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  • 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.

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    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]?


    ?
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    Market Status

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    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.

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  • 詹皇通知骑士队 准备与其续约 2019-04-18
  • 正确看待我国社会主要矛盾转化 2019-04-14
  • 天眼!国产警用安防无人机先进技术发布 2019-04-13
  • 【央视快评】让传统文化焕发新时代风采 2019-04-11
  • 黎昌仁:企业社会责任与企业发展能够形成良性互动与共赢 2019-04-09
  • 【高清组图】纽约迎来第40届“第五大道博物馆节” 2019-04-09
  • 普京力挽狂澜,从北高加索平叛到格鲁吉亚兴兵,从克里米亚回归到叙利亚反恐,给了俄罗斯人民新生——这一切都是和中国同志的支持分不开的。 2019-04-06
  • 西藏职业技术学院全面推进毕业生就业创业 2019-04-03
  • 《四部医典》入选《世界记忆亚太地区名录》 2019-03-30
  • 阿根廷队主帅桑保利:这不会是梅西最后一届世界杯 2019-03-30
  • 江西暴雨袭来白昼如夜 乌云密布似大片 2019-03-25
  • 亚冠前瞻:恒大权健皆不容有失 两将伤情成上港争胜关键 2019-03-24
  • 中国梦大国工匠篇——治国理政新实践山西篇系列专题——黄河新闻网 2019-03-23
  • 富蕴县完成12个文化旅游项目集中签约 2019-03-22
  • 以习近平人才思想为指导建设企业人才高地 2019-03-22