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    • Real-time Data
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Live Quotes - USD Swap Futures

 

 

Eris Products on CME

Futures contracts that replicate the cash flows and functionality of over-the-counter swaps, suitable for short-term trading or long-term hedging.

  • Standardized terms1, with underlying tenors 1-30 years2 
  • No physical delivery: contracts remain outstanding to underlying tenor maturity
  • Futures price format indexed to 100
    • CME's Eris BSBY Primer
    • CME's Eris SOFR Primer

 

cmeproductswithbsby

1. Terms match SIFMA MAC swaps
2. Including aged, off-the-run contracts, there will be expiries every quarter from 3 months to 30 years

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The Eris Methodology

 

The patented Eris Methodology allows for the creation of a listed futures contract that replicates the cash flows, convexity and functionality of traditional over-the-counter swaps.

As listed contracts, Eris Swap Futures are available to a wider user base as transparent financial instruments for easy trading and long term hedging purposes.
Eris Futures Price = 100 + A + B - C

Discover more
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About Eris Innovations

 

Eris Innovations is an intellectual property licensing company that partners with CME Group and other global exchanges to develop futures and options products based on its patented product design, the Eris Methodology

 

Learn more about Eris

 

 

 

 

Contact us with immediate questions:

 
1-646-961-4489
questions@erisfutures.com (responses within 60 minutes during U.S. business hours)

Chicago

625 W. Adams, Suite 19-105

Chicago, IL 60661

 

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