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Eonia: Wikis

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From Wikipedia, the free encyclopedia

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. 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). The banks contributing to Eonia are the same as the Panel Banks quoting for 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 Thomson Reuters every day before 7pm CET. Informative historical data can also be found at the Euribor homepage.[1] It could be found under the ISIN identifier EU0009659945.

See also

References

  1. ^ "Overnight Indexed Swaps". Credit Swiss. 2001-12-11. p. 4. http://www.acisuisse.ch/docs/dokumente/OIS_Note_CSFB_Zurich.pdf. Retrieved 2008-07-16. 

External links


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