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Overnight Indexed Swaps and Overnight Indexed Swaps Yield Curve

Australian Overnight Indexed Swaps

An overnight index swap is simply an interest rate swap where the floating overnight rate is fixed to an overnight index rate such as the Sterling Overnight Index (SONIA) or the Euro Overnight Index (EONIA) instead of the more traditional rate supplied by the three or six-month London Interbank Offered Rate (LIBOR).

  • 1m
  • 3m
  • 6m

Australian Overnight Indexed Swaps Yield Curve

An overnight index swap is simply an interest rate swap where the floating overnight rate is fixed to an overnight index rate such as the SONIA or the EONIA instead of the more traditional rate supplied by the three or six-month LIBOR rates.

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