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Methodology Rulebook Governing Bond Indices

Get all the information about the methodology used for bond indices

Swiss Index

Rulebook Swiss Reference Rates

Swiss Index

Methodology Rulebook Governing the SIX Decrement Indices

Benchmark Statement SIX Sweden Sustainability Index GI (SIXSESUSTAINGI)

Explanation of how ESG Factors are Reflected in the Key Elements of the Benchmark Methodology of SIX Sweden Sustainability Index GI (SIXSESUSTAINGI)

Index Calculation Rulebook – SIX Sweden Sustainability Index (SIXSESUSTAIN)

ESG Factor Descriptions

Benchmark Statement SIX SRI Sweden Index GI (SIXSESRIGI)

Benchmark Statement SIX Sweden ESG Selection Index GI (SIXSEESGSGI)

Benchmark Statement SIX Real Estate Index (SIXREX)

Benchmark Statement SIX Sweden Healthcare Gross Index (SIXSEHEALTHGI)

Benchmark Statement SIX Sweden TMG Gross Index (SIXSETMGGI)

Benchmark Statement SIX Portfolio Return Index (SIXPRX)

Benchmark Statement SIX Sweden Dividend 21 SRI Index GI (SIXSEDIV21SRIGI)

Benchmark Statement SIX30 Return Index (SIX30RX)

Benchmark Statement SIX30 SRI Gross Index (SIX30SRIGI)

Benchmark Statement SIX PRX ex Skandias exkluderingar (SIXEXSK)

SIX Rolling Futures Indices

Rulebook Governing SIX Rolling Futures Indices

Swiss Index

Methodology Rulebook Governing Equity and Real Estate Indices

SIX Crypto Indices

Methodology Rulebook Governing SIX Crypto Indices

IAZI Factsheet

Overview of all available real estate indices from SIX

New SIX Bond taxonomy: categories and definitions

New SIX Equity taxonomy: categories and definitions

SIX Bond indices: effects of the new SIX Bond taxonomy

SIX Equity indices: effects of the new SIX Equity taxonomy

Index Calculation Rulebook – SIX PRX ex Skandias exkluderingar (SIXEXSK)

Index Calculation Rulebook – SIX PRX ex Skandias exkluderingar (SIXEXSK)

Index Calculation Rulebook – SIX Sweden MicroCap Gross Decrement 3.5% (SSMGD35)

Index Calculation Rulebook – SIX Sweden MicroCap Gross Decrement 3.5% (SSMGD35)

Index Calculation Rulebook - SIX Sweden Dividend 21 SRI Index (SIXSEDIV21SRI)

Index Calculation Rulebook – SIX Sweden Dividend 21 SRI Index (SIXSEDIV21SRI)

Index Calculation Rulebook – SIX Real Estate Index (SIXREX)

Index Calculation Rulebook – SIX real Estate Index (SIXREX)

Index Calculation Rulebook – SIX Sweden SRI Index (SIXSESRI)

Index Calculation Rulebook – SIX Sweden SRI Index (SIXSESRI)

Index Calculation Rulebook – SIX Sweden ESG Selection Index (SIXSEESGS)

Index Calculation Rulebook – SIX Sweden ESG Selection Index (SIXSEESGS)

Index Calculation Rulebook – SIX Return Index (SIXRX)

Index Calculation Rulebook – SIX Return Index (SIXRX)

Index Calculation Rulebook – SIX Portfolio Return Index (SIXPRX)

Index Calculation Rulebook – SIX Portfolio Return Index (SIXPRX)

Index Calculation Rulebook – SIX Sweden Micro Cap Index (SIXSEMC)

Index Calculation Rulebook – SIX Sweden Micro Cap Index (SIXSEMC)

Index Calculation Rulebook – SIX30 SRI Index (SIX30SRI)

Index Calculation Rulebook – SIX30 SRI

Introduction of new Equity taxonomy and Bond taxonomy for SIX Swiss Indices

Equity Benchmark Family

SBI Spread Indices

Quantifying the Spread (or “Risk Premium”) for Swiss Bond Indices vs. Swiss Government Bond Yields or Swap Yields.

SIX Index Offering

Overview of all SIX index data packages.

Swiss Responsible Indices

Swiss Equities and CHF Bonds ESG Indices "Powered by Ethos", calculated by SIX

SIX Indices

Index-Based Products

Index Calculation Rulebook – SIX Sweden Healthcare Gross Index (SIXSEHEALTHGI)

Index Calculation Rulebook – SIX Sweden Healthcare Gross Index (SIXSEHEALTHGI)

Index Calculation Rulebook – SIX Sweden TMG Gross Index (SIXSETMGGI)

Index Calculation Rulebook – SIX Sweden TMG Gross Index (SIXSETMGGI)

SPI ex SLI® Price

The SPI ex SLI® Price (SXSLIX) index measures the development of small and medium-sized Swiss equity market. The composition consists of the SPI without the components of the SLI.

SPI ex SLI® Total Return

The SPI ex SLI® Total Return (SXSLI) index measures the development of small and medium-sized Swiss equity market. The composition consists of the SPI without the components of the SLI.

Swiss Performance Index SPI® Total Return

The Swiss Performance Index SPI® Total Return measures the development of the more liquid and therefore tradable equity instruments listed on SIX. It usually serves as a benchmark for the overall Swiss equity market.

SXI Real Estate® Funds Broad Total Return

The SXI Real Estate® Funds Broad Total Return index measures the real estate market based on the real estate funds traded at SIX that have at least 75% of their assets invested in Switzerland.

SXI Real Estate® Funds Broad Price

The SXI Real Estate® Funds Broad Price index measures the real estate market based on the real estate funds traded at SIX that have at least 75% of their assets invested in Switzerland.

