CME Eris interest rate swap futures OI spikes on margin roll-out

19th January, 2024

Radi Khasawneh
ChicagoGIG

Eris, which listed swap futures on CME Group at the end of 2018, has seen open interest in its main Secured Overnight Financing Rate (SOFR) contracts hit fresh highs this month, with the combined five year and 10 year Eris SOFR futures open interest surpassing 120,000 lots for the first time on January 17

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
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