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Repo Baskets

Repo Baskets

GC Trading offered by Eurex Repo GmbH is based on the securities listed in specifically defined baskets. Therefore, only securities depicted in the published files can be delivered for GC trades.

Please Note: "Last Trading Day" means the last possible settlement day (term leg). Until this day you may set repurchase dates. The last trade can therefore be done as an overnight trade one business day before the "Last Trading Day".

Eurex Clearing Margin Parameters, Margin Groups and Margin Class

The Eurex Clearing Margin Parameter, Margin Group association and Margin Class for each individual security is available on Eurex Clearing`s webpage. Please open the file "Margin Parameters for Bonds and Repos" which is updated on a daily basis.

 

Specifications GC Baskets

Specifications GC Baskets

Specifications Specials

Specifications Specials

 
 

Name

Effective date

File

High Level Basket Composition

May 2020

PDF