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Bloomberg Launches Eris SOFR Swap Futures Tracker Indices
Bloomberg has launched 11 new indices tracking the performance of CME Group’s Eris SOFR Swap futures, marking the first time an index provider has brought futures-based SOFR swap tracker indices to market. The Bloomberg Eris SOFR Swap Futures Tracker Indices offer rules-based benchmarks designed to follow the roll and performance of holding front-month Eris SOFR
Bloomberg has launched 11 new indices tracking the performance of CME Group’s Eris SOFR Swap futures, marking the first time an index provider has brought futures-based SOFR swap tracker indices to market. The Bloomberg Eris SOFR Swap Futures Tracker Indices offer rules-based benchmarks designed to follow the roll and performance of holding front-month Eris SOFR
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