Libor disruption spurs OIS growth


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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here