RONIA (Repurchase Overnight Index Average)

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.

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背景与挑战

背景概述

RONIA是英国回购隔夜指数平均值，通过主要经纪商数据追踪有担保的英镑隔夜批发资金利率，反映无特殊抵押需求情况下的市场利率水平。该指数由BGC Group等机构提供数据，采用合格交易的成交量加权平均利率(VWAP)计算，是英国宏观经济分析的重要指标。