Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index: 99,602.52 +109.50

Eris SOFR Open Interest Sets New Record

Date 01/11/2022

  • Eris SOFR Swap Futures open interest stands at 40,741 contracts as of October 31, setting a daily record
  • October was a record month for block trades in Eris SOFR, with 33,962 contracts (nearly $3.4 billion notional)
  • 3y Eris SOFR OI is 13,387 contracts, having grown more than 10X since May