Eris SOFR Contract Codes
Treasury Inter-Commodity Spreads, Eris Inter-Tenor Spreads, Bloomberg, Refinitiv Tickers, Yield Book
Eris SOFR vs Treasury Futures Inter-Commodity Spreads
| Product Name | Spread Ratio | CME Globex (Mar 2025 Contract Example) | Bloomberg |
| 2-Year Eris SOFR Swap Futures (YIT) - 2-Year T-Note Futures (ZT) | 2:1 | ETU 02-01 U25-U5 | YITTU Comdty |
| 5-Year Eris SOFR Swap Futures (YIW) - 5-Year T-Note Futures (ZF) | 1:1 | EWV 01-01 U25-U5 | YIWFV Comdty |
| 7-Year Eris SOFR Swap Futures (YIB) - 10-Year T-Note Futures (ZN) | 1:1 | EBN 01-01 U25-U5 | YIBTY Comdty |
| 10-Year Eris SOFR Swap Futures (YIY) - Ultra 10-Year T-Note Futures (TN) | 1:1 | EYT 01-01 U25-U5 | YIYUXY Comdty |
Please note: Bloomberg tickers are currently only available for same-month combinations, like YIWH24-FVH4 and YIWM24-FVM4. Please consider sending a request to your Bloomberg rep for them to add the staggered-month combinations (e.g., YIWH24-FVM4), which are relevant for the 2.5 week period each quarter between the Treasury Futures roll (e.g., Feb 29) and the Eris SOFR roll (e.g., Mar 18).
Eris SOFR Inter-Tenor Spreads
| Product Name | Spread Ratio | CME Globex (Mar 2025 Contract Example) | Bloomberg |
| 1Y Eris SOFR Swap Future vs 2Y Eris SOFR Swap Future | 1:1 | EAT 01-01 U25 | YIAYIT Comdty |
| 1Y Eris SOFR Swap Future vs 3Y Eris SOFR Swap Future | 1:1 | EIC 01-01 U25 | YIAYIC Comdty |
| 2Y Eris SOFR Swap Future vs 3Y Eris SOFR Swap Future | 1:1 | ETC 01-01 U25 | YITYIC Comdty |
| 2Y Eris SOFR Swap Future vs 5Y Eris SOFR Swap Future | 5:2 | ETW 05-02 U25 | YITYIW Comdty |
| 3Y Eris SOFR Swap Future vs 4Y Eris SOFR Swap Future | 1:1 | EID 01-01 U25 | YICYID Comdty |
| 3Y Eris SOFR Swap Future vs 5Y Eris SOFR Swap Future | 5:3 | ECW 05-03 U25 | YICYIW Comdty |
| 4Y Eris SOFR Swap Future vs 5Y Eris SOFR Swap Future | 1:1 | EDW 01-01 U25 | YIDYIW Comdty |
| 5Y Eris SOFR Swap Future vs 10Y Eris SOFR Swap Future | 2:1 | EIY 02-01 U25 | YIWYIY Comdty |
| 5Y Eris SOFR Swap Future vs 7Y Eris SOFR Swap Future | 3:2 | EIB 03-02 U25 | YIWYIB Comdty |
| 7Y Eris SOFR Swap Future vs 10Y Eris SOFR Swap Future | 3:2 | EBY 03-02 U25 | YIBYIY Comdty |
For a complete list of Eris SOFR contracts Click Here
Bloomberg Tickers
Eris SOFR
| Tenor | Outright Ticker | Calendar Spread Ticker |
| Eris SOFR 1 yr | YIAU25 Comdty <go> | YIAM5U5 Comdty <go> |
| Eris SOFR 2 yr | YITU25 Comdty <go> | YITM5U5 Comdty <go> |
| Eris SOFR 3 yr | YICU25 Comdty <go> | YICM5U5 Comdty <go> |
| Eris SOFR 4 yr | YIDU25 Comdty <go> | YIDM5U5 Comdty <go> |
| Eris SOFR 5 yr | YIWU25 Comdty <go> | YIWM5U5 Comdty <go> |
| Eris SOFR 7 yr | YIBU25 Comdty <go> | YIBM5U5 Comdty <go> |
| Eris SOFR 10 yr | YIYU25 Comdty <go> | YIYM5U5 Comdty <go> |
| Eris SOFR 12 yr | YIIU25 Comdty <go> | YIIIM5U5 Comdty <go> |
| Eris SOFR 15 yr | YILU25 Comdty <go> | YILM5U5 Comdty <go> |
| Eris SOFR 20 yr | YIOU25 Comdty <go> | YIOM5U5 Comdty <go> |
| Eris SOFR 30 yr | YIEU25 Comdty <go> | YIEM5U5 Comdty <go> |
For a complete list of Eris SOFR contracts 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 and the calendar rolls when relevant. Contact Eris by email or message “ERIS INNOVATIONS” on the Bloomberg Terminal IB or messaging service.
Refinitiv Tickers
Eris SOFR
| Tenor | Outright Ticker | Calendar Spread Ticker |
| Eris SOFR 1 yr | 0#AIY: | 0#AIY-: |
| Eris SOFR 2 yr | 0#TIY: | 0#TIY-: |
| Eris SOFR 3 yr | 0#YIC: | 0#YIC-: |
| Eris SOFR 4 yr | 0#YID: | 0#YID-: |
| Eris SOFR 5 yr | 0#YIW: | 0#YIW-: |
| Eris SOFR 7 yr | 0#BIY: | 0#BIY-: |
| Eris SOFR 10 yr | 0#YIY: | 0#YIY-: |
| Eris SOFR 12 yr | 0#YII: | 0#YII-: |
| Eris SOFR 15 yr | 0#YIL: | 0#YIL-: |
| Eris SOFR 20 yr | 0#YIO: | 0#YIO-: |
| Eris SOFR 30 yr | 0#EIY: | 0#EIY-: |
For a complete list of Eris SOFR contracts Click Here
Yield Book Tickers
Eris SOFR
| Tenor | CME Code Prefix | Yield Book Ticker |
| Eris SOFR 1 yr | YIA | YIA[MY].Z |
| Eris SOFR 2 yr | YIT | YIT[MY].Z |
| Eris SOFR 3 yr | YIC | YIC[MY].Z |
| Eris SOFR 4 yr | YID | YID[MY].Z |
| Eris SOFR 5 yr | YIW | YIW[MY].Z |
| Eris SOFR 7 yr | YIB | YIB[MY].Z |
| Eris SOFR 10 yr | YIY | YIY[MY].Z |
| Eris SOFR 12 yr | YII | YII[MY].Z |
| Eris SOFR 15 yr | YIL | YIL[MY].Z |
| Eris SOFR 20 yr | YIO | YIO[MY].Z |
| Eris SOFR 30 yr | YIE | YIE[MY].Z |
*[MY] = IMM month letter (H/M/U/Z), followed by the single digit year number (2024 = 4)
For a complete list of Eris SOFR contracts Click Here
For a complete list of Eris SOFR contracts Click Here
