CME Eris interest rate swap futures OI spikes on margin roll-out
19th January, 2024
Radi Khasawneh
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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