Continued Growth of Eris Liquidity

Trading Highlights:
  • Continued growth in front month liquidity: 
    • Total average order book size reached an all-time high in April
      • Avg order book size in May was 38% higher than April (>$3.5bn)
    • Avg Bid/Ask for 5Y and 10Y Eris Standard in April was 0.4bps
  • Increased trade flow in 3Y and 7Y tenors with new Eris participants
    • May 3Y + 7Y trading volume = 33% of total, vs 7% in Q1
    • Shift to a more balanced distribution of trading across tenors 
Read More >> Eris Trading Update
ICAP Now Offering Eris Execution

As electronic fixed income trading continues to grow, the ICRV brokerage team of ICAP has completed Eris connectivity and now offers electronic and voice brokered Eris Swap Futures. 

Learn More >> ICRV Offers Eris
Access the Enhanced Live Eris Swap Curve Spreadsheet

The Live Eris Swap Curve Spreadsheet has been upgraded with new enhancements.

Extended pricing and reference data:
  • Bid/Ask/Mid pricing fields in NPV, Par Rate, and Price format 
  • PV01 in real time, DV01 at start of the day
  • Settlement prices and margin levels
Eris Spot Curve:
  • Streaming rates for spot starting tenors, based on the Live Eris Swap Curve
  • When used in conjunction with Eris discount factors, customers now have complete information to run their own fundamental analysis
TABB CEO Video Interview with George Harrington
Dodd-Frank has transformed the OTC swap market, driving tremendous growth in electronic trading. TABB Group CEO Anthony Perrotta and George Harrington, Business Development at Eris Exchange, examine the evolution of the swap market and the vision for the future.

The Yield Book Product Guide for Eris Swap Futures
Subscribers to The Yield Book can view their Eris Swap Futures positions in daily profit & loss and risk calculations, including optimization and scenario analysis. 

See the attached Product Reference Guide by The Yield Book to learn how easy it is to book and risk Eris Swap Futures in your portfolios.

Learn More >> Access the Product Overview
Greenwich Associates: Credit Investing Beyond the Market
Receive the Greenwich Associates white paper today which outlines the recent innovations in the credit market, including Eris Credit Futures listed on ICE. 

Greenwich Associates explores the growing phenomenon of investors increasingly seeking alternative credit investment tools beyond bonds and OTC credit default swaps (CDS).

Get the Full Paper >>  Credit Investing Beyond the Market
Learn About Eris Z-Codes: Unique Contract Identifiers

The Eris Z-Code is a 14 character unique contract identifier that is similar to a bond CUSIP. The identifier is predefined for each Eris contract and remains constant until final maturity. It may be used to identify key terms of the contract.

Learn More >> Access the Z-Code Tear Sheet
Careers

Eris Exchange continues to grow and is looking for talented individuals to join the team in New York, London, and Chicago. 

View Details >> Careers
May Highlights
Continued Growth of Eris Liquidity
ICAP RV Team Offers Eris
Access Live Eris Swap Curve XLS
TABB & Harrington Interview
The Yield Book Product Guide
Greenwich Associates White Paper
Z-Code Summary
Careers
Getting Started

Eris Summary
Eris Swap Futures Overview
Product Reference Guide
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Traders' Corner
Clearing Firm Contacts

Start trading & clearing,
call (888) 587-2699
and select 2, or email
sales@erisfutures.com

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Recent News
ICAP Relative Value Team ICRV Now Offers Eris Swap Futures, LeapRate

ICAP Relative Value Team Offers Eris Swap Futures, mondovisione
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