GC Pooling Baskets

GC Pooling by Eurex Repo GmbH offers different pre-defined baskets for trading. The respective components and haircuts are listed in the files below.


Cash Currencies

CHF, EUR, USD, GBP

Basket Standards

The GC Pooling® ECB Basket is based on the Eligible Assets Database (EAD) by ECB and 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 the Eurex Clearing Margining process.

ISIN

DE000A0AE077

Basket Collateral

  • Central Banks
  • Central Governments
  • Regional/Local Governments
  • Supranationals
  • Corporate and other Issuers
  • Credit Institutions
  • Agencies (Credit and Non-Credit Institutions)
  • Financial Corporations other than Credit Institutions
  • Public Corporations

Minimum rating requirement

Assets rated below "A-/A3" are not eligible (worst rating applied)


Country of Location

Austria (CLAT), Belgium (CLBE), Finland (CLFI), France (CLFR), Germany (CLDE), Luxembourg (CLBL – Eurobonds; CLLU), Netherlands (CLNL), Slovakia (CLSK), Slovenia (CLSI)


Cash Currencies

CHF, EUR, USD, GBP

Basket Standards

The GC Pooling® ECB EXTended Basket is based on the Eligible Assets Database (EAD) by ECB and covers around 10,000 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
  • Supranationals
  • Corporate and other Issuers
  • Credit Institutions
  • Agencies (Credit and Non-Credit Institutions)
  • Financial Corporations other than Credit Institutions
  • Public Corporations

Minimum rating requirement

  • For government bonds only: the second lowest rating needs to be at least “BBB-/Baa3” or higher.
  • For non-government bonds: the lowest rating needs to be at least “BBB-/Baa3” or higher.


Country of Location

Austria (CLAT), Belgium (CLBE), Czech Republic (CLCZ), Denmark (CLDK), Finland (CLFI), France (CLFR), Germany (CLDE), Italy (CLIT), Luxembourg (CLBL – Eurobonds; CLLU), Netherlands (CLNL), Portugal (CLPT), Slovakia (CLSK), Slovenia (CLSI), Spain (CLES)


Cash Currency

CHF, EUR, USD, GBP

Basket Standards

The GC Pooling® INT MXQ Basket is based on the Admissible Securities list of Eurex Clearing AG. This basket contains securities from public and supranational issuers and covers around 1,500 eligible securities. It enables the re-use within the GC Pooling® Market and the Eurex Clearing Margining process.

ISIN

DE000A1PHUP5

Basket Collateral

Instruments of

  • Central Governments
  • Supranationals
  • Credit Institutions
  • Agencies

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.

Minimum rating requirement

Assets rated below "AA-/Aa3" are not eligible (worst rating applied).

Eligible Issuers

Please see the GC Pooling Basket Definition (Annex 1) on GC Pooling Baskets (eurex.com)


Cash Currencies

EUR, CHF, USD, GBP

Basket Standards

The GC Pooling® Equity Basket is defined by the European benchmark indexes AEX25®, CAC40®, DAX40® and EURO STOXX50®. This basket enables the re-use within the GC Pooling® Equity basket and the Eurex Clearing Margining process.

ISIN

DE000A1EZNP6

Basket Collateral

Around 100 equities of AEX25®, CAC40®, DAX40® and EURO STOXX50®


Cash Currencies

EUR

Basket Standards

The GC Pooling® CTD Germany Basket will contain German Government Bonds as deliverables of the next 3 Future expiries and will be automatically updated in case of an inclusion or exclusion of a deliverable security. The re-use of allocated collateral will not be allowed towards Bundesbank or Banque Centrale du Luxembourg as well as Eurex Clearing. Nevertheless, the collateral giver / cash taker will be able to substitute collateral as in other GC Pooling® baskets as of today. 

ISIN

DE000A1PHUN0

Basket Collateral

Instruments of Central Government Germany that are physically deliverable for German fixed income futures (FGBL, FGBM, FGBS, FGBX).


