COSI Collateral-Secured Instruments

Collateral-secured certificates – COSI

Collateral-secured products are certificates with additional security backing for protection against issuer-default risk. The following is a list of all currently available collateral-secured certificates. The products are designated with the «COSI» extension to indicate that they are collateral-secured instruments.

Please click on the desired product to access the relevant product specification page.

Product Comparison

With the product comparison it is possible to compare up to three values in detail. You can mark your products from the list or you can enter the ISIN in the comparison tool directly.
Marked products:
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COSI

*Method A: Fair Value Method
The fair value method is essentially based on estimated prices (i.e. «fair values») as calculated by third parties. Those prices - if available - are then used to determine the current value of the collateral secured certificates.

**Method B: Bond Floor Method
The bond floor method is based on a calculation of the bond floor in accordance with the specifications of the Swiss Federal Tax Administration (Bern/Switzerland).

At present, the current values of collateral secured certificates are determined by the following firms:
- Derivative Partners Research Ltd, Zurich/Switzerland (www.derivativepartners.com)
- European Derivatives Group Ltd, St. Gallen/Switzerland (www.derivatives-group.com)
- SIX Telekurs Ltd, Zurich/Switzerland (www.telekurs-financial.com), which calculates the bond floor on a daily basis at the behest of the Swiss Federal Tax Administration.
For further information on individual products, please consult the given issuer's website.


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