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WHAT's NEW
- Sept. 2011: STEP papers ECB eligible again in 2012 for MFIs
- Oct. 2011: Euribor-EBF is a transparent structure
- Feb. 2012: UBI Banca joins the Euribor/Eonia panel
On 14 December 2000, the Governing Council of the European Central Bank (ECB) has decided that, from 2002 until further notice, the Trans-European Automated Real-time Gross settlement Express Transfer (TARGET) system will be closed, in addition to Saturdays and Sundays, on the following days:
- New Year's Day
- Good Friday (Catholic/Protestant)
- Easter Monday (Catholic/Protestant)
- 1 May (Labour Day)
- Christmas Day
- 26 December
For further information, please visit the Website of the ECB.
Charts
About Eoniaswap®
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EONIA SWAP INDEX®, the new derivatives market reference rate for the Euro sponsored by EURIBOR EBF.
EONIA SWAP INDEX® is the average rate at which , at 11:00 Brussels time, a representative panel of prime banks provide daily quotes, rounded to three decimal places, that each Panel Bank believes is the Mid Market rate of EONIA® swap quotations between prime banks. It is quoted on an actual/360 day basis.
An "EONIA swap" is an interest rate swap transaction, where one party agrees to receive/pay a fixed rate to another party, against paying/receiving a floating rated named EONIA®. An information brochure is available.
EONIA SWAP INDEX® publication details can be found at FAQs.
