Eris SOFR: Wednesday set new daily records for volume (311K) and open interest (846K), Eris Options live on Bloomberg, $1.1B Swap/Eris Switch trades.

Eris SOFR set a new daily volume record of 311,509 on Sep 9, crossing 300K for the first time. Currently in the midst of the quarterly roll, open interest (OI) also set a new record, reaching 846,937 contracts ($85B notional). Front month OI, a leading indicator of future volume, now stands at the record level of 543,936 contracts, having first crossed 500K on Aug 24