Webinar

On-Demand Webinar: Unlock Cost-Effective Interest Rate Hedging with Swap Futures

Now Available On-Demand: Expert Insights from Derivative Path, CME Group, and Eris Futures

Isaac Wheeler
Isaac Wheeler
Head of Balance Sheet Strategy
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Looking to navigate today’s volatile interest rate environment with greater flexibility and efficiency?

Discover a powerful new tool for interest rate risk management in our latest webinar, “Swap Futures for Interest Rate Hedging: A New, Cost-Effective Tool.” This expert-led session explores how futurized swaps—known as Eris SOFR Swap Futures—are transforming hedging strategies for financial institutions of all sizes.

Key Takeaways Include:

  • Why swap futures are gaining traction with banks, credit unions, REITs, and mortgage lenders.
  • How swap futures offer lower margin requirements and faster onboarding compared to traditional OTC swaps.
  • Practical applications for large and small institutions, including real-world case studies.
  • Insights on hedge accounting compatibility and operational simplicity.

Featuring:

Ready to learn how swap futures can optimize your hedging approach?
👉 Watch the recording on-demand now.

Isaac Wheeler
Isaac Wheeler

Isaac Wheeler is Managing Director and Head of Balance Sheet Strategy at Derivative Path, where he helps financial institutions structure and execute hedging transactions. Before joining the firm, Isaac spent five years at MFS Investment Management supporting execution of interest rate, currency and equity derivatives. He also spent time in MFS’s portfolio risk and technology teams. Isaac has a B.A. in Economics from Boston University.

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