Eonia®
One month Eonia futures contract calculator

We have developed a calculator to help our customers in trading the one month Eonia futures contract.

  • Indicative Exchange Daily Settlement Price calculator

This calculator is Excel based and can be downloaded by clicking on the link at the bottom.

Whilst all reasonable care has been taken to ensure that this calculator is accurate and free from errors, no liability is accepted by LIFFE Administration and Management (“LIFFE”) in any circumstances. The calculator does not constitute investment advice and is designed to provide an indicative view of the EDSP and Theoretical Value of the one month Eonia contract.

Note: the calculator contains and makes use of Excel Macros.  As such, on opening the Excel file, Macros should be enabled.  It is recommended that this calculator is downloaded and run from your machine, rather than opening it within Internet Explorer.

  • Eonia one month EDSP calculator

Further information

Fixed Income Derivatives
+44 (0)20 7379 2222
stirs@liffe.com

Eonia calculators
Data Título Descrição
22/01/2009 Eonia EDSP calculator