Swiss Bond Indices (SBI)

Swiss Bond Indices (SBI)

The Indices for Switzerland’s Bond Market

About the SBI

The Swiss Bond Indices (SBI) reflect developments in the CHF-denominated bond market. By providing information on domestic interest rates, they supply valuable macroeconomic data on the Swiss capital market.

Strict acceptance criteria apply to the SBI. Each bond issue must be listed on the Swiss Stock Exchange in CHF with a remaining term to maturity of at least one year as well as an original issue volume of at least CHF 100 million. In addition, only fixed-rate bonds are included. Lastly, each bond must have a composite rating of “BBB” or higher. 

The SIX Bond Indices are recalculated and published every 3 minutes and are reviewed on a monthly basis. Various sub-indices are calculated with a variety of maturities, credit ratings and sectors.

The broad index SBI AAA-BBB was standardized at 100 points on 29 December 2006, and was launched on January 3, 2007.

SIX also provides ESG Bond Indices to enable a more sustainable investment in the CHF bond market. 

In addition, the SBI Spread Indices aim to measure the “Risk Premium” of the Swiss Bond Indices relative to the Swiss Government Curve and the Swiss Swap Curve, by calculating a weighted average of the individual “Risk Premiums” of the constituent bonds in line with the weights of the underlying SBI index.

How You Will Benefit

Access to Broad Swiss Bond Market

Broad benchmark for the Swiss bond market which tracks the performance of Swiss-franc denominated bonds listed on the Swiss Stock Exchange

Broad Coverage

Extensive coverage of the Swiss bond market with more than 1400 bonds of Swiss and foreign domiciled issuers across a variety of maturities, credit ratings and sectors

High Market Acceptance

Due to transparent and strict acceptance criteria, the SBI enjoys a high market acceptance and reputation

 

Performance

 
Explanatory Table

Overview of the Index Family

We have put together a table to illustrate the entire SBI Index family with its sub-indices, rating categories and terms to maturity.  

Factsheets

Explore our factsheets to gain in-depth insights into our indices at SIX. Find detailed descriptions, key figures, the methodology and much more. Statistical factsheets are available on the SIX Index Data Center.

  • SBI Spread Indices

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

    Open document

Interested in Seeing the Full Picture?

For current and historic index compositions, selection lists, index preview and review information as well as historical index values, please visit the SIX Index Data Center.

Additional Information

The use of SBI Indices and their registered trademarks as well as the access to restrictive index data are governed by a licensing agreement. To request for an index data license, please get in touch with us.

  • Index 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
    Get in Touch
  • Index Technical Support

    Contact us for any technical questions related to Swiss Indices. We are happy to help you from 8:00 am to 6:30 pm CET on trading days.
     

    • +41 58 399 2229
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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.