Eurex Clearing continuously integrates products and services, such as Zero-Coupon Inflation Swaps, to provide greater, sustainable capital and operational efficiencies.
Zero-Coupon Inflation Swaps
Meeting the market needs for the clearing of Zero-Coupon Inflation Swaps, Eurex Clearing introduced products on the most liquid indices: European HIPxT, French CPIx and UK RPI.
|Product type||Zero-Coupon Inflation Swap|
Spot starting (EUR/French: T+2, UK: T+0)
Past starting (for novated trades)
HICPxT / FRCPIx: 30Y
|Indexing lags||2-12 whole months|
|Index levels||Monthly and daily interpolation|
Par-swap rates (Member quoted via Bloomberg, Reuters intra-day, Backup via Broker Quotes)