Benchmark Regulation

SIX is committed to ensuring compliance of its relevant benchmarks for continued use internationally by our customers and financial service entities.

SIX is compliant with the International Organization of Securities Commission (IOSCO) "Principles for Financial Benchmarks".

SIX Financial Information AG received on Tuesday 21st January 2020 the clearance (“endorsement”) for its major Swiss indices under the EU Benchmark Regulation (BMR) and has been confirmed as Benchmark Administrator by the Swedish financial supervision authority (Finansinspektionen). The “endorsement” has been carried out by SIX Financial Information Nordic AB in Stockholm, which is also a Benchmark Administrator under BMR. In the meantime, further benchmarks have been cleared. A complete list of the endorsed benchmarks can be found in table "SIX indices endorsed under EU Benchmark Regulation" below.

SIX is currently in the process to have those new Swiss ESG indices that are used in the EU endorsed under the EU Benchmark Regulation and listed in the ESMA register. As part of this process SIX will make the ESG disclosure statements including CO2 statistics available on the website for these indices.

Téléchargements

    Procedures for Cessation of a Benchmark, Anglais

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    Governance Overview Swiss Index, Anglais

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    Letter of Compliance, Anglais

    Letter of Compliance with the IOSCO Principles for Financial Benchmarks

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    Conflict of Interest Register – SIX Swiss Index, Anglais

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    Swiss Index Complaints Handling Procedure, Anglais

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Based on the ESMA Guidelines (point 57), index compositions and weightings of all indices calculated by SIX are displayed here

19.03.2021

22.03.2021

Benchmark Statement

Methodology Rulebooks for Endorsed Equity Indices

Methodology Rulebooks for Fixed Income and Money Market Indices

Advisory Board

The Equity Index Commission, Bond Index Commission and Swiss Reference Rates Index Commission advise the Management Committee of SIX in all matters related to the indices. Where necessary, the submit proposals regarding changes in index regulations, treatment of capital events and adjustments outside the established review and acceptance period. The Index Commissions meet at least twice per year. They provide valuable advice on how to improve existing products and on the design of new products.

When Members of the Equity Index Commission, the Bond Index Commission or the Swiss Reference Rates Index Commission are selected, care is taken to ensure that they represent a variety of viewpoints.

  • Dr. Christian Bahr (Chairman)
    Head Index Services, SIX, Zurich
  • Hansueli Müller (Vice Chairman)
    Senior Product Manager Indices, SIX, Zurich
  • Marco Bagutti
    CIO, Substitute Occupational Benefit Institution, Zurich
  • Christoph Bianchet
    Head of Finance Department, SUVA, Luzern
  • José Antonio Blanco
    Head Investment Management, Third Party Asset Management, Swisslife Asset Management, Zurich
  • Andreas Müller
    Head Technology Research, Zürcher Kantonalbank, Zürich
  • Markus Pfister
    Managing Director, Bank Vontobel AG, Zurich
  • Clemens Reuter
    Head of UBS ETFs, Managing Director, UBS AG, Zurich
  • Filippo Rima
    Managing Director, Credit Suisse, Zurich
  • Andrea von Bartenwerffer
    Head Issuer Relations, SIX, Zurich
  • Dr. Christian Bahr (Chairman)
    Head Index Services, SIX, Zurich
  • Andreas Henke (Vice Chairman)
    Senior Product Manager Indices, SIX, Zurich
  • Alexandra Bossert
    Executive Director, UBS AG, Opfikon
  • Roland Emch
    Executive Director, UBS AG, Zurich
  • Ueli Goldener
    Head Fixed Income, SIX, Zurich
  • Ralph Hüppin
    Member of Management, Zürcher Kantonalbank, Zurich
  • Markus Loretz
    Senior Sales Securities, Raffeisen Switzerland, Zurich
  • Philipp Luginbühl
    Member of the Management Board, Federal Pension Fund PUBLICA, Bern
  • Ermira Marika
    Head of Swiss Bonds, Pictet Asset Management, Geneva
  • Dr. Wolfgang Marty
    Chairman, Swiss Bond Commission, Zurich
  • Daniel Rupli
    Head of Global Credit Research, Credit Suisse, Zurich
  • Daniel Wittwer
    Director Treasury, Swiss Federal Finance Administration FFA, Bern
  • Dr. Christian Bahr (Chairman)
    Head Index Services, SIX, Zurich
  • Hansueli Müller (Vice Chairman)
    Senior Product Manager Indices, SIX, Zurich
  • Fernando Fasciati
    Leiter Geldmarkt, Raiffeisen Schweiz Genossenschaft
  • Lucas Fuhrer
    Leiter Geldmarktanalysen, Schweizerische Nationalbank, Zürich
  • Raffael Goldenberger
    Leiter Risiko & Compliance, CRO, Entris Banking
  • Raphael Heuberger
    Head Products & Operations, SIX, Zurich
  • Colt Spenser Lake
    Head ALM Switzerland, Global Head Banking Book Portfolio, UBS AG
  • Domenico Mascia
    Cash & Collateral Trading, Zürcher Kantonalbank, Zurich
  • Roland Schwab
    Leiter Zinshandel und Portfolio Management, PostFinance AG
  • Roland Studer
    Head Money Market Des, Credit Suisse
  • Matthias Vögeli
    Head Treasury & FX, Swiss Life AG
  • Business Support

    Contact the Index Business Support Team to discuss how you can use the Swiss Indices to support your investment strategy or for any queries related to licensing or permissioning of index data.

    • +41 58 399 2600
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  • Technical Support
    Contact the Index Operations Team if you have any technical questions related to Swiss Indices.
     
    • +41 58 399 22 29
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