ISDA Market Practice Note for the Rebasing of European Inflation Indices

(Revised and republished March 12, 2026)

ISDA Market Practice Note for Rebasing of the:

FRC – Excluding Tobacco-Non-Revised Consumer Price Index

EUR – Excluding Tobacco-Non-revised Consumer Price Index

ITL – Inflation for Blue Collar Workers and Employees-Excluding Tobacco Consumer Price Index

SEK – Non-revised Consumer Price Index

ESP – National-Non-revised Consumer Price Index

EUR – All Items – Non-revised Consumer Price Index

IRL – Excluding Tobacco – Harmonised-Non-revised Consumer Price Index

NLG – Non-revised Consumer Price Index

NOK – Non-revised Consumer Price Index

DKK – Non-revised Consumer Price Index

Documents (1) for ISDA Market Practice Note for the Rebasing of European Inflation Indices

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...

Joint Comment Letter on Basel III Endgame Proposal

The Institute of International Finance (IIF), the International Swaps and Derivatives Association, Inc. (ISDA) and the Securities Industry and Financial Markets Association (SIFMA) today submitted a joint comment letter to the Board of Governors of the Federal Reserve System, the...