For me, what matters for setting the amount paid is obviously the dates you accrue but as you paid later surely you need to get compensated extra for those two days?
MTSM, regarding your earlier point. I did look at ICVS but that didn't help too much, the stripped curve part of that screen shows payment dates rather than maturity dates. What I've been using is the Bloomberg Curves toolkit in Excel. I've been stripping the curve as A1 = Bcurvestrip("USD.OIS") and then getting zero coupon mids and discount factors using
Putting in all good dates within the next month, you get rates lower than 91 basis points, even as low as 62bp. Hence, my confusion which is lines up with Maynyz's "thought experiment".
I think part of the issue is that the USD.OIS curve doesn't necessary use the same compounding and frequencies as the swaps but I struggle to see how it would have that big of an effect.