Select type :
Data presentation - Summary description

The EONIA rate was the closing rate for the overnight maturity calculated by collecting data on unsecured overnight lending in the euro area provided by banks belonging to the EONIA panel.

Following a recommendation made by the working group on euro risk-free rates on 14 March 2019, as of 2 October for the trade date 1 October 2019 the European Money Market Institute (EMMI) changed the way it calculates the EONIA . The EONIA methodology has been redefined as the euro short-term rate (€STR) plus a fixed spread, calculated using the methodology adopted by the EMMI as the difference between the underlying interest rate of the EONIA and the pre-€STR using daily data from 17 April 2018 to 16 April 2019. The ECB calculated this spread as 0.085% (8.5 basis points). For this reason the volume information is not available anymore. EMMI publishes EONIA for day T on T+1 at or shortly after 09.15 each TARGET2 business day.

The information is published in the ECB Statistical Data Warehouse on T+2 at, or shortly after, 09.15 each TARGET2 business day.

Methodological information
Time period

TARGET2 business day

Statistical concepts and definitions

For information about the naming convention (series key dimensions and metadata), refer to the EON underlying DSD (ECB_EON1) maintained by the ECB.

Administrative Information

EON - Eonia rate

Data source


Technical Information

Download the series catalogue containing a full list of series and associated metadata of the dataset EON in CSV format (zipped)

Dataset last update
4 January 2022 09:15 CET
Metadata last update
10 November 2022 11:04 CET