EONIA - Revision history

imported>Doug Williamson: Update.

2022-04-26T12:32:33Z

Update.

← Older revision		Revision as of 12:32, 26 April 2022
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	''Reference rates''.		''Reference rates''.

	~~This~~ Euro OverNight Index Average ~~(EONIA) is~~ sponsored by the European Money Markets Institute (EMMI).		Abbreviation for the discontinued Euro OverNight Index Average interest rate, formerly sponsored by the European Money Markets Institute (EMMI).

	For the period ending September 2019 it was calculated by the European Central Bank at 7.00 pm (CET) as a weighted average of all overnight unsecured lending transactions in the interbank market, and carried out before the closing of real-time gross settlement (RTGS) systems at 6.00 pm (CET).		For the period ending September 2019 it was calculated by the European Central Bank at 7.00 pm (CET) as a weighted average of all overnight unsecured lending transactions in the interbank market, and carried out before the closing of real-time gross settlement (RTGS) systems at 6.00 pm (CET).
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	It was reported on an act/360 day count convention and displayed to three decimal places.		It was reported on an act/360 day count convention and displayed to three decimal places.

	EONIA is widely used as a reference rate for derivatives transactions within the euro-zone.		EONIA was widely used as a reference rate for derivatives transactions within the euro-zone.


	In order to maintain EONIA for a transitional period and until its discontinuation in 2022, its methodology ~~has been~~ changed.		In order to maintain EONIA for a transitional period and until its discontinuation on 3 January 2022, its methodology was changed.

	With effect from 2 October 2019, EONIA is defined as €STR plus a spread of 0.085%.		With effect from 2 October 2019, EONIA was defined as €STR plus a spread of 0.085%.

imported>Doug Williamson: Amend for discontinuation date.

2020-01-29T13:00:37Z

Amend for discontinuation date.

← Older revision		Revision as of 13:00, 29 January 2020
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	This Euro OverNight Index Average (EONIA) is sponsored by the European Money Markets Institute (EMMI).		This Euro OverNight Index Average (EONIA) is sponsored by the European Money Markets Institute (EMMI).

	For the period ending September 2019 it is calculated by the European Central Bank at 7.00 pm (CET) as a weighted average of all overnight unsecured lending transactions in the interbank market, and carried out before the closing of real-time gross settlement (RTGS) systems at 6.00 pm (CET).		For the period ending September 2019 it was calculated by the European Central Bank at 7.00 pm (CET) as a weighted average of all overnight unsecured lending transactions in the interbank market, and carried out before the closing of real-time gross settlement (RTGS) systems at 6.00 pm (CET).

	It is reported on an act/360 day count convention and is displayed to three decimal places.		It was reported on an act/360 day count convention and displayed to three decimal places.

	EONIA is widely used as a reference rate for derivatives transactions within the euro-zone.		EONIA is widely used as a reference rate for derivatives transactions within the euro-zone.


			In order to maintain EONIA for a transitional period and until its discontinuation in 2022, its methodology has been changed.

	With effect from 2 October 2019, EONIA is defined as €STR plus a spread of 0.085%.		With effect from 2 October 2019, EONIA is defined as €STR plus a spread of 0.085%.

imported>Doug Williamson: Typo correction 'it'.

2019-08-17T12:46:36Z

Typo correction 'it'.

← Older revision		Revision as of 12:46, 17 August 2019
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	This Euro OverNight Index Average (EONIA) is sponsored by the European Money Markets Institute (EMMI).		This Euro OverNight Index Average (EONIA) is sponsored by the European Money Markets Institute (EMMI).

	For the period ending September 2019 is is calculated by the European Central Bank at 7.00 pm (CET) as a weighted average of all overnight unsecured lending transactions in the interbank market, and carried out before the closing of real-time gross settlement (RTGS) systems at 6.00 pm (CET).		For the period ending September 2019 it is calculated by the European Central Bank at 7.00 pm (CET) as a weighted average of all overnight unsecured lending transactions in the interbank market, and carried out before the closing of real-time gross settlement (RTGS) systems at 6.00 pm (CET).

	It is reported on an act/360 day count convention and is displayed to three decimal places.		It is reported on an act/360 day count convention and is displayed to three decimal places.

imported>Doug Williamson: Update. Source: ECB webpage https://www.ecb.europa.eu/press/pr/date/2019/html/ecb.pr190531~a3788de8f8.en.html

2019-08-17T12:46:03Z

Update. Source: ECB webpage https://www.ecb.europa.eu/press/pr/date/2019/html/ecb.pr190531~a3788de8f8.en.html

← Older revision		Revision as of 12:46, 17 August 2019
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	''Reference rates''.		''Reference rates''.