SXI Switzerland Sustainability 25 Index® Price

The SXI Switzerland Sustainability 25 Index® Price (SSUSTX) measures the development of Swiss companies which are considered sustainable according to a measurement framework provided by Inrate.

Swiss All Share Index Total Return

The Swiss All Share Index Total Return measures the development of the foreign and domestic equity instruments traded at SIX. As such it is the broadest diversified index calculated by SIX and the composition of all Swiss equity indices is derived from it.

SXI Switzerland Sustainability 25 Net Return Decrement 3.50%

The SXI Switzerland Sustainability 25 Net Return Decrement 3.50% replicates an investment in the SXI Switzerland Sustainability 25 Net Return index less a constant Decrement in form of a fixed annualized Percentage Value.

Swiss All Share Index Price

The Swiss All Share Index Price measures the development of the foreign and domestic equity instruments traded at SIX. As such it is the broadest diversified index calculated by SIX and the composition of all Swiss equity indices is derived from it.

SXI Real Estate® Broad Price

The SXI Real Estate® Broad Price index measures the real estate market based on the real estate funds and real estate shares traded at SIX that have 75% of their assets invested in Switzerland.

SXI Real Estate® Broad Total Return

The SXI Real Estate® Broad Total Return index measures the real estate market based on the real estate funds and real estate shares traded at SIX that have 75% of their assets invested in Switzerland.

Swiss Performance Index SPI® Price

The Swiss Performance Index SPI® Price measures the development of the more liquid and therefore tradable equity instruments listed on SIX.

SPI Value Premium® CHF (Total Return)

The SPI Value Premium® CHF (Total Return) identifies the most undervalued equity instruments of the Swiss equity market based on a statistical pattern.

SPI Value Premium® CHF (Price)

The SPI Value Premium® CHF (Price) identifies the most undervalued equity instruments of the Swiss equity market based on a statistical pattern.

SPI ESG Total Return

The SPI ESG Total Return measures the development of Swiss equities based on ESG Ratings provided by Inrate. The index consists of those components of SPI which have at least a rating of C+ on a Scale from A+ to D- and make less than 5% turnover in disputed sectors.

SPI Size Premium® CHF (Price)

The SPI Size Premium® CHF (Price) identifies the smallest equity instruments of the Swiss equity market applying a statistical pattern.

SPI Size Premium® CHF (Total Return)

The SPI Size Premium® CHF (Total Return) identifies the smallest equity instruments of the Swiss equity market applying a statistical pattern.

SPI Reversal Premium® CHF (Price)

The SPI Reversal Premium® CHF (Price) identifies equity instruments of the Swiss equity market expecting a trend reversal based on a statistical pattern.

SPI Reversal Premium® CHF (Total Return)

The SPI Reversal Premium® CHF (Total Return) identifies equity instruments of the Swiss equity market expecting a trend reversal based on a statistical pattern.

SPI Residual Momentum Premium® CHF (Price)

The SPI Residual Momentum Premium® CHF (Price) identifies equity instruments of the Swiss equity market following an instrument specific trend based on a statistical pattern.

SPI Residual Momentum Premium® CHF (Total Return)

The SPI Residual Momentum Premium® CHF (Total Return) identifies equity instruments of the Swiss equity market following an instrument specific trend based on a statistical pattern.

SPI Quality Premium® CHF (Price)

The SPI Quality Premium® CHF (Price) identifies the most profitable equity instruments of the Swiss market based on a statistical pattern. The index is a variable component index with a limit of 30 shares.

SPI Quality Premium® CHF (Total Return)

The SPI Quality Premium® CHF (Total Return) identifies the most profitable equity instruments of the Swiss market based on a statistical pattern. The index is a variable component index with a limit of 30 shares.

SPI Multi Premia® CHF (Total Return)

The SPI Multi Premia® CHF (Total Return) follows a smart beta strategy to outperform the Swiss equity market based on statistical patterns. Seven single-premium indices are calculated on the basis of the SPI.

SPI Multi Premia® CHF (Price)

The SPI Multi Premia® CHF (Price) follows a smart beta strategy to outperform the Swiss equity market based on statistical patterns. Seven single-premium indices are calculated on the basis of the SPI.

SPI Momentum Premium® CHF (Price)

The SPI Momentum Premium® CHF (Price) identifies equity instruments of the Swiss equity market following a systematic trend based on a statistical pattern. The index is a variable component index with a limit of 30 shares.

SPI Momentum Premium® CHF (Total Return)

The SPI Momentum Premium® CHF (Total Return) identifies equity instruments of the Swiss equity market following a systematic trend based on a statistical pattern. The index is a variable component index with a limit of 30 shares.

SPI Low Risk Premium® CHF (Price)

The SPI Low Risk Premium® CHF (Price) identifies equity instruments with the lowest risk of the Swiss equity market based on a statistical pattern. The index is a variable component index with a limit of 30 shares.

SPI Low Risk Premium® CHF (Total Return)

The SPI Low Risk Premium® CHF (Total Return) identifies equity instruments with the lowest risk of the Swiss equity market based on a statistical pattern. The index is a variable component index with a limit of 30 shares.

SPI Gender Equality Price

The SPI Gender Equality Price index measures the development of Swiss equities based on their exposure to gender equality in Switzerland. The index is selected from the largest 100 components of the SPI. Components must have between 20% and 80% women in the board of directors and between 15% and 85% women in the management board.

SPI Gender Equality Total Return

The SPI Gender Equality Price index measures the development of Swiss equities based on their exposure to gender equality in Switzerland. The index is selected from the largest 100 components of the SPI. Components must have between 20% and 80% women in the board of directors and between 15% and 85% women in the management board.

SPI EXTRA® Total Return

The SPI EXTRA® Total Return (SPIEX) index measures the development of small and medium-sized Swiss equity market.

