Correction, 17 Sep 2014: The original version of this story stated incorrectly that Isda's negative interest protocol does not distinguish between one- and two-way CSAs. The article has been amended.

The ECB’s experimentation with negative nominal interest rates is exactly that – an experiment whose range of conclusions spans the full spectrum of possibilities. I have absolutely no doubt at all ...

Two sudden spikes in the interest rate for overnight loans between European banks, known as Eonia, got markets fretting and speculating about the reasons for the moves. Markets abhor uncertainty, ...

Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. Julian Callow at Barclays Capital provides us with the following chart. Note the sharp moves on the day of the ...

There’s been loads of attention this week on the short-end of the Euro Over Night Index Average (Eonia), which is basically a measure of liquidity in the eurosystem. You can see from the above that it ...

LONDON, Dec 2 (Reuters) - Overnight Eonia rates fixed at their highest in nearly 17 months on Monday as month-end book-balancing exacerbated a fall in liquidity caused by banks repaying long-term ...

2-Year U.S. Treasury Note Continuous Contract $104.355 0.031 0.03% 5-Year U.S. Treasury Note Continuous Contract $109.219 0.094 0.09% 10-Year U.S. Treasury Note Continuous Contract $112.281 0.156 0.14 ...

in the interest rate for overnight loans between European banks may have been the result of excess liquidity injected into the market by Greece’s second-biggest lender at above-average rates, ...

There are few things more intrinsically European than Eonia. It is the benchmark overnight rate for overnight loans in euros; the 28 banks still contributing to it are European, and most are from ...