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We are an industry-leading financial technology company providing market data, indices, and analytics solutions. Our unique and scarce OTC, cash, and derivatives data spans over 1 million instruments and 200+ asset classes.
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Inflation Derivatives Data

Comprehensive inflation derivatives data from broking activities across European and US inflation markets

Overview

This extensive package includes data on inflation swaps (seasonal, year-on-year, zero coupon, spreads, fixing swaps, butterflies), options (year-on-year and zero coupon caps/floors), and inflation-linked bonds. History is available for 20+ years.

Key Benefits

Explore the benefits of our inflation derivatives data.

01

Enhanced Decision Making

Leverage accurate and timely inflation data to make informed financial decisions.

02

Effective Evaluations

Utilise our comprehensive OTC inflation market pricing data to make effective evaluations across multiple currencies.

03

Enhanced Portfolio and Inventory Management

Improve portfolio and inventory management with enhanced insight into inflation expectations and hedging requirements.

04

Accurate Price Verification

Conduct price verifications and mark-to-market (M2M) valuations enabling and gain access to the vast inflation linked bond market.

Data Highlights

Data Highlights

6K+

records

12

sub-asset types

20+

years historical data

Coverage Details

Request a Data Sample

Coverage Details

Request a Data Sample

Record Count

6,320 +

Regions

AMER, APAC, EMEA

Sub-Asset Types

Inflation Asset Swaps
Inflation Forecast Fixings
Inflation Swap Spreads
Inflation Swaps (Seasonal)
Inflation Year on Year Caps/Floors
Inflation Year on Year Swaps
Inflation Butterflies
Inflation Zero Coupon Caps/Floors
Inflation Zero Coupon Swaps
Inflation Zero Coupon Gap Spreads
Inflation Fixing Swaps
Inflation Linked Bonds (TIPS, UK Liner, JPY Inflation Available in TP Fixed Income)

Currencies

AUD, EUR, GBP, USD, DKK, JPY (inflation linked bonds)

History Start Date

Variable, historical data as far back as August 2002

Brands

TP, ICAP

Field Count

15+ fields depending on the instrument type

Direct Delivery Options

WebSocket, SFTP, Snowflake

Third Party/Channel Options

Blackrock Solutions, Bloomberg, LSEG, ICE

Update Frequency

Real-Time, Intraday

All figures are sourced from the Parameta Data Inventory as of 1 April 2025.

Insights

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Insights

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Volatility Returns: Interest Rate Options in a Policy-Driven Market

Record- breaking activity in USD rates markets, still led by spreadover trades.

What is a breakeven inflation swap index?