SPI EXTRA® Price

The SPI EXTRA® Price measures the development of small and medium-sized Swiss equity market. The composition consists of the SPI without the components of the SMI. The index consists of a variable amount of components - currently 194.

SPI ESG Weighted Total Return

The SPI ESG Weighted Total Return measures the development of Swiss equities based on an ESG Rating metric provided by Inrate. The index consists of those components of SPI which have at least a rating of C+ on a Scale from A to D and make less than 5% turnover in disputed sectors.

SPI ESG Weighted Price

The SPI ESG Weighted Price measures the development of Swiss equities based on an ESG Rating metric provided by Inrate. The index consists of those components of SPI which have at least a rating of C+ on a Scale from A to D and make less than 5% turnover in disputed sectors.

SPI ESG Value Premium Price

The SPI ESG Value Premium Price identifies the most undervalued equity instruments of the Swiss ESG equity market based on a statistical pattern.

SPI ESG Select Price

The SPI ESG Select Price measures the development of Swiss equities based on ESG Ratings provided by Inrate. At the index Review date the components are selected for the index until it contains half the number of components of SPI.

SPI ESG Value Premium Total Return

The SPI ESG Value Premium Total Return identifies the most undervalued equity instruments of the Swiss ESG equity market based on a statistical pattern.

SPI ESG Select Total Return

The SPI ESG Select Total Return measures the development of Swiss equities based on ESG Ratings provided by Inrate. At the index Review date the components are selected for the index until it contains half the number of components of SPI.

SPI ESG Size Premium Price

The SPI ESG Size Premium Price identifies the smallest equity instruments of the Swiss ESG equity market applying a statistical pattern.

SPI ESG Size Premium Total Return

The SPI ESG Size Premium Total Return identifies the smallest equity instruments of the Swiss ESG equity market applying a statistical pattern.

SPI ESG Reversal Premium Price

The SPI ESG Reversal Premium Price identifies equity instruments of the Swiss ESG equity market expecting a trend reversal based on a statistical pattern.

SPI ESG Residual Momentum Premium Price

The SPI ESG Residual Momentum Premium Price identifies equity instruments of the Swiss ESG equity market following an instrument specific trend based on a statistical pattern.

SPI ESG Reversal Premium Total Return

The SPI ESG Reversal Premium Total Return identifies equity instruments of the Swiss ESG equity market expecting a trend reversal based on a statistical pattern.

SPI ESG Quality Premium Price

The SPI ESG Quality Premium Price identifies the most profitable equity instruments of the Swiss ESG equity market based on a statistical pattern.

SPI ESG Residual Momentum Premium Total Return

The SPI ESG Residual Momentum Premium Total Return identifies equity instruments of the Swiss ESG equity market following an instrument specific trend based on a statistical pattern.

SPI ESG Quality Premium Total Return

The SPI ESG Quality Premium Total Return identifies the most profitable equity instruments of the Swiss ESG equity market based on a statistical pattern.

SPI ESG Multi Premia Price

The SPI ESG Multi Premia Price follows a smart beta strategy to outperform the Swiss equity market based on statistical patterns. Seven single-premium indices are calculated on the basis of the SPI ESG.

SPI ESG Multi Premia Total Return

The SPI ESG Multi Premia Total Return follows a smart beta strategy to outperform the Swiss equity market based on statistical patterns. Seven single-premium indices are calculated on the basis of the SPI ESG.

SPI ESG Momentum Premium Price

The SPI ESG Momentum Premium Price identifies equity instruments of the Swiss ESG equity market following a systematic trend based on a statistical pattern.

SPI ESG Momentum Premium Total Return

The SPI ESG Momentum Premium Total Return identifies equity instruments of the Swiss ESG equity market following a systematic trend based on a statistical pattern.

SPI ESG Low Risk Premium Price

The SPI ESG Low Risk Premium Price identifies equity instruments with the lowest risk of the Swiss equity market based on a statistical pattern.

SPI ESG Low Risk Premium Total Return

The SPI ESG Low Risk Premium Total Return identifies equity instruments with the lowest risk of the Swiss equity market based on a statistical pattern.

SPI ESG Price

The SPI ESG Price measures the development of Swiss equities based on ESG Ratings provided by Inrate. The index consists of those components of SPI which have at least a rating of C+ on a Scale from A+ to D- and make less than 5% turnover in disputed sectors.

Swiss Performance Index SPI 20 Price

The Swiss Performance Index SPI 20 Price measures the development of the Swiss Blue Chip equity market. The 20 largest and most liquid equity instruments traded at SIX are selected as components.

Swiss Performance Index SPI 20 Total Return

The Swiss Performance Index SPI 20 Total Return (SPI2C) index measures the development of the Swiss Blue Chip equity market.

SBI® Domestic Swiss Pfandbrief Total Return

The SBI® Domestic Swiss Pfandbrief Total Return (SML14T) reflects the development of a segment of the CHF bond market by tracking the Swiss Pfandbriefe listed on SIX Swiss Exchange.

SBI® Domestic Swiss Pfandbrief Price

The SBI® Domestic Swiss Pfandbrief Price (SML14P) reflects the development of a segment of the CHF bond market by tracking the Swiss Pfandbriefe listed on SIX Swiss Exchange.

SMIM® (SMI MID) Price

The SMIM® (SMI MID) Price measures the development of the mid sized Swiss equity market represented by the 30 next most liquid and largest equity instruments traded at SIX that are not in SMI. The composition of SMIM together with the composition of SMI build the composition of the SMI Expanded.

SMIM® (SMI MID) Total Return

The SMIM® (SMI MID) Total Return (SMIMC) index measures the development of the mid sized Swiss equity market represented by the 30 next most liquid and largest equity instruments traded at SIX that are not in SMI.

