Margin Efficient Eris Swap Futures Set New Trading Records

October Trading Activity:
  • RECORD: 2-day VaR Standards reached 75% of total Exchange Open Interest
  • 18% of Eris calendar roll trades were executed as blocks in Sep vs 6% in Jun
  • First trades executed in Mar 2017 5Y Standards
  • 3Y & 4Y Eris Standards began streaming end of Aug:
    • 60+ trades
    • 4,700+ contracts
    • ADV in 3Y & 4Y doubled from Sep to Oct
Read More >> Eris Trading Update
RJO Case Study Profiles Eris Hedge Effectiveness

Eris and the Fixed Income Group at R.J. O'Brien & Associates (RJO) released an accounting case study outlining how Eris Interest Rate Swap Futures receive favorable hedge accounting treatment.

Qualifying treatment allows Eris Swap Futures to replace OTC swaps as hedging instruments with same accounting benefits.

Sign Up for the Full Case Study >> Register
Read Summary >> Case Study Summary
Eris Offers Streaming 3Y and 4Y Markets

Eris began offering live streaming, tradeable markets in 3Y and 4Y Standard U.S. Dollar Interest Rate Swap Futures on August 29. The launch increased the number of streaming points on the Eris yield curve from five to seven, enabling new hedging and spread trading opportunities.

Full Press Release >> Eris Adds Live Points on The Curve
SwapBook >> Live Markets
Free Margin Optimization Analytics
Eris and Cassini recently hosted a margin analytics webinar. With the use of Cassini's analytics, end-users may generate significant initial margin savings by replacing OTC swaps with Eris Swap Futures while retaining the original risk exposure of the portfolio.

The Eris-sponsored access to the Cassini offering will allow clients to identify portfolios of Eris Swap Futures that can lower initial margins by more than 40%.

Reduce Your Margin >>Submit a Portfolio
Watch the Playback >> Margin Analytics Webinar
TradingScreen Now Calculates Par Rate Equivalents
TradingScreen offers live Eris markets in par rate equivalents form, a representation of the fixed rate at which users would trade an analogous contract at $0 NPV.

TradingScreen also includes Eris in their TRADESMART platform, a full suite of trading tools including portfolio analysis, order generation, rebalancing, data management, and risk compliance.

Learn More >> TradingScreen Summary
Visit TradingScreen>> TradingScreen.com
Video: Discover The Origin and Future of Eris
Learn about the evolution of Eris by watching Kevin Wolf's presentation "Market Structure Change Presents Commercial Opportunity...If You're Patient". This short video playback takes the viewer through the phases of development that brought Eris onto the world stage.

Watch the Video >> Full Presentation
Eris is a Proud Sponsor of CME Group's GFLC Event

Eris Exchange is sponsoring the CME Group Global Financial Leadership Conference for the sixth consecutive year.

In November, CME Group's GFLC brings together decision-makers from the world's leading financial institutions to discuss emerging trends, debate economic issues and share perspectives on developments in the marketplace.

Set Up a Meeting >> Schedule a Meeting
View >> Agenda and Speakers

Apply For a Career at Eris Exchange

Eris Exchange continues to grow and is looking for talented individuals to join our team in New York, London and Chicago. 
View Details >> Careers
October Highlights
Eris Sets Trading Records
Hedge Accounting Case Study
Eris Offering Streaming 3Y, 4Y
Free Margin Optimization
TradingScreen Offers Par Rates
JLN MarketsWiki Video Playback
Eris Sponsors CME Group Event
Careers
Getting Started

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Start trading & clearing,
call (888) 587-2699
and select 2, or email
[email protected]

Trade Ideas & Analysis
View prior monthly trade ideas:

Sep Roll Eris Credit Futures
Aug Eris 2Y Spreads
Jul CIX <GO>
Jun Cash Flow Equivalence
May Calendar Spreads


Trading and Analytics






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