Merrill Lynch develops inflation-linked swap indices

Merrill Lynch has launched a new series of indices tracking inflation-linked swaps. The indices cover maturities of two years, five years, 10 years, all the way up to 50 years, at five-year intervals.

Phil Galdi, in the firm's global bond index and analytics group, says the new indices will be "essential building blocks" for benchmarking pension plan performance.

"With this development we are able to construct custom indices, emulating a pension plan's inflation and non-inflation sensitive lia

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