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OIS is an acronym for overnight indexed swap. Banks and other financial institutions swap exposure from fixed interest rates to floating interest rates and vice versa. The swap is for the same period (tenor). So a swap of a known fixed rate of interest for a period is for a best estimate of what the average floating rate of interest will be for that period. That gives a good indication of the market’s best guess of the future direction of market rates of interest. This in turn can be used, on the one hand, as a predictor of the future direction of official interest rates, and on the other, as an indicator of the health of the financial system.

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