Inflation derivatives
Sponsored forum: US inflation derivatives
The inflation derivatives market in the US has recently seen a surge in activity, with high-profile trades from North American insurer Fairfax and US investment manager Pimco. Is this the catalyst for...
A lack of consensus is generally good for markets - and there is certainly no agreement on the direction of inflation at the moment. With fears of a double-dip recession dominating for much of this year,...
A number of insurance companies and pension funds have bought 0% floors this year amid concerns about deflation. One high-profile trade has received particular attention, encouraging other market players...
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More Inflation derivatives articles
Asset swaps continue to support inflation market
Asset swaps continue to be a key source of inflation supply. But with the pick-up for asset swap investors much lower than it was last year, how successful have dealers been in cultivating new sources of inflation supply? By Christopher Whittall
Cranking up inflation supply
After a slowdown in linker issuance last year, Agence France Trésor has upped volumes in response to renewed investor demand. Asset swappers are playing a smaller part, with greater interest from domestic banks and European pension funds. By Ned Molloy...
Property derivatives fail to offer hedge options against price collapse...
The development of a property derivatives market in Asia stalled during the financial crisis of 2007-2008 and has failed to regain any real momentum, presenting a gloomy outlook for the business. But some parties believe the introduction of retail products...
Uncertain outcomes – insurers and pension funds tackle inflation risk...
With central banks’ discount windows pouring money out at rock-bottom rates but economies still slow to use up excess capacity, the outlook for inflation has never been murkier. Uncertainty has created arbitrage opportunities for inflation risk managers....
Pensions face RPI-CPI basis risk
The UK government has proposed changing the reference rate for pension funds from the retail prices index to the consumer price index. The switch could make pension liabilities much more complex – creating significant problems for those looking to hedge....
Hedging costs to soar for UK pension funds
Best of RPI and CPI exposure will cost up to 100 basis points to hedge, as well as increase the size of liabilities, say participants
Korean linker volumes soar after introduction of deflation floors
The resumption of issuance of government linkers, which now include deflation floors, should aid the development of inflation derivatives in South Korea
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