The second alarm is the widening in the spread between LIBOR and the relatively risk-free interest rate known as OIS (overnight indexed swap).

[color=#0000FF]第二个警报是LIBOR与相对无风险利率，亦被称为OIS（隔夜指数掉期利率），两者的差距不断拉大。

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In Britain a similar technical oddity has led to the 30-year swap spread being negative for a considerable period already.

英国发生相似的技术面的奇怪现象，导致30年期掉期息差在很长一段时间内为负值。

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There are many major credit derivatives types such as credit default swap, total return swap, credit default options, credit spread options and credit-linked note and so on.

信用衍生工具的主要品种有信用违约互换、总收益互换、信用违约期权、信用利差期权、信用联系票据。

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At one point, the ten-year swap spread reached 71.5bps, though it has fallen sharply since then.

ECONOMIST: Buttonwood

In 1994, the swap spread rose to a then record level of 116bps.

ECONOMIST: Buttonwood

If more people want to pay a fixed rate in exchange for a floating rate than want to receive a fixed rate, the swap spread the fixed interest rises compared with Treasury yields.

ECONOMIST: Buttonwood