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Overnight Index Swap
(redirected from Overnight Index Swaps)

    Also found in: Wikipedia 0.01 sec.
Overnight Index Swap
A short-term, plain vanilla swap in which the legs are a fixed interest rate and the current rate for an overnight loan. As with all interest rate swaps, an overnight index swap is calculated over some notional amount.
Overnight Index Swap

What Does Overnight Index Swap Mean?

An interest rate swap in which the overnight rate is exchanged for another fixed interest rate.

Investopedia explains Overnight Index Swap

Generally short-term, the interest of the overnight rate portion of the swap is compounded and paid at maturity.

Related Terms:
• Arbitrage
• Index
• Interest Rate
• Interest Rate Swap
• Swap
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Overnight index swaps jumped to 99bps of rate hikes over the next twelve month from 85 yesterday.
British Pound Weakened On Dollar Strength Despite Increase in Factory ... by Mena Report
Meanwhile the closely-watched spread between three-month lending rates and overnight index swaps, a sign of where markets think Bank rate will be in three months time, narrowed to 1.
Inter-bank lending rate falls by Daily Post (Liverpool, England)
Global swaps volume jumped 303% in the second quarter compared to Q2 2005, driven by active trading of overnight index swaps (OIS), widespread adoption of TradeWeb's Euro interest rate swaps market and the successful launch of U.
Thomson TradeWeb Q2 Volumes Up 18% Over 2005; Interest Rate Swap ... by PR Newswire
 
 
 
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