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
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
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
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
Contact us with immediate questions:
Chicago
625 W. Adams, Suite 19-105
Chicago, IL 60661
