Eonia

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]

It was reported on an

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

ISIN

identifier EU0009659945.

EONIA was replaced by the Euro Short-Term Rate (€STR), published by the ECB since 2nd of October 2019.^[3]

References

^ "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

[1] "About Eonia® | The European Money Markets Institute (EMMI)". www.emmi-benchmarks.eu. Retrieved 2023-12-13.

[2] "Overnight Indexed Swaps" (PDF). Credit Swiss. 2001-12-11. p. 4. Archived from the original (PDF) on December 1, 2007. Retrieved 2008-07-16.

[3] Bank, European Central (7 April 2021). "ECB information about the Euro short-term rate (€STR)".

[1]

[3]

See also

References

External links