Inflation Derivatives House of the Year - BNP Paribas


There hasn't been a year like 2008 in the short history of the inflation derivatives market. In the US, one-year inflation swap prices dropped from 1% to -3% in a crazy three-week period in October, having been as high as 3.8% in June. In Japan, the five-year swap price had been hovering at around -0.5% for the first few weeks of November, before plunging to -3% by December 10. Meanwhile, swaps in the UK broke through the top end then doubled back to break through the bottom end of one of the

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: