The Raiffeisen Repo Index Domestic family tracks the performance of the bonds contained in the
bond basket of the Swiss National Bank, which forms the basis of Switzerland's monetary policy.
On 21 May 2008, the securities universe was changed and, as a consequence,
limited to bonds of domestic issuers.
Until the modification date, the Raiffeisen Repo Index was calculated using repo-qualified Bonds
- CHF of domestic and foreign issuers.
The Raiffeisen Repo Index Domestic is divided into eleven sub indices on the basis of duration.
Like the index as a whole, the sub indices are offered as performance, price, yield and duration indices.
In total, then, 48 new indices will measure this highly liquid segment of the bond market.
Like the indices of theSIX Swiss Exchange, the Raiffeisen Repo Index Domestic is calculated according to the
Laspeyres method by using the weighted mean of a pre-defined universe of securities.
The Raiffeisen Repo Index was standardised at 100 points and first published before commencement
of trading on 31 March 2003.
The price and performance indices are calculated and distributed every ten minutes
between 8.30 am and 5.30 pm.