NEWSLETTER: Eris SOFR Open Interest hits 40K, sets record

Submitted by greg.carter on Tue, 11/01/2022 - 16:27
40k oi
  • Eris SOFR Swap Futures open interest stands at 40,741 contracts as of October 31, setting a daily record
  • October was a record month for block trades in Eris SOFR, with 33,962 contracts (nearly $3.4 billion notional)
  • 3y Eris SOFR OI is 13,387 contracts, having grown more than 10X since May

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