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.
Zero-Coupon Inflation Swap
Spot starting (EUR/French: T+2, UK: T+0)
Past starting (for novated trades)
UKRPI / HICPxT: 50Y
2-12 whole months
Monthly and daily interpolation
Par-swap rates (Member quoted via Bloomberg, Reuters intra-day, Backup via Broker Quotes)