Eonia
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Eonia (Euro Overnight Index Average) was computed as a weighted average of all overnight unsecured lending transactions in the interbank market, undertaken in the European Union and European Free Trade Association (EFTA) countries by a Panel of banks (the same as for Euribor) subject to the Eonia Code of Conduct. It was reported on an ACT/360 day count convention and displayed to three decimal places. "Overnight" means from one TARGET day (i.e. day on which the Trans-European Automated Real-time Gross Settlement Express Transfer system is open) to the next. Eonia reference rates were calculated by the European Central Bank, based on all overnight interbank assets created before the close of RTGS systems at 6pm CET, and published through GRSS (Global Rate Set Systems) every day before 7pm CET. It can be found under the ISIN identifier EU0009659945. EONIA was replaced by the Euro Short-Term Rate (€STR), published by the ECB since 2 October 2019.
Eonia (Euro Overnight Index Average) was computed as a weighted average of all overnight unsecured lending transactions in the interbank market, undertaken in the European Union and European Free Trade Association (EFTA) countries by a Panel of banks (the same as for Euribor) subject to the Eonia Code of Conduct. It was reported on an ACT/360 day count convention and displayed to three decimal places. "Overnight" means from one TARGET day (i.e. day on which the Trans-European Automated Real-time Gross Settlement Express Transfer system is open) to the next. Eonia reference rates were calculated by the European Central Bank, based on all overnight interbank assets created before the close of RTGS systems at 6pm CET, and published through GRSS (Global Rate Set Systems) every day before 7pm CET. It can be found under the ISIN identifier EU0009659945. EONIA was replaced by the Euro Short-Term Rate (€STR), published by the ECB since 2 October 2019.
See also
€STR EURONIA European Banking Federation Federal funds rate Interbank lending market TONAR SARON SONIA List of acronyms: European sovereign-debt crisis
References
External links
Eonia homepage Eonia historical data (informative) Eonia-Swap homepage Eonia-Swap historical data (informative) European Central Bank Euribor homepage Eonia historical data in Excel files (informative) Eonia graphs and charts Historical chart
Text derived from https://en.wikipedia.org/w/index.php?oldid=1368702262 under CC BY-SA 4.0; modifications have been made.
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