Seasonally adjusted prices for inflation-linked bonds

Inflation is highly seasonal. Food and energy prices ensure that inflation is also volatile from month to month. One-off future inflationary events may be known about months in advance. These three factors apply to the consumer price index (CPI) measures used in the calculation of global inflation-linked bond (ILB) markets. They make it difficult to extract meaningful information from the prices of ILBs. In particular, they hide the trend rate of inflation, which is, arguably, the most valuable

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a Risk.net 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