NEWSLETTER: Eris sets monthly volume record in June; 21,100 contracts average daily volume in June

Submitted by greg.carter on Wed, 07/06/2022 - 14:01
adv over 20k

 

  • CME Eris Swap Futures set a new record in June with 21,100 contracts average daily volume (ADV)
  • This mark surpasses the previous record of 18,659 ADV in March 
  • 2-year Eris Libor (LIT) saw the largest share of this daily volume, as participants hedged recent volatility at the short end
  • June saw multiple end users switch to Eris SOFR and the first trades in CME's new Eris BSBY Swap Futures


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