March 16th, 2007, 2:30 pm
For both the US market and Euro market there is a large size of inflation linked bonds (TIPS for USCPI and inflation linked bonds issued by France, Italy, Germany and Greece for HICP-ex-tobacco).I wonder if trading inflation linked bonds versus their nominal counterparts, that effectively means trading the break even inflation, would be something similar to what you require.Also there is a relatively liquid market in inflation swaps for HICPXT (but it's almost dead in US). Most Interdealer brokers will be able to help you with quotes
Last edited by
gc on March 15th, 2007, 11:00 pm, edited 1 time in total.