Main Street Lending Programs - Hedging With Eris

Eris provides an ideal hedge to lock in fixed rate financing under the Fed's new lending programs

Locking Rates on Floating Funding

Bank Asset/Liability Management: Eris Swap Futures vs Cleared OTC Swaps

Discusses Eris benefits vs cleared swaps, GAAP accounting treatment for reporting entities

Cash Flow Equivalence, Hedge Accounting, Pricing Eris Contracts

Signaliser Strategy Series: The Equivalence of Eris Futures and IRS

Detailed mechanics of Eris Futures, demonstrating how the cash flows mirror equivalent OTC swap

Cash Flow Equivalence, Pricing Eris Contracts, Eurodollar Packs and Bundles

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

CME, Convexity

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 (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