EUR Overnight Index

GC Pooling EUR Overnight Index

The GC Pooling EUR Overnight Index - GCPI - is the measure of the overnight interest rates in the secured money market denominated in euro.

Deutsche Börse AG / Market Data & Analytics calculates the Index (GCPI, Rates and GCPIVOL, Volume) every day at 6 p.m. and distributes the GCPI to the main data vendors (e.g. Bloomberg - «GCPION» (rates) / «GCPIONV» (volume); Reuters - «.GCPION» (rates) / «.GCPIONV» (volume)).

GCPI represents a volume-weighted average of all interest rates from overnight transactions in the GC Pooling ECB basket (DE000A0AE077) concluded on the effective day. It is reported on an act/360 day count convention and it is published to three decimal places (financial rounding).

GCPIVOL represents the total volume of all overnight transactions in the GC Pooling ECB basket (DE000A0AE077) concluded on the effective day.

The GCPI and GCPIVOL are available for the current business day with a 15 minutes time delay, here.