Compounded SARON Rates
Compounded SARON Rates:
1-Month, 3-Month, 6-Month, 12-Month
(Daily Historical Data)
Compounded SARON is a backward-looking benchmark used to calculate realised interest over 1M, 3M, 6M, 12M windows — commonly used in Switzerland floating rate debt, derivatives, and internal valuations.
We publish daily updated 1M, 3M, 6M, 12M compounded SARON rates using official Swiss National Bank (SNB) fixings and a methodology aligned with how Switzerland financial institutions calculate interest accruals.
Daily Compounded SARON Table
How It’s Calculated
We replicate how SARON is compounded by Switzerland financial institutions and clearing houses.
Key calculation features:
Based on daily fixings from the Swiss National Bank (SNB).
Compounded over calendar-based 1M, 3M, 6M periods.
No lookback applied (lookback = 0).
Stub days use preceding business day’s SARON.
Uses Actual/365 day count.
Compounded SARON Chart
Calculate Compounded SARON with Our Risk Free Rate Calculator
Instantly compute compounded rates and accrued interest for any custom period.
Easily adjust parameters such as lookback days, spreads, lags, and day count conventions.
Ideal for modelling financial instruments or verifying internal interest calculations.
Our Other Compounded Rates
Compounded SONIA Rates
View daily 1M, 3M, and 6M compounded SONIA rates.
.svg){kind=icon}
Compounded SOFR Rates
View daily 1M, 3M, and 6M compounded SOFR rates.
Compounded CORRA Rates
View daily 1M, 3M, and 6M compounded CORRA rates.
Compounded €STR Rates
View daily 1M, 3M, and 6M compounded €STR rates.
FAQs
What is compounded SARON?
What is the difference between compounded SARON and CHF LIBOR?
Is there a "Term SARON" like Term SOFR?
What is the day count convention for SARON?
Looking for More Than Just Rates?
SARON forward curves
Real-time CHF swap pricing & MTM
Excel + API integration
.png)