Eonia
Course of EONIA 1999 - 2009
Eonia (Euro OverNight Index Average) is an effective overnight interest rate computed as a weighted average of all overnight unsecured lending transactions in the interbank market in euros. It has been initiated within the euro area by the contributing panel banks. It is one of the two benchmarks for the money and capital markets in the euro zone (the other one being Euribor).
Eonia reference rates are 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.[1] It can be found under the ISIN identifier EU0009659945.
See also
- European Banking Federation
- Federal funds rate
- Interbank lending market
- Mutan rate
- SARON
- SONIA
- List of acronyms: European sovereign-debt crisis
References
- ↑ "Overnight Indexed Swaps" (PDF). Credit Swiss. 2001-12-11. p. 4. Archived from the original (PDF) on December 1, 2007. Retrieved 2008-07-16.
External links
- Eonia homepage
- Eonia-Swap homepage
- European Central Bank
- Euribor homepage
- Eonia graphs and charts
- Historical chart
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