Price Notation and Additional Price Notation Approach Document v1.

The spreadsheet provides an overview with examples for the different asset classes and different scenarios, explaining the approach discussed and agreed with the CFTC for the population of the Price Notation (PN) and Additional Price Notation (APN) fields required under Part 43 reporting.

Documents (1) for Price Notation and Additional Price Notation Approach Document v1.

US Treasury Repo Clearing Indicators May 2026

The ISDA-Actrix US Treasury Repo Market Clearing Indicators illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation in central clearing, the key objective of the Securities...

Eyeing the Basel III Finish Line

An effective regulatory capital framework relies on multiple ingredients, from appropriate drafting to rigorous testing and consultation. Even minor calibration distortions can inflate capital requirements, which could negatively affect the capacity of banks to support deep and liquid markets, with...