EURONIA: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
(Update for change to index from benchmark.) |
(Update for recategorisation from benchmark to index.) |
||
| (One intermediate revision by the same user not shown) | |||
| Line 4: | Line 4: | ||
It is a EUR-equivalent of SONIA, the similarly-calculated sterling rate. | It is a EUR-equivalent of SONIA, the similarly-calculated sterling rate. | ||
EURONIA was formerly an interest benchmark, but was recategorised as an interest rate index in 2022. | |||
| Line 13: | Line 15: | ||
* [[EONIA]] | * [[EONIA]] | ||
* [[euro]] | * [[euro]] | ||
* [[Euro Overnight Index Average]] | |||
* [[Interest rate]] | * [[Interest rate]] | ||
* [[Interest rate index]] | * [[Interest rate index]] | ||
Latest revision as of 04:07, 8 February 2024
Interest rate indices - euro.
EURONIA is a euro overnight index average that tracks actual average market euro overnight funding rates each day for settlement that day.
It is a EUR-equivalent of SONIA, the similarly-calculated sterling rate.
EURONIA was formerly an interest benchmark, but was recategorised as an interest rate index in 2022.
EURONIA is not to be confused with EONIA, the Euro Overnight Index Average rate.
