Eris Sets Trading Records in September

September Trading Records and Activity:

Open Interest: All-time high of 130,450 contracts ($13bn notional) reached on 9/10/14
Volume: Single day record of 21,014 contracts ($2.1bn notional) traded on 9/5/14

September represents the highest month of trading volume on Eris

Calendar Spread Trading: Central Limit Order Book trading of listed spreads during the most recent roll period increased by more than 100x relative to prior roll periods

Press Release >> New Daily Volume Record And Open Interest High

Article >> Tough regulation to boost swap futures, FOW (Subscription Required)

Montreal Exchange and Eris Announce Licensing Agreement

Montreal Exchange (MX) and Eris Exchange announced a licensing agreement to offer trading and clearing of Canadian Dollar swap futures and options based on the Eris Methodology^TM listed on MX and cleared by Canadian Derivatives Clearing Corporation (CDCC).

Press Release >> Montreal Exchange and Eris Announce Licensing Agreement

Article >> MX Licenses Eris for Canadian Dollar Swap Futures (Subscription Required)

GlobalCapital Names Eris as Fixed Income Exchange of the Year

Eris Exchange has been honored as Fixed Income Exchange of the Year for 2014 by GlobalCapital Derivatives.

The winners were announced at a gala reception and awards dinner in London on September 18, 2014.

View >> Award Winners (Subscription Required)

Featured Trade: Portfolio Optimization and Backloading OTC Swaps

Eris Exchange offers client portfolio optimization reviews. Achieve significant cost savings by replacing a portfolio of OTC interest rate swaps with matched-duration Eris Swap Futures.

Step 1: Client submits portfolio for review

Step 2: Eris provides optimized portfolio construction

Step 3: Trade as EFR to reduce market risk

Step 4: Reduce notional, decrease line items, lower margin and clearing costs

Analysis and Review >> Submit Portfolio

View Example >> Portfolio Optimization Tearsheet

Utilize Bloomberg ERIS1 <GO> Functionality

Bloomberg Functionality For ERIS1 <GO>

Live order book prices including market depth, volume, open interest, and top day trade activity in streaming Eris benchmark contracts

Historical Price (HP) and Graph Price (GP) screens available for daily settlement prices

Quote Recap Monitor (QRM) displays time, price and size for trades executed in Eris SwapBook

Swap Monitor (SWPM) displays price and risk data for all Eris Swap Futures contracts

Learn More >> ERIS1 <GO> Tearsheet

Request >> Real-Time Eris Bloomberg Spreadsheet

Article: Eris Swap Futures Expand Into Other Regions & Asset Classes

A feature article in WallStreet & Technology highlights Eris Exchange daily volume records, new buy side entrants and plans for non-USD swap futures.

"Extending the reach of Eris methodologies to other currencies and jurisdictions reinforces the global viability of its methodologies for futurizing swaps."

Read More >> Full Article

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