Inflation Derivatives

This extensive package includes data on inflation swaps (seasonal, year-on-year, zero coupon, spreads, fixing swaps, butterflies), options (year-on-year and zero coupon caps/floors), and inflation-linked bonds. History is available for 20+ years.

<br/>**Key Benefits**

- Enhanced Decision Making - Leverage accurate and timely inflation data to make informed financial decisions.  

- Effective Evaluations – Utilise our comprehensive OTC inflation market pricing data to make effective evaluations across multiple currencies.  

- Improved Portfolio and Inventory Management – Improve portfolio and inventory management with enhanced insight into inflation expectations and hedging requirements.  

- Accurate Price Verification - Conduct price verifications and mark-to-market (M2M) valuations enabling and gain access to the vast inflation linked bond market.  

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**Coverage**

- Inflation Asset Swaps
- Inflation Forecast Fixings
- Inflation Swap Spreads
- Inflation Swaps (Seasonal)
- Inflation Year on Year Caps/Floors
- Inflation Year on Year Swaps
- Inflation Butterflies
- Inflation Zero Coupon Caps/Floors
- Inflation Zero Coupon Swaps
- Inflation Zero Coupon Gap Spreads
- Inflation Fixing Swaps
- Inflation Linked Bonds (TIPS, UK Liner, JPY Inflation Available in TP Fixed Income)
- Currencies: AUD, EUR, GBP, USD, DKK, JPY (inflation linked bonds)
- Brands: TP, ICAP

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Expected workflow:

- Request Data Product via this listing
- Parameta Solutions will reach out and discuss your requirements
- Data will be shared via Snowflake Private Sharing

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原始信息汇总

Inflation Derivatives 数据集概述

数据集基本信息

• 提供商: Parameta Solutions
• 数据覆盖范围: 欧洲和美国通胀市场的通胀衍生品数据
• 历史数据: 20年以上
• 刷新频率: 近实时
• 时间覆盖范围: 2002年8月12日之后
• 地理覆盖范围: 全球/按国家

数据集内容

主要数据类型

• 通胀互换（季节性、逐年、零息、价差、固定互换、蝶式）
• 期权（逐年和零息上限/下限）
• 通胀挂钩债券

具体覆盖范围

• 通胀资产互换
• 通胀预测固定
• 通胀互换价差
• 季节性通胀互换
• 逐年通胀上限/下限
• 逐年通胀互换
• 通胀蝶式
• 零息通胀上限/下限
• 零息通胀互换
• 零息通胀缺口价差
• 通胀固定互换
• 通胀挂钩债券（TIPS、英国线性、日元通胀可在TP固定收益中获得）
• 货币: AUD、EUR、GBP、USD、DKK、JPY（通胀挂钩债券）
• 品牌: TP、ICAP

关键优势

• 增强决策能力
• 有效评估
• 改进投资组合和库存管理
• 准确的价格验证

业务需求

投资组合管理

• 对冲通胀风险
• 维持投资的实际价值
• 管理通胀暴露

市场分析

• 对冲通胀指数债券
• 分析未来通胀率的市场预期
• 为货币政策决策提供信息

交易策略

• 基于预期通胀走势制定策略
• 做出关于通胀挂钩工具头寸的明智决策

使用示例

最新估值按开始/结束日期

sql SELECT VALUE_DT1 AS START_DATE, VALUE_DT2 AS END_DATE, STLVAL1_1 AS PAR_PAR_MID, STLVAL1_2 AS MID_PROCEEDS, STLVAL1_3 AS BID, STLVAL1_4 AS ASK, STLVAL1_5 AS MID, STLVAL1_6 AS CHANGE_ON_DAY, STLVAL1_7 AS SWAP_SPREAD, EVENT_TIMESTAMP FROM COMMERCIAL_PACKAGES_PRD.ICAP_INFLATION.ICAP_INFLATION WHERE ACTIV_DATE = CURRENT_DATE AND GN_TXT32_4 = Inflation Asset Swap QUALIFY ROW_NUMBER() OVER ( PARTITION BY VALUE_DT1, VALUE_DT2 ORDER BY EVENT_TIMESTAMP DESC ) = 1;

前5个最常报价的开始/结束日期对

sql SELECT VALUE_DT1 AS START_DATE, VALUE_DT2 AS END_DATE, COUNT(*) AS QUOTE_COUNT FROM COMMERCIAL_PACKAGES_PRD.ICAP_INFLATION.ICAP_INFLATION WHERE ACTIV_DATE = CURRENT_DATE AND GN_TXT32_4 = Inflation Asset Swap GROUP BY VALUE_DT1, VALUE_DT2 ORDER BY QUOTE_COUNT DESC LIMIT 5;

获取流程

1. 通过此列表请求数据产品
2. Parameta Solutions将与您联系并讨论您的需求
3. 数据将通过Snowflake Private Sharing共享

联系方式

• 销售: [e-mail]
• 支持: [e-mail]

搜集汇总

背景与挑战

背景概述

该数据集提供超过20年的通胀衍生品数据，涵盖通胀互换、期权和通胀挂钩债券等多种产品，支持多货币和品牌。它旨在帮助用户进行金融决策、市场评估和投资组合管理，数据可通过指定流程获取。