EURONIA: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Administrator (CSV import) |
imported>Doug Williamson (Align time presentation with LIBOR page.) |
||
| Line 1: | Line 1: | ||
This Euro overnight index average tracks actual average market euro funding rates each day for settlement that day where repayment is made on the following business day. | This Euro overnight index average tracks actual average market euro funding rates each day for settlement that day where repayment is made on the following business day. | ||
It is published by the Wholesale Market Brokers' Association (WMBA) in London at 5 pm each day. It is the weighted average rate to four decimal places of all unsecured euro overnight cash transactions brokered in London by WMBA member firms between midnight and 4 | It is published by the Wholesale Market Brokers' Association (WMBA) in London at 5 pm each day. It is the weighted average rate to four decimal places of all unsecured euro overnight cash transactions brokered in London by WMBA member firms between midnight and 4 pm London time with all counterparties. | ||
(Distinguish from EONIA, the Euro Overnight Index Average.) | (Distinguish from EONIA, the Euro Overnight Index Average.) | ||
| Line 12: | Line 12: | ||
* [[SONIA]] | * [[SONIA]] | ||
* [[Wholesale Markets Brokers' Association]] | * [[Wholesale Markets Brokers' Association]] | ||
Revision as of 22:30, 28 January 2016
This Euro overnight index average tracks actual average market euro funding rates each day for settlement that day where repayment is made on the following business day.
It is published by the Wholesale Market Brokers' Association (WMBA) in London at 5 pm each day. It is the weighted average rate to four decimal places of all unsecured euro overnight cash transactions brokered in London by WMBA member firms between midnight and 4 pm London time with all counterparties.
(Distinguish from EONIA, the Euro Overnight Index Average.)
