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Eonia indexed bonds

The French Bond Association (Comité de Normalisation Obligataire - CNO) has decided to update its working paper published in January 2000 on securities indexed to EONIA.

This decision followed the update of 2006 ISDA Definition book, adopted by the FBF in 2007 and renewed interest in 2009 for this type of security in the context of financial crisis.

This note provides an update on recent issues and reminds the terms and conditions of the indexation and in particular the additive margin.

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last update 02 June 2020