Benchmark or product
Eris SOFR Swap Futures Contract SpecificationERIS-SOFR
Standardized futures contract designed to replicate the economics and cash flows of an OTC plain-vanilla interest rate swap under a transparent futures margin regime.
Updated
Coverage of Eris SOFR Swap Futures Contract Specification
7 articles
Contract Specifications
Swap Futures Innovations: Eris SOFR vs. CME Market-Agreed Coupon (MAC) Standardized Contracts
How fixed income and credit desks eliminate bilateral ISDA SIMM and SA-CCR capital drag by migrating OTC interest rate swap exposures into standardized futures.
Contract Specifications
Basis Swap DV01 Ladder — Contract Spec Reconciliation: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of basis swap dv01 ladder focusing on contract spec reconciliation. Covers statutory register tie-out (ERIS-SOFR), 2.7 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Contract Specifications
FX Futures CLS Eligibility — Clearing Margin Walkthrough: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of fx futures cls eligibility focusing on clearing margin walkthrough. Covers statutory register tie-out (ERIS-SOFR), 5.8 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Contract Specifications
Index Future Dividend Adjustment — Tick Rounding Worked Example: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of index future dividend adjustment focusing on tick rounding worked example. Covers statutory register tie-out (ERIS-SOFR), 3.7 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Contract Specifications
Position Limit Spot Month Rule — Delivery Logistics Map: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of position limit spot month rule focusing on delivery logistics map. Covers statutory register tie-out (ERIS-SOFR), 5.2 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Contract Specifications
Tick Size Pilot Program — Risk Limit Framework: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of tick size pilot program focusing on risk limit framework. Covers statutory register tie-out (ERIS-SOFR), 7.4 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Contract Specifications
SOFR Futures Convexity Bias — Contract Spec Reconciliation: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of sofr futures convexity bias focusing on contract spec reconciliation. Covers statutory register tie-out (ERIS-SOFR), 7.4 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Common questions
3 questions answered
What is Eris SOFR Swap Futures Contract Specification (ERIS-SOFR) and how is it classified?
Standardized futures contract designed to replicate the economics and cash flows of an OTC plain-vanilla interest rate swap under a transparent futures margin regime. In Instrument Ledger's entity index, Eris SOFR Swap Futures Contract Specification is classified as a benchmark or product with identifier or ticker code ERIS-SOFR.
Which jurisdiction and regulatory authority oversee Eris SOFR Swap Futures Contract Specification?
Eris SOFR Swap Futures Contract Specification is tracked under the United States (Eris Exchange / CME) jurisdiction, with primary regulatory oversight or statutory reference tied to Eris SOFR Swap Futures Contract Specification. Key structured dossier attributes include category: Contract Specifications; coverage desk: Instrument Ledger; regulatory body: Eris SOFR Swap Futures Contract Specification.
How is Eris SOFR Swap Futures Contract Specification covered in Instrument Ledger institutional research?
Eris SOFR Swap Futures Contract Specification is referenced across 7 published research articles on Instrument Ledger. Coverage examines regulatory filings, market structure impact, and cross-border compliance developments involving Eris SOFR Swap Futures Contract Specification (ERIS-SOFR).
Peer entities comparison
Side-by-side regulatory & classification matrix for Eris SOFR Swap Futures Contract Specification and related entities
| Entity | Classification | Ticker / code | Jurisdiction | Regulator / statute | Wikidata ID | Articles |
|---|---|---|---|---|---|---|
Eris SOFR Swap Futures Contract SpecificationCurrent | Benchmark or product | ERIS-SOFR | United States (Eris Exchange / CME) | Eris SOFR Swap Futures Contract Specification | — | 7 |
| Benchmark or product | 0DTE-SPX | United States (Cboe Options) | Cboe 0DTE SPX Option Specifications | — | 7 | |
| Benchmark or product | VIX-SPEC | United States (Cboe Futures Exchange) | Cboe Volatility Index (VIX) Contract Specification | — | 7 | |
| Benchmark or product | CBOT-AG | United States (CBOT / CME) | CBOT Agricultural Commodity Delivery Specifications | — | 7 | |
| Benchmark or product | CBOT-UST | United States (CBOT / CME) | CBOT Treasury Futures Delivery Basket Standard | — | 8 | |
| Benchmark or product | ES-MES-SPEC | United States (CME) | CME E-mini & Micro E-mini Index Contract Specs | — | 8 | |
| Benchmark or product | CME-FX-SPEC | United States (CME) | CME G10 Currency Futures Contract Specifications | — | 7 |