Overnight Index Swap

Overnight Index Swap

Ein Overnight Index Swap (OIS), ist ein Zinsswap, bei dem eine Seite des Swaps dem geometrischen Mittelwert der Zinssätze eines Overnight index (z.B. EONIA) aller Tage einer Periode entspricht.

Bei Geschäftsabschluss wird die Höhe des fixen Satzes, das Nominalvolumen und die Laufzeit vereinbart.

Je Währung bzw dem relevanten Index werden die Swaps unterschiedlich genannt:

  • EUR = EONIA-Swap
  • USD = Fed Funds Swap
  • GBP = SONIA Swap
  • CHF = TOIS

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