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

Asset Classes
Inflation March 4, 2016
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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).

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

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