TraditionData’s Inflation Swaps service offers detailed market data for managing the risk of future inflation. This service provides:

• Coverage of various countries and currencies, with inflation-linked swaps data across multiple tenors.
• Data sourced from Tradition’s brokerage desks, enabling real-time, intraday, and end-of-day price updates.
• Tailored packages for specific regional and product needs.
• Key applications in hedging inflation risk, managing portfolio risk, and improving diversification.
  

For further details, visit TraditionData Inflation Swaps.

Graph and download economic data for 5-Year Breakeven Inflation Rate (T5YIE) from 2003-01-02 to 2025-10-07 about spread, 5-year, interest rate, interest, inflation, rate, and USA.

Graph and download economic data for 1-Year Expected Inflation (EXPINF1YR) from Jan 1982 to Sep 2025 about 1-year, projection, inflation, and USA.

View market daily updates and historical trends for 5-Year, 5-Year Forward Inflation Expectation Rate. from United States. Source: Federal Reserve Bank of…

TraditionData’s Interest Rate Swaps service offers comprehensive coverage across 33 currencies, focusing on portfolio interest rate risk management and yield enhancement. This service includes:

• Real-time, intraday, and end-of-day pricing for interest rate markets.
• Datasets sourced directly from Tradition’s brokerage desks.
• Flexible data content and delivery method.
• Beneficial for managing interest rate risk, enhancing yields, improving diversification, hedging interest rate exposure, and creating synthetic positions.

For further details, you can visit TraditionData Interest Rate Swaps.

United States - 5-Year, 5-Year Forward Inflation Expectation Rate was 2.30% in October of 2025, according to the United States Federal Reserve. Historically, United States - 5-Year, 5-Year Forward Inflation Expectation Rate reached a record high of 3.05 in November of 2008 and a record low of 0.43 in December of 2008. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - 5-Year, 5-Year Forward Inflation Expectation Rate - last updated from the United States Federal Reserve on October of 2025.

Graph and download economic data for 2-Year Expected Inflation (EXPINF2YR) from Jan 1982 to Sep 2025 about 2-year, projection, inflation, and USA.

Inflation Swaps Market Outlook

According to our latest research, the global inflation swaps market size reached USD 254.8 billion in 2024, exhibiting robust expansion driven by heightened inflation volatility and increased adoption by institutional investors. The market is projected to grow at a CAGR of 10.3% through the forecast period, reaching a value of USD 609.7 billion by 2033. This growth is primarily fueled by the rising need for effective inflation risk management tools and the proliferation of sophisticated financial instruments in both developed and emerging markets.

One of the most significant growth factors in the inflation swaps market is the persistent uncertainty in global inflation rates. With inflation surges observed in both advanced and emerging economies, market participants are increasingly seeking instruments to hedge against the erosion of purchasing power. Central banksÂ’ policy shifts, supply chain disruptions, and geopolitical tensions have all contributed to heightened inflation expectations. Inflation swaps offer a unique solution, allowing counterparties to exchange fixed payments for inflation-linked payments, thus providing a transparent and efficient means to manage inflation risk. As a result, institutional investors, including pension funds and insurance companies, are increasingly incorporating inflation swaps into their portfolio strategies to protect asset value and ensure long-term financial stability.

Another key driver propelling the inflation swaps market is the growing sophistication and diversification of financial markets. As financial products evolve, market participants demand more customized and flexible instruments to address complex risk profiles. Inflation swaps, particularly zero-coupon and year-on-year structures, offer tailored solutions for different maturity preferences and risk appetites. The increasing digitization of trading platforms and advancements in financial analytics have further facilitated the adoption of inflation swaps by enhancing price discovery, liquidity, and operational efficiency. Additionally, regulatory reforms post-global financial crisis have encouraged transparency and standardized documentation, fostering greater confidence among market participants and contributing to the marketÂ’s upward trajectory.

