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HQLAx Baskets

HQLAx Baskets

The following baskets are available for trading in the HQLAx market of Eurex Repo F7.

 

HQLAx High Quality Liquid Assets Baskets (HQLA Baskets)

HQLA US Governments Basket (ISIN: DE000A2YZPW3)

The HQLA US Governments Basket encompasses debt securities of the US Government.

HQLA German Governments Basket (ISIN: DE000A2YZPX1)

The HQLA German Governments Basket encompasses debt securities of the German Government.

HQLA FR Governments Basket (ISIN: DE000A2P5AM9)

The HQLA FR Government Basket encompasses debt securities of the French Government.

HQLA UK Governments Basket (ISIN: DE000A2P5AN7)

The HQLA UK Government Basket encompasses debt securities of the UK Government.

HQLA CAD+ Governments Basket (ISIN: DE000A2P5AP2)

The HQLA CAD+ Government Basket encompasses debt securities of the Canadian Government and the Canadian Provinces (Ontario, Alberta, British Columbia, New Brunswick, Manitoba, Quebec and Saskatchewan).

HQLA JGB Governments Basket (ISIN: DE000A2P5AQ0)

The HQLA JGB Government Basket encompasses debt securities of the Japanese Government.

HQLA €1 Governments Basket (ISIN: DE000A2P5AR8)

The HQLA €1 Government Basket encompasses debt securities of Eurozone Governments excluding Ireland, Italy, Greece, Portugal and Spain.

HQLA €2 Governments Basket (ISIN: DE000A2P5AS6)

The HQLA €2 Government Basket encompasses debt securities of the Irish, Italian and Spanish Governments.

HQLAx Fixed Income Baskets

FI 1 Basket (ISIN: DE000A2YZPY9)

The FI 1 Basket encompasses fixed income securities of the following countries:
Australia, Austria, Belgium, Canada, Czech Republic, Denmark, Finland, France,
Germany, Greece, Hungary, Ireland, Italy, Japan, Luxembourg, Netherlands, New
Zealand, Norway, Poland, Portugal, Spain, Sweden, Switzerland, United Kingdom and
the USA.

The issue must have been rated A+ or higher pursuant to the rating agency
Standard & Poor’s Rating Services Inc. for “Senior Unsecured Debt”, A1 or higher
pursuant to the rating agency Moody’s Investors Services Inc. for “Long-term Senior-
Debt”.

In case the rating by the named agencies differs, the lowest rating applies.
Structured Paper, Convertible Bonds and ETFs are excluded.

FI 1a Basket (ISIN: DE000A2YZPZ6)

The FI 1a Basket encompasses all securities eligible for the FI 1 Basket excluding
financials.

FI 2 Basket (ISIN: DE000A2P5AT4)

The FI 2 Basket encompasses fixed income securities of the following countries: Australia, Austria, Belgium, Canada, Czech Republic, Denmark, Finland, France, Germany, Greece, Hungary, Ireland, Italy, Japan, Luxembourg, Netherlands, New Zealand, Norway, Poland, Portugal, Spain, Sweden, Switzerland, United Kingdom and the USA. The issue must have been rated BBB- or higher pursuant to the rating agency Standard & Poor’s Rating Services Inc. for “Senior Unsecured Debt”, Baa3 or higher pursuant to the rating agency Moody’s Investors Services Inc. for “Long-term SeniorDebt”. In case the rating by the named agencies differs, the lowest rating applies. Structured Paper, Convertible Bonds and ETFs are excluded.

FI 2a Basket (ISIN: DE000A2P5AU2)

The FI 2a Basket encompasses all securities eligible for the FI 2 Basket excluding Financials.

