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> |
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> |
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> |
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Example of Bloomberg code for September 2022 5Y SOFR would be {YIWU22 Comdty <go>}
625 W. Adams, Suite 19-105
Chicago, IL 60661