Turning to Europe

Inflation futures

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The US consumer price index (CPI) futures contract was hailed as a breakthrough for the inflation-linked derivatives market when it was launched by the Chicago Mercantile Exchange (CME) in February 2004. More than a year on, those expectations have been revised. Trading volumes – low to start with – have dropped dramatically, while dealers have criticised the contract’s design as fundamentally flawed.

Undeterred, a number of exchanges are now looking at the more active European inflation market

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