	This Euro OverNight Index Average (EONIA) is sponsored by the European Money Markets Institute (EMMI) ~~and~~ calculated by the European Central Bank at 7.00 pm (CET) as a weighted average of all overnight unsecured lending transactions in the interbank market, and carried out before the closing of real-time gross settlement (RTGS) systems at 6.00 pm (CET).		This Euro OverNight Index Average (EONIA) is sponsored by the European Money Markets Institute (EMMI).

			For the period ending September 2019 is is calculated by the European Central Bank at 7.00 pm (CET) as a weighted average of all overnight unsecured lending transactions in the interbank market, and carried out before the closing of real-time gross settlement (RTGS) systems at 6.00 pm (CET).

	It is reported on an act/360 day count convention and is displayed to three decimal places.		It is reported on an act/360 day count convention and is displayed to three decimal places.

	EONIA is widely used as a reference rate for derivatives transactions within the euro-zone.		EONIA is widely used as a reference rate for derivatives transactions within the euro-zone.


			With effect from 2 October 2019, EONIA is defined as €STR plus a spread of 0.085%.


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	== See also ==		== See also ==
	* [[CET]]		* [[CET]]
	* [[~~ESTER~~]]		* [[€STR]]
	* [[EURIBOR]]		* [[EURIBOR]]
	* [[EURONIA]]		* [[EURONIA]]

imported>Doug Williamson: Correct link.

2019-07-24T15:55:25Z

Correct link.

← Older revision		Revision as of 15:55, 24 July 2019
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	== See also ==		== See also ==
	* [[CET]]		* [[CET]]
	* [ESTER]]		* [[ESTER]]
	* [[EURIBOR]]		* [[EURIBOR]]
	* [[EURONIA]]		* [[EURONIA]]

imported>Doug Williamson: Update links.

2019-07-24T15:55:04Z

Update links.

← Older revision		Revision as of 15:55, 24 July 2019
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	== See also ==		== See also ==
	* [[CET]]		* [[CET]]
	* [~~[€STR~~]]		* [ESTER]]
	* [[EURIBOR]]		* [[EURIBOR]]
	* [[EURONIA]]		* [[EURONIA]]

imported>Doug Williamson: Add link to €STR.

2019-07-24T09:54:18Z

Add link to €STR.

← Older revision		Revision as of 09:54, 24 July 2019
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	== See also ==		== See also ==
	* [[CET]]		* [[CET]]
			* [[€STR]]
	* [[EURIBOR]]		* [[EURIBOR]]
	* [[EURONIA]]		* [[EURONIA]]

imported>Doug Williamson: Link with GC repo rate.

2019-03-24T12:49:36Z

Link with GC repo rate.

← Older revision		Revision as of 12:49, 24 March 2019
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			''Reference rates''.

	This Euro OverNight Index Average (EONIA) is sponsored by the European Money Markets Institute (EMMI) and calculated by the European Central Bank at 7.00 pm (CET) as a weighted average of all overnight unsecured lending transactions in the interbank market, and carried out before the closing of real-time gross settlement (RTGS) systems at 6.00 pm (CET).		This Euro OverNight Index Average (EONIA) is sponsored by the European Money Markets Institute (EMMI) and calculated by the European Central Bank at 7.00 pm (CET) as a weighted average of all overnight unsecured lending transactions in the interbank market, and carried out before the closing of real-time gross settlement (RTGS) systems at 6.00 pm (CET).

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	* [[European Central Bank]]		* [[European Central Bank]]
	* [[European Money Markets Institute]]		* [[European Money Markets Institute]]
			* [[GC repo]]
	* [[Over night index average rate]]		* [[Over night index average rate]]
	* [[Overnight indexed swap]]		* [[Overnight indexed swap]]
	* [[Real-time gross settlement system]]		* [[Real-time gross settlement system]]

			[[Category:Financial_products_and_markets]]

imported>Doug Williamson: Link with CET page.

2018-01-12T19:00:17Z

Link with CET page.

← Older revision		Revision as of 19:00, 12 January 2018
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	== See also ==		== See also ==
			* [[CET]]
	* [[EURIBOR]]		* [[EURIBOR]]
	* [[EURONIA]]		* [[EURONIA]]

imported>Doug Williamson: Update for name change.

2018-01-10T09:32:21Z

Update for name change.

← Older revision		Revision as of 09:32, 10 January 2018
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	''Distinguish from EURONIA which is sponsored and published by ~~the Wholesale Market Brokers' Association~~ in London.''		''Distinguish from EURONIA which is sponsored and published by WMBA Ltd in London.''