Eris futures contracts listed on the ICE platform, replicate the economics of the Markit CDX IG and HY indices as well as EUR and GBP interest rate swaps.
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.
All of the cash flows of a traditional OTC swap are captured into a 100-indexed futures price
*For credit futures only:
Learn more about applications for Eris Swap Futures, get expert answers to your questions, or join the conversation with other market participants.
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