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…

SOFR, CME, Spread Trading (UST)
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

 

Hedging, Pricing Eris Contracts, Mortgage Hedging (MBS, MSR)
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…
SOFR
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…

SOFR, CME, private lending, Hedging
Eris SOFR Swap Futures for Asset/Liability Management

Simplifying bank and credit union access to FASB-eligible hedges

Higher interest rates and deposit instability…

SOFR, Asset Liability Management, FASB-eligible hedges, CME
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…

SOFR, Mortgage Hedging (MBS, MSR), Hedging, Hedge Accounting
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…

SOFR, Hedging, Leveraged Investors, Real Estate Investment Trusts (REITs)
Signaliser Strategy Series: Eris SOFR Futures Minimize Reset Risk
Mechanical differences of SOFR vs LIBOR reduce the need for customized hedges, improves efficiency
Pricing Eris Contracts, SOFR, CME
Signaliser Strategy Series: SOFR Advantages vs LIBOR
Evaluation of SOFR vs LIBOR, background on Eris SOFR Futures to facilitate transition from LIBOR
Pricing Eris Contracts, Eris Market Data, CME, SOFR
Eris Video Tutorial Series
Modular video demonstrations walking through the basics of Eris pre & post trade
Pricing Eris Contracts, SOFR, Eris Market Data, Tax Treatment, Hedge Accounting