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

Calendar Spread Trading

How to roll Eris positions quarterly

CME, Calendar Spreads

Mortgage / MBS Hedging

Eris used to hedge MBS, MSR exposure

Mortgage Hedging (MBS, MSR), Spread Trading (UST), CME