Eris Exchange: November News

Block Trading Activity Increases in The 4th Quarter

Recent Trading Highlights

22 block trades executed since the beginning of October

Exceeds the prior six months combined
Block volume rose to 16% of total Volume in November

YTD Volume 20% higher than full year 2014 Volume, with one more month to go

Read More >> Eris Trading Update

Eris Recently Launched The Broker Rebate Program

Eris Exchange recently launched a rebate program for brokers providing agency execution of blocks, EFPs, and EFRs in USD Eris Interest Rate Swap Futures. More than 10 qualifying blocks have traded since the program went live.

Several firms have joined the program, including R.J. O'Brien, Wells Fargo , and TJM. Additional firms will be announced in the coming weeks.

Brokerage firms interested in learning more about the rebate program should contact Eris Sales.

Eris Broker Rebate >> Contact Eris Sales

Eris Will Launch an Expanded Set of Eris Standards in January

Eris Exchange will offer additional tenors of Eris Standards, an expanded set of Eris Standards with forward starting IMM Effective Dates as far out as 10 years, and new Eris Standards with dates matching treasury securities in the CBOT Treasury Futures' deliverable baskets.

The expanded Eris Standards will provide new yield curve granularity for more accurate hedging, curve trading, and spreading against Treasury Futures.

The products will launch in January, subject to applicable regulatory review.

Read More >> Expanded Set of Eris Standards

View Market Notice >> Market Notice #15-M16

Featured Trade: Roll Positons Using Eris Calendar Spreads

Eris Calendar Spreads provide a cost efficient manner to roll Eris Standards by combining two underlying contracts into a single trade without leg risk.

Ways to Trade Eris Calendar Spreads:

Discrete Spreads: Trade the listed spread electronically via Eris SwapBook

Single Block Trade: Trade a combined package by voice; both legs of the trade are reported through Eris BlockBox or by calling the Eris Control Center

Block execution of calendar rolls feature net credit checks based on net risk of the trade

Read More >> Calendar Spread Tearsheet

Cassini Offers Pre-Trade Analysis Using Eris Swap Futures

Cassini's web based platform introduces a new model of pre-trade analytics for cleared and bi-lateral derivatives in addition to futures.

Cassini also has a trade recommendation engine that will find more cost effective alternative trades, such as Eris Swap Futures, where they make sense for your portfolio.

See Eris Swap Futures as an alternative to OTC in your portfolio using Cassini Systems.

Read More >> Cassini Tearsheet

CQG New Release Supports Par Rates For Eris Standards

CQG will offer par rates for Eris Standards to allow users to view and trade Eris Invoice Spreads in early 2016. Existing CQG users can access alpha version 16.9 to try the new functionality.

Release notes are located in the 'What's New' section of the CQG Integrated Client.

Read More>> CQG Tearsheet

RiskVal Latest Release Supports Eris Swap Futures

The RiskVal Fixed Income (RVFI) November 20, 2015 release features live Eris Standards and Eris Flexes markets. The new enhancements appear in the Forward Swap Matrix functionality.

Users can now model relative value trades based on live Eris Swap Futures market data, RiskVal proprietary curves and other historical market data.

Read More >> RiskVal Fixed Income Landing Page

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