About the SIX Bond Indices
The SIX Bond Indices serve as a reference for the Swiss Franc (CHF) capital market and reflect the performance of bonds denominated in CHF that are listed on the SIX Swiss Exchange. The Swiss Bond Indices provide valuable macroeconomic data related to the Swiss capital market. Specifically, they deliver information on:
- The current interest rate level and expected future interest rates.
- The origin and creditworthiness of the issuers.
- The average remaining maturity of the listed bonds.
- The overall market capitalization as an indication of market demand.
The Swiss Bond Indices have strict inclusion criteria. Each bond must have a remaining maturity of at least one year and an issuance volume of at least CHF 100 million. Additionally, only fixed-rate bonds are considered. Finally, each bond must have a rating of “BBB” or higher.
SIX calculates a “Composite Rating » based on assessments from rating agencies and major Swiss banks.
SIX provides a wide range of indices for the Swiss bond market. This includes the broad Swiss Bond Index (SBI) and various sub-indices across different issuer origins, sectors, rating categories and maturities. Further, we calculate various ESG Bond Indices.
Discover Our Indices
Explanatory Graph
Index Dependencies
The SIX Bond Index family is derived from the SBI. The SBI is selected from all bonds listed at SIX Swiss Exchange with the eligibility criteria below. Once the SBI is selected, a set of filters on bond attributes is applied to select specific subsets of bonds to gain exposure to defined characteristics. The following graph gives an overview of filters which are available today:
Get Access to the SIX Indices
Do you want to include SIX Indices in your investment strategy? Learn more about the index data licensing from SIX.
SIX provides constituent level data including weights, selection lists, index preview and review information to allow you to track index changes and corporate actions for all index participants.
Stay Up to Date
Subscribe to the SIX Index Newsletter for current information on asset classes, new developments, products and events.
All SIX Indices and BME Indices are the intellectual property (including registered trademarks) of SIX or BME. SIX and BME provide no warranty of any kind and exclude all liability (whether in negligence or otherwise) with respect to their usage. The use of SIX Indices and BME Indices and their pending or registered trademarks (®) as well as access to restrictive index data is governed by a license agreement. Information on licensing and the format of the disclaimer can be found on the SIX and BME website.