EUR-denominated debt securities of the Federal Republic of Germany and the Treuhandanstalt.

EUR-denominated debt securities of the Federal Republic of Germany and the Treuhandanstalt with a remaining term up to 10 years.

EUR-denominated Jumbo-Pfandbriefe of German issuers as well as Asset Covered Securities (ACS) issued by mortgage banks and credit institutions subject to public law with a minimum issuing volume of EUR 500 million and a minimum rating of AA from Standard & Poor's Ratings Services for "Senior Unsecured Debt", Aa2 from Moody's Investors Services, Inc. for "Long-term Senior Debt" or AA from Fitch, Inc. for "International Long-Term Credit". In case of differing ratings the lower valuation applies.

EUR-denominated public authorities bonds (for example German Federal State Bonds – Länderanleihen) and bonds of corporations under public law (for example Reconstruction Loan Corporation – Kreditanstalt für Wiederaufbau) of the Federal Republic of Germany.

EUR-denominated debt securities of the European Investment Bank and the Caisse d’Amortissement de la Dette Sociale (CADES).

EUR-denominated debt securities of Austria, Belgium, Finland, France, Ireland, Italy, Luxembourg, Netherlands, Portugal, and Spain.

EUR-denominated mortgage bonds or respectively debt securities that are covered similar to mortgage bonds of European issuers: Cédulas Hipotecarias, Cédulas Territoriales, Obligatións Foncières, covered bonds of the HBOS PLC Group (HBOS), of Northern Rock plc, and of Kommunalkredit AG with a minimum issuing volume of EUR 500 million and a minimum rating of AA from Standard & Poor's Ratings Services for "Senior Unsecured Debt", Aa2 from Moody's Investors Services, Inc. for "Long-Term Senior Debt" or AA from Fitch, Inc. for "International Long-Term Credit". In case of differing ratings the lower valuation applies.

EUR-denominated covered and uncovered debt securities of European companies and uncovered debt securities of European financial institutions with a minimum issuing volume of EUR 100 million and a minimum rating of A from Standard & Poor's Ratings Services for "Senior Unsecured Debt", A3 from Moody's Investor Services, Inc. for "Long-Term Senior Debt" or A from Fitch, Inc. for "International Long-Term Credit". In case of differing ratings the lower valuation applies.

Bonds of supranational institutions and bonds of state agencies with a minimum issuing volume of EUR 1 billion.*

* For these bonds a minimum rating of AA- from Standard & Poor's Ratings Services or Aa3 from Moody's Investor Services, Inc. is required.

EUR Special
All securities contained in the respective baskets can also be traded "Special".

Euro GC Pooling Segment
Euro GC ECB Basket
Approximately 8,000 ECB eligible securities for collaterized funding.

Contract Value
Minimum of EUR 1 million or a multiple thereof.

Settlement
Delivery versus payment.

Price Quotation
In percent, with a maximum of three decimal places.

Contract Types GC Basket Segment:
ON, TN, SN, CN, C1W, 1W, 2W, 3W, 1M, 2M, 3M, 6M, 9M, 12M, MAR, JUN, SEP, DEC, Non Standard.

Contract Types Special Segment:
Defined by the trader.

Contract Types Euro GC Pooling Segment:
Overnight (EGC POOL ON), TomorrowNext (EGC POOL TN), SpotNext (EGC POOL SN), OneWeekTender (EGC POOL TENDER), SpotTerm (EGC POOL SPOT TERM).

Daily Settlement Price
Close of previous day.

Cut-off Dates for Overnight Repo
O/N Repo external (Settlement between Clearstream and Euroclear) 10:30 CET.
O/N Repo internal (Settlement within Clearstream or within Euroclear) 15:30 CET.

Trading Hours
07:30–18:00 CET.