SMI Expanded® Price

The SMI Expanded® Price measures the development of the mid and large sized Swiss equity market represented by the 50 largest and most liquid instruments traded at SIX. Its composition is equivalent to the composition of SMI and SMIM together.

SMI Expanded® Total Return

The SMI Expanded® Total Return measures the development of the mid and large sized Swiss equity market represented by the 50 largest and most liquid instruments traded at SIX. Its composition is equivalent to the composition of SMI and SMIM together.

Swiss Market Index SMI® Price

The Swiss Market Index SMI® Price measures the development of the Swiss Blue Chip equity market. The 20 largest and most liquid equity instruments traded at SIX are selected as components. The index composition is fixed to 20 shares which are weighted by their free float market capitalisation and a capping is applied at 18% for single components.

SMI® TR Decrement 640 Points

The SMI® TR Decrement 640 Points replicates an investment in the SMI TR (Total Return) index less a constant Decrement in form of a fixed annualized Percentage Value or a fixed annualized Index Point Value.

SMI® TR Decrement 580 Points

The SMI® TR Decrement 580 Points replicates an investment in the SMI TR (Total Return) index less a constant Decrement in form of a fixed annualized Percentage Value or a fixed annualized Index Point Value.

SMI® TR Decrement 520 Points

The SMI® TR Decrement 520 Points replicates an investment in the SMI TR (Total Return) index less a constant Decrement in form of a fixed annualized Percentage Value or a fixed annualized Index Point Value.

SMI® TR Decrement 450 Points

The SMI® TR Decrement 450 Points replicates an investment in the SMI TR (Total Return) index less a constant Decrement in form of a fixed annualized Percentage Value or a fixed annualized Index Point Value.

SMI® TR Decrement 390 Points

The SMI® TR Decrement 390 Points replicates an investment in the SMI TR (Total Return) index less a constant Decrement in form of a fixed annualized Percentage Value or a fixed annualized Index Point Value.

SMI® TR Decrement 320 Points

The SMI® TR Decrement 320 Points replicates an investment in the SMI TR (Total Return) index less a constant Decrement in form of a fixed annualized Percentage Value or a fixed annualized Index Point Value.

SMI® TR Decrement 5.00%

The SMI® TR Decrement 5.00% replicates an investment in the SMI TR (Total Return) index less a constant Decrement in form of a fixed annualized Percentage Value or a fixed annualized Index Point Value.

SMI® TR Decrement 4.50%

The SMI® TR Decrement 4.50% replicates an investment in the SMI TR (Total Return) index less a constant Decrement in form of a fixed annualized Percentage Value or a fixed annualized Index Point Value.

SMI® TR Decrement 4.00%

The SMI® TR Decrement 4.00% replicates an investment in the SMI TR (Total Return) index less a constant Decrement in form of a fixed annualized Percentage Value or a fixed annualized Index Point Value.

Swiss Market Index SMI® Total Return

The Swiss Market Index SMI® Total Return (SMIC) measures the development of the Swiss Blue Chip equity market. The 20 largest and most liquid equity instruments traded at SIX are selected as components.

SMI® TR Decrement 3.00%

The SMI® TR Decrement 3.00% replicates an investment in the SMI TR (Total Return) index less a constant Decrement in form of a fixed annualized Percentage Value or a fixed annualized Index Point Value.

SMI® TR Decrement 3.50%

The SMI® TR Decrement 3.50% replicates an investment in the SMI TR (Total Return) index less a constant Decrement in form of a fixed annualized Percentage Value or a fixed annualized Index Point Value.

SMI® TR Decrement 2.50%

The SMI® TR Decrement 2.50% replicates an investment in the SMI TR (Total Return) index less a constant Decrement in form of a fixed annualized Percentage Value or a fixed annualized Index Point Value.

Swiss Leader Index Total Return

The Swiss Leader Index Total Return measures the development of the extended Swiss Blue Chip equity market. The 30 largest and most liquid equity instruments traded at SIX are selected as components.

Swiss Leader Index Price Index

The Swiss Leader Index Price Index measures the development of the extended Swiss Blue Chip equity market. The 30 largest and most liquid equity instruments traded at SIX are selected as components. The index composition is fixed to 30 shares which are generally free float market capitalisation weighted.

SBI® Foreign Supranational AAA-BBB Total Return

The SBI® Foreign Supranational AAA-BBB Total Return (SFS14T) reflects the development of a segment of the CHF bond market by tracking the Swiss-franc-denominated bonds of foreign supranational organisations listed on SIX Swiss Exchange.

SBI® Foreign Supranational AAA-BBB Price

The SBI® Foreign Supranational AAA-BBB Price (SFS14P) reflects the development of a segment of the CHF bond market by tracking the Swiss-franc-denominated bonds of foreign supranational organisations listed on SIX Swiss Exchange.

SBI® Foreign Government AAA-BBB Total Return

The SBI® Foreign Government AAA-BBB Total Return (SFG14T) reflects the development of a segment of the CHF bond market by tracking the Swiss-franc-denominated bonds of foreign governments listed on SIX Swiss Exchange.

SBI® Foreign Corporate AAA-BBB Price

The SBI® Foreign Corporate AAA-BBB Price (SFC14P) reflects the development of a segment of the CHF bond market by tracking the Swiss-franc-denominated bonds of foreign corporates listed on SIX Swiss Exchange.

SBI® Foreign Corporate AAA-BBB Total Return

The SBI® Foreign Corporate AAA-BBB Total Return (SFC14T) reflects the development of a segment of the CHF bond market by tracking the Swiss-franc-denominated bonds of foreign corporates listed on SIX Swiss Exchange.

SBI® Foreign Government AAA-BBB Price

The SBI® Foreign Government AAA-BBB Price (SFG14P) reflects the development of a segment of the CHF bond market by tracking the Swiss-franc-denominated bonds of foreign governments listed on SIX Swiss Exchange.

