Repo Baskets

Agency GC Basket

The Agency GC Basket encompasses Euro denominated debt securities of several governmental financial institutions, e.g. the European Investment Bank and the Caisse d’Amortissement de la Dette Sociale (CADES). The issuing volume of the bonds shall amount to at least 500 million Euros.

Agency ex EIB Bond GC Basket

The Agency ex EIB Bond GC Basket encompasses Euro denominated debt securities of several governmental financial institutions like in the Agency GC Basket, whereby the issuer European Investment Bank is excluded. The issuing volume of the bonds shall amount to at least 500 million Euros.

Austrian Government GC Basket

The Austrian Government GC Baskets encompasses debt securities of the Republic of Austria.

Belgian Government GC Basket

The Belgian Government GC Baskets encompasses debt securities of the Kingdom of Belgium.

Belgian 10 Years Bond GC Basket

The Belgian 10 Years Bond GC Basket encompasses Euro denominated debt securities of the Kingdom of Belgium with a remaining maturity of up to 10 years.

Dutch Government GC Basket

The Dutch Government GC Baskets encompasses debt securities of the Kingdom of the Netherlands.

Dutch 10 Years Bond GC Basket

The Dutch 10 Years Bond GC Basket encompasses Euro denominated debt securities of the Kingdom of the Netherlands with a remaining maturity of up to 10 years.

EFSF and ESM 10 Years Bond GC Basket

The EFSF and ESM 10 Years Bond GC Basket encompasses bonds denominated in Euro of special purpose entities of the European Economic and Monetary Union within the framework of the European Stability Mechanism (ESM), especially the European Financial Stability Facility (EFSF) with a remaining maturity of up to 10 years.

EFSF + ESM + EU Bond GC Basket

The EFSF + ESM + EU Bond GC Basket encompasses Euro denominated debt securities of the following issuers: European Stability Mechanism (ESM), European Financial Stability Facility (EFSF) and European Union (EU).

EIB GC Basket

The EIB GC Basket encompasses (bonds denominated) in Euro and debt securities of the European Investment Bank.

EIB 10 Years Bond GC Basket

The EIB 10 Years Bond GC Basket encompasses bonds denominated in Euro and debt securities of the European Investment Bank with a remaining term of up to 10 years.

EU 10 Years GC Basket

The EU 10 Years GC Basket encompasses Euro denominated debt securities of the issuer European Union with a remaining maturity of up to 10 years.

EU GC Basket

The EU GC Basket encompasses Euro denominated debt securities of the issuer European Union. 

European Corporate Bond GC Basket

The European Corporate Bond GC Basket encompasses covered and uncovered debt securities of European issuers (non-financial institutions), uncovered debt securities of European financial institutions as well as covered and uncovered Euro bonds.

European Covered Bond GC Basket

The European Covered Bond GC Basket encompasses mortgage bonds or respectively debt securities that are covered similar to mortgage bonds of European issuers which are denominated in Euro.

European Government GC Basket

The European Government GC Basket encompasses European government bonds.

European Government Guaranteed GC Basket

The European Government Guaranteed GC Basket encompasses European government guaranteed debt securities.

Finnish Government GC Basket

The Finnish Government GC Baskets encompasses debt securities of the Republic of Finland.

French Covered Bond GC Basket

The French Covered Bond GC Basket encompasses Pfandbriefe or bonds which are covered similar to Pfandbriefe of French issuers.

French Government GC Basket

The French Government GC Baskets encompasses debt securities of the French Republic.

French 10 Years Bond GC Basket

The French 10 Years Bond GC Basket encompasses debt securities of the French Republic with a remaining term of up to 10 years.

German Corporate Bond GC Basket

The German Corporate Bond GC Basket encompasses covered and uncovered debt securities of German issuers (non-financial institutions) as well as uncovered debt securities of German financial institutions.

German GC Basket

The German GC Baskets encompasses debt securities of the Federal Republic of Germany and the Treuhandanstalt denominated in Euro.

German Government Guaranteed GC Basket

The German Government Guaranteed GC Basket encompasses government guaranteed debt securities from Germany.

