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ADMINISTRATIVE INFORMATION
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Title |
EON - Eonia rate |
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Data source |
ECB |
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Contact email address |
Statistical Information Request form |
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TECHNICAL INFORMATION
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Dataset last update in SDW |
2022-01-04 09:15:00 |
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Catalog |
Download the series catalogue of the dataset EON in CSV format, i.e. full list of series and associated metadata: Excel 2013 (zipped) or the earlier Excel versions. |
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SCOPE
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Data presentation - Summary description |
The EONIA rate was the closing rate for the overnight maturity calculated by collecting data on unsecured overnight lending in the euro area provided by banks belonging to the EONIA panel. Following a recommendation made by the working group on euro risk-free rates on 14 March 2019, as of 2 October for the trade date 1 October 2019 the European Money Market Institute (EMMI) changed the way it calculates the EONIA. The EONIA methodology has been redefined as the euro short-term rate (€STR) plus a fixed spread, calculated using the methodology adopted by the EMMI as the difference between the underlying interest rate of the EONIA and the pre-€STR using daily data from 17 April 2018 to 16 April 2019. The ECB calculated this spread as 0.085% (8.5 basis points). For this reason the volume information is not available anymore. EMMI publishes EONIA for day T on T+1 at or shortly after 09.15 each TARGET2 business day. The information is published in the ECB Statistical Data Warehouse on T+2 at, or shortly after, 09.15 each TARGET2 business day.
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METHODOLOGICAL INFORMATION
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Time period |
TARGET2 business day |
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Statistical concepts and definitions |
For information about the naming convention (series key dimensions and metadata), refer to the EON underlying DSD (ECB_EON1) maintained by the ECB. |
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MISCELLANEOUS
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Metadata last update |
11/MAY/2021 15:18:51 |
