ISDA's Full Year 2019 Interest Rate Benchmarks Review

Key SOFR-related highlights from ISDA's Interest Rate Benchmark Review for Q4 and Full Year 2019 include:

• Over 392 billion in traded notional for SOFR swaps
• Over 193 billion for SOFR basis swaps
• SOFR futures saw a jump in open interest at the end of the year to 2.1 trillion from just 0.3 trillion at the beginning of the year

Click here for ISDA's full report.

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.