EURONIA (Euro Overnight Index Average)

EURONIA tracks actual market overnight funding rates by measuring the rate at which interest is paid on Euro denominated short term wholesale funds in circumstances where credit, liquidity and other risks are minimal. The Data is contributed by BGC Group, Tullet Prebon and ICAP (both part of the TP ICAP Group) and Tradition (UK) Ltd. On each publication day EURONIA 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

EURONIA（欧元隔夜指数平均值）用于追踪欧元计价的短期批发资金在低风险环境下的实际市场隔夜融资利率。该数据由BGC Group、Tullet Prebon、ICAP和Tradition (UK) Ltd.提供，并通过合格交易的利率成交量加权平均价计算得出。