Co-ordinate interleaving (also known as signal space diversity (SSO)) with the rotation of signal constellation of multilevel modulation schemes with bit interleaved coded modulation (BICM) is known to provide good performance for single carrier systems. This paper studies the extension of SSD with recursive systematic convolutional (RSC) coded BICM and constellation rotation in an orthogonal frequency division multiplexing (OFDM) system. Iterative demodulation and decoding (ID) is employed at the receiver. It is shown that for a signal constellation and labeling using SSD on a frequency-selective fading channel, a well considered choice of the rotation angle leads to a significant gain over the conventional BICM-ID OFDM system. Furthermore, the choice of the rotation angle for the system is found to be dependent upon the symbol labeling and the number of iterations performed between the demodulator and the decoder.