{"id":4337,"date":"2017-11-30T06:45:53","date_gmt":"2017-11-29T21:45:53","guid":{"rendered":"https:\/\/finance-gfp.com\/?p=4337"},"modified":"2024-07-30T06:47:49","modified_gmt":"2024-07-29T21:47:49","slug":"oisovernight-index-swap%e3%83%ac%e3%83%bc%e3%83%88%e3%81%ab%e3%81%a4%e3%81%84%e3%81%a6%e3%81%ae%e5%88%86%e3%81%8b%e3%82%8a%e3%82%84%e3%81%99%e3%81%84%e8%aa%ac%e6%98%8e","status":"publish","type":"post","link":"https:\/\/finance-gfp.com\/?p=4337","title":{"rendered":"OIS\uff08Overnight Index Swap\uff09\u30ec\u30fc\u30c8\u306b\u3064\u3044\u3066\u306e\u5206\u304b\u308a\u3084\u3059\u3044\u8aac\u660e"},"content":{"rendered":"<p>\u3053\u3061\u3089\u306e\u30da\u30fc\u30b8\u3067\u306f\u300cOIS\u30ec\u30fc\u30c8\uff08OIS\u91d1\u5229\uff09\u300d\u306b\u3064\u3044\u3066\u5206\u304b\u308a\u3084\u3059\u304f\u89e3\u8aac\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n<p>LIBOR\u306e\u5f8c\u7d99\u6307\u6a19\u3067\u3042\u308bTORF\uff08\u6771\u4eac\u30bf\u30fc\u30e0\u7269\u30ea\u30b9\u30af\u30fb\u30d5\u30ea\u30fc\u30fb\u30ec\u30fc\u30c8\uff09\u306fOIS\u30ec\u30fc\u30c8\u306e1\u3064\u3067QUICK\u793e\u304c\u7b97\u51fa\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n<p><span class=\"ymarker-s\">OIS\u30ec\u30fc\u30c8\u306fLIBOR\u3068\u6bd4\u8f03\u3057\u3066\u30af\u30ec\u30b8\u30c3\u30c8\u30ea\u30b9\u30af\u304c\u307b\u3068\u3093\u3069\u5185\u5305\u3055\u308c\u3066\u3044\u306a\u3044\u70b9\u304c\u7279\u5fb4\u3067\u3001\u3088\u308a\u53b3\u5bc6\u306a\u610f\u5473\u3067\u30ea\u30b9\u30af\u30d5\u30ea\u30fc\u30ec\u30fc\u30c8\u306b\u8fd1\u3044\u3068\u3044\u3048\u307e\u3059\u3002<\/span><\/p>\n<p>\u4e0b\u8a18\u3067\u306f\u300cOIS\u30ec\u30fc\u30c8\u30fbLIBOR\u30fbFF\u30ec\u30fc\u30c8\u306e\u6bd4\u8f03\u30c1\u30e3\u30fc\u30c8\u300d\u7b49\u3082\u63b2\u8f09\u3057\u3066\u3044\u307e\u3059\u306e\u3067\u53c2\u8003\u306b\u3057\u3066\u304f\u3060\u3055\u3044\u3002<\/p>\n\n<!-- WP QUADS v. 3.0.2  Shortcode Ad -->\n<div class=\"quads-location quads-ad\" id=\"quads-ad\" style=\"float:none;margin:0px 0 0px 0;text-align:center;\">\n<script async src=\"\/\/pagead2.googlesyndication.com\/pagead\/js\/adsbygoogle.js\"><\/script>\r\n<!-- \u30d5\u30a1\u30a4\u30ca\u30f3\u30b7\u30e3\u30eb\u30b9\u30bf\u30fc\uff08\u8a18\u4e8b\u4e0a\u30ec\u30b9\u30dd\u30f3\u30b7\u30d6\uff09 -->\r\n<ins class=\"adsbygoogle\"\r\n     style=\"display:block\"\r\n     data-ad-client=\"ca-pub-5603670596158988\"\r\n     data-ad-slot=\"4486034607\"\r\n     data-ad-format=\"auto\"\r\n     data-full-width-responsive=\"true\"><\/ins>\r\n<script>\r\n(adsbygoogle = window.adsbygoogle || []).push({});\r\n<\/script><\/div>\n\n<h2>OIS\uff08Overnight Index Swap\uff09\u3068\u306f<\/h2>\n<p><span