This section of the ISDA website is a hub for links to key information and ISDA’s work regarding Inflation Derivatives – including documentation, market structure, public policy, research, market practices, guidance notes and educational materials.
ISDA’s Inflation Derivatives working groups:
ISDA conducts work on Inflation Derivatives issues though a variety of working groups; however, there is a specific working group focused on this asset class:
To request to join an ISDA working group: (1) Create an account on the ISDA website; and (2) After you create an account, log in and go to the Committees section to view your ISDA Committee Dashboard. You can request to join and leave working groups and distribution lists.
Links to key Inflation Derivatives infrastructures/documentation:
News on current Inflation Derivatives initiatives:
- ISDA Guidance for Delayed Publication of CPI-U – On September 25, 2023, Reuters reported concerns that publication of the September 2023 level of CPI-U could be suspended or delayed in the event of a government shutdown resulting from failure by Congress to agree funding programs for federal agencies. ISDA published guidance considers the impact any such suspension or delay of publication would have on inflation derivative transactions incorporating the 2008 ISDA Inflation Derivatives Definitions. (For more information, please contact mhurd@isda.org)
If you have any questions or would like additional information in relation to these matters, please email: ISDADerivativeProductsandInfrastructure@isda.org.
Latest
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