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Eligible Assets Dictionary

The following table shows the attributes and values used in the eligible assets database for queries and downloads. An XML version of this dictionary is also included in the RSS feed referred to in the user guide.

Last update: 2024-10-03 17:56:09

Asset Types

AT01
Bond
AT02
Medium-term note
AT03
(Treasury) bill / commercial paper / certificate of deposit
AT10
EEA legislative covered bonds
AT11
Asset-backed securities (ABS)
AT12
Multi-cédulas
AT13
Non-EEA G10 legislative covered bonds

Coupon Definitions

CD1
Zero
CD2
Variable
CD4
Fixed

Denominations

ATS
Austria, Schillings
BEF
Belgium, Francs
CYP
Cyprus, Pounds
DEM
Germany, Deutsche Mark
EEK
Estonia, Kroon
ESP
Spain, Pesetas
EUR
European Economic and Monetary Union, Euros
FIM
Finland, Markkaa
FRF
France, Francs
GBP
Great Britain, Pound Sterling
GRD
Greece, Drachmae
HRK
Croatia, Kuna
IEP
Ireland (Eire), Punts
ITL
Italy, Lire
JPY
Japan, Yen
LTL
Lithuania, Litas
LUF
Luxembourg, Francs
LVL
Latvia, Lats
MTL
Malta, Lira
NLG
Netherlands (Holland), Guilders
PTE
Portugal, Escudos
SIT
Slovenia, Tolar
SKK
Slovakia, Koruna
USD
United States, Dollar

Guarantor Groups

GG1
Central Bank
GG2
Central Government
GG3
Corporate and other issuers
GG4
Credit Institution (excluding agencies)
GG5
Regional/Local government
GG6
Supranational Issuer
GG7
Agency - non credit institution
GG8
Agency - credit institution
GG9
Financial corporations other than credit institutions
GG11
Public corporation

Haircut Categories[1]

L1A
Debt instruments issued by central governments, the European Union or central banks
L1B
Debt instruments issued by regional/local governments, agencies or supranational issuers and covered bonds
L1C
Debt instruments issued by corporate and other issuers
L1D
Unsecured debt instruments issued by credit institutions
L1E
Asset-backed securities

Issuer CSDs

CLAT01
OeKB (Austria)
CLBE01
NBB SSS (Belgium)
CLBE02
Euroclear Bank (Belgium)
CLBL01
Euroclear Bank / Clearstream Banking Luxembourg (Belgium / Luxembourg)
CLCY01
CDCR (Cyprus)
CLCZ01
CDCP (Czech Republic)
CLDE01
Clearstream Banking AG - system (Germany)
CLDK01
Euronext Securities Copenhagen (Denmark)
CLEE01
ECSD (Estonian CSD)
CLES01
Iberclear (ARCO) (Spain)
CLEU01
ECB debt certificates
CLFI01
Euroclear Finland Infinity System
CLFR01
Euroclear France
CLGR01
BOGS (Greece)
CLHR01
Sredisnje klirinsko depozitarno drustvo d.d. (SKDD)
CLIT01
Euronext Securities Milan (Italy)
CLLT02
Nasdaq CSD SE (Lithuanian Securities Settlement System)
CLLU01
Clearstream Banking Luxembourg
CLLU03
LUX CSD (Luxembourg)
CLLV02
Nasdaq CSD SE (Latvian Securities Settlement System)
CLMT01
MaltaClear (Malta)
CLNL01
Euroclear Nederland (Netherlands)
CLPT02
Euronext Securities Porto (Portugal)
CLSE01
Euroclear Sweden, VPC system (Sweden)
CLSI01
KDD (Slovenia)
CLSK01
CDCP (Slovakia)

Issuer Groups

IG1
Central Bank
IG2
Central Government
IG3
Corporate and other issuers
IG4
Credit Institution (excluding agencies)
IG5
Regional/Local government
IG6
Supranational Issuer
IG7
Agency - non credit institution
IG8
Agency - credit institution
IG9
Financial corporations other than credit institutions
IG11
Public corporation

