€STR transition stymied by addiction to Eonia – ECB
Notional outstanding OIS referencing outgoing rate has increased year-to-date
Swaps referencing Eonia, the eurozone’s outgoing benchmark rate for overnight unsecured lending, which expire after its planned obsolescence, have increased by over one-third year-to-date, European Central Bank (ECB) data shows.
Between January 1 and October 28, outstanding notional amounts of overnight index swaps (OIS) referencing Eonia that mature after January 3, 2022, when the rate ceases
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