Coming October 5, 2020
CME Group is launching Eris SOFR Swap Futures to meet the need for SOFR swap liquidity
USD Swap Futures
Benchmark USD interest rate swap futures: 2, 3, 4, 5, 7, 10, 12, 15, 20, and 30 year underlying tenors
EUR & GBP Rate Futures and Credit Futures
EURIBOR and SONIA interest rate futures: 2, 3, 5, 7, 10, and 30 year underlying tenors
5 year CDX index futures: Investment Grade and High Yield
About Eris Innovations
Eris Innovations comprises the intellectual property and services related to the award winning Eris swap futures contracts. We have licensing partnerships with leading global exchange groups to deliver our rate and credit futures in multiple currencies to the widest possible end user community.
In addition to creating trading tools and supporting the existing suite of contracts, we are focused on the development of new products utilizing the Eris Methodology for replicating OTC cash flows in listed format.