SBI® Foreign AAA-BBB 5-10 Total Return

The SBI® Foreign AAA-BBB 5-10 Total Return (SF51T) reflects the development of a segment of the CHF bond market by tracking the Swiss-franc-denominated bonds of foreign corporates listed on SIX Swiss Exchange. On December 28, 2007 the SBI® Foreign AAA-BBB 5-10 Total Return was standardised at 100 points.

SBI® Foreign AAA-BBB 5-10 Price

The SBI® Foreign AAA-BBB 5-10 Price (SF51P) reflects the development of a segment of the CHF bond market bytracking the Swiss-franc-denominated bonds of foreign corporates listed on SIX Swiss Exchange. On December 28, 2007 the SBI® Foreign AAA-BBB 5-10 Price was standardised at 100 points.

SPI Select Dividend 20 Index Price

The SPI Select Dividend 20 Index Price measures the development of the highest-yielding instruments of the SPI. It includes the 20 instruments with the highest dividend paying record and a solid profitability of the SPI.

SBI® Domestic Non-Government AAA-BBB Total Return

The SBI® Domestic Non-Government AAA-BBB Total Return (SDNT) reflects the development of a segment of the CHF bond market by tracking the Swiss-franc-denominated bonds of domestic non-government issuers listed on SIX Swiss Exchange.

SBI® Domestic Non-Government AAA-BBB Price

The SBI® Domestic Non-Government AAA-BBB Price (SDNP) reflects the development of a segment of the CHF bond market by tracking the Swiss-franc-denominated bonds of domestic non-government issuers listed on SIX Swiss Exchange.

SPI Select Dividend 20 Index Total Return

The SPI Select Dividend 20 Index Total Return measures the development of the highest-yielding instruments of the SPI. It includes the 20 instruments with the highest dividend paying record and a solid profitability of the SPI.

SBI® AAA-BBB Total Return

The SBI® AAA-BBB Total Return (SBR14T) reflects the development of the CHF bond market by tracking most of the Swiss-franc-denominated bonds listed on SIX Swiss Exchange.

UBS 100 Index Price

The UBS 100 Index Price Index measures the development large and mid equity instruments of the Swiss equity market. The 100 largest and most liquid shares are selected for the index.

SBI® AAA-BBB Price

The SBI® AAA-BBB Price (SBR14P) reflects the development of the CHF bond market by tracking most of the Swiss-franc-denominated bonds listed on SIX Swiss Exchange.

UBS 100 Index Total Return

The UBS 100 Index Total Return Index measures the development large and mid equity instruments of the Swiss equity market. The 100 largest and most liquid shares are selected for the index.

SBI® Domestic Government Price

The SBI® Domestic Government Price (SBIDGP) reflects the development of a segment of the CHF bond market by tracking the bonds of the Swiss Confederation ('Eidgenossen') listed on SIX Swiss Exchange.

SBI® Domestic Government Total Return

The SBI® Domestic Government Total Return (SBIDGT) reflects the development of a segment of the CHF bond market by tracking the bonds of the Swiss Confederation ('Eidgenossen') listed on SIX Swiss Exchange.

SBI® Foreign AAA-BBB Total Return

The SBI® Foreign AAA-BBB Total Return (SBF14T) reflects the development of a segment of the CHF bond market by tracking the Swiss-franc-denominated bonds of foreign issuers listed on SIX Swiss Exchange.

SBI® Foreign AAA-BBB Price

The SBI® Foreign AAA-BBB Price (SBF14P) reflects the development of a segment of the CHF bond market by tracking the Swiss-franc-denominated bonds of foreign issuers listed on SIX Swiss Exchange.

SBI Corporate Price

The SBI Corporate Price (S71P) reflects the development of a segment of the CHF bond market by tracking the Swissfranc-denominated bonds of corporate organisations listed on SIX Swiss Exchange. On December 30, 2010 the SBI Corporate Price was standardised at 100 points.

SBI® ESG AAA-BBB Price

The SBI® ESG AAA-BBB Price (SBESGP) is based on the SBI® AAA-BBB Price, but introduces an additional layer of sustainability criteria. Issuers are selected on the basis of three criteria mainly sourced from Inrate (www.inrate.com).

SBI® ESG AAA-BBB Total Return

The SBI® ESG AAA-BBB Total Return (SBESGT) is based on the SBI® AAA-BBB Total Return, but introduces an additional layer of sustainability criteria. Issuers are selected on the basis of three criteria mainly sourced from Inrate (www.inrate.com).

SBI® ESG Foreign AAA-BBB Total Return

The SBI® ESG Foreign AAA-BBB Total Return (SBESFT) is based on the SBI® Foreign AAA-BBB Total Return, butintroduces an additional layer of sustainability criteria.

SBI® ESG Foreign AAA-BBB Price

The SBI® ESG Foreign AAA-BBB Price (SBESFP) is based on the SBI® Foreign AAA-BBB Price, but introduces anadditional layer of sustainability criteria.

SBI® ESG Domestic AAA-BBB Total Return

The SBI® ESG Domestic AAA-BBB Total Return (SBESDT) is based on the SBI® Domestic AAA-BBB Total Return, but introduces an additional layer of sustainability criteria. Issuers are selected on the basis of three criteria mainly sourced from Inrate (www.inrate.com).

SBI® ESG Domestic AAA-BBB Price

The SBI® ESG Domestic AAA-BBB Price (SBESDP) is based on the SBI® Domestic AAA-BBB Price, but introduces an additional layer of sustainability criteria. Issuers are selected on the basis of three criteria mainly sourced from Inrate (www.inrate.com).

SBI Corporate Total Return

The SBI Corporate Total Return (S71T) reflects the development of a segment of the CHF bond market by tracking the Swiss-franc-denominated bonds of corporate organisations listed on SIX Swiss Exchange. On December 30, 2010 the SBI Corporate Total Return was standardised at 100 points.

