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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.
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FAQs
What was the date of first quotation of eonia swap index® ?
Where is the current and historical eonia swap index® published?
Who is the legal sponsor of eonia swap index® ?
Who is monitoring the eonia swap index?
What are the potential uses for eonia swap index?
What was the date of first quotation of eonia swap index® ?
EONIA SWAP INDEX® reference rate was first published in June 2005.
Where is the current and historical eonia swap index® published?
EONIA SWAP INDEX is published by THOMSON
REUTERS on page "EONIAINDEX". THOMSON
REUTERS is the sole official screen service provider for EONIA SWAP INDEX®.
EURIBOR EBF has been notified that EONIA SWAP INDEX® would also be displayed on the screens of Bloomberg (EBF <GO>). Historical data for EONIA SWAP INDEX® can be found on THOMSON REUTERS (this is for a period going back one month) and this website. Should you have further questions regarding these historical data, please contact THOMSON
REUTERS in London (tel: 44-207-542-9230 - fax
44-207-542-3294 -
.
Who is the legal sponsor of eonia swap index® ?
The sponsors of EONIA SWAP INDEX® are EURIBOR FBE and EURIBOR ACI. Both Euribor FBE and Euribor ACI are Belgian 'international non-profit association' established pursuant to the Act of 25 October 1919, concerning the "Granting of Legal Personality" to International Associations with a Scientific Purpose (as amended).
Who is monitoring the eonia swap index?
The EONIA SWAP INDEX is monitored by the EONIA SWAP INDEX Steering Committee. The Steering Committee ensures inter alia that (i) the panel of banks always reflects faithfully the diversity of the EONIA Swap market in the euro-zone and worldwide and (ii) panel of banks fulfil their obligations.
What are the potential uses for eonia swap index?
Potential uses for EONIA SWAP INDEX® include, inter alia:
- benchmark for derivative markets;
- reference rate for long term swaps;
- valuation basis for EONIA swaps;
- back-testing of executed transactions;
- creating and adding volume to basis swap markets;
- creating spread definitions vs. EURIBOR® and EUREPO® indices.
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