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.


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 Ltd, Zurich/Switzerland (
Solvians Switzerland Ltd, Baar/Switzerland (
vwd group Switzerland Ltd, Zurich/Switzerland (
swissQuant Group Ltd, Zurich/Switzerland (
SIX Financial Information Ltd, Zurich/Switzerland (, 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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