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SARON Compound Rates

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

The SARON is an Overnight Rate and applies for the upcoming overnight period. Market participants are engaged typically in longer term contracts like 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, calculations for a compounded SARON are provided. These SARON Compound Rates are standardised compounded rates and calculated by compounding the daily SARON rates.

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.

Compounded SARON data Index values
SARON 1 month Compound Rate
SARON 3 months Compound Rate
SARON 6 months Compound Rate
SARON 1 IMM Compound Rate
SARON 3 IMM Compound Rate
SARON Compound calculation matrix

Index information
Description Download
Rules governing the Swiss Reference Rates
SARON Compound Rates methodology (short overview)
Calculation example for a compounded SARON (Excel in Zip file)
Calculation example for a compounded SARON with macro to refresh data (Excel in Zip file)

Static data
CH0477123886SAR1MCSARON 1 month Compound Rate
CH0477123902SAR3MCSARON 3 months Compound Rate
CH0477123910SAR6MCSARON 6 months Compound Rate
CH0477123860SAR1IMMCSARON 1 IMM Compound Rate
CH0477123878SAR3IMMCSARON 3 IMM Compound Rate

Static data of all SIX indices
Description Download
All indices and rates calculated by SIX

Legal notice

® 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.