Valuing inflation futures contracts

The market for inflation-linked derivatives has grown exponentially in recent years. This has resulted in futures contracts, written on inflation, being introduced in the US and Europe in order to give market participants hedging tools. These contracts also provide a vehicle for traders and speculators, such as hedge funds, to take positions that reflect their opinions about future inflation.

Indeed, the most recently published data (at the time this article was originally prepared in December

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 or view our subscription options here:

You are currently unable to copy this content. Please contact 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 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 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