COSI Collateral

The condition for collateralization is the availability of relevant prices (fair value price, bond floor, and/or required capital protection level). Two categories of collaterals can be provided:

Securities Collateral

Collateralized Structured Instruments transactions on the Eurex Collateralization Market are based on the content of a specific basket (COSI GC Basket). Therefore, only securities listed in this basket can be delivered.

• The Collateral Secured Instrument GC Basket (COSI GC Basket) is the umbrella basket for the following sub baskets:
• Equities of the main indices (shares represented in recognized stock indices)
• SNB GC (all Swiss National Bank eligible Collateral)
• EEAFI GC (European Economy Area Fixed Income GC Basket): sub set of European Central Bank (ECB) eligible Collateral

Cash Collateral

In addition to securities collateral, cash in the following currencies may be used for collateralization of the loans:

• USD, EUR, GBP, CHF, JPY: without interest payments

Detailed information can be found in Product Specification.