Eris Swap Futures at CME Group set a new monthly volume record of 181,442 contracts in the first 9 trading days of June, surpassing the previous record of 173,330 set in March. Average daily volume for the first 9 days in June was 20,160 contracts.
- Eris 5-day average daily volume peaked at 26,104 contracts during the June/September roll, 9 times the June high a year earlier.
- Excluding roll volume, Eris outright volume is now over 3.5 times the 2018 pre-CME average.
- This volume record comes on the heels of record front contract open interest, resulting in record quarterly roll volume.
Eris Swap Futures are the most easily accessible way to trade swaps, providing users a product matching the convexity, economics and functionality of traditional OTC swaps, while also providing users with an instrument that delivers the efficiency and simplicity of listed futures contracts.