Swap Futures

5-Year Eris SOFR Swap

Futures
Globex Code
YIWH25
Last
96.5100
Change
-0.1950 (-0.20%)
Volume
156
Watchlists
Last Updated14 Mar 2025 08:47:18 PM CT.
Market data is delayed by at least 10 minutes

5-Year Eris SOFR Swap Futures - Time & Sales

Venue:
Trade Date: 13 Mar 2025

About this Report

FedWatch

Explore probabilities for FOMC rate moves, compare target ranges or view historical rate data.

Treasury Analytics

Analyze deliverable baskets, CTD/OTR securities, futures/cash yield curves, inter-commodity spreads, and more.

TreasuryWatch

Gain an in-depth view into the US Treasury market, including yields, volatility, auctions, coupon issuance projections, and more.

STIR Analytics

View historical fixings for EFFR and SOFR, and analyze basis spreads between Eurodollar, Fed Fund, and SOFR futures.

Total Cost Analysis

Analyze the all-in costs of managing interest rate exposure using listed futures versus over-the-counter (OTC) instruments like swaps.

SOFRWatch

Visualize the potential impacts of FOMC decisions on SOFR expectations.

Looking for more? Explore our additional resources

Resources
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Rulebooks
Expiration calendar
Bloomberg codes
Globex Reference Sheet
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Rates Recap

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