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ISDA's Updates for Interest Rate Derivative
Trading Activity Q1 2020

ISDA's analysis of interest rate derivatives trading 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 fixed-for-floating IRS decreased by 5.6% (61.2% of total traded IRD notional)
  • US dollar FRA and OIS contracts increased by 9.6% and 97.7% respectively
  • Cleared IRD transactions represented 91.2% of total traded notional and 84.1% of trade count
  • SEF-traded IRD represented 52.8% of total traded notional and 61% of trade count, a decrease from 60% and 62.6% respectively

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.