Cash Currencies

EUR

Basket Standards

The GC Pooling® CTD France Basket will contain French Government Bonds as deliverables of the next 3 Future expiries and will be automatically updated in case of an inclusion or exclusion of a deliverable security. The re-use of allocated collateral will not be allowed towards Bundesbank or Banque Centrale du Luxembourg as well as Eurex Clearing. Nevertheless, the collateral giver / cash taker will be able to substitute collateral as in other GC Pooling® baskets as of today.

ISIN

DE000A2GG7V0

Basket Collateral

Instruments of Central Government France that are physically deliverable for French fixed income futures (FOAM and FOAT).


Cash Currencies

EUR

Basket Standards

The GC Pooling® CTD Italy Basket will contain Italian Government Bonds as deliverables of the next 3 Future expiries and will be automatically updated in case of an inclusion or exclusion of a deliverable security. The re-use of allocated collateral will not be allowed towards Bundesbank or Banque Centrale du Luxembourg as well as Eurex Clearing. Nevertheless, the collateral giver / cash taker will be able to substitute collateral as in other GC Pooling® baskets as of today.

ISIN

DE000A2GG7W8

Basket Collateral

Instruments of Central Government Italy that are physically deliverable for Italian fixed income futures (FBTS, FBTM and FBTP).



Name

Effective date

File

GC Pooling Basket Definition (Annex 1)

Dec 2021

PDF


30 Nov 2022

GCP CTD France Basket (CSV)

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Symbol
CTDFRA
ISIN
DE000A2GG7V0
WKN
A2GG7V
Owner
Eurex Repo

30 Nov 2022

GCP CTD France Basket (XLS)

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Symbol
CTDFRA
ISIN
DE000A2GG7V0
WKN
A2GG7V
Owner
Eurex Repo

30 Nov 2022

GCP CTD Germany Basket (CSV)

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Symbol
CTDGER
ISIN
DE000A1PHUN0
WKN
A1PHUN
Owner
Eurex Repo

30 Nov 2022

GCP CTD Germany Basket (XLS)

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Symbol
CTDGER
ISIN
DE000A1PHUN0
WKN
A1PHUN
Owner
Eurex Repo

30 Nov 2022

GCP CTD Italy Basket (CSV)

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Symbol
CTDITA
ISIN
DE000A2GG7W8
WKN
A2GG7W
Owner
Eurex Repo

30 Nov 2022

GCP CTD Italy Basket (XLS)

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Symbol
CTDITA
ISIN
DE000A2GG7W8
WKN
A2GG7W
Owner
Eurex Repo

30 Nov 2022

GCP ECB Basket (CSV)

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Symbol
ECBGC
ISIN
DE000A0AE077
WKN
A0AE07
Owner
Eurex Repo

30 Nov 2022

GCP ECB Basket (XLS)

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Symbol
ECBGC
ISIN
DE000A0AE077
WKN
A0AE07
Owner
Eurex Repo

30 Nov 2022

GCP ECB X Basket (CSV)

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Symbol
ECBXGC
ISIN
DE000A0WKKX2
WKN
A0WKKX
Owner
Eurex Repo

30 Nov 2022

GCP ECB X Basket (XLS)

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Symbol
ECBXGC
ISIN
DE000A0WKKX2
WKN
A0WKKX
Owner
Eurex Repo

30 Nov 2022

GCP Equity Basket (CSV)

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Symbol
EQGC
ISIN
DE000A1EZNP6
WKN
A1EZNP
Owner
Eurex Repo

30 Nov 2022

GCP Equity Basket (XLS)

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Symbol
EQGC
ISIN
DE000A1EZNP6
WKN
A1EZNP
Owner
Eurex Repo

30 Nov 2022

GCP INT MXQ Basket (CSV)

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Symbol
GCPINT
ISIN
DE000A1PHUP5
WKN
A1PHUP
Owner
Eurex Repo

30 Nov 2022

GCP INT MXQ Basket (XLS)

Download
Symbol
GCPINT
ISIN
DE000A1PHUP5
WKN
A1PHUP
Owner
Eurex Repo

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XEUR

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