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

Remove Bureaucracy from Cross-margin Approvals

Cross-margining programs play a critical role in financial markets. By ensuring margin requirements more closely reflect the actual risk of a portfolio of products, they reduce liquidity strain and improve market efficiency, both of which will become even more important...

Joint Response on CCP Resolution

On September 7, ISDA and FIA responded to a Bank of England (BOE) discussion paper on central counterparty (CCP) resolution. The associations support greater clarity on valuation capabilities prior to a crisis scenario and the boundary between recovery and resolution,...