Newsletter: Dec Eris SOFR volume caps record-setting 2024

Submitted by greg.carter on Tue, 01/21/2025 - 16:16

Record Eris SOFR volume grows for fifth straight quarter

jan 2025 adv qtrly
  • With strong volume in the final week of December, Eris SOFR ended a record volume year with a record volume quarter, averaging 13,209 contracts traded daily in Q4
  • December average daily volume of 29,906 contracts (nearly $3B daily notional) also set a monthly record, surpassing September 2024
  • Quarterly roll activity propelled a new daily volume record of 299,509 contracts on December 10


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