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.[1]
Course of EONIA 1999–2009
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.[2] It can be found under the ISIN identifier EU0009659945.
EONIA was replaced by the Euro Short-Term Rate (€STR), published by the ECB since 2nd of October 2019.[3]
eonia, euro, overnight, index, average, computed, weighted, average, overnight, unsecured, lending, transactions, interbank, market, undertaken, european, union, european, free, trade, association, efta, countries, panel, banks, same, euribor, subject, code, c. 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 1 Course of EONIA 1999 2009It 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 2 It can be found under the ISIN identifier EU0009659945 EONIA was replaced by the Euro Short Term Rate STR published by the ECB since 2nd of October 2019 3 See also edit STR EURONIA European Banking Federation Federal funds rate Interbank lending market TONAR SARON SONIA List of acronyms European sovereign debt crisisReferences edit About Eonia The European Money Markets Institute EMMI www emmi benchmarks eu Retrieved 2023 12 13 Overnight Indexed Swaps PDF Credit Swiss 2001 12 11 p 4 Archived from the original PDF on December 1 2007 Retrieved 2008 07 16 Bank European Central 7 April 2021 ECB information about the Euro short term rate STR External links editEonia 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 permanent dead link nbsp This economics related article is a stub You can help Wikipedia by expanding it vte Retrieved from https en wikipedia org w index php title Eonia amp oldid 1199313077, wikipedia, wiki, book, books, library,
