SONIA: Difference between revisions
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imported>Doug Williamson (Link with LIBOR page.) |
imported>Doug Williamson (Update due to name change.) |
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It is published by | It is published by WMBA Ltd (part of European Venues and Intermediaries Association - EVIA) in London at 5pm each day. | ||
It is defined and calculated as the weighted average rate (to four decimal places) of all unsecured sterling overnight cash transactions brokered in London by | It is defined and calculated as the weighted average rate (to four decimal places) of all unsecured sterling overnight cash transactions brokered in London by EVIA member firms between midnight and 4.15pm London time with all counterparties in a minimum deal size of £25 million. | ||
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* [[Euro Overnight Index Average ]] | * [[Euro Overnight Index Average ]] | ||
* [[EURONIA]] | * [[EURONIA]] | ||
* [[European Venues and Intermediaries Association]] | |||
* [[LIBOR]] | * [[LIBOR]] | ||
* [[Over night index average rate]] | * [[Over night index average rate]] | ||
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* [[Sterling overnight index average]] | * [[Sterling overnight index average]] | ||
* [[TONAR]] | * [[TONAR]] | ||
Revision as of 12:49, 4 January 2018
Sterling Overnight Index Average.
Tracks actual average market sterling 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 5pm each day.
It is defined and calculated as the weighted average rate (to four decimal places) of all unsecured sterling overnight cash transactions brokered in London by EVIA member firms between midnight and 4.15pm London time with all counterparties in a minimum deal size of £25 million.
See also
- Benchmark
- Euro Overnight Index Average
- EURONIA
- European Venues and Intermediaries Association
- LIBOR
- Over night index average rate
- Overnight indexed swap
- SARON
- Sterling overnight index average
- TONAR
