# Starting short-end OIS zero curve building

I understand the concept of bootstrapping and building the curve when we have the values for first few maturities. However, I can't quite get how the initial values for zero curve rates are derived from tradable instruments. As I understand, these values are directly implied from OIS par rates.

Can someone please clarify, how, given, say a 1M OIS swap bid and ask, can I get the zero curve point at 1M maturity?