ISDA's Q1 2020 Updates for Interest Rate Derivatives

ISDA's analysis of interest rate derivatives trading activity for Q1 2020 is now available. In comparison to Q1 2019:

• Both IRD traded notional and trade count increased by 25% and 27.4% respectively
• US dollar-denominated IRS (fixed for floating) decreased by over 5% (61.2% of total traded IRD notional)
• US dollar FRA and OIS contracts increased by 9.6% and 97.7% respectively
• SEF-traded IRD represented 52.8% of total traded notional and 61% of trade count, a decrease from 60% and 62.6% respectively

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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.