Inflation Derivatives Data
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.
Overview
Key Benefits
Explore the benefits of our inflation derivatives data.
Coverage Details
Coverage Details
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
Insights
Volatility Returns: Interest Rate Options in a Policy-Driven Market
Record- breaking activity in USD rates markets, still led by spreadover trades.