Reference Markets

RMAT01
Amtlicher Wertpapierhandel-Wiener Boerse
RMAT03
Vienna MTF
RMAT04
Geregelter Freiverkehr - Wiener Boerse
RMAT05
Austrian Treasury Bill Market (ATB Programme)
RMAT06
Austrian Commercial Paper Market (ACP Programme)
RMBE01
Bourse de valeurs mobiliéres d'Euronext Brussels: Le premier et le second marché
RMBE03
Le marche secondaire, réglementé, hors bourse des obligations lineaires, des titres scindes et des certificats de tresorerie
RMBE05
The OTC market for Belgian Treasury Bills (BTB)
RMBE06
The OTC market for Belgian commercial paper
RMBE07
The OTC market for Belgian Strips
RMBE10
Euronext Growth Brussels
RMBG02
Bulgarian Stock Exchange - Sofia JSC
RMCY01
Cyprus Stock Exchange
RMCZ01
Prague Stock Exchange
RMCZ02
RM System Official Market
RMDE01
Börse Berlin (Regulierter Markt)
RMDE03
Börse Düsseldorf (Regulierter Markt)
RMDE04
Frankfurter Wertpapierbörse (Regulierter Markt)
RMDE06
Hanseatische Wertpapierbörse Hamburg (Regulierter Markt)
RMDE07
Niedersächsische Börse zu Hannover (Regulierter Markt)
RMDE08
Börse München (Regulierter Markt)
RMDE09
Baden-Württembergische Wertpapierbörse (Regulierter Markt)
RMDE11
The unofficial market ("Freiverkehr") of a German exchange
RMDE13
Tradegate Exchange
RMDK01
København Fondsbørs
RMEE01
Nasdaq OMX Tallinn
RMEE02
The OTC market for Estonian Treasury Bills (ESTB)
RMES01
Bolsa de Valores de Barcelona
RMES02
Bolsa de Valores de Bilbao
RMES03
Bolsa de Valores de Madrid
RMES04
Bolsa de Valores de Valencia
RMES05
AIAF, Mercado de Renta Fija
RMES06
Mercado de Deuda Pública en Anotaciones
RMES07
Mercado Alternativo de Renta Fija (MARF, Alternative Fixed-Income Market)
RMEU01
STEP market
RMFI01
NASDAQ OMX Helsinki Oy
RMFI04
The money market for treasury bills (Finnish Treasury Bill Programme)
RMFI05
MTS Finland
RMFI08
First North Finland
RMFR01
Bourse de Paris: le premier et le second marché
RMFR02
Nouveau marché
RMFR03
Government securities market (BTF/OAT)
RMFR04
Negotiable European Commercial Paper NEU CP (formerly Billets de Trésorerie) market
RMFR05
Negotiable European Medium-Term Notes (formerly BMTN) market
RMFR06
Euronext Growth Paris
RMGR01
Athens Stock Exchange
RMGR03
Electronic Secondary Securities Market (HDAT)
RMHR01
Zagreb Stock Exchange
RMHU01
Budapest Stock Exchange
RMIE01
Irish Stock Exchange
RMIE02
Global Exchange Market (GEM)
RMIS01
Iceland Stock Exchange - Official Market
RMIT01
Stock Exchange (Borsa Italiana) - electronic bond and government securities market (MOT)
RMIT02
MTS - wholesale market for government securities
RMIT04
Stock Exchange (Borsa Italiana) - electronic market for Eurobonds and asset-backed securities (EuroMOT)
RMIT05
MTS/Corporate - wholesale market for corporate and international organisations' bonds
RMIT08
Euro TLX
RMIT09
SSO Bond vision
RMIT10
ExtraMOT
RMIT11
Vorvel
RMLT01
National Stock Exchange of Lithuania
RMLT02
First North Market
RMLU01
Bourse de Luxembourg - main and international bond market
RMLU02
EuroMTF
RMLV01
NASDAQ OMX Riga
RMMT01
Malta Stock Exchange
RMNL01
Euronext Amsterdam Stock Exchange (AEX)
RMNL04
MTS Netherlands
RMNO01
Oslo Stock Exchange
RMPL01
Warsaw Stock Exchange
RMPL02
Bondspot S.A. (OTC market for Treasury Securities)
RMPT01
Mercado de Cotacoes Oficiais (official quotation market)
RMPT07
MTS Portugal
RMPT08
Euronext Growth Lisbon
RMSE01
OM Stockholmsbörsen
RMSI01
Borzni trg (Ljubljana Stock Exchange)
RMSI02
MTS Slovenia
RMSI03
SI ENTER
RMSK01
Bratislava Stock Exchange

