ISDA Market Practice Guidance for Rescaling of FR CPIxT, EU HICPxT, IT CPI, UK HICP and NLG CPI

ISDA Market Practice Guidance for Rescaling of the:

  • FRC – Excluding Tobacco-Non-Revised Consumer Price Index (FR CPIxT);
  • EUR-Excluding Tobacco-Non-revised Consumer Price Index (EU HICPxT);
  • ITL – Inflation for Blue Collar Workers and Employees-Excluding Tobacco Consumer Price Index (IT CPI);
  • GBP – Harmonised-Non-revised Consumer Price Index (HICP) (UK CPI); and
  • NLG – Non-revised Consumer Price Index (CPI) (NLG CPI).

Documents (1) for ISDA Market Practice Guidance for Rescaling of FR CPIxT, EU HICPxT, IT CPI, UK HICP and NLG CPI

Digital Assets and Derivatives: Where Next?

Digital assets are moving into a phase of institutional integration into derivatives markets. Trading venues, custodial infrastructures and tokenization platforms now exist across both traditional financial markets and public blockchain networks. While this diversity has accelerated innovation and liquidity formation,...

Launch of US Treasury Repo Market Indicators

ISDA has launched the ISDA-Actrix US Treasury Repo Market Clearing Indicators in collaboration with Actrix. The indicators illustrate central clearing adoption in the US Treasury repo market. Sponsored cleared repo volumes are used as a proxy to monitor client participation...