SIX provides more than 300 different bond indices. The Swiss Bond Index (SBI) reflects the developments in the CHF-denominated bond market. The main SBI admission criteria are:
Size: At least CHF 100 million nominal amount per issuance
Interest Rate: Straight bonds (fixed-rate notes) without additional clauses
Tenor: Remaining term to maturity of at least one (1) year
Rating: SBI “composite rating” (derived from the ratings of Standard & Poor’s, Moody’s, Fitch and fedafin as well as those of major Swiss banks) of at least BBB
Most relevant rules are:
The Methodology Rulebook Governing Bond Indices
For more information about bond indices, please see SIX’s Bond Indices and SIX’s ESG Indices websites.