FI 3 Basket (ISIN: DE000A2P5AV0)

The FI 3 Basket encompasses fixed income securities of the following countries: Argentina, Australia, Austria, Belgium, Brazil, British Virgin Islands, Canada, Cayman Islands, China, Czech Republic, Denmark, Ecuador, Finland, France, Germany, Greece, Hong Kong, Hungary, India, Ireland, Italy, Japan, Jersey, Lebanon, Luxembourg, Mexico, Netherlands, New Zealand, Norway, Poland, Portugal, Russia, Saudi Arabia, Singapore, South Africa, South Korea, Spain, Sweden, Switzerland, Taiwan, Turkey, Ukraine, United Kingdom and the USA. The issue must have been rated C or higher pursuant to the rating agency Standard & Poor’s Rating Services Inc. for “Senior Unsecured Debt”, Ca or higher pursuant to the rating agency Moody’s Investors Services Inc. for “Long-term Senior-Debt”. In case the rating by the named agencies differs, the lowest rating applies. Structured Paper, Convertible Bonds and ETFs are excluded.

FI 3a Basket (ISIN: DE000A2P5AW8)

The FI 3a Basket encompasses all securities eligible for the FI 3 Basket excluding financials.

HQLAx Equity Baskets

Equity 1 Basket (ISIN: DE000A2P5AX6)

The EQ 1 encompasses equities from the main stocks indices (ASE 100, ATX 20, BEL 20, S&P, TSX 60, Copenhagen 20, OMX Helsinki 25, CAC 40, DAX 30, ISEQ Overall, Hang Seng , FTSE MIB, NIKKEI 225, LuxX, AEX, NZX 10, OBX, PSI 20, IBEX 35, OMX Stockholm 30, SMI, FTSE100, S&P 500, NASDAQ 100, DJIA, Eurostoxx 50 and Euronext 100).

Equity 1a Basket (ISIN: DE000A2P5AY4)

The EQ 1a encompasses equities from the main stocks indices, excluding equities from the financial sector.

Equity 2 Basket (ISIN: DE000A2P5AZ1)

The EQ 2 encompasses equities and convertible bonds from the main and mid cap stocks indices (ASE 100, ASE 200, ATX 20, ATX Prime, BEL 20, S&P, TSX 60, TSX Composite, Copenhagen 20, OMX Helsinki 25, CAC 40, SBF 250, DAX 30, HDAX, MDAX, ISEQ Overall, Hang Seng, Hang Seng China Enterprise, FTSE MIB, FTSE Italia Mid Cap, NIKKEI 225, KOSPI 100, LuxX, AEX, AMX, NZX 10, OBX, PSI 20, FTSE Strait Times All Share, IBEX 35, OMX Stockholm 30, SMI, FTSE 100, FTSE 250, S&P 500, NASDAQ 100, DJIA, Russell 1000, Eurostoxx 50, and Euronext 100).

Equity 2a Basket (ISIN: DE000A2P5A08)

The EQ 2a encompasses equities and convertible bonds from the main and mid cap stocks indices, excluding equities from the financial sector.

Equity 3 Basket (ISIN: DE000A2P5A16)

The EQ 3 encompasses equities and convertible bonds from the broad stock indices (ASE 100, ASE 200, All Ordinaries, ATX 20, ATX Prime, BEL 20, S&P, TSX 60, TSX Composite, Copenhagen 20, OMX Helsinki 25, CAC 40, SBF 250, CAC All Tradeable, DAX 30, HDAX, MDAX,CDAX, ISEQ Overall, Hang Seng, Hang Seng China Enterprise, Hang Seng Composite, FTSE MIB, FTSE Italia Mid Cap, FTSE Italia Small Cap, NIKKEI 225, KOSPI 100, LuxX, AEX, AMX, NZX 10, NZX All, OBX, PSI 20, FTSE Strait Times All Share, IBEX 35, OMX Stockholm 30, SMI, FTSE 100, FTSE 250, FTSE All Share, S&P 500, NASDAQ 100, DJIA, Russell 1000, Russell 3000, NASDAQ Composite, Eurostoxx 50, Euronext 100).

Equity 3a Basket (ISIN: DE000A2P5A24)

The EQ 3a encompasses equities and convertible bonds from the broad stocks indices, excluding equities from the financial sector.