Section 1.4

Mapping the Swiss market

8–10 min
Interactive bar chart
Mini-quiz · 3 questions

Essential question

The Swiss structured products market generated CHF 235 bn in turnover in 2025 — how can such a small country dominate such a specific market, and what does it concretely change for you when you structure from Geneva for a client in Dubai?

Discovery Guided observation

Switzerland is the world's largest market for structured products measured by holdings outstanding. In 2025, annual turnover reached CHF 235 bn (+18% vs 2024), with around 75,000 live products and more than 30 issuers who are SSPA members. This is not a niche market — it is a mature financial centre with its own ecosystem.

This ecosystem took four decades to build. The first Swiss warrants of the 1980s paved the way. The first Barrier Reverse Convertible appeared in 1995. Standardisation came with SIX Structured Products (formerly Scoach) as the reference exchange, the SSPA (Swiss Structured Products Association) codifying market practice, and the COSI (Collateral Secured Instruments) framework, which has enabled collateralisation since 2009. It is the combination of these three pillars — exchange + association + collateral — that makes the Swiss market unique.

The key point for you: the range of issuers present on SIX is not only Swiss. Alongside UBS, Vontobel, Leonteq or ZKB, you find BNP Paribas, Goldman Sachs, Morgan Stanley, Barclays, JPMorgan, Société Générale. Why? Because the client base managed out of Switzerland is global. A private banker in Geneva structuring for a Mexican or Emirati client needs issuers that cover their universe of underlyings — not just the SMI.

Before the visual — state your intuition

Who really carries weight in the Swiss market?

Out of the CHF 235 bn in annual turnover, what share do you think is held by non-Swiss issuers (foreign banks present on SIX)? And which ones would make the top 10?

Top 10 issuers · illustrative market share
Hover a bar for details · click to filter
1
CHUBS AG
28 %
2
CHVontobel
15 %
3
CHLeonteq
12 %
4
CHZürcher KB
8 %
5
FRBNP Paribas
7 %
6
CHJulius Bär
6 %
7
USGoldman Sachs
5 %
8
USJPMorgan
4 %
9
FRSociété Générale
3 %
10
GBBarclays
3 %
Aaa / Aa (top)
A1
A2 / A3
BBB- / n/a
Sources: SSPA ratings (snapshot 05.11.2025), SSPA Industry Report Q4 2025, review of SIX termsheets. Indicative shares — exact per-issuer figures are published quarterly by the SSPA.

YOUR TURN TO PREDICT

Before you see the five quotes

You send the exact same BRC (SMI, 12 months, 70% barrier) to five issuers via RFQ. Which one will quote the highest coupon: the best-rated (Aaa) or the worst-rated (BBB-)? Why?

Same BRC, five issuers: five coupons
One product sent out for RFQ — each issuer quotes its own price
Coupon quoted (% p.a.)6.5%7.0%7.5%8.0%6.7%Issuer AAaa6.9%Issuer BAa27.2%Issuer CA17.4%Issuer DA37.9%Issuer EBBB-
Aaa / Aa
A1
A3
BBB-
Colour = creditworthiness (Moody's rating)
The coupon climbs as creditworthiness drops: the worst-rated issuer (BBB-) pays ~1.2 pts more than the best-rated (Aaa) for the same product. Comparing two quotes without checking the rating means mistaking a gross coupon for a risk-adjusted one — the classic error.
Practice Guided exercise
Case study · issuer selection
A Dubai-based family office wants a 12-month BRC on the SMI, 70% barrier.
You are their manager in Geneva. The client wants to invest USD 5 M, but the BRC will be issued in CHF (the SMI is a Swiss index). You must select an issuer among the ~30 active on SIX. What are your 3 screening criteria, in absolute priority?
AMinimum required rating
BCOSI (collateralisation) — mandatory?
CForeign or Swiss issuer?

Key message

Switzerland is not a domestic market for structured products — it is an international hub with infrastructure unique in the world (SIX, COSI, SSPA) serving a global client base. When you structure from Geneva, you have access to issuer competition spanning 4 continents — use it systematically via RFQ.

The SSPA publishes a quarterly industry report with volumes by product category (Capital Protection, Yield Enhancement, Participation, Leverage). In Q3 2025, Reverse Convertibles (with or without barrier) remained the most issued products at CHF 18 bn — consistent with the no. 1 need, “yield”, identified in chapter 1.3.

To identify the issuers best suited to a given underlying, the Product Finder on sspa.ch lets you filter by underlying, family and tenor. Combined with your whitelist of issuers (with ratings and COSI), you arrive at the RFQ stage with a short-list of 3-5 players.

Mini-quiz · Section 1.4
3 diagnostic questions
~3 min · instant feedback

Question 1 / 3

Why is a French issuer like BNP Paribas active on SIX Structured Products and a member of the SSPA?

Question 2 / 3

What does COSI stand for and why is it a Swiss differentiator?

Question 3 / 3

Is the SMI (Swiss Market Index) the dominant underlying for structured products issued in Switzerland?

0 / 3 answers

Sources used

  • SSPA Industry Report Q4 2025 — volumes by category, annual turnover
  • SSPA Issuer Ratings (snapshot 05.11.2025) — Moody's, S&P, Fitch for the 30+ member banks
  • SSPA Swiss Derivative Map © 2026 — product taxonomy, COSI, SSPA
  • Finanz und Wirtschaft Strukturierte Produkte 2025/2026 — annual market analysis
  • Atlantic Derivatives SA — Distribution Tracking 2025 (sample of ~190 real ISINs)