Sub-Annex A – CRP Naming Convention

This document sets out the naming convention for how the Commodity Reference Prices (“CRPs”), as defined in Sub-Annex A of the 2005 ISDA Commodity Definitions, should be named to increase consistency and understandability. ISDA formalised the CRP naming convention as part of the effort to update Sub-Annex A with members of the ISDA Commodities Market Infrastructure Group and the FpML Cross Asset Product Group. This document may be updated from time to time.

Documents (1) for Sub-Annex A – CRP Naming Convention

ISDA Response to EC on Environmental Legislation

On September 10, ISDA, the Association for Financial Markets in Europe (AFME) and the European Fund and Asset Management Association (EFAMA) submitted a joint response to the European Commission’s (EC) call for evidence on reducing the administrative burden in environmental...

Credit Derivatives Trading Activity Q2 2025

This report analyzes credit derivatives trading activity reported in Europe. The analysis shows European credit derivatives transactions based on the location of reporting venues (EU versus UK) and product type. The report also compares European-reported credit derivatives trading activity to...

Recognition of Cross-product Netting is Critical

US regulators are in the process of making important changes to the regulatory capital framework by proposing modifications to the enhanced supplementary leverage ratio, which should help stop it from acting as a non-risk-sensitive constraint on bank capacity – a...