Resources

The Eris Exchange Resource tab is designed to hold all of the documents listed on the Eris Exchange website. Please click on the links below to view and download the documents listed throughout the site.
 
  • Overview

Eris Exchange Overview

  • Products

Eris Exchange Benchmark Contracts

Rolling Eris Exchange Forward Starting Benchmarks

Hedge Accounting Applications for Eris Contracts

Product Comparison of Eris Exchange Futures and OTC Swaps

Eris Exchange Futures Detailed Contract Specifications

Eris Exchange Product White Paper

  • Registration Process

Eris Exchange Privacy Policy

Eris Exchange Participant Firm Agreement

Eris Exchange User ID Request Form

Eris Exchange Clearing Firm Agreement

Eris Exchange Clearing Firm ID Request Form

Appoved Pre-Negotiated Trade Reporting List

Eris Exchange User ID Revocation/Transfer Request Form

  • Trading and Technology

FIX Order API Spec 2.0

FIX Ticker API Spec 2.0

FIX STP API Spec 2.0

Swap Futures Trade Detail Spec

FIX Order API Spec

FIX Ticker API Spec

FIX STP API Spec

Eris Exchange Electronic Trading Platform Certification Process

Eris Exchange Vendor User Id Request Form

Eris Exchange Getting Started: Trading

Eris Exchange Getting Started: Brokering

Eris Exchange BlockBox Trade Reporting

  • Market Data

Eris Exchange CME MDP Client System Impementation Guide  

Time and Sales Historical Market Data Messages

  • Clearing

HVaR and Margin Offset Guide

Eris Exchange Margin Process Overview

Margin Offsets Summary

Sample Portfolios XLS

Margin Offsets FAQs

Eris Exchange Risk Calculation and Implementation Information

Clearing Firm Back-Office Systems Certification Process

Back Office Set Up with Sungard GMI

Eris Exchange Trade Ticker Conventions

Eris Exchange Getting Started: Clearing

  • Market Regulation

Eris Exchange Rule Self-Certification: Day Count Convention (CFTC Submission #2012-04)

Eris Exchange Rule Self-Certification: Trading Hours for Good Friday Holiday (CFTC Submission #2012-02)

Eris Exchange Rule Self-Certification: Modifications to the Liquidity Providor Program (CFTC Submission #2012-01)

Eris Exchange Rule Self-Certification: (CME Clearing Portfolio Margining for Eris Exchange and CME Interest Rate Futures Advisory and Related Eris Exchange Advisory (Eris Exchange Submission #2012-03)

Order of Designation as a Contract Market

Order of Transfer of Open Interest

Confidentiality Policy

Code of Conduct

Eris Exchange Rulebook

Advisory Notice #11-01 - New Ticket Schema Release and Implementation

Advisory Notice #11-02 - Migration to OIS Discounting, changes to market operating hours, dissemination of public data (updated, in part, by Advisory Notice #12-03 and CFTC Submission #2012-04)

Advisory Notice #11-03 - Adoption of standardized CME OIS and LIBOR curves for generating settlement prices

Advisory Notice #11-04 - Adoption of standardized CME OIS and LIBOR Curves for generating settlement prices- Revised Implementation Date

Advisory Notice #11-05 - Eris Exchange migration to CME HVAR margin calculation methodology

Advisory Notice #11-06 - Eris Exchange Large Position reporting Policy

Advisory Notice#11-07 - Eris Exchange Transaction from an Exempt Board of Trade(EBOT) to a Designated Contact Market (DCM)

Advisory Notice #11-08 - Eris Exchange MF Global Access to Eris Exchange Disabled

Advisory Notice #11-09 - Eris Exchange Product Certification

Advisory Notice #11-10 - Rule Certification

Advisory Notice # 11-11 - Notification of Trading Hours for the Thanksgiving Holiday

Advisory Notice #12-148 - Portfolio Margining for Eris Exchange and CME Interest Rate Futures to Begin Monday, April 16, 2012

Advisory Notice #12-148 - REVISED: Portfolio Margining for Eris Exchange and CME Interest Rate Futures to Begin Monday, April 30, 2012

Advisory Notice #12-03 Notification of Eris Exchange Rule Self-Certification of adjustments related to and amendments to Rule 1101 and amendments to Rule 524

Advisory Notice #12-02 (Revised): CME Clearing Portfolio Margining for Eris Exchange and CME Interest Rate Futures Advisory will now begin on May 7, 2012