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GC Pooling Baskets

GC Pooling Baskets

 

GC Pooling® ECB Basket

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, Germany,The Netherlands, France, 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)

GC Pooling® ECB EXTended Basket

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, Cyprus, Finland, France, Germany, Ireland, Italy, 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)

GC Pooling® INT MXQ Basket

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 2,600 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 Banks
  • 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.

Eligible Issuers / Central Banks

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

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.

GC Pooling® Equity Basket

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

 
 
 
NameBasket definitionEffective dateFile
GC PoolingBasket DefinitionJune 2016PDF
  • 24 May 2017

    GCP ECB Basket (CSV)

    Symbol: ECBGC

    ISIN: DE000A0AE077

    WKN: A0AE07

    Owner: Eurex Repo

    Download
  • 24 May 2017

    GCP ECB Basket (XLS)

    Symbol: ECBGC

    ISIN: DE000A0AE077

    WKN: A0AE07

    Owner: Eurex Repo

    Download
  • 24 May 2017

    GCP ECB X Basket (CSV)

    Symbol: ECBXGC

    ISIN: DE000A0WKKX2

    WKN: A0WKKX

    Owner: Eurex Repo

    Download
  • 24 May 2017

    GCP ECB X Basket (XLS)

    Symbol: ECBXGC

    ISIN: DE000A0WKKX2

    WKN: A0WKKX

    Owner: Eurex Repo

    Download
  • 24 May 2017

    GCP Equity Basket (CSV)

    Symbol: EQGC

    ISIN: DE000A1EZNP6

    WKN: A1EZNP

    Owner: Eurex Repo

    Download
  • 24 May 2017

    GCP Equity Basket (XLS)

    Symbol: EQGC

    ISIN: DE000A1EZNP6

    WKN: A1EZNP

    Owner: Eurex Repo

    Download
  • 24 May 2017

    GCP INT MXQ Basket (CSV)

    Symbol: GCPINT

    ISIN: DE000A1PHUP5

    WKN: A1PHUP

    Owner: Eurex Repo

    Download
  • 24 May 2017

    GCP INT MXQ Basket (XLS)

    Symbol: GCPINT

    ISIN: DE000A1PHUP5

    WKN: A1PHUP

    Owner: Eurex Repo

    Download