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