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FTSE Mondo Visione Exchanges Index:
Eris Sets New Daily Record With 159,924 Contracts Traded On June 7
Date 14/06/2022
- CME Eris Swap Futures volume hit 159,924 contracts on Tuesday, June 7, surpassing the previous record of 148,205 set on March 10
- Quarterly rolls in 2y Eris Libor (LIT) were a primary driver, fueled by recent record front-month open interest from increased hedging by end users
- Volume included block trades rolling to Eris SOFR Sep from Eris Libor June contracts across multiple tenors, including 2y, 3y, 4y and 5y