Countries

AD
ANDORRA
AE
UNITED ARAB EMIRATES
AF
AFGHANISTAN
AG
ANTIGUA AND BARBUDA
AI
ANGUILLA
AL
ALBANIA
AM
ARMENIA
AN
NETHERLANDS ANTILLES
AO
ANGOLA
AQ
ANTARCTICA
AR
ARGENTINA
AS
AMERICAN SAMOA
AT
AUSTRIA
AU
AUSTRALIA
AW
ARUBA
AZ
AZERBAIJAN
BA
BOSNIA AND HERZEGOVINA
BB
BARBADOS
BD
BANGLADESH
BE
BELGIUM
BF
BURKINA FASO
BG
BULGARIA
BH
BAHRAIN
BI
BURUNDI
BJ
BENIN
BL
BELGIUM-LUXEMBOURG
BM
BERMUDA
BN
BRUNEI DARUSSALAM
BO
BOLIVIA
BR
BRAZIL
BS
BAHAMAS
BT
BHUTAN
BV
BOUVET ISLAND
BW
BOTSWANA
BY
BELARUS
BZ
BELIZE
CA
CANADA
CC
COCOS (KEELING) ISLANDS
CF
CENTRAL AFRICAN REPUBLIC
CG
CONGO
CH
SWITZERLAND
CI
COTE D'IVOIRE
CK
COOK ISLANDS
CL
CHILE
CM
CAMEROON
CN
CHINA
CO
COLOMBIA
CR
COSTA RICA
CU
CUBA
CV
CAPE VERDE
CX
CHRISTMAS ISLAND
CY
CYPRUS
CZ
CZECH REPUBLIC
DE
GERMANY
DJ
DJIBOUTI
DK
DENMARK
DM
DOMINICA
DO
DOMINICAN REPUBLIC
DZ
ALGERIA
EC
ECUADOR
EE
ESTONIA
EG
EGYPT
EH
WESTERN SAHARA a)
ER
ERITREA
ES
SPAIN
ET
ETHIOPIA
FI
FINLAND
FJ
FIJI
FK
FALKLAND ISLANDS (MALVINAS)
FM
MICRONESIA (FEDERATED STATES OF)
FO
FAROE ISLANDS
FR
FRANCE
FX
FRANCE, METROPOLITAN
GA
GABON
GB
UNITED KINGDOM
GD
GRENADA
GE
GEORGIA
GF
FRENCH GUIANA
GH
GHANA
GI
GIBRALTAR
GL
GREENLAND
GM
GAMBIA
GN
GUINEA
GP
GUADELOUPE
GQ
EQUATORIAL GUINEA
GR
GREECE
GS
SOUTH GEORGIA AND THE SOUTH SANDWICH ISLANDS
GT
GUATEMALA
GU
GUAM
GW
GUINEA-BISSAU
GY
GUYANA
HK
HONG KONG
HM
HEARD ISLAND AND MCDONALD ISLANDS
HN
HONDURAS
HR
CROATIA
HT
HAITI
HU
HUNGARY
ID
INDONESIA
IE
IRELAND
IL
ISRAEL
IN
INDIA
IO
BRITISH INDIAN OCEAN TERRITORY
IQ
IRAQ
IR
IRAN (ISLAMIC REPUBLIC OF)
IS
ICELAND
IT
ITALY
JM
JAMAICA
JO
JORDAN
JP
JAPAN
KE
KENYA
KG
KYRGYZSTAN
KH
CAMBODIA
KI
KIRIBATI
KM
COMOROS
KN
SAINT KITTS AND NEVIS
KP
KOREA, DEMOCRATIC PEOPLES REPUBLIC OF
KR
KOREA, REPUBLIC OF
KW
KUWAIT
KY
CAYMAN ISLANDS
KZ
KAZAKHSTAN
LA
LAO PEOPLE'S DEMOCRATIC REPUBLIC
LB
LEBANON
LC
SAINT LUCIA
LI
LIECHTENSTEIN
LK
SRI LANKA
LR
LIBERIA
LS
LESOTHO
LT
LITHUANIA
LU
LUXEMBOURG
LV
LATVIA
LY
LIBYAN ARAB JAMAHIRIYA
MA
