EURONIA: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Align time presentation with LIBOR page.) |
imported>Doug Williamson (Update due to name change.) |
||
| 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 | It is published by WMBA Ltd (part of European Venues and Intermediaries Association - EVIA) 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 EVIA 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 8: | Line 8: | ||
== See also == | == See also == | ||
* [[EONIA]] | * [[EONIA]] | ||
* [[European Venues and Intermediaries Association]] | |||
* [[Over night index average rate]] | * [[Over night index average rate]] | ||
* [[Overnight indexed swap]] | * [[Overnight indexed swap]] | ||
* [[SONIA]] | * [[SONIA]] | ||
Revision as of 12:46, 4 January 2018
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 WMBA Ltd (part of European Venues and Intermediaries Association - EVIA) 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 EVIA member firms between midnight and 4 pm London time with all counterparties.
(Distinguish from EONIA, the Euro Overnight Index Average.)
