Inflation swaps, options & inflation-linked bonds

Inflation Derivatives Data

Our real‑time and historical inflation pricing data from TP ICAP brokerage desks supports buy‑side firms in monitoring income and asset exposure while enabling sell‑side institutions to hedge inflation risk.

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Inflation data sourced from:

The Parameta Solutions difference

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A leading, global provider of inflation swaps & options data
Sourced directly from our global brokerage activity, our comprehensive inflation derivatives offering delivers high‑quality, market‑reflective pricing grounded in real trading.
Extensive Coverage Across Regions and Currencies
Spanning the London and US markets, we provide deep coverage across key inflation sub‑asset types in EUR, GBP, and USD, delivering a consistent global view of inflation markets.
Real-time & 20+ years of historical data
We offer real-time, intraday snaps, and end-of-day updates, supported by a historical database beginning in 2004, enabling long horizon analysis, model calibration, back testing and trend monitoring for inflation.
Data Delivered How & Where You Need It
Our inflation data is accessible across multiple delivery channels, including API, SFTP, Snowflake, AWS, Bloomberg, and LSEG, ensuring seamless integration into trading systems, risk platforms, and analytics workflows.
Strong Data Governance & Reliability
Our data passes through robust quality control processes before delivery to ensure consistency, reliability, and accuracy across instruments and tenors.
Broad Product Coverage
We offer an extensive range of inflation‑linked products including swap spreads, asset swaps, forecast fixings, zero‑coupon and year‑on‑year swaps, as well as seasonal swaps and caps/floors.

Our inflation data coverage

Inflation Swaps

We provide robust pricing across zero‑coupon and year‑on‑year inflation swaps, supporting both long‑term hedging and shorter‑tenor inflation views.

Inflation Swaps Spreads

Our inflation swap spreads offer clear insight into relative value between inflation‑linked and nominal swap markets.

Inflation Forecast Fixings

We provide independent, market‑driven inflation forecast fixings that serve as reference points for expectations ahead of upcoming CPI releases.

Inflation Asset Swaps

We deliver transparent pricing for inflation asset swaps, enabling efficient comparison between cash bonds and derivatives.

Inflation Seasonal Swaps

Our inflation seasonal swaps capture month‑by‑month seasonality in CPI, giving clients a more precise tool for managing short‑dated inflation risk.

Inflation Caps and Floors

Our inflation caps and floors offer flexible protection against upside or downside inflation surprises across both zero‑coupon and year‑on‑year structures.

Data to support across the trade lifecycle

Pre-trade

Assess illiquid and complex markets, turn raw data into actionable insights and find alpha in opaque instruments.

Point-of-trade

Use real time data for price discovery and to assist with entry and exit decisions.

Post-trade

We provide data to compliance teams to monitor market activities in real-time and detect potential compliance violations.

Three easy ways to connect to our data

Direct

Instant access through API or SFTP channels.

Cloud delivery

Access via our cloud partners including Snowflake and AWS.

Channel partners

Connect via our extensive network of partners including BlackRock Solutions, Bloomberg, LSEG, Factset and ICE.

Get your data sample

Complete the form and tell us which asset class/instrument you would like to see.

Inflation FAQs

Where do you source your inflation data from?

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Our data is generated through a proprietary internal pricing system that integrates live market data and broking activity from Tullet Prebon and ICAP.

How is inflation data delivered to clients?

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Our data can be accessed via Fusion Insights platform, real-time streaming (WebSocket), EOD and intra-day snapshots (SFTP), cloud delivery (Snowflake, AWS).

We also deliver access via third party platforms including:

Blackrock Solutions
Bloomberg
LSEG
Factset
ICE

How can inflation data be used?

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Enhanced decision making – leverage accurate and timely inflation data to make informed financial decisions.
Effective evaluations – utilise our comprehensive OTC inflation market pricing data to make effective evaluations across multiple currencies.
Enhanced portfolio and inventory management – improve portfolio and inventory management with enhanced insight into inflation expectations and hedging requirements.
Accurate price verification – conduct price verifications and mark-to-market (M2M) valuations enabling and gain access to the vast inflation linked bond market.

Who uses inflation data?

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Typical users of this data are:

Market makers

These are financial firms or banks that buy and sell bonds for clients. They use inflation-linked derivatives to protect themselves from losses when they hold bonds whose value changes with inflation.

Corporates

They use inflation-linked derivatives to manage future costs that are tied to inflation, such as employee wages or pension payments. For example, if a company expects to pay higher wages because of inflation, it can use these derivatives to reduce the risk of those costs rising unexpectedly. Typically, these companies benefit when inflation goes up, so they are often “receiving” inflation in these deals.

Inflation-exposed firms

These are companies whose costs, revenues, or financial obligations naturally rise and fall with inflation. These firms (such as utilities, retailers, manufacturers, etc.) use inflation data to manage cost volatility, hedge future expenses, and make more accurate pricing and budgeting decisions. By monitoring real‑time and historical inflation swap levels, fixings, and spreads, they can better forecast inflation trends, protect margins, and ensure stable financial planning.

Do you provide bond data?

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Yes, we provide inflations linked bonds. To learn more about our bond data, click here.

What challenges does inflation data solve in opaque and fragmented markets?

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Transparency in opaque and fragmented markets

Parameta provides executable, brokered pricing across inflation fixings, swaps, spreads and options—enabling reliable price discovery in traditionally opaque and fragmented EUR, GBP and USD inflation markets. This gives market participants a transparent and independent view of where the market is trading, supporting more accurate pricing and decision-making.

Managing seasonality

Parameta captures month-by-month inflation pricing, allowing clients to identify and account for seasonal dislocations. This improves front-end valuation accuracy and enables more precise hedging strategies, particularly around short-dated exposures where seasonality has the greatest impact.

Manage inflation fixing risk

Granular inflation fixing and forecast data provide visibility into expected and realised inflation prints. This allows clients to isolate fixing risk, hedge exposures around monthly CPI releases, and better manage P&L volatility linked to inflation announcements.

Manage index and basis risk

Parameta offers dedicated pricing across key inflation indices—including CPI, RPI and HICP—as well as index spreads such as IOTA. This enables clients to accurately measure and hedge basis risk between different inflation benchmarks, improving portfolio alignment and risk control.

Manage tail and regime risk

Parameta provides comprehensive inflation options pricing, including both positive and negative strikes. This supports the modelling and hedging of tail risks, enabling protection against both deflationary environments and periods of extreme inflation.