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Inflation CPI values (typically published monthly except Australia) are typically published in both SA (sseaonally adjusted) and NSA (non-seasonally adjusted) variants.

Inflation swaps reference the change in a CPI index between issue date and maturity date.

From those I've seen so far, inflation swaps reference the NSA variant.

Is this always the case?

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BBG index references for inflation swaps (via JPM paper); you can check if NSA.

  • EU - CPTFEMU
  • FR - FRCPXTOB
  • IT - ITCPIUNR
  • ES - SPIPC
  • DE - GRCP2000
  • NL - NECPIND
  • GB - UKRPI
  • SE - SWCPI
  • JP - JCPNGENF
  • AU - AUCPI
  • US - CPURNSA
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