Overnight Index Swaps

An Overnight Index Swap (OIS) is an interest rate swap agreement where a fixed rate is swapped against a pre-determined published index of a daily overnight reference rate eg. SONIA (GBP) or EONIA (euro) for an agreed period.

ICAP provides a dedicated service covering all currencies in this product.

ICAP has designated desks to cover specific currencies and maturity bands enabling us to offer a broking service across the range of international currencies. In many markets prices are also distributed by ICAP’s technology solution i-Swap.

Contact details

  • Bangkok: + 66 2256 0885
  • Copenhagen: + 45 77 88 7616
  • Frankfurt: + 49 69 2 09 61
  • Hong Kong: + 852 2628 0566
  • London (Currency Euro): + 44 (0)20 7532 3540
  • London (Currency Sterling): + 44 (0)20 7532 3203
  • London (Currency US Dollar): + 44 (0)20 7532 3100
  • Mumbai: + 91 22 2288 4470
  • New York: + 1 212 815 6788
  • Shanghai: + 86 21 3861 7800
  • Singapore: + 65 6329 9308
  • Sydney: + 612 9777 0814