591
11+ to 16Y 0
16+ to 21Y 0
21+ to 26Y 0
26+ to 30Y 0
Total 3883

 

Daily Volume (Contracts) For Trading Day May 17, 2013

Product Type Total Volume
Eris Standards 650
Eris Flexes 50
Total 700

 

For daily volume and instrument data