Get to Know Eris SOFR Swap futures

An efficient and standardized way to trade SOFR swaps:

  • Tenors: 1Y, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y, 12Y, 15Y, 20Y, 30Y
  • Replicate the cash flows of vanilla OTC SOFR OIS, including annual fixed payments at a pre-determined rate, and annual floating payments based on daily compounded SOFR.
  • Option to hold contracts until final maturity (up to 30 years), both avoiding rolls and enabling hedge accounting applications previously reserved for swaps.

View full contract specs

Asset Class Navigation

7-Year Eris SOFR Swap Futures Time & Sales Globex

Options
Calendar Date Time Price Size Indicator