Bloomberg Tickers
Streaming Front Month Contracts
Eris SOFR
| Tenor | Outright Ticker | Calendar Spread Ticker |
| Eris SOFR 1 yr | YIAU22 Comdty <go> | YIAU2Z2 Comdty <go> |
| Eris SOFR 2 yr | YITU22 Comdty <go> | YITU2Z2 Comdty <go> |
| Eris SOFR 3 yr | YICU22 Comdty <go> | YICU2Z2 Comdty <go> |
| Eris SOFR 4 yr | YIDU22 Comdty <go> | YIDU2Z2 Comdty <go> |
| Eris SOFR 5 yr | YIWU22 Comdty <go> | YIWU2Z2 Comdty <go> |
| Eris SOFR 7 yr | YIBU22 Comdty <go> | YIBU2Z2 Comdty <go> |
| Eris SOFR 10 yr | YIYU22 Comdty <go> | YIYU2Z2 Comdty <go> |
For a complete list of Eris SOFR contracts Click Here
Eris BSBY
| Tenor | Outright Ticker | Calendar Spread Ticker |
| Eris BSBY 1 yr | KXAU22 Comdty <go> | KXAU2Z2 Comdty <go> |
| Eris BSBY 2 yr | KXTU22 Comdty <go> | KXTU2Z2 Comdty <go> |
| Eris BSBY 3 yr | KXCU22 Comdty <go> | KXCU2Z2 Comdty <go> |
For a complete list of Eris BSBY contracts Click Here
Eris Libor
| Tenor | Outright Ticker | Calendar Spread Ticker |
| Eris Libor 2 yr | LITU22 Comdty <go> | LITU2Z2 Comdty <go> |
| Eris Libor 3 yr | LICU22 Comdty <go> | LICU2Z2 Comdty <go> |
| Eris Libor 4 yr | LIDU22 Comdty <go> | LIDU2Z2 Comdty <go> |
| Eris Libor 5 yr | LIWU22 Comdty <go> | LIWU2Z2 Comdty <go> |
| Eris Libor 7 yr | LIBU22 Comdty <go> | LIBU2Z2 Comdty <go> |
| Eris Libor 10 yr | LIYU22 Comdty <go> | LIYU2Z2 Comdty <go> |
| Eris Libor 30 yr | LIEU22 Comdty <go> | LIEU2Z2 Comdty <go> |
For a complete list of Eris Libor contracts Click Here
Rate Index & Tenor Codes
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
|
|
|
|
|
|
|
|
|
|
|
||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
|
Example of Bloomberg code for September 2022 5Y SOFR would be {YIWU22 Comdty <go>}
