Eris Vendor Codes

Eris SOFR Vendor Codes

The table below shows vendor codes for Eris SOFR Swap futures outrights, Eris SOFR Calendar Spreads, Eris Options, Eris/Treasury Swap Spreads, Eris Inter-tenor Spreads, and Bloomberg Eris SOFR Swap Futures Tracker Indices. Vendor codes are available for CME Globex, Bloomberg, LSEG Data & Analytics, and Yield Book platforms, as applicable. This page is subject to change as new and existing vendors make product code updates or adopt new Eris products for end users.

New to the Eris SOFR ecosystem? Click the link How to interpret vendor codes for an introduction to product code taxonomy and definitions.

Eris SOFR outrights Eris SOFR Calendar Spreads Eris Options Eris/Treasury Swap Spreads Eris Inter-Tenor Spreads Eris SOFR Tracker Indices Reference Links

Product / Contract	Spread Ratio	CME Globex	Bloomberg	LSEG Data & Analytics	Yield Book*
Eris SOFR outrights
Eris SOFR 1 yr	N/A	YIAU26	YIAU26 Comdty <go>	0#AIY:	YIAU6.Z
Eris SOFR 2 yr	N/A	YITU26	YITU26 Comdty <go>	0#TIY:	YITU6.Z
Eris SOFR 3 yr	N/A	YICU26	YICU26 Comdty <go>	0#YIC:	YICU6.Z
Eris SOFR 4 yr	N/A	YIDU26	YIDU26 Comdty <go>	0#YID:	YIDU6.Z
Eris SOFR 5 yr	N/A	YIWU26	YIWU26 Comdty <go>	0#YIW:	YIWU6.Z
Eris SOFR 7 yr	N/A	YIBU26	YIBU26 Comdty <go>	0#BIY:	YIBU6.Z
Eris SOFR 10 yr	N/A	YIYU26	YIYU26 Comdty <go>	0#YIY:	YIYU6.Z
Eris SOFR 12 yr	N/A	YIIU26	YIIU26 Comdty <go>	0#YII:	YIIU6.Z
Eris SOFR 15 yr	N/A	YILU26	YILU26 Comdty <go>	0#YIL:	YILU6.Z
Eris SOFR 20 yr	N/A	YIOU26	YIOU26 Comdty <go>	0#YIO:	YIOU6.Z
Eris SOFR 30 yr	N/A	YIEU26	YIEU26 Comdty <go>	0#EIY:	YIEU6.Z

Product / Contract	Spread Ratio	CME Globex	Bloomberg	LSEG Data & Analytics	Yield Book*
Eris SOFR Calendar Spreads
Eris SOFR 1 yr	N/A	YIAM26-YIAU26	YIAM6U6 Comdty <go>	0#AIY-:	N/A
Eris SOFR 2 yr	N/A	YITM26-YITU26	YITM6U6 Comdty <go>	0#TIY-:	N/A
Eris SOFR 3 yr	N/A	YICM26-YICU26	YICM6U6 Comdty <go>	0#YIC-:	N/A
Eris SOFR 4 yr	N/A	YIDM26-YIDU26	YIDM6U6 Comdty <go>	0#YID-:	N/A
Eris SOFR 5 yr	N/A	YIWM26-YIWU26	YIWM6U6 Comdty <go>	0#YIW-:	N/A
Eris SOFR 7 yr	N/A	YIBM26-YIBU26	YIBM6U6 Comdty <go>	0#BIY-:	N/A
Eris SOFR 10 yr	N/A	YIYM26-YIYU26	YIYM6U6 Comdty <go>	0#YIY-:	N/A
Eris SOFR 12 yr	N/A	YIIM26-YIIU26	YIIM6U6 Comdty <go>	0#YII-:	N/A
Eris SOFR 15 yr	N/A	YILM26-YILU26	YILM6U6 Comdty <go>	0#YIL-:	N/A
Eris SOFR 20 yr	N/A	YIOM26-YIOU26	YIOM6U6 Comdty <go>	0#YIO-:	N/A
Eris SOFR 30 yr	N/A	YIEM26-YIEU26	YIEM6U6 Comdty <go>	0#EIY-:	N/A
Please note: Calendar spread examples use the Bloomberg calendar spread format from the prior table structure.

