The Raiffeisen Repo Index family tracks the performance of the bonds contained in the bond basket of the Swiss National Bank. The repo business forms the basis of Switzerland's monetary policy.
The Raiffeisen Repo Index is divided into eleven subindices on the basis of duration. The subindices are offered as performance, price, yield and duration indices. In total, then, 48 new indices are available for measuring this highly liquid segment of the bond market.
The method for calculating the Raiffeisen Repo Index will be based on the procedure of the SWX Swiss Exchange for calculating the Swiss Bond Index (SBI®). In selecting the securities, only fixed income bonds and warrant bonds with an issue volume of at least 100 million CHF were taken into account.
