Retail price index (RPI)
Low pricing of inflation swaps takes buy side by surprise
Dealers expect inflation to peak sooner, but investors remain sceptical

HSBC inflation head departs
Dariush Mirfendereski leaves UK bank after nine years

Who’s afraid of the RPI-CPIH judicial review?
RPI trading booming as market ignores legal challenge to the transition

Tectonic shift: could RPI transition be the new Libor?
With CPIH set to replace RPI in 2030, some say the move could cost pension funds around £90bn
Inflation derivatives house of the year: NatWest Markets
Risk Awards 2021: warehousing capabilities created competitive edge in illiquid CPI market
UK inflation reform date to be set in November
RPI switch could happen as early as 2025 to reduce government payouts on gilt linkers, experts suggest
Inflation derivatives house of the year: HSBC
UK bank takes CPI to new heights, while using guarantees to get big RPI trades over the line
Once bitten, twice shy: UK traders wary of inflation reform
Proposals to fix RPI methodology flaws are back on the agenda, but traders have been caught out before
CPI bonds set for growth, say dealers
Double issuance sparks hopes for inflation-linked swap market
Pensions shackle UK to RPI linkers, say traders
Carney’s call to end use of flawed inflation index faces obstacles
Totem poll: users of Markit service call for change
Libor-like consensus methodology creates bad incentives, clients fear
'Don't make us clear inflation swaps,' dealers plead
Market is too concentrated to cope with a default, participants warn
Huge RPI swaps move catches market flat-footed
Some dealers said to have suffered losses after surprise decision to leave RPI methodology unchanged
Sponsored feature: Royal Bank of Scotland
Efficient hedging – Using market distortion to your advantage
CPI-linked gilts will not be issued next year, says government
Concerns over unsustainable demand and market fragmentation halt issuance of gilts linked to consumer price index
Demand for CPI-linked gilts predicted as fragmentation concerns are downplayed
Demand for CPI-linked gilts predicted as fragmentation concerns are downplayed
Former BA trustees vow court battle over move to CPI
The former trustees of the BA Airways Pension Scheme have vowed to take the scheme to court over its controversial move to stop paying pensions in line with RPI inflation
Reducing approximation errors in LPI swaps
Reducing approximation errors in LPI swaps