EEA FI GC

European Economic Area Fixed Income GC Basket / EEA FI GC as of Sep 1st, 2008

The individual securities of the EEA FI GC basket will be published on the CHF Repo trading screen. Go to menu and select: Tools > Basket > Securities


Key criteria
Credit rating standards	Minimum Rating: A- / A3 (the minimum rating must be at least one of the rating agencies Moody's, S&P or Fitch) Based on the ECB guideline only the following asset liquidity categories are included in the basket: Category I. Central government debt instruments, debt instruments issued by central banks Category II: Local and regional debt instruments, Jumbo covered bank bonds, agency dept instruments, supranational dept instruments Category III: Traditional covered bank bonds, debt instruments issued by corporate and other issuers
Currency	Euro
Min. issue size	EUR 200 million
Place of Settlement	SIX SIS
Type of assets	ECB eligible securities
Remarks	Please note that this basket cannot be used for repo transactions in conjunction with the Swiss National Bank SNB. For settlement and tax reasons Italian, Portuguese, Securities with US ISIN prefix and/or issuer domicile US securities are not included in the new basket. No haircuts will be applied to this basket. The basket is also tradable in the Eurex SecLend Market.