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Inflation Swaps

Comprehensive datasets to trade and manage the risk of future inflation.

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Inflation Swaps Data available from TraditionData

DKK

Danish CPI

1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 25Y, 30Y

EUR

EURO HICPx

1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 25Y, 30Y, 40Y, 50Y

EUR

French CPI

1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 25Y, 30Y

ILS

Israel CPI

1M, 2M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y,10Y, 12Y, 15Y, 20Y, 25Y, 30Y

EUR

Italian CPI

1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 30Y

JPY

Japan CPI

1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 30Y

EUR

Spanish CPI

1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 30Y

SEK

Swedish CPI

1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 30Y

GBP

UK CPI

1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 25Y, 30Y, 40Y, 50Y

GBP

UK RPI

1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 25Y, 30Y, 40Y, 50Y

GBP

UK CPIH

1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 25Y, 30Y, 40Y, 50Y

GBP

UK CPI/RPI Spreads

1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 25Y, 30Y, 40Y, 50Y

GBP

UK RPI/CPIH Spreads

1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 25Y, 30Y, 40Y, 50Y

GBP

UK RPI Seasonality Fixings

1Y & 2Y, 12 Monthly Fixings

USD

US CPI

1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 30Y

With desks in London, Paris, New York, Tel-Aviv and Tokyo, our data brings unrivalled depth of clarity to inflation, putting our customers and their businesses at the forefront of the markets.

Whether you are a trader, risk manager, or portfolio manager, our inflations swaps market data yields valuable information on current market conditions and trends.

Inflation Swaps Data Packages from TraditionData

Our inflation swaps data packages provide comprehensive market coverage. Datasets are sourced directly from Tradition’s brokerage desks, with 5 desks in 4 countries.

By offering smaller, focused and more granular packages based on region and product, our clients only pay for what they need, as opposed to receiving larger data packages that need unbundling.

Real-time, Intraday and End of Day prices are available for interest rate markets providing complete flexibility on both data content and delivery method.

Key stats

desks

countries

BENEFITS

Key benefits:

Hedging Inflation Risk: Inflation swaps can be used by financial services professionals to hedge against the risk of rising inflation. For example, pension funds and insurance companies can use inflation swaps to protect against the erosion of the real value of their future liabilities.

Managing Portfolio Risk: Inflation swaps can be used by financial services professionals to manage portfolio risk by diversifying their investment exposure to inflation-linked assets.

Improving Diversification: Inflation swaps can be used to diversify a portfolio by adding exposure to inflation-linked assets, which can help to reduce overall portfolio risk.

Hedging Currency Exposure: Inflation swaps can also be used to hedge against currency exposure for entities that have liabilities or assets in a different currency than their operating currency.

Customization: Inflation swaps can be tailored to meet the specific investment objectives and risk tolerance of individual investors, enabling them to choose the inflation index and time frame that best fits their needs.

Trading Opportunities: Inflation swaps market data provides financial services professionals with real-time pricing, historical data, and implied inflation rates, providing them with valuable information to make informed trading decisions and take advantage of market opportunities.

What are inflation swaps?

Inflation swaps are financial contracts that enable market participants to trade the risk of future inflation. These swaps are typically used by institutional investors and corporates as a hedge against rising inflation. The terms of the swap specify the payment made by one party to the other based on changes in a designated inflation index.