Swiss Reference Rates (SRR)

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.

These rates are published by SIX Swiss Exchange in collaboration with the Swiss National Bank. Data is fixed 3 times per day (at 12 p.m., 4 p.m. and 6 p.m.).

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

More on this topic:
Repurchase agreement definition
Reverse purchase agreement definition

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Editor Daniel Dreier
Daniel Dreier is editor and personal finance expert at moneyland.ch.