Signaliser Strategy Series: The Equivalence of Eris Futures and IRS
Detailed mechanics of Eris Futures, demonstrating how the cash flows mirror equivalent OTC swap
Signaliser Strategy Series: Adding Alpha with Eris Swap Futures
Overview of Eris futures put into context vs Eurodollar futures and OTC swaps as a trading tool
FTP Site Guide
List of available files on Eris ftp site, what data is included, and where to locate
Cash Flow Equivalence (Rates)
Comparison of Eris vs OTC swap cash flows
Hedge Accounting
Eris as a Cash Flow or Fair Value Hedge
Tax Treatment
Eris futures under US Tax code, section 1256
Trading Eris After The Effective Date
How to trade Eris contracts that no longer stream
Eris vs Eurodollars / Convexity Trading
Eris vs Eurodollars
Calendar Spread Trading
How to roll Eris positions quarterly
Mortgage / MBS Hedging
Eris used to hedge MBS, MSR exposure