Libor disruption spurs OIS growth

Ryan Davidson
01 Aug 2008

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Dislocation in Libor rates in the wake of the credit crisis has spurred increased trading in overnight index swaps (OIS) over the past year. Dealers say greater activity by banks, as well as hedge funds, has been behind the rise in volumes.

Confidence in the Libor fixings has been undermined in recent months as the spread between Libor and OIS rates has leapt to record highs. Having historically fixed at around 12 basis points over the OIS rate, the spread between the two began to rise last

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