Autoselect Collateral - Ltd
| Collateral | Acceptable types (Bloomberg Description & Code) | Valuation & Haircut | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Cash | ||||||||||
| EUR
AUD CAD DKK SEK | Nominal | |||||||||
| Government Securities | ||||||||||
| Austria | Austrian Treasury Bill (RATB)
Austrian Government Bond (RAGB) |
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| Australia | Australian Government Bond (ACGB) |
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| Belgium | Belgian Treasury Bill (BGTB)
Belgian Government Bond (BGB) |
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| Canada | Canadian Treasury Bill (CTB)
Canadian Government Bond (CAN) |
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| Denmark | Danish Treasury Bill (DGTB)
Danish Government Bond (DGB) |
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| Finland | Finnish Treasury Bill (RFTB)
Finnish Government Bonds (RFGB) |
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| France | Bons du Tresor a Taux Fixe et Interet Precompte (BTF)
Bons du Tresor a Taux Fixe et Interet Annuel (BTAN) Obligations Assimilables de Tresor (OAT) |
| ||||||||
| Germany | German Treasury Bill (BUBILL)
Bundesobligationen (OBL) Bundesschatzanweisungen (BKO) Deutsche Bundesrepublik (BDR) Deutsche Bahn Treuhandanstalt (THA) |
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| Netherlands | Dutch Treasury Certificate (DTB)
Dutch Government Bond (NETHER) |
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| Spain | Spanish Letras del Tesoro (SGLT)
Spanish Government Bond (SPGB) |
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| Sweden | Swedish Treasury Bill (SWTB)
Swedish Government Bond (SWED) |
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| Exceptions | ||||||||||
| Zero Coupons and Strips | ||||||||||
| Other Stipulations | ||||||||||
| Sovereign issues need to be denominated in their domestic currency (both EUR and legacy currency for EMU countries) | ||||||||||