BGC Market Data Releases Eurozone Inflation Package

New package on Thomson Reuters expands upon current inflation offering

New York, October 28, 2016 – BGC Market Data is pleased to announce the release of the BGC Eurozone Inflation Package, covering both inflation linked swaps and options, on Thomson Reuters.  This package expands upon BGC’s current inflation offering with additional country and extended curve coverage and the addition of seasonal fixing swaps.  Currently, BGC is the only provider of seasonal fixing inflation swaps on Thomson Reuters.

The Eurozone Inflation Package includes inflation swaps data for six European markets and inflation options data for three European markets.  The following table provides an overview of coverage:

COVERAGE

INSTRUMENT

EUR

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

EUR (FRF)

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

GBP

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

EUR (ESP)

  Inflation Swaps   Spain Fixing (Seasonal) SwapsNEW

EUR (DEM)

  Inflation Swaps   Germany Fixing (Seasonal) SwapsNEW

EUR (ITL)

  Inflation Swaps   Italy Fixing (Seasonal) 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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