Access Files Via HTTPS Or SFTP
The Eris file suite covers discount factors, Eris SOFR curve data, settlement files, and more! Browse file inventory here.
HTTPS: sign in and access files here.
SFTP: connect with your own secure credentials. Click here to download the user guide on how to setup SFTP!
Track Volume And Open Interest
Track volume and open interest for Eris SOFR futures and options dynamically through the day, instead of publicly viewing updates the next day.
Coming Soon!
View The Trade Log (Time & Sales)
See every Eris SOFR futures and options trade 10 minutes after execution, with time, contract, size, notional, DV01, price, par rate equivalent and trade type. Filter by futures, options, Block/EFRP or CLOB.
Coming Soon!
Look Up Any Eris Contract
Public version: full contract terms for every Eris SOFR contract, including contract code, short name, coupon rate, margin, Bloomberg code, forward period, PV01, DV01 and every key date from first fixing to maturity.
Eris MarketView: everything in the public version, enhanced with theoretical NPV, futures price and par rate for each contract, stamped with the time they were calculated.
Coming Soon!
