Eris Swap Futures at CME Group set a new monthly volume record of 181,442 contracts in the first 9 trading days of June, surpassing the previous record of 173,330 set in March. Average daily volume for the first 9 days in June was 20,160 contracts.
- Eris 5-day average daily volume peaked at 26,104 contracts during the June/September roll, 9 times the June high a year earlier.
- Excluding roll volume, Eris outright volume is now over 3.5 times the 2018 pre-CME average.
- This volume record comes on the heels of record front contract open interest, resulting in record quarterly roll volume
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