U.S. Pat 6,766,304 & 6,772,132
The market data displayed above represents live, executable bids and offers for Eris Swap Futures trading on the CME Globex electronic trading platform, and cleared through CME Clearing. Quotes are shown during CME Globex market hours (Sunday 6pm to Friday 5pm ET, with a 60-minute break each day from 5pm to 6pm ET). Par Rate Equivalents (ParRateEqvInt) are calculated using a methodology which uses subjective inputs; including PV01s (change in value of a contract for a 1bp change in the fixed rate).