The Yield Book Integrates Eris Swap Futures Data

The integration will allow users to manage their positions traded on Eris alongside other trading activity.


Users can also incorporate Eris pricing into their proprietary swap curve models.

Officials say the integration of Eris data into The Yield Book opens up Eris to more institutional investors and dealers, by allowing traders and risk managers to analyze and manage their positions on Eris alongside their other holdings.

Geoffrey Sharp, head of sales at Eris Exchange, says market participants face higher demands and costs to access over-the-counter swap markets compared to Eris' "more cost-effici