Trading swap spreads with futures: A primer for Eris/Treasury Swap Spreads
As the Federal Open Market Committee considers changes in its interest rate policy, managing swap spreads will be critical for dealer desks, asset managers and hedge funds. With many recent…
Optimal Blue: Pricing and Hedging Non-Agency Loans with Eris SOFR Swap Futures
By Mike Vough – Vice President, Hedging and Trading Products, Optimal Blue
and Geoffrey Sharp – Managing Director, Head of Product Development and Sales at Eris Innovations
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Intro Video: Hedging with Eris SOFR
- 3-minute video from CME Group gives overview of using Eris SOFR for hedging exposure to interest rates
- Video shows a commercial loan example of a real estate developer borrowing…
Benefits of Eris SOFR for private lenders
Private lenders who borrow at floating rates indexed to the Secured Overnight Financing Rate (SOFR) and lend at fixed rates bear the risk of interest rate increases diminishing their net interest…
Eris SOFR Swap Futures for Asset/Liability Management
Simplifying bank and credit union access to FASB-eligible hedges
Higher interest rates and deposit instability…
Hedge Mortgage Servicing Rights with Eris SOFR
For years, owners of mortgage servicing rights (MSR) assets have hedged using Eris Swap futures, enjoying the cash flow performance of interest rate swaps in a transparent, easily-tradable listed…
How Eris Futures Help Leveraged Investors
Effective interest rate risk management can often drive success or failure for leveraged investors. Fortuitously, CME Group has Eris SOFR swap futures for investors to easily meet the many…
