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.

About Epsilon Technologies Group

Epsilon is a vibrant capital markets technology solutions and services firm serving small and medium-sized financial institutions such as regional banks, Government-Sponsored Enterprises, and Federal Home Loan Banks. The Group’s deep expertise embraces every aspect of software development, products, data, technologies, and consulting. Epsilon offers ETS and Principia Analytic System as licensed products, and various innovative bespoke solutions across a broad set of capital markets domains. Epsilon also offers a full range of consulting services, including implementation, advisory, analytics, risk management, accounting, and data modeling.