Bloomberg Launchpad

 

Bring live market updates
to your Bloomberg Terminal

Request Bloomberg Launchpad

 

 

Eris SOFR Swap futures are a suite of 1-30Y swap futures contracts listed by CME Group. Bloomberg carries important price and reference data, and Eris has created a valuable market monitor on Bloomberg for participants to view current live market prices, yields and risk in familiar terms.


These windows are created using Bloomberg’s Worksheet functionality and we can permission users to access these shared worksheets so that they may be launched as Launchpad windows by Bloomberg subscribers.


To request access, click the link above. Once permissioned, you will find these monitor windows in the Communities folder of your Worksheets, accessed by entering {W <GO>} on a terminal window. Then look in the Communities folder, where you will find 3 Eris worksheets:

  1. Eris SOFR Swap futures
  2. Eris/Treasury Swap Spreads, and
  3. Eris/Eris Curve Spreads

Eris maintains these windows, adding calendar spreads and new contracts when appropriate. If you would like the windows enhanced, please let us know how we may help by emails questions@erisfutures.com.

Bloomberg Launchpad for Eris Markets

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Bloomberg Launchpad window shared with Bloomberg users and maintained by Eris

  • Launchpad monitor updated by Eris to the new front contracts following quarterly rolls
  • Bid yield, ask yield, b/a width and daily change calculated using Eris PV01s

 

Bloomberg Launchpad for Eris SOFR vs Treasury Futures Inter-Commodity Spreads

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  • Features Eris/Treasury Swap Spread implied rates
  • Bid yield, ask yield, b/a width and daily change calculated using Eris PV01s
  • Bloomberg tickers are currently only available for same-month combinations, like YIWH24-FVH4 and YIWM24-FVM4.