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Probabilities are computed in house from 30 Day Fed Funds Futures and euro short-term rate data, then refreshed twice per business day. They describe what the market is pricing, not what a central bank will decide. RateRadar is informational and is not financial advice.

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Home / Glossary / OIS (Overnight Index Swap)
Glossary

OIS (Overnight Index Swap)

A swap contract where one side pays a fixed rate and the other pays the geometric average of an overnight rate (€STR for Europe, SOFR for the US). OIS curves are how markets price future central-bank policy.

See it in action on the live probability tracker or read the full methodology.
Download on the App StoreEvery term is explained inside the free iPhone app too.
Related terms
  • Fed Funds Futures
  • Priced in
  • Hawkish / Dovish
  • Terminal rate
← All glossary terms