The Swiss Reference Rates (SRR) are a collection of benchmark rates which are calculated based on Swiss franc repo transactions handled by SIX Repo Ltd.
A total of 24 reference rates make up the SRR.
SRR average rate indices: SARON (overnight), SARTN (tomorrow/next), SARSN (spot/next), SAR1W (1 week), SAR2W (2 weeks), SAR3W (3 weeks), SAR1M (1 month), SAR2M (2 months), SAR3M (3 months), SAR6M (6 months), SAR9M (9 months), SAR12M (12 months), SARMAR (March), SARJUN (June), SARSEP (September), SARDEC (December).
SRR current rate indices: SCRON (overnight), SCRTN (tomorrow/next), SCRSN (spot/next), SCR1W (1 week), SCR2W (2 weeks), SCR3W (3 weeks), SCR1M (1 month), SCR2M (2 months), SCR3M (3 months), SCR6M (6 months), SCR9M (9 months), SCR12M (12 months), SCRMAR (March), SCRJUN (JUN), SCRSEP (September), SCRDEC (December).
SRR average indices: SAION (overnight)
SRR current indices: SCION (overnight