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Oct 06, 2015

Eurex Clearing

Composition of GC Pooling® Equity Basket and acceptance of equity collaterals for margining by Eurex Clearing

Please find attached the list of admitted equities for collateralization of trades in the GC Pooling® Equity Basket, effective 15 October 2015.

At the same time, these equities will be admitted as collaterals for margining by Eurex Clearing. Additionally, all equities which are part of the DAX®, EURO STOXX 50® or SMI® remain eligible as collaterals.

The attachment contains an overview of admissible equity collaterals and the concentration limit per ISIN for trades in the GC Pooling® Equity Basket.