class=\"ymarker-s\">\u300cOIS\u300d\u306f\u300c\u7fcc\u65e5\u7269\u91d1\u5229\u300d\u3068\u300c\u6570\u9031\u9593\uff5e2\u5e74\u7a0b\u5ea6\u307e\u3067\u306e\u56fa\u5b9a\u91d1\u5229\u300d\u3092\u4ea4\u63db\u3059\u308b\u30b9\u30ef\u30c3\u30d7\u53d6\u5f15\u306e\u4e00\u7a2e\u3067\u3059\u3002<\/span><\/p>\n<p><span class=\"ymarker-s\">\u4e00\u822c\u7684\u306b\u4f7f\u308f\u308c\u308b\u30b9\u30ef\u30c3\u30d7\u91d1\u5229\u306f\u5909\u52d5\u91d1\u5229\u306e\u4ea4\u63db\u5bfe\u8c61\u3068\u3057\u3066LIBOR\u3092\u4f7f\u7528\u3044\u307e\u3059\u304c\u3001OIS\u306f\u7fcc\u65e5\u7269\u91d1\u5229\u3092\u5bfe\u8c61\u3068\u3057\u307e\u3059\u3002<\/span><\/p>\n<p>\u65e5\u672c\u3067\u306f\u7121\u62c5\u4fdd\u30b3\u30fc\u30eb\u30aa\u30fc\u30d0\u30ca\u30a4\u30c8\u3001\u7c73\u56fd\u3067\u306fFF\u91d1\u5229\u3001\u30e6\u30fc\u30ed\u5708\u3067\u306fEONIA\uff08Euro Overnight Index Average\uff09\u304c\u4ea4\u63db\u5bfe\u8c61\u3068\u306a\u308a\u307e\u3059\u3002<\/p>\n<p>\u4e0a\u8a18\u306e\u7fcc\u65e5\u7269\u91d1\u5229\u3068\u4ea4\u63db\u3057\u305f\u56fa\u5b9a\u91d1\u5229\u3092\u300cOIS\u30ec\u30fc\u30c8\u300d\u3068\u547c\u3093\u3067\u3044\u307e\u3059\u3002<\/p>\n<p>\u3088\u304f\u4f7f\u308f\u308c\u308b\u306e\u306f\u300c\u7c73\u30c9\u30eb\u306e3\u30f6\u6708\u7269OIS\u91d1\u5229\u300d\u3067\u3059\u3002<\/p>\n<ul>\n<li>\u30b9\u30ef\u30c3\u30d7\u30ec\u30fc\u30c8\u3084\u30b9\u30ef\u30c3\u30d7\u53d6\u5f15\u306b\u3064\u3044\u3066\u306f\u3053\u3061\u3089\uff1a<a href=\"https:\/\/finance-gfp.com\/?p=1360\" target=\"_blank\" rel=\"noopener noreferrer\">\u7c73\u30c9\u30eb10\u5e74\u30b9\u30ef\u30c3\u30d7\u30ec\u30fc\u30c8\u304c10\u5e74\u56fd\u50b5\u5229\u56de\u308a\u3088\u308a\u4f4e\u304f\u306a\u308b\u73fe\u8c61\u304c\u767a\u751f<\/a><\/li>\n<\/ul>\n<h2>LIBOR\u30fb\u30b9\u30ef\u30c3\u30d7\u306f\u30af\u30ec\u30b8\u30c3\u30c8\u30ea\u30b9\u30af\u3092\u5185\u5305 \/ OIS\u306f\u30af\u30ec\u30b8\u30c3\u30c8\u30ea\u30b9\u30af\u3092\u307b\u3068\u3093\u3069\u5185\u5305\u3057\u306a\u3044<\/h2>\n<p>OIS\u306fLIBOR\u3084\u30b9\u30ef\u30c3\u30d7\u91d1\u5229\u3068\u540c\u3058\u3088\u3046\u306a\u91d1\u5229\u6307\u6a19\u3067\u3059\u304c\u3001\u9055\u3044\u306b\u3064\u3044\u3066\u5206\u304b\u308a\u3084\u3059\u304f\u8aac\u660e\u3057\u307e\u3059\u3002<\/p>\n<p>LIBOR\u306f\u91d1\u878d\u6a5f\u95a2\u3069\u3046\u3057\u304c\u77ed\u671f\uff083\u30f6\u6708\uff5e12\u30f6\u6708\u9593\uff09\u306e\u8cc7\u91d1\u3092\u878d\u901a\u3059\u308b\u969b\u306b\u9069\u7528\u3055\u308c\u308b\u91d1\u5229\u3067\u5143\u672c\u306e\u79fb\u52d5\u304c\u4f34\u3044\u307e\u3059\u3002<\/p>\n<p><span class=\"ymarker-s\">\u3088\u3063\u3066\u3001LIBOR\u306b\u306f\u5927\u624b\u91d1\u878d\u6a5f\u95a2\u306e\u30af\u30ec\u30b8\u30c3\u30c8\u30ea\u30b9\u30af\u306b\u898b\u5408\u3046\u30b9\u30d7\u30ec\u30c3\u30c9\u304c\u5185\u5305\u3055\u308c\u3066\u304a\u308a\u3001\u53b3\u5bc6\u306b\u306f\u30ea\u30b9\u30af\u30d5\u30ea\u30fc\u30ec\u30fc\u30c8\u3068\u306f\u8a00\u3048\u307e\u305b\u3093\u3002<\/span><br \/>\n(LIBOR =\u30ea\u30b9\u30af\u30d5\u30ea\u30fc\u30ec\u30fc\u30c8\uff0b\u5927\u624b\u91d1\u878d\u6a5f\u95a2\u306e\u30b9\u30d7\u30ec\u30c3\u30c9)<\/p>\n<p>\u3057\u304b\u3057\u3001\u901a\u5e38\u306e\u30de\u30fc\u30b1\u30c3\u30c8\u74b0\u5883\u4e0b\u306b\u304a\u3044\u3066\u306f\u5927\u624b\u91d1\u878d\u6a5f\u95a2\u306e\u30af\u30ec\u30b8\u30c3\u30c8\u30ea\u30b9\u30af\u306f\u307b\u3068\u3093\u3069\u306a\u3044\u3068\u3044\u3046\u524d\u63d0\u3068\u306a\u3063\u3066\u304a\u308a\u3001\u30b9\u30d7\u30ec\u30c3\u30c9\u3082\u3054\u304f\u50c5\u304b\u3068\u306a\u3063\u3066\u3044\u308b\u3053\u3068\u304b\u3089\u30ea\u30b9\u30af\u30d5\u30ea\u30fc\u30ec\u30fc\u30c8\u3068\u3057\u3066\u4f7f\u308f\u308c\u308b\u3053\u3068\u3082\u591a\u304f\u3042\u308a\u307e\u3059\u3002<\/p>\n<p><span class=\"ymarker-s\">\u3057\u304b\u3057\u3001\u30ea\u30fc\u30de\u30f3\u30b7\u30e7\u30c3\u30af\u6642\u306fLIBOR\u306b\u304a\u3051\u308b\u30af\u30ec\u30b8\u30c3\u30c8\u30ea\u30b9\u30af\u304c\u8868\u9762\u5316\u3057\u30013\u30f6\u6708\u30c9\u30ebLIBOR\u30683\u30f6\u6708\u7c73\u56fd\u50b5\u306e\u30b9\u30d7\u30ec\u30c3\u30c9\uff08\u3044\u308f\u3086\u308bTED\u30b9\u30d7\u30ec\u30c3\u30c9\uff09\u304c\u7d044\uff05\u307e\u3067\u62e1\u5927\u3057\u3066\u30ea\u30b9\u30af\u30d5\u30ea\u30fc\u30ec\u30fc\u30c8\u3068\u3057\u3066\u306e\u5f79\u5272\u306b\u7591\u554f\u7b26\u304c\u4ed8\u304d\u307e\u3057\u305f\u3002<\/span><\/p>\n<p>\u30b9\u30ef\u30c3\u30d7\u91d1\u5229\u306b\u3064\u3044\u3066\u306f\u3001\u30b9\u30ef\u30c3\u30d7\u53d6\u5f15\u81ea\u4f53\u306f\u5143\u672c\u306e\u79fb\u52d5\u306f\u3042\u308a\u307e\u305b\u3093\u304c\u3001\u4ea4\u63db\u5bfe\u8c61\u304cLIBOR\u3068\u306a\u308b\u306e\u3067\u9593\u63a5\u7684\u306b\u30af\u30ec\u30b8\u30c3\u30c8\u30ea\u30b9\u30af\u304c\u5185\u5305\u3055\u308c\u307e\u3059\u3002<\/p>\n<p><span class=\"rmarker-s\">\u4e00\u65b9\u3001OIS\uff08Overnight Index Swap\uff09\u306f\u4ea4\u63db\u5bfe\u8c61\u304c\u7fcc\u65e5\u7269\u91d1\u5229\u3067\u3059\u3002<\/span><\/p>\n<p>LIBOR\u306b\u6bd4\u3079\u3066\u8d85\u77ed\u671f\uff081\u65e5\uff09\u306e\u53d6\u5f15\u3068\u306a\u308b\u3053\u3068\u304b\u3089\u3001\u3053\u3053\u306b\u306f\u30af\u30ec\u30b8\u30c3\u30c8\u30ea\u30b9\u30af\u306f\u307b\u3068\u3093\u3069\u5185\u5305\u3055\u308c\u307e\u305b\u3093\uff61<\/p>\n<p>\u307e\u305f\u3001OIS\u306e\u53d6\u5f15\u306f\u7fcc\u65e5\u7269\u91d1\u5229\u3092\u539f\u8cc7\u7523\u3068\u3059\u308b\u30c7\u30ea\u30d0\u30c6\u30a3\u30d6\u53d6\u5f15\u3068\u306a\u308a\u5143\u672c\u306e\u4ea4\u63db\u306f\u306a\u304f\u3001\u6e80\u671f\u6642\u306b\u91d1\u5229\u90e8\u5206\u306b\u3064\u3044\u3066\u5dee\u91d1\u6c7a\u6e08\u3055\u308c\u308b\u3060\u3051\u3067\u3059\u306e\u3067\u3053\u306e\u53d6\u5f15\u81ea\u4f53\u306b\u3082\u30af\u30ec\u30b8\u30c3\u30c8\u30ea\u30b9\u30af\u306f\u3042\u308a\u307e\u305b\u3093\u3002<\/p>\n<p><span