Product / Contract	Spread Ratio	CME Globex	Bloomberg	LSEG Data & Analytics	Yield Book*
Eris Options
Eris Options 2y	N/A	YITU6 C100000	YITU6C 100.000 Comdty <go>	TBD	TBD
Eris Options 5y	N/A	YIWU6 C10000	YIWU6C 100.00 Comdty <go>	TBD	TBD
Eris Options 10y	N/A	YIYU6 C1000	YIYU6C 100.0 Comdty <go>	TBD	TBD
Please note: The examples above assume call options at a strike price of 100 that deliver into underlying Sep 2026 Eris SOFR 2-year, 5-year, and 10-year contracts.

Product / Contract	Spread Ratio	CME Globex	Bloomberg	LSEG Data & Analytics	Yield Book*
Eris/Treasury Swap Spreads
2-Year Eris SOFR Swap Futures (YIT) - 2-Year T-Note Futures (ZT)	2:1	ETU 02-01 U26-U6	YITTU Comdty	0#ETU-:	N/A
5-Year Eris SOFR Swap Futures (YIW) - 5-Year T-Note Futures (ZF)	1:1	EWV 01-01 U26-U6	YIWFV Comdty	0#EFW-:	N/A
7-Year Eris SOFR Swap Futures (YIB) - 10-Year T-Note Futures (ZN)	1:1	EBN 01-01 U26-U6	YIBTY Comdty	0#BEN-:	N/A
10-Year Eris SOFR Swap Futures (YIY) - Ultra 10-Year T-Note Futures (TN)	1:1	EYT 01-01 U26-U6	YIYUXY Comdty	0#EYN-:	N/A
Please note: Bloomberg tickers are currently only available for same-month combinations, like YIWM26-FVM6 and YIWU26-FVU6. Please consider sending a request to your Bloomberg rep for them to add the staggered-month combinations, such as YIWM26-FVU6.

Product / Contract	Spread Ratio	CME Globex	Bloomberg	LSEG Data & Analytics	Yield Book*
Eris Inter-Tenor Spreads
1Y Eris SOFR Swap Future vs 2Y Eris SOFR Swap Future	1:1	EAT 01-01 U26	YIAYIT Comdty	0#SPR-:	N/A
1Y Eris SOFR Swap Future vs 3Y Eris SOFR Swap Future	1:1	EIC 01-01 U26	YIAYIC Comdty	0#YEA-:	N/A
2Y Eris SOFR Swap Future vs 3Y Eris SOFR Swap Future	1:1	ETC 01-01 U26	YITYIC Comdty	0#FOS-:	N/A
2Y Eris SOFR Swap Future vs 5Y Eris SOFR Swap Future	5:2	ETW 05-02 U26	YITYIW Comdty	0#PAV-:	N/A
3Y Eris SOFR Swap Future vs 4Y Eris SOFR Swap Future	1:1	EID 01-01 U26	YICYID Comdty	0#IDE-:	N/A
3Y Eris SOFR Swap Future vs 5Y Eris SOFR Swap Future	5:3	ECW 05-03 U26	YICYIW Comdty	0#SHU-:	N/A
4Y Eris SOFR Swap Future vs 5Y Eris SOFR Swap Future	1:1	EDW 01-01 U26	YIDYIW Comdty	0#HAM-:	N/A
5Y Eris SOFR Swap Future vs 10Y Eris SOFR Swap Future	2:1	EIY 02-01 U26	YIWYIY Comdty	0#YAD-:	N/A
5Y Eris SOFR Swap Future vs 7Y Eris SOFR Swap Future	3:2	EIB 03-02 U26	YIWYIB Comdty	0#EIB-:	N/A
7Y Eris SOFR Swap Future vs 10Y Eris SOFR Swap Future	3:2	EBY 03-02 U26	YIBYIY Comdty	0#EBY-:	N/A

