About Reference Rates Other Terms

The Swiss Reference Rates comprise a total of 32 benchmark rates that cover a term spectrum ranging from overnight (ON) to 12 months (12M) plus 2 indices for the ON term. They also comprise 6 SARON Compound Rates ranging from 1 week to 12 months plus 6 SARON Compound Indices. There is a separate page for SARONSARON Compound Rates and SARON Compound Indices. This page presents an overview of all terms to maturity except SARON Compound Rates and Indices. The relevant calculations are based on CHF repo transactions concluded in the interbank market as well as on indicative quotes posted on the SIX Repo AG trading platform.

Available since 25 August 2009

Key Product Information

┬« SAR, SAR SWISS AVERAGE RATE, SARON, SCR, SCR SWISS CURRENT RATE, SCRON, SAION, SCION are registered or pending trademarks of the SIX Swiss Exchange. Licensing is subject to a fee.