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Indices

Indices

Based on the transactions of Eurex Repo several indices are calculated to serve the secured money market.

Reference rates: GC Pooling Market

STOXX® GC Pooling Index Family

STOXX calculates indices for each available fixed income basket (ECB basket and ECB EXTended basket) and the following standard terms: Overnight (ON), TomNext (TN), SpotNext (SN). Each index has two versions: Volume-weighted average rate & total volume.

The following indices are available:

STOXX® GC Pooling EUR ON IndexSTOXX® GC Pooling EUR ON Index Volume
STOXX® GC Pooling EUR Extended ON IndexSTOXX® GC Pooling EUR Extended ON Index Volume
STOXX® GC Pooling EUR TN IndexSTOXX® GC Pooling EUR TN Index Volume
STOXX® GC Pooling EUR Extended TN IndexSTOXX® GC Pooling EUR Extended TN Index Volume
STOXX® GC Pooling EUR SN IndexSTOXX® GC Pooling EUR SN Index Volume
STOXX® GC Pooling EUR Extended SN IndexSTOXX® GC Pooling EUR Extended SN Index Volume
STOXX® GC Pooling EUR Funding RateSTOXX® GC Pooling EUR Funding Rate Volume
STOXX® GC Pooling EUR Deferred Funding RateSTOXX® GC Pooling EUR Deferred Funding Rate Volume
STOXX® GC Pooling EUR 1 Week IndexSTOXX® GC Pooling EUR 1 Week Index Volume
STOXX® GC Pooling EUR 2 Week IndexSTOXX® GC Pooling EUR 2 Week Index Volume
STOXX® GC Pooling EUR 1 Month IndexSTOXX® GC Pooling EUR 1 Month Index Volume
STOXX® GC Pooling EUR 3 Month IndexSTOXX® GC Pooling EUR 3 Month Index Volume
STOXX® GC Pooling EUR 6 Month IndexSTOXX® GC Pooling EUR 6 Month Index Volume
STOXX® GC Pooling EUR 9 Month IndexSTOXX® GC Pooling EUR 9 Month Index Volume
STOXX® GC Pooling EUR 12 Month IndexSTOXX® GC Pooling EUR 12 Month Index Volume
STOXX® GC Pooling EUR Deposit Index 
STOXX® GC Pooling EUR Investable Deposit Index