The Blue Book (legal citation manual) rule 7(b) says
Italicize non-English words or phrases unless they have been incorporated into common English usage. Latin words and phrases that are often used in legal writing are considered to be in common English usage and should not be italicized. However, very long Latin phrases and obsolete or uncommon Latin words and phrases should remain italicized. For example:
vin de table
ignorantia legis neminem excusat
sero sed serio
ex dolo malo non oritur action
The Book goes on to say one shouldn't capitalize things such as e.g., i.e., res judicata, quid pro quo, amicus curiae, certiorari, corpus juris, ab initio, obiter dictum,
de jure, modus operandi, habeas corpus, non obstante verdicto, prima facie, mens rea, and en banc.
Oddly, it didn't mention du jour.