Eris Launches Live Swap Curve
New offering provides real-time valuation of Eris swap futures.

The Live Eris Swap Curve produces intraday valuations using the same pricing methodology used by CME Group to generate daily settlement prices for Eris Swap Futures. The initial launch will see the theoretical streaming of prices for close to 500 Eris Standard Swap Futures. Eris is disseminating Live Eris Swap Curve data free of charge through various distribution channels including the Eris SwapBook FIX API, the exchange’s website, CME’s Market Data Platform, an auto-updating Microsoft Excel
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