Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Eris Sets 21k ADV Record In June

Date 06/07/2022

  • CME Eris Swap Futures set a new record in June with 21,100 contracts average daily volume (ADV)
  • This mark surpasses the previous record of 18,659 ADV in March 
  • 2-year Eris Libor (LIT) saw the largest share of this daily volume, as participants hedged recent volatility at the short end
  • June saw multiple end users switch to Eris SOFR and the first trades in CME's new Eris BSBY Swap Futures