Eris SOFR Swap Options

Coming June 16*

Swaption risk exposure in a listed options contract.

This June, deploy nonlinear hedging strategies to manage interest rate volatility with Eris SOFR Swap options.

*Pending regulatory review

The options advantage

The Eris structure

Easily access swaption risk through listed options that physically deliver into Eris SOFR Swap futures.

Operational simplicity

Use straight-through processing (STP) to bypass ISDAs, manual agreements, post-trade swap confirmations and settlement mismatches.

Margin efficiency

Capture margin benefits with other listed Interest Rate futures and options contracts.

Market liquidity

Enjoy dedicated listed options market makers for transparent, real-time pricing from entry through expiry. 

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