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
Minimum rating requirement
Assets rated below "A-/A3" 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
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
Minimum rating requirement
Eligible Issuers
Please see the GC Pooling Basket Definition (Annex 1) on GC Pooling Baskets (eurex.com)
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
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) | September 2023 | Download PDF |
29 Sep 2023
29 Sep 2023
29 Sep 2023
29 Sep 2023
29 Sep 2023
29 Sep 2023
29 Sep 2023
29 Sep 2023
29 Sep 2023
29 Sep 2023
29 Sep 2023
29 Sep 2023
29 Sep 2023
29 Sep 2023
Market Status ⓘ
XEUR
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