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INFLATION SWAPS & OPTIONS

GFI Market Data for Inflation Swaps & Options offer a mechanism to trade inflation over a given time horizon.

GFI covers intraday zero-coupon inflation swap data and year-on-year swaps & options from GFI’s broking desks in London, Paris and North America.

Why GFI for Inflation Swaps & Options data?

  • Efficient way to transfer inflation risk
  • Risk management
  • Hedge inflation-linked retail products
  • Matching long-term inflation-linked liabilities

A CLOSER LOOK

GFI Market Data for Inflation Swaps & Options where at maturity, one party pays the cumulative percentage increase in the reference inflation index over the life of the swap in exchange for an annually compounded fixed rate.

Some Key Facts

  • History from August 2016
  • Inflation Indices covered:  United Kingdom Retail Price Index (UK RPI), Europe Harmonized Index of Consumer Prices excluding Tobacco (HICPxT), and French Consumer Price Index (FRCPI)
  • Products, tenors & currencies covered:
    • Australian Inflation Swaps from 3M to 30Y
    • UK RPI Swaps from 1Y to 60Y (GBP)
    • French CPI (Non-Interpolated) Swaps from 1Y to 30Y
    • Euro HICPxT Swaps from 1Y to 30Y
  • Intraday and end-of-day snaps are available for each currency per product

GFI MARKET DATA SALES

ASIA PACIFIC
Cynthia Case
+65 6632 3851

JAPAN/KOREA
Kiyotaka Kamioka
+81 3 4580 2346

AMERICAS
Damien Fitzpatrick
+1 212 968 2049

Michael Galione (Energy)
+1 212 968 2027

Gary Lambert
+1 212 829 4806

Michael Morris (Partnerships)
+1 212 968 4123

EUROPE
Diego Cruz
+44 20 7877 8042

Andrew Twigg
+44 20 7894 7276

Paul Sinden (Energy)
+44 20 7422 1048