SBI® ESG Corporate Total Return

The SBI® ESG Corporate Total Return (SBESCT) is based on the SBI Corporate Total Return, but introduces an additional layer of sustainability criteria. Issuers are selected on the basis of three criteria mainly sourced from Inrate(www.inrate.com).

SBI® ESG Corporate Price Index

The SBI® ESG Corporate Price (SBESCP) is based on the SBI Corporate Price, but introduces an additional layer of sustainability criteria. Issuers are selected on the basis of three criteria mainly sourced from Inrate (www.inrate.com).

SBI® Domestic AAA-BBB Total Return

The SBI® Domestic AAA-BBB Total Return (SBD14T) reflects the development of a segment of the CHF bond marketby tracking the Swiss-franc-denominated bonds of domestic issuers listed on SIX Swiss Exchange.

SXI Real Estate® All Shares Price

The SXI Real Estate® All Shares Price index measures the real estate market based on the real estate shares traded at SIX.

SBI® Domestic AAA-BBB Price

The SBI® Domestic AAA-BBB Price (SBD14P) reflects the development of a segment of the CHF bond market by tracking the Swiss-franc-denominated bonds of domestic issuers listed on SIX Swiss Exchange.

SXI Real Estate® All Shares Total Return

The SXI Real Estate® All Shares Total Return index measures the real estate market based on the real estate shares traded at SIX.

SXI Real Estate® Shares Broad Price

The SXI Real Estate® Shares Broad Price index measures the real estate market based on the real estate shares traded at SIX that have at least 75% of their assets invested in Switzerland. As such it has a variable number of components - currently 15.

SXI Real Estate® Shares Broad Total Return

The SXI Real Estate® Shares Broad TR (REAL) index measures the real estate market based on the real estate shares traded at SIX that have at least 75% of their assets invested in Switzerland. As such it has a variable number ofcomponents - currently 16.

SXI Switzerland Sustainability 25 Index® Total Return

The SXI Switzerland Sustainability 25 Index® Total Return (SSUST) measures the development of Swiss companies which are considered sustainable according to a measurement framework provided by Inrate.

SPI® ICB Industry 8000 "Financials" Total Return

The SPI® ICB Industry 8000 "Financials" Total Return measures the development of the sector Financials within the SPI.

SPI® ICB Industry 7000 "Utilities" Total Return

The SPI® ICB Industry 7000 "Utilities" Total Return measures the development of the sector Utilities within the SPI.

SPI® ICB Industry 9000 "Technology" Total Return

The SPI® ICB Industry 9000 "Technology" Total Return measures the development of the sector Technology within the SPI.

SPI® ICB Industry 8000 "Financials" Price

The SPI® ICB Industry 8000 "Financials" Price measures the development of the sector Financials within the SPI.

SPI® ICB Industry 9000 "Technology" Price

The SPI® ICB Industry 9000 "Technology" Price measures the development of the sector Technology within the SPI.

SPI® ICB Industry 7000 "Utilities" Price

The SPI® ICB Industry 7000 "Utilities" Price measures the development of the sector Utilities within the SPI.

SPI® ICB Industry 5000 "Consumer Services" Total Return

The SPI® ICB Industry 5000 "Consumer Services" Total Return measures the development of the sector Consumer Services within the SPI.

SPI® ICB Industry 6000 "Telecommunications" Price

The SPI® ICB Industry 6000 "Telecommunications" Price measures the development of the sector Telecommunications within the SPI.

SPI® ICB Industry 6000 "Telecommunications" Total Return

The SPI® ICB Industry 6000 "Telecommunications" Total Return measures the development of the sector Telecommunications within the SPI.

SPI® ICB Industry 5000 "Consumer Services" Price

The SPI® ICB Industry 5000 "Consumer Services" Price measures the development of the sector Consumer Services within the SPI.

SPI® ICB Industry 4000 "Health Care" Total Return

The SPI® ICB Industry 4000 "Health Care" Total Return measures the development of the sector Healthcare within the SPI.

SPI® ICB Industry 4000 "Health Care" Price

The SPI® ICB Industry 4000 "Health Care" Price measures the development of the sector Healthcare within the SPI.

SPI® ICB Industry 2000 "Industrials" Price

The SPI® ICB Industry 2000 "Industrials" Price measures the development of the sector Industrials within the SPI.

SPI® ICB Industry 2000 "Industrials" Total Return

The SPI® ICB Industry 2000 "Industrials" Total Return measures the development of the sector Industrials within the SPI.

SPI® ICB Industry 3000 "Consumer Goods" Total Return

The SPI® ICB Industry 3000 "Consumer Goods" Total Return measures the development of the sector Consumer Goods within the SPI.

SPI® ICB Industry 3000 "Consumer Goods" Price

The SPI® ICB Industry 3000 "Consumer Goods" Price measures the development of the sector Consumer Goods within the SPI.

SPI® ICB Industry 1000 "Basic Materials" Price

The SPI® ICB Industry 1000 "Basic Materials" Price measures the development of the sector Basic Materials within the SPI.

SPI® ICB Industry 1000 "Basic Materials" Total Return

The SPI® ICB Industry 1000 "Basic Materials" Total Return measures the development of the sector Basic Materials within the SPI.

Swiss Responsible Bond Index

Rules Governing the Swiss Responsible Bond Index (SRBI)

Output Statement for SARON, administrated by SIX Swiss Exchange

The Swiss Reference Rates (SRR), including the SARON as overnight rate, is a set of reference rates reflecting the CHF repo market. SIX Swiss Exchange (SSX), as Benchmark Administrator of the SRR is following the IOSCO Principles for Financial Benchmarks (July 2013).

