• 重庆华岩文教助力百名困境儿童圆梦活动即将启动 2019-06-22
  • 【理上网来·喜迎十九大】精神之“钙”是拒腐防变的良药 2019-06-22
  • 2018春天读诗之夜专题报道 2019-06-20
  • 北京市北京盛运顺通综合店【在线咨询】 2019-06-19
  • 青海省直机关纪工委与派驻纪检监察组同向发力br扎实推进机关党风廉政建设向纵深发展 2019-06-19
  • 国舜科技姜强:网络安全服务标准化将成未来发展趋势 2019-06-13
  • 思想与用词停留在三十年前。 2019-06-13
  • 《2015中国音乐产业发展报告》发布 2019-06-06
  • 拥有大智慧的中国古人就把“子”和“女”结合在一体,造出一个会意字“好”字。一直就用这个“好”的感觉结果去衡量其它任何生存环境中的万物万事所给人的感觉。 2019-06-06
  • 英国顶级艺术院著名大楼再度起火 2014年曾发生火灾 2019-06-04
  • “大功三连”指导员王金龙责无旁贷学习先行走在前列 2019-05-27
  • 毛泽东说帝国主义都是纸老虎。是有社会基础的 2019-05-27
  • 楼市调控继续加码 供需矛盾加剧或致摇号买房常态化 2019-05-14
  • 喜迎十九大 砥砺奋进的五年 2019-05-14
  • 习近平齐鲁之行的七个感人瞬间 2019-05-12
  • Service Navigation

    New product launch: SARON? Futures

    Three-Month SARON? Futures

    Supporting the Swiss market transition to a new risk-free rate

    Regulatory pressure, along with ongoing issues regarding LIBOR, has created the need for alternative risk free reference rates (RFRs). In Switzerland the National Working Group (NWG) has proposed SARON? as an alternative interest rate benchmark. To help the market with an orderly transition to the new benchmark, Eurex has launched a Three-Month SARON? Futures contract, the first exchange-traded SARON? Futures globally, in October 2018.

    “SARON? Futures help the CH-denominated market transition smoothly to the new risk free rate and further complement our CHF offering in OTC IRS Swaps, CONF Futures and STIRs.”

    Lee Bartholomew, Head of Fixed Income & FX Product R&D

    In Switzerland both LIBOR and the TOIS-fixing stopped being the most reliable way to determine the cost of debt securities. In 2017 the NWG proposed SARON? as an alternative interest rate benchmark. At the end of 2017 the Swiss market replaced the TOIS fixing with SARON?. Eurex Clearing AG stopped clearing TOIS Indexed Swaps at the end of 2017 and at the same time switched to a SARON? swap discounting curve for CHF swap transactions. ECAG offers clearing for SARON? swaps since 2017.

    SARON??is the new Risk Free interest rate for the discount of CHF OTC Interest Rate Swaps.?

    It is a collateralized reference rate based on actual market transactions and quotes in the regulated SIX Repo market. Calculated transparently in accordance with the IOSCO Principles for financial benchmarks, SARON??is compliant with international benchmark standards.

    ?


    ?

    Contacts

    Sales United Kingdom

    Vassily Pascalis

    T +44-20-78 62-72 11

    Sales Italy and Switzerland

    Francesca Dell'Era

    T +41-43-430-71 23

    Derivatives Product Development

    Jenny Ivleva

    T +44-20-78 62-70 98

    [email protected]?


    ?
    ?

    Market Status

    XEUR

    -

    -

    Parts of the trading system are currently experiencing technical issues

    The trading system is currently experiencing technical issues

    Production newsboard

    The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

    We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

    An instant update of the Market Status requires an enabled up-to date Java? version within the browser.

  • 重庆华岩文教助力百名困境儿童圆梦活动即将启动 2019-06-22
  • 【理上网来·喜迎十九大】精神之“钙”是拒腐防变的良药 2019-06-22
  • 2018春天读诗之夜专题报道 2019-06-20
  • 北京市北京盛运顺通综合店【在线咨询】 2019-06-19
  • 青海省直机关纪工委与派驻纪检监察组同向发力br扎实推进机关党风廉政建设向纵深发展 2019-06-19
  • 国舜科技姜强:网络安全服务标准化将成未来发展趋势 2019-06-13
  • 思想与用词停留在三十年前。 2019-06-13
  • 《2015中国音乐产业发展报告》发布 2019-06-06
  • 拥有大智慧的中国古人就把“子”和“女”结合在一体,造出一个会意字“好”字。一直就用这个“好”的感觉结果去衡量其它任何生存环境中的万物万事所给人的感觉。 2019-06-06
  • 英国顶级艺术院著名大楼再度起火 2014年曾发生火灾 2019-06-04
  • “大功三连”指导员王金龙责无旁贷学习先行走在前列 2019-05-27
  • 毛泽东说帝国主义都是纸老虎。是有社会基础的 2019-05-27
  • 楼市调控继续加码 供需矛盾加剧或致摇号买房常态化 2019-05-14
  • 喜迎十九大 砥砺奋进的五年 2019-05-14
  • 习近平齐鲁之行的七个感人瞬间 2019-05-12
  • 11选5五码分布图 江西快三开奖结果29期 新疆十一选五手机版 南沐成辰单双中特 燕赵风采20选5开奖结果查询今天 天津11选5中奖结果 内蒙古快三推选号码 双色球和值走势图200 内蒙古时时彩快三开奖结果 彩票如何准确判断蓝球 二八杠怎么出稳赢 奥运男子网球比分直播 彩经网官网 四川快乐12冷号显示 广东36选7综合走势图