Cash Currencies

CHF, EUR, USD, GBP

Basket Standards

Based on the Eligible Assets Database (EAD) the GC Pooling® ECB Basket covers approximately 3,000 ECB eligible securities. The basket composition is adapted to LCR Level 1 criteria. This basket enables the re-use of received collateral for refinancing within the framework of ECB/Bundesbank open market operations, the GC Pooling® market and Eurex Clearing Margining (possible for customers with Xemac access).

ISIN

DE000A0AE077

Basket Collateral

• Central Banks
• Central Governments
• Regional/Local Governments
• Supranational

Traditional and Jumbo "Pfandbriefe"-style instruments of

• Credit Institutions
• Agency Credit Institutions

Assets rated below "A-/A3" are not eligible. Covered bonds must have a minimum rating of AA- and fulfill the LCR HQLA requirements.

Countries

Location of the bond issuance:

Austria, Belgium, Finland, France, Germany, Ireland (only IG2 securities), Netherlands, Slovakia, Slovenia and international Eurobonds (XS ISINs)

Bond issuer must be established:

In the European Economic Area (EEA) or in one of the non-EEA G10 countries (i.e. USA, Canada, Japan or Switzerland)

Cash Currencies

CHF, EUR, USD, GBP

Basket Standards

Based on the Eligible Assets Database (EAD) the GC Pooling® ECB EXTended Basket covers around 14,000 ECB eligible securities. This basket enables the re-use within the GC Pooling Market and the Eurex Clearing Margining process.

ISIN

DE000A0WKKX2

Basket Collateral

Instruments of

• Central Banks
• Central Governments
• Regional/Local Governments
• Supranational

Traditional and Jumbo "Pfandbriefe"-style instruments of

• Credit Institutions
• Agency Credit Institutions
• Corporate and other issuers

Instruments of

• Credit Institutions
• Agency Credit Institutions
• Agency - Non Credit Institutions
• Corporate and other issuers

Assets rated below "BBB-/Baa3" are not eligible.

Countries

Location of the bond issuance:

Austria, Belgium, Finland, France, Germany, Ireland, Italy, Luxembourg, Malta, Slovakia, Slovenia, Spain, The Netherlands and international Eurobonds (XS ISINs)

Bond issuer must be established:

In the European Economic Area (EEA) or in one of the non-EEA G10 countries (i.e. USA, Canada, Japan or Switzerland)

Cash Currency

CHF, EUR, USD, GBP

Basket Standards

Based on the Admissible Securities list of Eurex Clearing AG. This basket contains securities from public and supranational issuers and covers around 2,000 eligible securities. It enables the re-use within the GC Pooling Market and the Eurex Clearing Margining process.

ISIN

DE000A1PHUP5

Basket Collateral

Around 2,000 instruments of

• Central Governments
• Supranationals
• Credit Institutions
• Regional Governments

Assets rated below "AA-/Aa3" are not eligible (worst rating applied).

The bonds eligible for the GC Pooling INT MXQ basket may be denominated in AUD, CAD, CHF, DKK, EUR (only non-ECB eligible), GBP, JPY, NOK, SEK and USD.

Sovereign Issuers

Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Japan, Luxembourg, Netherlands, Norway, Sweden, Switzerland, United Kingdom and United States of America*.

*Currently no US bonds included due to FATCA and tax form issues, incorporation after prior notice

Supranational Issuers

Council of Europe Development Bank, European Bank for Reconstruction and Development, European Investment Bank, World Bank (International Bank for Reconstruction and Development), Inter-American Development Bank, Nordic Investment Bank, International Finance Corporation.

Cash Currencies

EUR, CHF, USD, GBP

Basket Standards

The GC Pooling® Equity Basket is defined by the European benchmark indexes AEX25®, CAC40®, DAX® and EURO STOXX50®. This basket enables the re-use within the GC Pooling® Equity market and Eurex Clearing Margining (possible for customers with Xemac access).

ISIN

DE000A1EZNP6

Basket Collateral

• Around 100 equities of AEX25®, CAC40®, DAX® and EURO STOXX50®

Countries

Europe

Cash Currencies

EUR

Basket Standards

The GC Pooling CTD Germany Basket will contain German Government Bonds as deliverables of the next 3 Future expiries and will be automatically updated in case of an inclusion or exclusion of a deliverable security. The re-use of allocated collateral will not be allowed towards Bundesbank or Banque Centrale du Luxembourg as well as Eurex Clearing. Nevertheless, the collateral giver / cash taker will be able to substitute collateral as in other GC Pooling baskets as of today. 

ISIN

DE000A1PHUN0

Basket Collateral

• Instruments of Central Government Germany that are physically deliverable for German fixed income futures (FGBL, FGBM, FGBS, FGBX).

Countries

Bond issuer is Germany.

Cash Currencies

EUR

Basket Standards

The GC Pooling CTD France Basket will contain French Government Bonds as deliverables of the next 3 Future expiries and will be automatically updated in case of an inclusion or exclusion of a deliverable security. The re-use of allocated collateral will not be allowed towards Bundesbank or Banque Centrale du Luxembourg as well as Eurex Clearing. Nevertheless, the collateral giver / cash taker will be able to substitute collateral as in other GC Pooling baskets as of today.

ISIN

DE000A2GG7V0

Basket Collateral

Instruments of Central Government France that are physically deliverable for French fixed income futures (FOAM and FOAT).

Countries

Bond issuer is France.

Cash Currencies

EUR

Basket Standards

The GC Pooling CTD Italy Basket will contain Italian Government Bonds as deliverables of the next 3 Future expiries and will be automatically updated in case of an inclusion or exclusion of a deliverable security. The re-use of allocated collateral will not be allowed towards Bundesbank or Banque Centrale du Luxembourg as well as Eurex Clearing. Nevertheless, the collateral giver / cash taker will be able to substitute collateral as in other GC Pooling baskets as of today.

ISIN

DE000A2GG7W8

Basket Collateral

Instruments of Central Government Italy that are physically deliverable for Italian fixed income futures (FBTS, FBTM and FBTP).

Countries

Bond issuer is Italy.