Overnight Index Swaps

The Overnight Index Swap market is one that grew significantly in importance during the financial turmoil of the last few years.

An 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 comprehensive broking service across the range of international currencies. In many markets prices are also distributed by ICAP’s technology solution i-Swap.

Click here for more information on ICAP’s i-Swap platform.

Additional Information

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 3540
  • London (Currency US Dollar): + 44 (0)20 7532 3540
  • Mumbai: + 91 22 2288 4470
  • New York: + 1 212 815 6788
  • Shanghai: + 86 21 3861 7800
  • Singapore: + 65 6329 9308
  • Sydney: + 612 9777 0814
  • i-Swap: + 44 (0)20 7000 5180