FTP Site Guide
List of available files on Eris ftp site, what data is included, and where to locate
Eris Market Data
Cash Flow Equivalence (Credit)
Comparison of Eris vs CDS cash flows
ICE, Cash Flow Equivalence
Cash Flow Equivalence (Rates)
Comparison of Eris vs OTC swap cash flows
Cash Flow Equivalence, CME
Hedge Accounting
Eris as a Cash Flow or Fair Value Hedge
Hedge Accounting
Tax Treatment
Eris futures under US Tax code, section 1256
Tax Treatment
Trading Eris After The Effective Date
How to trade Eris contracts that no longer stream
Off-The-Runs
Eris vs Eurodollars / Convexity Trading
Eris vs Eurodollars
Eurodollar Packs and Bundles, Convexity, CME
Calendar Spread Trading
How to roll Eris positions quarterly
CME, Calendar Spreads
Mortgage / MBS Hedging
Eris used to hedge MBS, MSR exposure
Mortgage Hedging (MBS, MSR), Spread Trading (UST), CME
Curve Trades
Eris vs Eris in different tenor combinations
CME, Curve Trades and Butterflies