Eurex, CME and NYSE Liffe weigh long-dated inflation futures

Pension funds look for alternatives to OTC inflation swaps, as clearing services remain on the drawing board


Eurex, CME Group and NYSE Liffe are exploring the potential for long-dated inflation futures as an alternative to over-the-counter inflation swaps for pension fund managers – a possible new front in the futurisation war. Pension funds are seen as a likely source of demand because they are big users of swaps, which cannot currently be cleared and face heavy capital and margin costs as a result.

Previous attempts by both CME and Eurex to create liquid products based on inflation indexes, such as

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