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Repo Baskets

Repo Baskets

GC Trading on Eurex Repo is based on the content of these baskets. Therefore, only securities listed in the published files can be delivered for GC trades.

Please Note: "Last Trading Day" means the last possible settlement day (term leg). Until this day you may set repurchase dates. The last trade can therefore be done as an overnight trade one business day before the "Last Trading Day".

Haircuts

The respective haircuts can be found under risk management . Please open the file "Margin Parameters for Bonds and Repos" which is updated on a daily basis.

 

 

Specifications GC Baskets

Agency GC Basket

The Agency GC Basket encompasses debt securities of the European Investment Bank and the Caisse d’Amortissement de la Dette Sociale (CADES).

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.

Dutch Government GC Basket

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

EFSF GC Basket

The EFSF GC Basket encompasses bonds of special purpose entities of the European Economic and Monetary Union within the framework of the European Stability Mechanism (ESM) and the European Financial Stabilization Facility (EFSF).

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.

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 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.

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.

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.

UK GILT GC Basket

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

Specifications Specials

Special Basket

The Special GC Basket encompasses all securities from the Eurex Repo GC baskets as well as additional securities excluded DE bonds.

Special DE Basket

The Special GC Basket encompasses all DE bonds from the Eurex Repo GC baskets as well as additional bonds with ISIN prefix DE.

Special GB Basket

The Special GC Basket encompasses GB bonds from the Eurex Repo GC baskets as well as additional bonds with ISIN prefix GB.