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Eris Open Interest Continues to Build
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Recent Trading Highlights
- ADV YTD has doubled vs the same period in 2014
- Record Open Interest for Eris Standards: 101k contracts, set 5/4/15
- Eris Standards OI reached 57% of total, a new high
- Trade count for Eris Standards is 1.7x the trade count of MACs in May
- 7Y Eris Standard: 955 individual trades occurred the week of 5/18/15
- Record for 7Y, often used as the LIBOR leg for 10Y Invoice Spreads vs CME TY
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Eris Case Study: Consistent Liquidity During Volatile Conditions 10/15/2014
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Eris has conducted a case study of trading activity on 10/15/2014 across different asset classes, when the 10Y Treasury traded in the widest range in over 5 years
Eris markets maintained deep liquidity and continuous trading throughout a volatile session
Learn More >> Eris Liquidity Case Study
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Featured Trade: Capital Efficient Way to Trade Invoice Spreads
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Invoice Spreads with Eris Swap Futures are a capital efficient alternative to using OTC swaps
- Reduce initial margin up to 74% by replacing the LIBOR leg of a 10Y Invoice Spread with a 7Y Eris Standard Swap Future
- Autospread functionality is available through TT, RTS, and Morgan Stanley Passport
- CLOBs allow market participants to work inside the best bid/ask for both legs
- 10Y Invoice Spread near recent lows
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Webinar Playback: Trade Eris Credit Futures on ICE
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Watch a webinar recording that provides an overview of the cash-settled Eris Credit Futures contract
Eris CDX IG and HY Credit Futures launched on April 27, 2015. Eris iTraxx Main and Crossover Credit Futures scheduled to launch in Q3
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Regulatory Overhaul Creates Incentives For Listed Derivatives
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A feature article in TABB Forum by Colby Jenkins highlights steady growth in swap futures in the context of OTC IRS going through a "state of flux"
"An eventual rise in interest rates may serve as a catalyst for the next wave of conversion, as a rate hike and return of volatility will have new implications on capital resources for firms facing much higher Value at Risk (VaR) calculations. This ultimately will result in higher costs for end users of traditional swap products, and with that, the appeal of listed alternatives will likely grow."
"These [margin treatment] rules will be strong incentives for both European and U.S. firms to look to listed derivatives for more economic risk management exposure as the global OTC market overhaul carries on."
Read More >> Full Article (Subscription Required)
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Schedule a Meeting with Eris at FIA IDX | June 9-10, Booth #42
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Eris Exchange is proud to be an exhibitor at the FIA IDX Conference in London on June 9-10, 2015
Come view live markets and learn about multi-asset class trading strategies at the Eris booth #42
Eris is hosting demo sessions followed by refreshments at the Taste of IDX Reception on June 10th at 4:00 PM
Contact Us >> Schedule a Meeting
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Apply For a Career at Eris Exchange Today
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Eris Exchange continues to grow and is constantly looking for talented individuals to join our team in New York and Chicago
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May Highlights
Open Interest Continues to Build
Consistent Liquidity in Volatile Markets
Capital Efficient Invoice Spreads
Webinar Playback: Eris Credit Futures
Featured Article: TABB Forum
Join Eris at FIA IDX in London
Careers
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View prior monthly trade ideas:
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