BGC Market Data Adds New Country Coverage to Eurozone Inflation Package

Inflation swaps for three additional countries added to Thomson Reuters Package

New York, December 15, 2016 – BGC Market Data has added three new sets of inflation swaps to its Eurozone Inflation Package on Thomson Reuters.  The new data covers Spain, Italy and Germany inflation swaps.

These new datasets increase the scope of the BGC Eurozone Inflation Package, which was released in Fall 2016.  The following data is now available to package subscribers:

COVERAGE

INSTRUMENT

EUR

  Inflation Swaps   Euro HICPxT Swaps
  Euro Fixing (Seasonal) Swaps
  Inflation Options   Euro HICPxT YoY Cap/Floor
  Euro HICPxT ZC Cap/Floor

EUR (FRF)

  Inflation Swaps   French CPI (Non Interpolated) Swaps
  French Fixing (Seasonal) Swaps
  Inflation Options   French CPI YoY Cap/Floor
  French CPI ZC Cap/Floor

GBP

  Inflation Swaps   UK RPI Swaps
  UK RPI Fixing (Seasonal) Swaps
  Inflation Options   UK RPI YoY Cap/Floor
  UK RPI ZC Cap/Floor

EUR (ESP)

  Inflation Swaps   Spain Fixing (Seasonal) Swaps
  Spain CPI SwapsNEW

EUR (DEM)

  Inflation Swaps   Germany Fixing (Seasonal) Swaps
  Germany CPI SwapsNEW

EUR (ITL)

  Inflation Swaps   Italy Fixing (Seasonal) Swaps
  Italy CPI SwapsNEW

The Eurozone Inflation Package can be accessed from the main index page <BGCINFLATION>.  The data is free to view on Eikon, but users must request a subscription to the service.  Usage in applications is fee-liable.

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