Read Important monetary policy data for the week ending 30 September 2011 text version

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Communications P.O. Box, CH-8022 Zurich Telephone +41 44 631 31 11 Fax +41 44 631 39 10 Zurich, 3 October 2011

Important monetary policy data for the week ending 30 September 2011

Reference interest rates SNB (in percent) Date 26.09.11 27.09.11 28.09.11 29.09.11 30.09.11 Target range for three-month Libor 0.00 0.00 0.00 0.00 0.00 0.25 0.25 0.25 0.25 0.25 Three-month Libor 0.01167 0.01500 0.01833 0.01833 0.02333 Special rate liquidity-shortage facility* 0.51 0.51 0.50 0.50 0.51

* SARON (Swiss Average Rate Overnight), 12.00 p.m. fixing + 50 basis points.

Swiss Average Rates* (in percent) Date 26.09.11 27.09.11 28.09.11 29.09.11 30.09.11 SARON SARON SAR1W SAR1M SAR3M 12.00 p.m. fixing Close of trading Close of trading Close of trading Close of trading 0.012 0.012 ­ 0.028 ­ 0.044 0.006 0.013 . . . . 0.019 . . . . 0.017 . . . . . . . . .

Press release

* Swiss Average Rates are volume-weighted average rates based on the transactions concluded on the given trading day and the reference prices of that day. Reference prices are calculated on the basis of available quotes in the order book of the Eurex Repo electronic trading platform. Swiss Average Rates are calculated by SIX Swiss Exchange. Due to technical problems at SIX Swiss Exchange, some of the figures cannot currently be updated.

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2 Average of sight deposits in Swiss francs at the SNB for the week ending 30 September 2011 (in CHF millions) Sight deposits of domestic banks Other deposits on sight in Swiss francs Total sight deposits in Swiss francs at the SNB 200 471 37 080 237 551

Minimum reserves: sight deposits of domestic banks averaged over the reporting period* (in CHF millions) Previous reporting period Average until 26.08.11 02.09.11 09.09.11 16.09.11 Final figure period Sight deposits 163 906 177 757 187 731 192 244 193 248 Current reporting period Average until 23.09.11 30.09.11 Sight deposits 204 000 201 754

* The period lasts from the 20th of a month until the 19th of the following month.

Minimum reserves: compliance during the last 12 periods (in CHF millions) Period 20.08.10 20.09.10 20.10.10 20.11.10 20.12.10 20.01.11 20.02.11 20.03.11 20.04.11 20.05.11 20.06.11 20.07.11 19.09.10 19.10.10 19.11.10 19.12.10 19.01.11 19.02.11 19.03.11 19.04.11 19.05.11 19.06.11 19.07.11 19.08.11 Requirement 9 998 9 740 9 760 9 799 9 806 9 750 9 713 9 797 9 897 10 009 10 045 10 088 Eligible assets* 35 624 36 092 31 339 28 585 35 291 33 412 30 295 29 647 30 063 31 441 33 116 61 779 Notes Coins 5 560 5 550 5 493 5 829 6 184 5 773 5 590 5 636 5 702 5 717 5 626 5 611 Sight deposits 30 064 30 542 25 846 22 756 29 107 27 639 24 705 24 011 24 361 25 723 27 490 56 168 Compliance in % 356 371 321 292 360 343 312 303 304 314 330 612 Interest rate** in % 4.08 4.05 4.05 4.07 4.05 4.03 4.03 4.03 4.03 4.03 4.03 4.02

Press release

* Sum of notes/coins and sight deposits. ** Interest obligation in the event of non-fulfilment of the minimum reserve requirements.

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Important monetary policy data for the week ending 30 September 2011

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