NEWSLETTER: Eris Sets New Monthly Volume Record

Submitted by Geoffrey.Sharp on Mon, 06/17/2019 - 21:22

Eris Swap Futures at CME Group set a new monthly volume record of 181,442 contracts in the first 9 trading days of June, surpassing the previous record of 173,330 set in March. Average daily volume for the first 9 days in June was 20,160 contracts.

  • Eris 5-day average daily volume peaked at 26,104 contracts during the June/September roll, 9 times the June high a year earlier.
  • Excluding roll volume, Eris outright volume is now over 3.5 times the 2018 pre-CME average.
  • This volume record comes on the heels of record front contract open interest, resulting in record quarterly roll volume
Eris ADV 5-day moving average

 for full newsletter post: https://myemail.constantcontact.com/Eris-Sets-New-Monthly-Volume-Record-in-First-9-Trading-Days.html?soid=1114009586514&aid=5hehwGSdJ84

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