Benchmark Statement SIX Sweden MicroCap Gross Decrement 3.5% (SSMGD35)

Explanation of how ESG Factors are Reflected in the Key Elements of the Benchmark Methodology for SIXPRX, SIXRX, SIXREX, SIXSETMGGI, SIXSEHEALTHGI, SIXSEMCGI and SSMGD35

Index Calculation Rulebook - SIX Portfolio Free Float Index (SIXPXFF) and SIX Portfolio Free Float Return Index (SIXPRXFF)

Index Calculation Rulebook - SIX Portfolio Free Float Index (SIXPXFF) and SIX Portfolio Free Float Return Index (SIXPRXFF)

Ethos Swiss Corporate Governance Index

Rules Governing the Ethos Swiss Corporate Governance Index

Swiss Responsible Equity Index

Rules Governing the Swiss Responsible Equity Index (SREI)

SIX Crypto Indices

Methodology Rulebook Governing SIX Real-Time Crypto Indices and SIX Reference Rate Crypto Indices

SBI ESG Foreign AAA-BBB 1-5 TR Hedged in EUR

SBI ESG Foreign AAA-BBB 1-5 TR Hedged in EUR Methodology

SBI ESG Foreign AAA-BBB 5-10 TR Hedged in EUR

SBI ESG Foreign AAA-BBB 5-10 TR Hedged in EUR Methodology

Benchmark Statement

Fixed Income and Money Market Benchmark Family

Explanation of how ESG factors are reflected in the key elements of the benchmark methodology of SBI ESG AAA-BBB

Explanation of how ESG factors are reflected in the key elements of the benchmark methodology of SBI ESG Corporate

Explanation of how ESG factors are reflected in the key elements of the benchmark methodology of SBI ESG Foreign AAA-BBB 1-5

Explanation of how ESG factors are reflected in the key elements of the benchmark methodology of SBI ESG Foreign AAA-BBB 5-10

Explanation of how ESG factors are reflected in the key elements of the benchmark methodology of SPI ESG Select

Explanation of how ESG factors are reflected in the key elements of the benchmark methodology of SPI ESG Weighted

SBI ESG AAA-BBB

SBI ESG Corporate

SBI ESG Foreign AAA-BBB 1-5

SBI ESG Foreign AAA-BBB 5-10

SPI ESG

SPI ESG Methodology

SPI ESG Selected

SPI ESG Weighted

SXI Switzerland Sustainability 25 Net Return Decrement 3.50%

SXI Switzerland Sustainability 25 Net Return Decrement 3.50%

Methodology Rulebook: Leveraged Indices

Get all the information you need regarding the methodology used for Leveraged Indices

Methodology Rulebook Governing Dividend Point Indices for SMI, SMIM, SLI

Get all information on the methodology used for Dividend Point Indices for SMI, SMIM, SLI

SIX Currency Hedged Indices

Rulebook Governing SIX Currency Hedged Indices

Outcome of the SIX Equity Indices Market Consultation

Letter of Compliance

Letter of Compliance with the IOSCO Principles for Financial Benchmarks

ESG Indices

Sustainable investment is more than a trend. The SIX ESG indices allow investments in Swiss companies that have a standardized and well-founded sustainability profile.

Methodology Rulebook Governing SIX Structured Products Strategy Indices

Rulebook SIX Structured Products Strategy Indices

Benchmark Statement SIX Return Index (SIXRX)

Benchmark Statement SIX Sweden Micro Cap Gross Index (SIXSEMCGI)

SIX Sweden Sustainability Index GI

The SIX Sweden Sustainability Index GI reflects the performance of all companies listed on the Nasdaq Stockholm Stock Exchange that meet the modern standards for social, environmental and ethical criteria of corporate responsibility and sustainability.

SIX Sweden SRI Gross Index

The SIX Sweden SRI Gross Index reflects the performance of companies listed on the Nasdaq Stockholm Stock Exchange that meet modern standards of social, environmental and ethical criteria.

SIX Sweden Micro Cap Gross Index

The SIX Sweden Micro Cap Gross Index reflects the performance of companies with a market value less than 0.025% listed on the Nasdaq Stockholm Stock Exchange.

SIX Sweden Healthcare Gross Index

The SIX Sweden Healthcare Gross Index reflects the market performance of shares belonging to the category Healthcare listed on the Nasdaq Stockholm Stock Exchange.

SIX Sweden ESG Selection Index GI

The SIX Sweden ESG Selection Index GI reflects the performance of the top 70 companies listed on the Nasdaq Stockholm Stock Exchange with the strongest ESG practices.

SIX Sweden Dividend 21 SRI Index GI

The SIX Sweden Dividend 21 SRI Index GI reflects the performance of the 21 large cap shares with the highest dividend yield listed on the Nasdaq Stockholm Stock Exchange screening out companies that do not meet ESG standards.

SIX Real Estate Index

The SIX Real Estate Index reflects the market performance of Real Estate companies listed on the Nasdaq Stockholm Stock Exchange.

SIX Portfolio Return Index

The SIX Portfolio Return Index reflects the performance of all listed companies on the Nasdaq Stockholm Stock Exchange, with the restriction that no single company may weigh over ten percent.

SIX PRX ex Skandias exkluderingar (SIXEXSK)

The SIXEXSK Index reflects the performance of all companies listed on the Nasdaq Stockholm Stock Exchange, subject to restrictions regarding social, environmental and ethical criteria.

SIX30 Return Index

The SIX30 Return Index reflects the performance of the 30 most liquid shares listed on the Nasdaq Stockholm Stock Exchange.

SIX30 Net 15 Return Index NI

The SIX30 Net 15 Return Index NI reflects the performance of the 30 most liquid shares listed on the Nasdaq Stockholm Stock Exchange.

SIX30 Index

The SIX30 Index reflects the performance of the 30 most liquid shares listed on the Nasdaq Stockholm Stock Exchange.

