The following article first appeared in the Bank Asset/Liability Management Newsletter.

Learn how swap futures can be more economical than cleared swaps for hedging and how the design of Eris Swap futures allows for designation as long term cash flow or a fair value hedge.


All examples in this report are hypothetical interpretations of situations and are used for explanation purposes only. The views in this report reflect solely those of the author and not necessarily those of CME Group or its affiliated institutions. This report and the information herein should not be considered investment advice or the results of actual market experience.

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