German Jumbo GC Basket

The German Jumbo GC Basket encompasses Jumbo Pfandbriefe of German issuers as well as Asset Covered Securities (ACS) issued by mortgage banks and credit institutions subject to public law.

German Laender 10 Years Bond GC Basket

The German Laender 10 Years Bond GC Basket encompasses Euro denominated public authorities Germany bonds (e.g. German State Bonds (Länderanleihen)) with a remaining maturity of up to 10 years. The issuing volume of the bonds shall amount to at least 100 million Euros. 

German Laender GC Basket

The German Laender GC Basket encompasses public authorities Germany bonds (e.g. German State Bonds (Länderanleihen)).

German Pfandbrief GC Basket

The German Pfandbrief GC Basket encompasses Pfandbriefe of German issuers.

German 10 Year GC Basket

The German 10 Year GC Basket encompasses debt securities of the Federal Republic of Germany and the Treuhandanstalt with a remaining term of up to 10 years.

Green Bond GC Basket

The Green Bond GC Basket encompasses Euro denominated debt securities that are issued in adherence with guidelines for Green Bonds as sustainable bonds of renewable energies or sustainable waste management or preservation of biodiversity or sustainable land utilization etc. and classified as Green Bond by the data provider WM Datenservice. The issuing volume of the bonds shall amount to at least 100 million Euros.

Green Bond HQ 10 Years GC Basket

The Green Bond HQ 10 Years GC Basket encompasses Euro denominated debt securities of European countries and supranational issuers with a remaining maturity of up to 10 years that are issued in adherence with guidelines for Green Bonds as sustainable bonds of renewable energies or sustainable waste management or preservation of biodiversity or sustainable land utilization etc. and classified as Green Bond by the data provider WM Datenservice according to its database. The issuing volume of the bonds shall amount to at least 100 million Euros and have a minimum rating of A-/A3. In addition, the Green Bond HQ 10 Years GC Basket consists of any securities admitted for collateralisation of open market operations (eligible assets database / (E.A.D. List) by the European Central Bank (ECB).

Green Bond HQ GC Basket

The Green Bond HQ GC Basket encompasses Euro denominated debt securities of European countries and supranational issuers that are issued in adherence with guidelines for Green Bonds as sustainable bonds of renewable energies or sustainable waste management or preservation of biodiversity or sustainable land utilization etc. and classified as Green Bond by the data provider WM Datenservice according to its database. The issuing volume of the bonds shall amount to at least 100 million Euros and have a minimum rating of A-/A3. In addition, the Green Bond HQ GC Basket consists of any securities admitted for collateralisation of open market operations (eligible assets database / (E.A.D. List) by the European Central Bank (ECB).

Italian Government 10 Years Bond GC Basket

The Italian 10 Years Bond GC Basket encompasses debt securities of the Italian Republic with a remaining term of up to 10 years.

Italian Government Bond GC Basket

The Italian Government GC Basket encompasses debt securities of the Italian Republic.

KfW GC Basket

The KfW GC Basket encompasses bonds denominated in Euro of the Kreditanstalt für Wiederaufbau (Reconstruction Loan Corporation – Corporation under public law of the Federal Republic of Germany).

KfW 10 Years Bond GC Basket

The KfW 10 Years Bond GC Basket encompasses bonds denominated in Euro and issued by the Kreditanstalt für Wiederaufbau (Reconstruction Loan Corporation – Corporation under public law of the Federal Republic of Germany) with a remaining term of up to 10 years.

Portuguese Government Bond GC Basket

The Portuguese Government Bond GC Basket encompasses Euro denominated debt securities of the Republic of Portugal.

Spanish Government GC Basket

The Spanish Government GC Basket encompasses debt securities of the Kingdom of Spain.

Spanish 5 Years Bond GC Basket

The Spanish 5 Years Bond GC Basket encompasses debt securities of the Kingdom of Spain with a remaining term of up to 5 years.

Spanish 10 Years Bond GC Basket

The Spanish 10 Years Bond GC Basket encompasses Euro denominated debt securities of the Kingdom of Spain with a remaining maturity of up to 10 years.

UK GILT GC Basket

The UK GILT GC Basket encompasses debt securities of the United Kingdom and Ireland.