SIX Sweden TMG Gross Index

The SIX Sweden TMG Gross Index reflects the performance of shares belonging to the categories Tech, Media and Gaming on the Nasdaq Stockholm Stock Exchange.

Explanation of how ESG Factors are Reflected in the Key Elements of the Benchmark Methodology of SIX 30 Return Index (SIX30RX)

Explanation of how ESG Factors are Reflected in the Key Elements of the Benchmark Methodology of SIX PRX ex Skandias exkluderingar (SIXEXSK)

Explanation of how ESG Factors are Reflected in the Key Elements of the Benchmark Methodology of SIX SRI Sweden Gross Index (SIXSESRIGI)

Explanation of how ESG Factors are Reflected in the Key Elements of the Benchmark Methodology of SIX Sweden Dividend 21 SRI Gross Index (SIXSEDIV21SRIGI)

Explanation of how ESG Factors are Reflected in the Key Elements of the Benchmark Methodology of SIX Sweden ESG Selection Gross Index (SIXSEESGSGI)

Explanation of how ESG Factors are Reflected in the Key Elements of the Benchmark Methodology of SIX30 SRI Gross Index (SIX30SRIGI)

Conflict of Interest Register - SIX Nordic Index

Swiss Index Complaints Handling Procedure

SIX Crypto Currency Indices

Comprehensive Index Solutions to Measure Crypto Currencies

Index Calculation Rulebook – SIX30, SIX30RX and SIX30NRX Index (SIX30, SIX30RX, SIX30NRX)

Index Calculation Rulebook – SIX30, SIX30RX and SIX30NRX Index (SIX30, SIX30RX, SIX30NRX)

Price List – Derived Data and Benchmarks based on Swiss Reference Rates (SRR)

Refer to the price list for all details

Explanation of how ESG Factors are Reflected in the Key Elements of the Benchmark Methodology for SIXPRX, SIXRX, SIXREX, SIXSETMGGI, SIXSEHEALTHGI and SIXSEMCGI

Index Calculation Rulebook – SIX SRI Finland Small Cap Index (SIXSRIFISC)

Index Calculation Rulebook – SIX SRI Finland Small Cap Index (SIXSRIFISC)

SIX Disclaimer

Usage of SIX Disclaimer for index based products within prospectus and equivalent documents

SMI Decrement Indices

The Alternative to the SMI for Issuers of Financial Products

Index Calculation Rulebook – SIX Nordic Index (SIXNORDIC)

Index Calculation Rulebook – SIX Nordic Index (SIXNORDIC)

Index Calculation Rulebook – SIX Nordic SRI Index (SIXNCSRI)

Index Calculation Rulebook – SIX Nordic SRI Index (SIXNCSRI)

Index Calculation Rulebook – SIX30 Net 15 Return Index (SIX30N15RX)

Index Calculation Rulebook – SIX30 Net 15 Return Index (SIX30N15RX)

Conflict of Interest Register – SIX Swiss Index

FAQ Index Licensing – Swiss Reference Rates (SRR)

Price List – Swiss Reference Rates (SRR)

Refer to the price list for all details

Governance Overview Swiss Index

Index Calculation Rulebook – SIX Sweden SSE and First North Index (SIXSEFN)

Index Calculation Rulebook – SIX Sweden SSE and First North Index (SIXSEFN)

Procedures for Cessation of a Benchmark

SARON Swiss Average Rate Overnight

The Swiss Franc Benchmark

Market Consultation on potential adjustments to the SPI and Swiss All Share index Methodology.

Market consultation outcome and decision about CHF bonds traded on SIX Digital Exchange (SDX)

Governance Overview Nordic Index

Market consultation outcome and Decision about SBI® rebalancing on June 01, 2021

Methodology Rulebook for Volatility Index VSMI

Get all the information you need on the methodology used for the Volatility Index VSMI

Index Calculation Rulebook – SIX SRI Nordic 200 Small Cap Index

Index Calculation Rulebook – SIX SRI Sweden 200 Small Cap Index

Methodology Rulebook Governing SARON Compound Rates

Get a brief overview of how SIX calculates the SARON Compound Rates.

FTSE Disclaimer

Procedures for Cessation of a Benchmark

Market consultation outcome and Decision on changing the SBI® composite rating methodology

Discontinuation of SPI Subsector and Sector indices

Factsheet: Swiss Reference Rates

Internationally, overnight interest rates play a significant role in determining the yield curve. Going forward, the point of departure for Switzerland’s yield curve is SARON, a reference rate based on data from the Swiss franc repo market.

Index Calculation Rulebook - SIX60 Index

Market Consultation on potential discontinuation of SPI Subsector and Sector indices

Market Consultation on Potential Index Methodology Change for the Swiss Bond Indices (SBI)

Ethos Swiss Corporate Governance Index, German

Ethos Swiss Corporate Governance Index - Flyer

Market Consultation on Potential Index Methodology Changes of SMI

Methodology Rulebook for SMI Risk Control Indices

Get all the information on the methodology used for SMI Risk Control Indices

BME Index Offering

Dividend Point: Calculation Examples

Outcome Consultation SMI

Introduction of a Component Capping on SMI

Overview of Indices to be Potentially Discontinued

Overview of VSMI Indices to be Discontiued

Reporting Free Float of Domestic Companies

The information you report is required for calculating the free float factor. Free float is a component used in the calculation of a given index.

Reporting Free Float of Primary Listed Foreign Companies

The information you report is required for calculating the free float factor. Free float is a component used in the calculation of a given index.

Revision of the SIX Blue-Chip Indices Methodology

Saron Compound Calcuator Macro

Saron Compound Calculator

SIX Global Equity Indices Factsheet

The Global Equity Indices from SIX ensure broad coverage with high comparability to established benchmarks.

SIX Index Offering