MOROCCO
MC
MONACO
MD
MOLDOVA, REPUBLIC OF
MG
MADAGASCAR
MH
MARSHALL ISLANDS
MK
THE FORMER YUGOSLAV REPUBLIC OF MACEDONIA
ML
MALI
MM
MYANMAR
MN
MONGOLIA
MO
MACAU
MP
NORTHERN MARIANA ISLANDS
MQ
MARTINIQUE
MR
MAURITANIA
MS
MONTSERRAT
MT
MALTA
MU
MAURITIUS
MV
MALDIVES
MW
MALAWI
MX
MEXICO
MY
MALAYSIA
MZ
MOZAMBIQUE
NA
NAMIBIA
NC
NEW CALEDONIA
NE
NIGER
NF
NORFOLK ISLAND
NG
NIGERIA
NI
NICARAGUA
NL
NETHERLANDS
NO
NORWAY
NP
NEPAL
NR
NAURU
NU
NIUE
NZ
NEW ZEALAND
OM
OMAN
PA
PANAMA
PE
PERU
PF
FRENCH POLYNESIA
PG
PAPUA NEW GUINEA
PH
PHILIPPINES
PK
PAKISTAN
PL
POLAND
PM
SAINT PIERRE AND MIQUELON
PN
PITCAIRN
PR
PUERTO RICO
PT
PORTUGAL
PW
PALAU
PY
PARAGUAY
QA
QATAR
RE
REUNION
RO
ROMANIA
RU
RUSSIAN FEDERATION
RW
RWANDA
SA
SAUDI ARABIA
SB
SOLOMON ISLANDS
SC
SEYCHELLES
SD
SUDAN
SE
SWEDEN
SG
SINGAPORE
SH
SAINT HELENA
SI
SLOVENIA
SJ
SVALBARD AND JAN MAYEN
SK
SLOVAKIA
SL
SIERRA LEONE
SM
SAN MARINO
SN
SENEGAL
SO
SOMALIA
SR
SURINAME
ST
SAO TOME AND PRINCIPE
SV
EL SALVADOR
SY
SYRIAN ARAB REPUBLIC
SZ
SWAZILAND
TC
TURKS AND CAICOS ISLANDS
TD
CHAD
TF
FRENCH SOUTHERN TERRITORIES
TG
TOGO
TH
THAILAND
TJ
TAJIKISTAN
TK
TOKELAU
TM
TURKMENISTAN
TN
TUNISIA
TO
TONGA
TP
EAST TIMOR a)
TR
TURKEY
TT
TRINIDAD AND TOBAGO
TV
TUVALU
TW
TAIWAN, PROVINCE OF CHINA
TZ
TANZANIA, UNITED REPUBLIC OF
UA
UKRAINE
UG
UGANDA
UM
UNITED STATES MINOR OUTLYING ISLANDS
US
UNITED STATES
UY
URUGUAY
UZ
UZBEKISTAN
VA
VATICAN CITY STATE (HOLY SEE)
VC
SAINT VINCENT AND THE GRENADINES
VE
VENEZUELA
VG
VIRGIN ISLANDS (BRITISH)
VI
VIRGIN ISLANDS (U.S.)
VN
VIET NAM
VU
VANUATU
WF
WALLIS AND FUTUNA ISLANDS
WS
SAMOA
XX
Non-EEA
YE
YEMEN
YT
MAYOTTE
YU
YUGOSLAVIA
ZA
SOUTH AFRICA
ZM
ZAMBIA
ZR
ZAIRE
ZW
ZIMBABWE
  1. Update: please note that the field HAIRCUT_CATEGORY refers to the "haircut categories" established in Decision ECB/2015/35. This leads to the following corresponding terms:
    • L1A = Category I
    • L1B = Category II
    • L1C = Category III
    • L1D = Category IV
    • L1E = Category V