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RONIA (Repurchase Overnight Index Average)|货币市场数据集|利率分析数据集
收藏Snowflake2024-03-19 更新2024-05-01 收录
下载链接：
https://app.snowflake.com/marketplace/listing/GZTDZGN4D4
下载链接
链接失效反馈资源简介：
RONIA is the Repurchase Overnight Index Average which is a money market index which tracks actual overnight funding rates based on data collated from the leading brokers.
The index measures the rate at which interest is paid on secured sterling overnight wholesale funds in circumstances where the collateral is not subject to any exceptional, special, nor specific demand in the cash market and is a valuable factor for macro analysis in the United Kingdom.
Data contributed by BGC Group, BrokerTec (part of the CME Group) and Tullet Prebon (part of the TP ICAP Group).
On each publication day RONIA is measured as the volume weighted average price (VWAP) of interest rates paid on eligible transactions.
提供机构：
WMBA
创建时间：
2024-03-14
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