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imported>Doug Williamson |
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| ''Reference rates''.
| | == Summary == |
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| This Euro OverNight Index Average (EONIA) is sponsored by the European Money Markets Institute (EMMI).
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| For the period ending September 2019 is is calculated by the European Central Bank at 7.00 pm (CET) as a weighted average of all overnight unsecured lending transactions in the interbank market, and carried out before the closing of real-time gross settlement (RTGS) systems at 6.00 pm (CET).
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| It is reported on an act/360 day count convention and is displayed to three decimal places.
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| EONIA is widely used as a reference rate for derivatives transactions within the euro-zone.
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| With effect from 2 October 2019, EONIA is defined as €STR plus a spread of 0.085%.
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| ''Distinguish from EURONIA which is sponsored and published by WMBA Ltd in London.''
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| == See also == | |
| * [[CET]]
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| * [[€STR]]
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| * [[EURIBOR]]
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| * [[EURONIA]]
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| * [[European Central Bank]]
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| * [[European Money Markets Institute]]
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| * [[GC repo]]
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| * [[Over night index average rate]]
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| * [[Overnight indexed swap]]
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| * [[Real-time gross settlement system]]
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| [[Category:Financial_products_and_markets]]
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Latest revision as of 09:29, 27 July 2023
Summary
Importing files from local file repository