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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

Agency GC Basket

The Agency GC Basket encompasses debt securities of the European Investment Bank and the Caisse d’Amortissement de la Dette Sociale (CADES).

Austrian Government GC Basket

The Austrian Government GC Baskets encompasses debt securities of the Republic of Austria.

Belgian Government GC Basket

The Belgian Government GC Baskets encompasses debt securities of the Kingdom of Belgium.

Dutch Government GC Basket

The Dutch Government GC Baskets encompasses debt securities of the Kingdom of the Netherlands.

EFSF and ESM 10 Years Bond GC Basket

The EFSF and ESM 10 Years Bond GC Basket encompasses bonds denominated in Euro of special purpose entities of the European Economic and Monetary Union within the framework of the European Stability Mechanism (ESM), especially the European Financial Stabilization Facility (EFSF) with a remaining maturity of up to 10 years.

EFSF GC Basket

The EFSF GC Basket encompasses bonds of special purpose entities of the European Economic and Monetary Union within the framework of the European Stability Mechanism (ESM) and the European Financial Stabilization Facility (EFSF).

EIB GC Basket

The EIB GC Basket encompasses (bonds denominated) in Euro and debt securities of the European Investment Bank.

EIB 10 Years Bond GC Basket

The EIB 10 Years Bond GC Basket encompasses bonds denominated in Euro and debt securities of the European Investment Bank with a remaining term of up to 10 years.

European Corporate Bond GC Basket

The European Corporate Bond GC Basket encompasses covered and uncovered debt securities of European issuers (non-financial institutions), uncovered debt securities of European financial institutions as well as covered and uncovered Euro bonds.

European Covered Bond GC Basket

The European Covered Bond GC Basket encompasses mortgage bonds or respectively debt securities that are covered similar to mortgage bonds of European issuers which are denominated in Euro.

European Government GC Basket

The European Government GC Basket encompasses European government bonds.

European Government Guaranteed GC Basket

The European Government Guaranteed GC Basket encompasses European government guaranteed debt securities.

Finnish Government GC Basket

The Finnish Government GC Baskets encompasses debt securities of the Republic of Finland.

French Covered Bond GC Basket

The French Covered Bond GC Basket encompasses Pfandbriefe or bonds which are covered similar to Pfandbriefe of French issuers.

French Government GC Basket

The French Government GC Baskets encompasses debt securities of the French Republic.

French 10 Years Bond GC Basket

The French 10 Years Bond GC Basket encompasses debt securities of the French Republic with a remaining term of up to 10 years.

German Corporate Bond GC Basket

The German Corporate Bond GC Basket encompasses covered and uncovered debt securities of German issuers (non-financial institutions) as well as uncovered debt securities of German financial institutions.

German GC Basket

The German GC Baskets encompasses debt securities of the Federal Republic of Germany and the Treuhandanstalt denominated in Euro.

German Government Guaranteed GC Basket

The German Government Guaranteed GC Basket encompasses government guaranteed debt securities from Germany.

German Jumbo GC Basket

The German Jumbo GC Basket encompasses Jumbo Pfandbriefe of German issuers as well as Asset Covered Securities (ACS) issued by mortgage banks and credit institutions subject to public law.

German Laender 10 Years Bond GC Basket

The German Laender 10 Years Bond GC Basket encompasses Euro denominated public authorities Germany bonds (e.g. German State Bonds (Länderanleihen)) with a remaining maturity of up to 10 years. The issuing volume of the bonds shall amount to at least 100 million Euros. 

German Laender GC Basket

The German Laender GC Basket encompasses public authorities Germany bonds (e.g. German State Bonds (Länderanleihen)).

German Pfandbrief GC Basket

The German Pfandbrief GC Basket encompasses Pfandbriefe of German issuers.

German 10 Year GC Basket

The German 10 Year GC Basket encompasses debt securities of the Federal Republic of Germany and the Treuhandanstalt with a remaining term of up to 10 years.

Italian Government 10 Years Bond GC Basket

The Italian 10 Years Bond GC Basket encompasses debt securities of the Italian Republic with a remaining term of up to 10 years.

Italian Government Bond GC Basket

The Italian Government GC Basket encompasses debt securities of the Italian Republic.

KfW GC Basket

The KfW GC Basket encompasses bonds denominated in Euro of the Kreditanstalt für Wiederaufbau (Reconstruction Loan Corporation – Corporation under public law of the Federal Republic of Germany).

KfW 10 Years Bond GC Basket

The KfW 10 Years Bond GC Basket encompasses bonds denominated in Euro and issued by the Kreditanstalt für Wiederaufbau (Reconstruction Loan Corporation – Corporation under public law of the Federal Republic of Germany) with a remaining term of up to 10 years.

Portuguese Government Bond GC Basket

The Portuguese Government Bond GC Basket encompasses Euro denominated debt securities of the Republic of Portugal.

Spanish Government GC Basket

The Spanish Government GC Basket encompasses debt securities of the Kingdom of Spain.

Spanish 5 Years Bond GC Basket

The Spanish 5 Years Bond GC Basket encompasses debt securities of the Kingdom of Spain with a remaining term of up to 5 years.

Spanish 10 Years Bond GC Basket

The Spanish 10 Years Bond GC Basket encompasses Euro denominated debt securities of the Kingdom of Spain with a remaining maturity of up to 10 years.

UK GILT GC Basket

The UK GILT GC Basket encompasses debt securities of the United Kingdom and Ireland.



Specifications Specials

All eligible Special Securities

The list of all eligible Special securities contains all tradable securities in the Special Repo market.

Special Basket

The Special GC Basket encompasses all securities from the Eurex Repo GC baskets as well as additional securities excluded DE, GB and IT bonds. 

Special DE Basket

The Special GC Basket encompasses all DE bonds from the Eurex Repo GC baskets as well as additional bonds with ISIN prefix DE.

Special GB Basket

The Special GC Basket encompasses GB bonds from the Eurex Repo GC baskets as well as additional bonds with ISIN prefix GB.

Special IT Basket

The Special IT Basket encompasses IT bonds from the Eurex Repo GC baskets as well as additional bonds with ISIN prefix IT.

 
 
 

Name

Effective date

File

High Level Basket Composition

May 2020

PDF