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Live Quotes - USD Swap Futures
Eris SOFR Overview
Futures contracts that replicate the cash flows and functionality of over-the-counter interest rate swaps, suitable for short-term trading or long-term hedging
- No physical delivery: contracts remain outstanding to underlying tenor maturity
- Initial Margin up to 65% lower than cleared interest rate swaps
- Trade in order book or bilateral block trades, in denominations as small as $100,000 notional (1 contract)
Education Library
Learn more about applications for Eris Swap Futures, get expert answers to your questions, or join the conversation with other market participants.
The Eris Methodology
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
