inflation swaps ffshttps://twitter.com/NateGeraci/status/1397358860415950851 …
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I feel like banks will rip you off even more on an illiquid TIPS position than they would on an inflation swap (plus you have to suck up the random liquidity crashes in TIPS whenever the market is down > 10%)
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Hum.. I see very few trades on SDR, on a product that should have a lot of demand in the current context. I know TIPS can have liquidity gaps but in a stress scenario would it be worse than being a price taker from a dealer under an ISDA (not my maket, honest question)?
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*twelve isdas
End of conversation
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You also need to add a short nominal leg to to hedge out the duration and isolate the CPI of a long TIP. Inflation swaps are obviously more efficient in that regard as well.
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