Eris Innovations – creators of Eris SOFR Swap futures
The easiest way to hedge benchmark SOFR interest rates
- 01 SOFR is the benchmark interest rate underlying the valuation of all U.S. dollar denominated financial assets, from loans to mortgages and there is no easier and more efficient way for those looking to hedge these exposures than to use Eris SOFR Swap Ffutures. These innovative contracts are accessible to both large and small market participants equally, allowing universal access and fair competition. Eris SOFR Swap futures are commonly used to hedge the fair value of MSR portfolios, loan pipelines, and fixed income portoflios..
A Better Hedge for Today’s Mortgage Market
Eris SOFR Swap Futures were designed with the mortgage industry in mind—delivering the cash flow economics of fixed-vs-SOFR swaps in a standardized futures format. Whether you're managing the volatility of MSRs, protecting Non-QM pipelines, or optimizing bulk loan sales and securitizations, Eris SOFR delivers the tools to control risk and improve execution.
Simple, Scalable, and Efficient
Today, SOFR is the benchmark rate upon which all financing and subsequently all other interest rates are priced, and Eris SOFR makes trading SOFR both accessible and easy. There’s no need for ISDA agreements of expensive OTC clearing processes. With futures documentation, streamlined execution and clearing via CME, Eris SOFR lowers operational costs and improves access to SOFR hedging.
Aligned with the Valuation Curve
Eris SOFR settles to the same curve used to price and discount all USD fixed income instruments, soEris SOFR hedges are directly aligned with the valuations of portfolios. With fixed tenors from 1 to 30 years, users can precisely match durations, manage convexity, and eliminate unnecessary basis risk.
Real-World Mortgage Applications
- MSR Hedging: Offset the fair value volatility of your largest balance sheet item with precision hedging on the SOFR curve.
- Pipeline Hedging: Protect loan pipelines while building toward bulk or securitization exit; move from best-efforts to optimal execution.
- Non-QM/Non-Agency: Hedge loans not eligible for TBA delivery, by trading SOFR rates to match the cash flow behavior of these loans.
- Rate Sheet Enhancement: Use Eris SOFR to stabilize margins and pass through improved pricing to borrowers.
Trusted by the Mortgage Industry
Leading mortgage servicers, warehouse lenders, and securitization platforms rely on Eris SOFR to manage rate exposure across Jumbo, RTL, and Non-QM portfolios.
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