About the Raiffeisen Repo Index
The Raiffeisen Repo Index Domestic family tracks the performance of bonds included in the bond basket of the Swiss National Bank, which serves as the foundation for Switzerland’s monetary policy. On May 21, 2008, the securities universe was revised, limiting it to domestic issuers’ bonds. Prior to this modification, the Raiffeisen Repo Index was calculated using repo-qualified CHF-denominated bonds from both domestic and foreign issuers.
The Raiffeisen Repo Index Domestic is further divided into eleven sub-indices based on duration. These sub-indices provide Total Return, Price Return, Yield and Duration metrics. In total, 48 indices measure this highly liquid segment of the bond market.
Similar to other indices on the SIX Swiss Exchange, the Raiffeisen Repo Index Domestic is calculated using the Laspeyres method, which involves a weighted mean of a predefined universe of securities.
The index review takes place on a monthly basis. The Raiffeisen Repo Index Domestic family was launched and standardized on March 31, 2003 with a base value of 100 points.
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The use of the Raiffeisen Repo Index and its registered trademark as well as the access to restricted index data are governed by a licensing agreement. To request for an index data license, please get in touch with us.
- Raiffeisen Repo Indices Historical Closing Prices 1-3 Years
- Raiffeisen Repo Indices Historical Closing Prices 4-7 Years
- Raiffeisen Repo Indices Historical Closing Prices 8-10 Years
- Current Index-Composition and Divisor with Adjusted Closing Prices from the Most Recent Trading Day
- Index Composition and Divisor from the Most Recent Trading Day
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- Reglement Raiffeisen Repo-Index Domestic (German)
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