| Product | Fixed | Contract | # of Trades: | Volume: | Open Interest (): | Settlement Values: | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Rate | Code | Net Chg | NPV | Par Rate (%) | Price | |||||||||||||
| Spread | Ratios: | # of Trades: | Volume: | Settlement Prices: | ||||||||||||||
| Globex Code | Bloomberg | Leg1 | Leg2 | Leg1 | Leg2 | |||||||||||||
| () | () | |||||||||||||||||
| (more…) | ||||||||||||||||||
| ** S&R indicates Switch & Roll contracts, which allow users simultaneously to switch (between Treasury futures and Eris SOFR) and roll from one quarter to the next. At this time, market data for these contracts is not available on erisfutures.com. | ||||||||||||||||||