A third major growth factor is the expanding role of inflation swaps in supporting monetary policy and public sector risk management. Governments and central banks are leveraging these instruments to manage public debt portfolios and benchmark inflation expectations. The use of inflation swaps in sovereign debt management strategies has grown, enabling public sector entities to mitigate risks associated with inflation-linked liabilities. Moreover, as inflation-linked bonds become more prevalent, the demand for complementary derivatives such as inflation swaps is rising, further integrating these instruments into the broader financial ecosystem. This trend is particularly pronounced in regions with active inflation-linked bond markets, such as Europe and North America, where inflation swaps play a critical role in market functioning and policy implementation.

Inflation-Linked Structured Notes are becoming increasingly relevant in the context of inflation swaps. These notes are financial instruments that offer returns linked to inflation indices, providing investors with a hedge against inflationary pressures. As inflation concerns rise globally, the demand for such structured notes is growing, offering a complementary tool for managing inflation risk alongside traditional swaps. Investors are attracted to the potential for inflation-adjusted returns, making these notes an appealing option for those looking to preserve purchasing power in volatile economic environments. With the integration of inflation-linked structured notes into investment portfolios, market participants can achieve a more comprehensive approach to inflation risk management, aligning with the broader trend of sophisticated financial solutions.

From a regional perspective, the inflation swaps market exhibits notable variation in adoption and growth rates. North America and Europe collectively account for a significant share of the global market, driven by mature financial infrastructure, high institutional participation, a

Graph and download economic data for 30-year Breakeven Inflation Rate (T30YIEM) from Feb 2010 to Sep 2025 about 30-year, participation, inflation, rate, and USA.

Graph and download economic data for 10-Year Expected Inflation (EXPINF10YR) from Jan 1982 to Sep 2025 about projection, 10-year, inflation, and USA.

This paper models the dynamics of Chinese yuan–denominated long-term interest rate swap yields. It shows that the short-term interest rate exerts a decisive influence on the long-term swap yield after controlling for various macrofinancial variables, such as core inflation, the growth of industrial production, the percent change in the equity price index, and the percentage change in the Chinese yuan exchange rate. The autoregressive distributed lag approach is applied to model the dynamics of the long-term swap yield. The findings reinforce and extend John Maynard Keynes’s conjecture that in advanced countries, as well as emerging market economies such as China, the central bank’s actions have a decisive role in setting the long-term interest rate on government bonds and over-the-counter financial instruments, such as swaps.

Inflation Rate in Italy remained unchanged at 1.60 percent in September. This dataset provides the latest reported value for - Italy Inflation Rate - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.

This paper models the dynamics of Chinese yuan–denominated long-term interest rate swap yields. It shows that the short-term interest rate exerts a decisive influence on the long-term swap yield after controlling for various macrofinancial variables, such as core inflation, the growth of industrial production, the percent change in the equity price index, and the percentage change in the Chinese yuan exchange rate. The autoregressive distributed lag approach is applied to model the dynamics of the long-term swap yield. The findings reinforce and extend John Maynard Keynes’s conjecture that in advanced countries, as well as emerging market economies such as China, the central bank’s actions have a decisive role in setting the long-term interest rate on government bonds and over-the-counter financial instruments, such as swaps.

Graph and download economic data for 3-Year Expected Inflation (EXPINF3YR) from Jan 1982 to Sep 2025 about 3-year, projection, inflation, and USA.

Extensive and dependable pricing information spanning the entire range of financial markets. Encompassing worldwide coverage from stock exchanges, trading platforms, indicative contributed prices, assessed valuations, expert third-party sources, and our enhanced data offerings. User-friendly request-response, bulk access, and tailored desktop interfaces to meet nearly any organizational or application data need. Worldwide, real-time, delayed streaming, intraday updates, and meticulously curated end-of-day pricing information.

Inflation Expectations In the Euro Area increased to 2.80 percent in August from 2.60 percent in July of 2025. This dataset includes a chart with historical data for Euro Area Inflation Expectations.

Summary statistics of the first differences of the variables.

ARDL(p, q) model of SWAP10Y with alternative independent variables.

ARDL(p, q) model of SWAP2Y with alternative independent variables.

Unit root and stationarity tests of the variables.