A member of
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 |
| Underlyings | HICPxT (Eurozone) FRCPI (France) UKRPI (UK) |
| Start dates | Spot starting (EUR/French: T+2, UK: T+0) Past starting (for novated trades) |
| Max. maturities | UKRPI / HICPxT: 50Y FRCPIx: 30Y |
| Indexing lags | 2-12 whole months |
| Index levels | Monthly and daily interpolation |
| Market data | Par-swap rates (Member quoted via Bloomberg, Reuters intra-day, Backup via Broker Quotes) |
FIC Derivatives & Repo Sales