Tenor | Tokyo Swap Rate (for swaps referencing TIBORĀ®) |
Tokyo Swap Rate AM (for swaps referencing TONA) |
Tokyo Swap Rate PM (for swaps referencing TONA) |
Tokyo Swap Rate Fallback AM | Tokyo Swap Rate Fallback PM |
---|---|---|---|---|---|
All tenors (AM&PM) | 27143 | JPTSRTO=RFTB | JPTSRTO=RFTB | JPTSRLF=RFTB | JPTSRLF=RFTB |
All tenors | JPYTSRT= | JPTSRTOA=RFTB | JPTSRTOP=RFTB | JPTSRLFA=RFTB | JPTSRLFP=RFTB |
1-Year | JPYTSRT1Y= | JPTSRTOA1Y=RFTB | JPTSRTOP1Y=RFTB | JPTSRLFA1Y=RFTB | JPTSRLFP1Y=RFTB |
18-Months | JPYTSRT18M= | JPTSRTOA18M=RFTB | JPTSRTOP18M=RFTB | JPTSRLFA18M=RFTB | JPTSRLFP18M=RFTB |
2-Years | JPYTSRT2Y= | JPTSRTOA2Y=RFTB | JPTSRTOP2Y=RFTB | JPTSRLFA2Y=RFTB | JPTSRLFP2Y=RFTB |
3-Years | JPYTSRT3Y= | JPTSRTOA3Y=RFTB | JPTSRTOP3Y=RFTB | JPTSRLFA3Y=RFTB | JPTSRLFP3Y=RFTB |
4-Years | JPYTSRT4Y= | JPTSRTOA4Y=RFTB | JPTSRTOP4Y=RFTB | JPTSRLFA4Y=RFTB | JPTSRLFP4Y=RFTB |
5-Years | JPYTSRT5Y= | JPTSRTOA5Y=RFTB | JPTSRTOP5Y=RFTB | JPTSRLFA5Y=RFTB | JPTSRLFP5Y=RFTB |
6-Years | JPYTSRT6Y= | JPTSRTOA6Y=RFTB | JPTSRTOP6Y=RFTB | JPTSRLFA6Y=RFTB | JPTSRLFP6Y=RFTB |
7-Years | JPYTSRT7Y= | JPTSRTOA7Y=RFTB | JPTSRTOP7Y=RFTB | JPTSRLFA7Y=RFTB | JPTSRLFP7Y=RFTB |
8-Years | JPYTSRT8Y= | JPTSRTOA8Y=RFTB | JPTSRTOP8Y=RFTB | JPTSRLFA8Y=RFTB | JPTSRLFP8Y=RFTB |
9-Years | JPYTSRT9Y= | JPTSRTOA9Y=RFTB | JPTSRTOP9Y=RFTB | JPTSRLFA9Y=RFTB | JPTSRLFP9Y=RFTB |
10-Years | JPYTSRT10Y= | JPTSRTOA10Y=RFTB | JPTSRTOP10Y=RFTB | JPTSRLFA10Y=RFTB | JPTSRLFP10Y=RFTB |
12-Years | JPTSRTOA12Y=RFTB | JPTSRTOP12Y=RFTB | JPTSRLFA12Y=RFTB | JPTSRLFP12Y=RFTB | |
15-Years | JPTSRTOA15Y=RFTB | JPTSRTOP15Y=RFTB | JPTSRLFA15Y=RFTB | JPTSRLFP15Y=RFTB | |
20-Years | JPTSRTOA20Y=RFTB | JPTSRTOP20Y=RFTB | JPTSRLFA20Y=RFTB | JPTSRLFP20Y=RFTB | |
25-Years | JPTSRTOA25Y=RFTB | JPTSRTOP25Y=RFTB | JPTSRLFA25Y=RFTB | JPTSRLFP25Y=RFTB | |
30-Years | JPTSRTOA30Y=RFTB | JPTSRTOP30Y=RFTB | JPTSRLFA30Y=RFTB | JPTSRLFP30Y=RFTB | |
40-Years | JPTSRTOA40Y=RFTB | JPTSRTOP40Y=RFTB | JPTSRLFA40Y=RFTB | JPTSRLFP40Y=RFTB |