Eris & Swapnote Futures
Eris interest rate futures are based on the product design of Eris Exchange USD Eris Swap future. They closely replicate the economics of interest rate swaps, offering an efficient and accessible means of trading the interest rate swaps curve.
Eris Credit & Interest Rate Futures
Swapnote is a cash-settled future that prices like a notional bond future with a fixed notional coupon and a range of fixed maturities. This allows market participants to gain access to the interbank swaps curve using a future, and unlike Government Bond futures does not carry basis risk.
Featured Products
Resources
Transitioning to Alternative Reference Rates
We can help you manage the shift, with real-time derivatives data, valuations and analytics, futures contracts on all major alternative rates and IBA’s preliminary Term Rates for SONIA
Managing Interest Rate Risk
The pandemic forced central banks across the world to change their trajectories. The UK, EU and US responded with unprecedented monetary policy that sought to soften the effects of government shutdowns and revitalize economies.
Transitioning to Alternative Reference Rates
We can help you manage the shift, with real-time derivatives data, valuations and analytics, futures contracts on all major alternative rates and IBA’s preliminary Term Rates for SONIA
Managing Interest Rate Risk
The pandemic forced central banks across the world to change their trajectories. The UK, EU and US responded with unprecedented monetary policy that sought to soften the effects of government shutdowns and revitalize economies.