OIS trading in sterling, euro and Aussie dollar soar

Euro overnight index swaps notional volumes hit €192 billion on March 1

Trading in overnight index swaps (OIS) hit fever pitch in sterling, euro and Australian dollar markets early this week, echoing the huge volumes witnessed in the US dollar market at the end of February. 

On Monday (March 2), daily euro OIS volumes touched €192 billion ($213.8 billion) in notional and daily Australian dollar OIS A$309.6 billion, according to the Depository Trust & Clearing Corporation’s (DTCC) trade repository. 

Sterling overnight swaps peaked the following day (March 3) at

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