NEWSLETTER: Eris sets volume record during last major Libor roll; CME releases plan to convert Eris Libor to SOFR

• Eris Swap Futures set a new daily record of 108,758 contracts traded on Tuesday, December 7

• Coming just ahead of the year-end deadlines for Libor usage, the record surpasses the previous record of 105,925 set June 8



• As of December 14, total Eris open interest stands at 409,805, an increase of 94% year-to-date

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