An overnight index swap is an interest rate swap in which a fixed rate is exchanged for an overnight floating rate, such as Sonia. The OIS market includes a variety of maturities and currencies.

Before 2008, most traders didn’t pay much attention to the difference between two important interest rates—the London Interbank Offered Rate (LIBOR) and the Overnight Indexed Swap (OIS ...

Indian investors should prioritize receiving bets on overnight indexed swaps over taking fresh long positions in bonds as ...

Overnight index swaps indicate a 49% chance of a rate hike by the BOJ’s next policy decision in January. The breach of 156 is significant, taking the yen into a zone that’s closely watched by ...

The dollar index was little changed at 106.8. Meanwhile, the dollar-rupee overnight swap rate extended its ongoing climb and rose to 1.20 paisa, pushing up the implied rupee yield on overnight FX ...

Around 78% of investors expect the Fed to cut rates in the month, according to the overnight index swaps, a market often used to speculate on changes in interest rate movements. The expectation ...

(Bloomberg) -- Follow Bloomberg India on WhatsApp for exclusive content and analysis on what billionaires, businesses and markets are doing. Sign up here. A group of Indian lenders has asked the ...

On Friday, market expectation stood at 2.93 quarter-point cuts by December, according to Bloomberg’s overnight index swaps data. The CME FedWatch Tool shows a similar estimate. The projections ...

Government bond yields dipped, while the 5-year overnight index swap, a gauge of interest rate expectations, declined to a 3-month low of 5.97% before paring losses. Dollar sales by state-run ...

CHICAGO, Nov. 25, 2024 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today announced that it successfully converted approximately 42 trillion pesos (the equivalent of $2 ...