class=\"rmarker-s\">\u3088\u3063\u3066\u3001OIS\u30ec\u30fc\u30c8\u306f\u30af\u30ec\u30b8\u30c3\u30c8\u30ea\u30b9\u30af\u304c\u307b\u307c\u306a\u3044\u3068\u3044\u3046\u3053\u3068\u306b\u306a\u308a\u307e\u3059\u3002<\/span><\/p>\n<p>OIS\u306f\u7d14\u7c8b\u306b\u653f\u7b56\u91d1\u5229\u306e\u5c06\u6765\u306e\u898b\u901a\u3057\u306b\u3064\u3044\u3066\u30de\u30fc\u30b1\u30c3\u30c8\u304c\u3069\u306e\u3088\u3046\u306b\u898b\u3066\u3044\u308b\u304b\u3092\u8868\u3057\u3066\u3044\u308b\u3053\u3068\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n<p>\u4f8b\u3048\u3070\u7c73\u30c9\u30eb\u306eOIS\u91d1\u5229\u3092\u78ba\u8a8d\u3059\u308b\u3053\u3068\u3067\u3001\u30de\u30fc\u30b1\u30c3\u30c8\u304c\u5c06\u6765\u306e\u5229\u4e0a\u3052\u78ba\u7387\u3092\u3069\u308c\u304f\u3089\u3044\u3068\u307f\u3066\u3044\u308b\u306e\u304b\u3092\u78ba\u8a8d\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002\u3002<\/p>\n<p>FRB\u3082\u91d1\u878d\u653f\u7b56\u3092\u884c\u3046\u4e0a\u3067OIS\u3092\u30c1\u30a7\u30c3\u30af\u3057\u3066\u3044\u308b\u3068\u8a00\u308f\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\n<ul>\n<li>LIBOR\u306b\u3064\u3044\u3066\u306e\u8a73\u7d30\u306a\u8aac\u660e\u306f\u3053\u3061\u3089\uff1a<a href=\"https:\/\/finance-gfp.com\/?p=3816\" target=\"_blank\" rel=\"noopener noreferrer\">LIBOR\u306e\u5ec3\u6b62\u306b\u3064\u3044\u3066\u8003\u3048\u308b \/ \u4ee3\u66ff\u6307\u6a19\u3068\u554f\u984c\u70b9<\/a><\/li>\n<\/ul>\n<h2>\u7c73\u30c9\u30eb3\u30f6\u6708OIS\u30ec\u30fc\u30c8\u30fb3\u30f6\u6708\u30c9\u30ebLIBOR\u30fbFF\u30ec\u30fc\u30c8\u306e\u63a8\u79fb<\/h2>\n<p>OIS\u30ec\u30fc\u30c8\u3092\u3088\u308a\u8a73\u3057\u304f\u7406\u89e3\u3059\u308b\u305f\u3081\u306b\u300c\u7c73\u30c9\u30eb3\u30f6\u6708OIS\u30ec\u30fc\u30c8\u300d\u300c3\u30f6\u6708\u30c9\u30ebLIBOR\u300d\u300cFF\u30ec\u30fc\u30c8\u300d\u306e\u6bd4\u8f03\u30c1\u30e3\u30fc\u30c8\u3092\u63b2\u8f09\u3057\u307e\u3059\u3002<\/p>\n<p><img loading=\"lazy\" decoding=\"async\" class=\"alignnone size-full wp-image-5158\" src=\"https:\/\/finance-gfp.com\/wp-content\/uploads\/2017\/11\/ois_libor_ff201802.png\" alt=\"\u7c73\u56fdOIS\u30fbLIBOR\u30fbFF\u30ec\u30fc\u30c8\u30c1\u30e3\u30fc\u30c8\" width=\"698\" height=\"543\" srcset=\"https:\/\/finance-gfp.com\/wp-content\/uploads\/2017\/11\/ois_libor_ff201802.png 698w, https:\/\/finance-gfp.com\/wp-content\/uploads\/2017\/11\/ois_libor_ff201802-300x233.png 300w\" sizes=\"auto, (max-width: 698px) 100vw, 698px\" 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