Eris Launches Live Swap Curve

New offering provides real-time valuation of Eris swap futures.

neal-brady-eris-exchange

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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: