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Show/Hide section   EON - EONIA: Euro Interbank Offered Rate

 
ADMINISTRATIVE INFORMATION
  Title EONIA

  Data source ECB

  Contact email address Statistical Information Request form

 
SCOPE
  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.  
 

 
METHODOLOGICAL INFORMATION
  Time period TARGET2 business day

 
MISCELLANEOUS
  Metadata last update 01/NOV/2019 16:43:58

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EONIA: Euro Interbank Offered Rate
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Title Complement As of 1 October 2019 EONIA is calculated with a reformed methodology tracking the euro short-term rate
Series Key EON.D.EONIA_TO.RATE
ECB Last update 2019-11-15 09:16:00.0
Unit Percent
Title Rate for the overnight maturity calculated as the euro short-term rate plus a spread of 8.5 basis points
Decimals Three (3)
Collection indicator Average of observations through period (A)
Compilation THIS INFORMATION IS FROM THE EUROPEAN BANKING FEDERATION WEBSITE WHO IS AN OWNER OF EONIA, WHICH IS ONLY CALCULATED BY THE ECB ON THEIR BEHALF
Frequency Daily
Title Complement As of 1 October 2019 the information related to the daily underlying notional volumes is not applicable anymore
Series Key EON.D.EONIA_TO.VOLUME
ECB Last update 2019-10-01 19:01:00.0
Unit Millions of Euro
Title Calculated by collecting data on unsecured overnight lending in the euro area - bank EONIA Total/aggregate, Volume for the overnight maturity [Discontinued]
Decimals Zero (0)
Collection indicator Average of observations through period (A)
Compilation THIS INFORMATION IS FROM THE EUROPEAN BANKING FEDERATION WEBSITE WHO IS AN OWNER OF EONIA, WHICH IS ONLY CALCULATED BY THE ECB ON THEIR BEHALF
Publications ESRB Risk Dashboard: Table in chapter 04, section 03 (T0403)
Frequency Daily