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.

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

Additional Information

Contact Details

  • Copenhagen: + 45 77 88 7616
  • Frankfurt: + 49 69 2 09 61
  • 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
  • i-Swap: + 44 (0)20 7000 5180