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ISDA's Updates for Interest Rate Derivative
Trading Activity Q3 2019

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 Principia Partners
Principia Partners LLC (Principia) provides solutions for derivative and structured finance operations. Global financial institutions and independent asset managers have used the award-winning Principia Structured Finance Platform since 1995 to unify investment analysis, portfolio management, risk surveillance, accounting and operational control across the breadth of structured credit assets, fixed income investments and complex derivatives. In 2015, Principia launched its Analytic Service, pasVal, to make its award-winning pricing and analytics available to an even broader range of businesses.

Principia is based in New York, with an office in London and a technology center in King of Prussia, Pennsylvania.