Users of EONIA - linked instruments are advised to start preparing for a one - day delay in the publication of the benchmark that comes into effect from October . The move from T to T+1 stems from changes recommended by the Working Group on euro instruments , which require EMMI to delay publication of EONIA until after it has published , which will be October . The one - day lag may impact portfolio calculations and may also necessitate the re - papering of some longer - term contracts . Please contact [email protected] to find out more. Relevant document : Recommendations for EONIA of the WG on euro RFRs ~ EMMI ~ March 2019
Users of EONIA - linked instruments are advised to start preparing for a one - day delay in the publication of the benchmark that comes into effect from October . The move from T to T+1 stems from changes recommended by the Working Group on euro instruments , which require EMMI to delay publication of EONIA until after it has published , which will be October . The one - day lag may impact portfolio calculations and may also necessitate the re - papering of some longer - term contracts . Relevant document : Recommendations for EONIA of the WG on euro RFRs ~ EMMI ~ March 2019