Eris Exchange: March Newsletter

Eris Standards Open Interest Hits All-Time High

Recent Trading Highlights

RECORDS: Eris Standards Open Interest

106,245 contracts
67% of total OI

Eris Standards OI increased 11% over the past 3 months
Average block trade size: ~$32mm

Read More >> Eris Trading Update

Featured Trade: Eris Credit Future Roll Spreads

Eris CDX IG and Eris CDX HY Series 26 Credit Futures were listed on ICE Futures US for trading on March 21st and 28th respectively.

Roll spreads for Eris Credit Futures will be streamed for approximately 10 days.

On March 21, a large roll from Series 25 to 26 traded.

Learn More >> Eris Credit Futures Roll Guide

Use MIAC to Model Hedge Scenarios With Eris Swap Futures

MIAC offers risk measurement valuation and hedge solutions to reduce P&L swings related to MSRs. Servicers can deploy hedge programs using Eris Swap Futures based on MIAC's analytic reports to manage movements in interest rates.

MIAC's VAST^TM is a platform to stress MSR or whole loan portfolios with multiple prospective risk scenarios utilizing Eris as an optimal hedge instrument. VAST^TM also performs retrospective risk attribution analysis to enable hedgers to measure the effectiveness of their hedging strategy.

Learn More >> MIAC MSR Hedging

MIAC Analytics Suite >> Custom Software Solutions

Learn About Deep Liquidity in USD Eris Swap Futures

Learn about liquidity on Eris Exchange:

Block and CLOB liquidity across all contracts
Tight bid-offer relative to OTC Swaps
Active trading and tight markets in Off-The-Run Standards
Trading activity analysis around economic data releases
High volumes on days with extreme market volatility

Learn More >> Eris Liquidity Book

MX to Launch Eris-Based CAD Interest Rate Swap Futures in September

Montreal Exchange (MX), announced that it will expand its interest rate derivatives offering with the launch of Canadian Dollar Interest Rate Swap Futures based on the Eris Methodology^TM.

These new swap futures contracts will be cleared at the Canadian Derivatives Clearing Corporation and will be available for trading on MX in September 2016.

Read More >> Press Release

Use The Standards Look-Up to View All Contract Details

Use the Standards Look-Up page to quickly filter through the full inventory of Standards and identify specific contracts for trading various strategies.

Users can download a file of all available Standards. The user guide highlights the new features and functions.

Try It >> Standards Look-Up

Learn More >> User Guide

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