The suite spans 11 tenors and provides rules-based benchmarks for exchange-listed SOFR swap exposure.
B loomberg Indices has introduced the Bloomberg Eris SOFR Swap Futures Tracker Indices suite, comprising 11 indices that track the performance of holding and rolling Eris SOFR Swap futures across the US dollar interest rate curve. The indices are intended to offer transparent and rules-based benchmarks Bloomberg noted that this marks its first futures tracker index series referencing SOFR swap exposure delivered through a futures contract, while also representing th