About SARON Compound Rates

SIX as the Benchmark Administrator of SARON offers SARON Compound Rates and SARON Compound Indices for pre-defined time periods.

The SARON is an Overnight Rate and applies to the upcoming overnight period. Market participants are typically engaged in longer term contracts such as 1, 3 or 6 months as a basis for loans and mortgages, deposits, bonds and floating rate notes, swaps and futures. To cover longer term contracts in Swiss francs and to determine the respective observation period, SARON Compound Rates and Indices are provided. The SARON Compound Rates are standardized compounded rates and calculated by compounding the daily SARON rates. The SARON Compound Indices measure the daily change of SARON Compound Rates and are expressed in index points.

The Index Commission Swiss Reference Rates is advising on the concept and SIX is in close cooperation with the National Working Group (NWG) for References Rates.

Launched on 25 Mar 2020                History available since 31 Dec 1999

Key Product Information

  • Index Business Support Team

    Contact the Index Business Support Team to discuss how you can use the Swiss Indices to support your investment strategy or for any queries related to licensing or permissioning of index data.

    • +41 58 399 2600
    Get in Touch
  • Swiss Index Technical Support

    Contact us for any technical questions related to Swiss Indices. We are happy to help you from 8:00 am to 6:30 pm CET on trading days.

    • +41 58 399 2229
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® SAR, SAR SWISS AVERAGE RATE, SARON, SCR, SCR SWISS CURRENT RATE, SCRON, SAION, SCION are registered or pending trademarks of the SIX. Licensing is subject to a fee.