Raiffeisen Repo Index Domestic
The Raiffeisen Repo Index Domestic family tracks the performance of the bonds issued in Swiss francs by domestic issuers which are included in the bond basket of the Swiss National Bank.
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, 48 of these indices are available to measure this particular highly liquid segment of the bond market.
Like the indices of the SIX Swiss Exchange, the Raiffeisen Repo Index is calculated according to the Laspeyres method by using the weighted mean of a pre-defined universe of issues. The Raiffeisen Repo Index was standardised at 100 points and first published before commencement of trading on 31.03.2003. It is calculated and published every ten minutes between 8:30 a.m. and 5:30 p.m. (three times a day for the yield and duration indices).