Swiss Repo Market

The CH Repo Market comprises many standardized and non-standardized terms. The contracts in the CH Repo Market are differentiated by their term.

In addition, you can trade non-standardized contracts, i.e. Purchase and Repurchase can be negotiated.

In addition, you can trade non-standardized contracts, i.e. Purchase and Repurchase can be negotiated.

For contracts with variable terms, the Repo Rate can be negotiated in basis points as an offset to a benchmark (e.g. SARON).

For Open Term contracts, the counterparties can negotiate a repurchase date during the term.

There are two types of collateral in the CH Repo market: baskets (“General Collateral”, GC) and securities (“Special”, SPC) An overview of all contracts including the supported trading currencies, the types of collateral and terms is available in the Product Specifications for the CH Repo Market.

The participants of the CH Repo Market have access to the liquidity-shortage financing facility (if agreed with the SNB).

• Request for Offer (RfO)
• Quote
• Order

The Platform's trading days are defined in the trading calendar of the Platform Operator. Trading on the Platform shall be open from 07:00 to 18:00 from Monday to Friday except on Repo Market Holidays:

• New Year’s Day
• Good Friday
• Easter Monday
• Christmas Day
• Boxing Day

For further details please consult the Trading Calendar in the Reference Section of the CO:RE Trading GUI.

Information on fee rates will be provided by the Securities Finance Relationship Manager.