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SecLend Instruments

Instruments

SecLend Market 

CCP eligible Loan Securities

  • Equities: HDAX, SMI and SMIM
  • Fixed Income: European Government Bonds, Corporate Bonds, Covered Bonds

CCP eligible Principal Collateral

 

Non-Cash Collateral

The Lending CCP eligibility profile includes the following asset classifications:

  • Central Government Bond Issues
  • Supranational Issuers
  • ECB-eligible Non-Central Government Bonds & Corporate Bonds as announced by ECB in the EAD list
    • EUR, CHF, DEM denominated
    • Ratings: AAA to BBB (ratings as assigned in the environment of Clearstream and Euroclear apply)
    • Structured Bonds e.g. ABS, MBS, covered bonds are excluded
  • Equities - selected indexes from European, Asia Pacific and North America
  • ETFs – selected ISINs

The Eurex Clearing eligibility profile is applied by Tri-party Collateral Agents to select the Principal Collateral assets at the Tri-party Collateral Agent's environment for the Lending CCP service.

Standardized principal collateral baskets

Eurex Repo recommends four standardized baskets which are aligned with the GC Pooling baskets:

These baskets can only be set up with Clearstream Banking as Tri-party Collateral Agent.

Depending on the number of participants using these baskets, it is intended to launch an anonymous trading segment within the SecLend Market.

Cash Collateral

EUR and USD

For more information about SecLend Market

Eurex Repo | Sales & Relationship Management

Frankfurt/London/Paris

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