Eurex Repo Market

Indices

Based on the transactions of Eurex Repo several indices are calculated to serve the secured money market.

Reference rates: GC Pooling Market


STOXX® GC Pooling Index Family

STOXX calculates indices for each available fixed income basket (ECB basket and ECB EXTended basket) and the following standard terms: Overnight (ON), TomNext (TN), SpotNext (SN). Each index has two versions: Volume-weighted average rate & total volume.

The following indices are available:

STOXX® GC Pooling EUR ON Index

STOXX® GC Pooling EUR ON Index Volume

STOXX® GC Pooling EUR Extended ON Index

STOXX® GC Pooling EUR Extended ON Index Volume

STOXX® GC Pooling EUR TN Index

STOXX® GC Pooling EUR TN Index Volume

STOXX® GC Pooling EUR Extended TN Index

STOXX® GC Pooling EUR Extended TN Index Volume

STOXX® GC Pooling EUR SN Index

STOXX® GC Pooling EUR SN Index Volume

STOXX® GC Pooling EUR Extended SN Index

STOXX® GC Pooling EUR Extended SN Index Volume

STOXX® GC Pooling EUR Funding Rate

STOXX® GC Pooling EUR Funding Rate Volume

STOXX® GC Pooling EUR Deferred Funding Rate

STOXX® GC Pooling EUR Deferred Funding Rate Volume

STOXX® GC Pooling EUR 1 Week Index

STOXX® GC Pooling EUR 1 Week Index Volume

STOXX® GC Pooling EUR 2 Week Index

STOXX® GC Pooling EUR 2 Week Index Volume

STOXX® GC Pooling EUR 1 Month Index

STOXX® GC Pooling EUR 1 Month Index Volume

STOXX® GC Pooling EUR 3 Month Index

STOXX® GC Pooling EUR 3 Month Index Volume

STOXX® GC Pooling EUR 6 Month Index

STOXX® GC Pooling EUR 6 Month Index Volume

STOXX® GC Pooling EUR 9 Month Index

STOXX® GC Pooling EUR 9 Month Index Volume

STOXX® GC Pooling EUR 12 Month Index

STOXX® GC Pooling EUR 12 Month Index Volume

STOXX® GC Pooling EUR Deposit Index

STOXX® GC Pooling EUR Investable Deposit Index


Market Status

XEUR

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message. 

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.