Product / Contract	Spread Ratio	CME Globex	Bloomberg	LSEG Data & Analytics	Yield Book*
Eris SOFR Swap Futures Tracker Indices
Bloomberg 1Y Eris SOFR Swap Futures Tracker Index	N/A	N/A	BTSYIA1E	N/A	N/A
Bloomberg 2Y Eris SOFR Swap Futures Tracker Index	N/A	N/A	BTSYIT1E	N/A	N/A
Bloomberg 3Y Eris SOFR Swap Futures Tracker Index	N/A	N/A	BTSYIC1E	N/A	N/A
Bloomberg 4Y Eris SOFR Swap Futures Tracker Index	N/A	N/A	BTSYID1E	N/A	N/A
Bloomberg 5Y Eris SOFR Swap Futures Tracker Index	N/A	N/A	BTSYIW1E	N/A	N/A
Bloomberg 7Y Eris SOFR Swap Futures Tracker Index	N/A	N/A	BTSYIB1E	N/A	N/A
Bloomberg 10Y Eris SOFR Swap Futures Tracker Index	N/A	N/A	BTSYIY1E	N/A	N/A
Bloomberg 12Y Eris SOFR Swap Futures Tracker Index	N/A	N/A	BTSYII1E	N/A	N/A
Bloomberg 15Y Eris SOFR Swap Futures Tracker Index	N/A	N/A	BTSYIL1E	N/A	N/A
Bloomberg 20Y Eris SOFR Swap Futures Tracker Index	N/A	N/A	BTSYIO1E	N/A	N/A
Bloomberg 30Y Eris SOFR Swap Futures Tracker Index	N/A	N/A	BTSYIE1E	N/A	N/A

For a complete list of Eris SOFR contracts Click Here .

For a complete list of Eris SOFR Reference Data on Bloomberg Click Here .

For a complete list of Eris SOFR Reference Data on Refinitiv, LSEG Data & Analytics, Click Here .

Eris maintains a selection of Bloomberg Monitor windows which aggregate the presentation of Eris contracts in a single view. These windows may be launched as Bloomberg Launchpad objects and are maintained by Eris so that they present the current front contracts, tracker indices, and calendar rolls when relevant. Contact Eris by email or message “ERIS INNOVATIONS” on the Bloomberg Terminal IB or messaging service.

How to interpret vendor codes

Product codes for Eris SOFR and Eris Options are alpha-numeric identifiers. For Eris SOFR Swap futures, the product code is 6 characters representing the tenor (3 characters), IMM effective month (1 character), and effective year (2 characters).

Eris Options have 5 characters representing the underlying Eris SOFR tenor (3 characters), expiry month (1 character), and expiry year (1 character). Like other exchange-traded options, Eris Options product codes also include characters denoting a put or call (1 character) and strike price (3-6 characters depending on tenor).

The examples below show how Bloomberg codes are generated for 2-Year, 5-Year, and 10-Year Eris SOFR and Eris Options.

Product code taxonomy and examples

Product	Code Component	Description	Example
Eris SOFR Swap futures	Product root	Identifies the tenor of the Eris SOFR Swap futures outrights. Refer to Eris SOFR contract specifications for a complete list of contract codes by tenor.	2-Year = 'YIT' 5-Year = 'YIW' 10-Year = 'YIY'
	IMM effective month	Month of quarterly IMM effective date, the third Wednesday of March (H), June (M), September (U), and December (Z).	September = 'U'
	Effective year	Eris SOFR Swap futures have a two-digit effective year code.	2026 = '26'

Eris SOFR Swap futures examples

Examples	Product root	Effective month	Effective year	CME Globex codes
Sep '26 Eris SOFR 2Y	YIT	U	26	YITU26
Sep '26 Eris SOFR 5Y	YIW	U	26	YIWU26
Sep '26 Eris SOFR 10Y	YIY	U	26	YIYU26

Product	Code Component	Description	Example
Eris Options	Product root	Identifies the tenor of the Eris SOFR Swap futures contracts underlying Eris Options.	2-Year = 'YIT' 5-Year = 'YIW' 10-Year = 'YIY'
	Expiry month	Identifies the option expiration month. Monthly codes for Jan through Dec are F, G, H, J, K, M, N, Q, U, V, X, and Z, respectively.*	July = N
	Expiry year	Eris Options have a one-digit expiry year code.	2026 = '6'
	Put / Call indicator	Identifies whether the option is a put or a call.	Put = P Call = C
	Strike price	Strike price is a 3-digit to 6-digit code shown without the decimal point. For example, strike price codes for 2-Year Eris Options may be 6 digits and 10-Year Eris Options may be as few as 3 digits.	2Y price (99.000): 99000 5Y price (99.25): 9925 10Y price (100.0): 1000

Eris Options examples

Examples	Underlying futures	Expiry month	Expiry year	Put / Call	Strike price	CME Globex Codes
Jul '26 Eris Options 2Y	YITU26	N	6	Call	100	YITN6 C100000
Jul '26 Eris Options 5Y	YIWU26	N	6	Put	100	YIWN6 P10000
Jul '26 Eris Options 10Y	YIYU26	N	6	Call	100	YIYG6 C1000

* Refer to https://www.cmegroup.com/month-codes.html for monthly contract codes.