Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Block Trades Drive Eris SOFR Growth

Date 05/04/2023

  • During March, more than 260,000 contracts ($26B notional) Eris Swap Futures traded bilaterally as blocks
  • Calendar spreads from March to June dominated roll week, with outrights in 2y, 5y and 10y driving volume thereafter, as end users reset hedges following notable rate movements
  • A list of swap dealers and other markets makers ready for Eris block trades is available here