Eris Front Month OI Hits 120,000 Contracts On August 22nd, Up 64% Since June Roll
Date 29/08/2019
Open interest (OI) in the live-streaming front Eris contracts continued to surge in Q3, rising 64% from May 31st to August 22nd, when it hit 122,232 contracts. Front month OI stands at 111,317 as of August 28th
Front contract OI is now 7 times the average front OI observed in Q3'18 (YoY)
Recent growth is driven by broad-based duration demand across fixed income markets, particularly focused in the Eris 10y (LIYU19)
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