The reference index for the next generation of inflation derivatives.
Pension funds deserve better than a monthly, survey-based lag. Truflation delivers real-time, on-chain, independently verifiable inflation data.
The Moment
Pension managers are facing an inflation environment not seen in decades.
Oil prices, tariff pass-through, fiscal expansion, and drifting household expectations are all converging. The demand for credible real-time inflation data has never been higher.
The Problem
Every existing hedge is priced off the same lagged reference.
Government CPI: monthly release, survey methodology, static weights. Truflation tracks the same basket daily and leads CPI turning points by 40–75 days, within ±0.1pp.
Strategic position
Four ways institutions put Truflation to work
LDI overlays
Dynamic hedge ratios that update daily, not monthly.
Annuity pricing
A more accurate cost-of-living reference reduces adverse selection.
Swap settlement reference
Replace or complement CPI as the index for bilateral contracts.
Breakeven signals
Act on forward-looking market breakevens before official releases.
Why Now
Three structural forces are converging.
Rising inflation uncertainty
Prediction markets price 100% probability of above-3% US inflation in 2026. Demand for precision hedging is acute.
Institutional derivatives adoption surging
Hedge funds now represent ~50% of inflation swap gross notional, up from under 20% in 2018.
Data transparency imperative
Post-2022, institutions face mounting scrutiny on reference data quality. A blockchain-anchored open methodology directly addresses what regulators demand.
The $70+ trillion pension fund market
needs better data. Truflation has it.
Real-time, on-chain, independently verifiable. Built to become the reference index for pension-grade inflation swaps and annuity-linked structured products.
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