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There is a flat securities collateral fee of 17.5 basis points that applies to the relevant balances of securities collateral.
The security collateral fee is calculated on a daily basis per collateral pool and reported in the CB235 - Daily Security Collateral Fee Statement. The security collateral fee is part of the Eurex Clearing invoice for clearing and services and settled monthly.
The security collateral fee for securities delivered to cover disclosed client-related OTC interest rate derivatives transactions is only 1.5 basis points.
The security collateral fee for securities booked on an Internal ISA Direct Margin Account is 8.75 bps.
The service fees (security collateral fees) applicable to Eligible Margin Assets delivered in the form of securities to Eurex Clearing AG are set out in Number 9.2 of the Eurex Clearing AG Price List.