Overnight Index[ed] Swap, OIS (also referred to in German)

A swap transaction in which an interest rate linked to a reference overnight interest rate, such as the EONIA, and therefore variable, is exchanged for a fixed interest rate (an interest rate swap, usually short-term, involving the overnight rate being exchanged for some fixed interest rate). – See swap, interest rate-related, overnight rate swap. – See ECB Monthly Report, February 2008, p. 73 (risk profile in OIS); BaFin Annual Report 2010, p. 30 (three-month Libor-OIS swaps 2009 and 2010); ECB Monthly Report, July 2014, p. 76 f. (explanation; turnover; informative value with regard to market expectations).

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