ISDA's Q3 2019 Updates for Interest Rate Derivatives

ISDA's analysis of interest rate derivatives trading for Q3 2019 is now available.

  • US dollar-denominated fixed-for-floating IRS and OIS increased by 18.7% and 56.9% compared with the third quarter of 2018, while FRAs (USD) increased by 28.2%.
  • Cleared IRD transactions represented 90% of total traded notional and 83.4% of trade count.
  • Swap Execution Facility (SEF) trades represented 55.4% of total traded notional and 60.9% of trade count.

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Principia Partners LLC provides solutions for derivative and fixed income operations. Global financial institutions and independent asset managers have used the award-winning Principia Analytic System since 1995 to unify valuations, portfolio management, risk surveillance, hedge accounting and operational control across the breadth of fixed income and derivative products. In 2015, Principia launched its Analytic Service, pasVal, to make its award-winning pricing and analytics available to an even broader range of businesses.