| Floating Rate | JBATA Japanese Yen TIBOR (DTIBOR) |
|---|---|
| Day count convention | ACT/365 fixed、ACT/365 |
| Frequency of Cash-flow | Semi-annual （1M and3M DTIBOR are available but prices are differrent） |
| Region of Business Day | Tokyo Modified Following |
| Settelment | Settlement on balance |
| Settelment Date | 2 Tokyo business days later from the maturity date |
| Clearing | JSCC available (up to 30year) LCH unavailable |
| DTIBOR Formura of floating D | DTIBOR will be fixed in advance. DTIBOR will be published on 2 Tokyo business days before each roll date. Day count convention is act/365. |
This data is a sample. If you would like to see the actual data, please contact us here.
Email: md-support.tokyo@traditionasia.com Phone: 03-4360-3881
| SB6 DTIBOR SWAP FIXING ３PM | ||||
|---|---|---|---|---|
| Tenor(static) | ASK | BID | MID | CHG |
| 1Y | 0.53125 | 0.43125 | 0.48125 | 0.00000 |
| 18M | 0.58375 | 0.48375 | 0.53375 | -0.00125 |
| 2Y | 0.62375 | 0.52375 | 0.57375 | 0.00000 |
| 3Y | 0.68250 | 0.58250 | 0.63250 | + 0.00625 |
| 4Y | 0.72750 | 0.62750 | 0.67750 | + 0.01000 |
| 5Y | 0.77125 | 0.67125 | 0.72125 | + 0.01375 |
| 6Y | 0.82250 | 0.72250 | 0.77250 | + 0.01750 |
| 7Y | 0.88125 | 0.78125 | 0.83125 | + 0.02000 |
| 8Y | 0.94500 | 0.84500 | 0.89500 | + 0.02375 |
| 9Y | 1.00875 | 0.90875 | 0.95875 | + 0.02500 |
| 10Y | 1.07625 | 0.97625 | 1.02625 | + 0.02875 |
| 11Y | 1.14250 | 1.04250 | 1.09250 | + 0.03125 |
| 12Y | 1.20500 | 1.10500 | 1.15500 | + 0.03250 |
| 15Y | 1.38375 | 1.28375 | 1.33375 | + 0.03750 |
| 20Y | 1.63250 | 1.53250 | 1.58250 | + 0.04375 |
| 25Y | 1.75875 | 1.65875 | 1.70875 | + 0.04625 |
| 30Y | 1.82250 | 1.72250 | 1.77250 | + 0.04750 |
| 35Y | 1.86500 | 1.76500 | 1.81500 | + 0.05125 |
| 40Y | 1.88750 | 1.78750 | 1.83750 | + 0.05625 |
You can view our TIBOR data screen on Bloomberg and Refinitiv Eikon.
Bloomberg: MEIT, Refinitiv Eikon: TRADTINDEX
For enterprise usage, API for Direct access available. If you wish to use our rates in systems, printed materials, etc., please contact our support.
Email: md-support.tokyo@traditionasia.com Phone: 03-4360-3881
| Floating rate | Compounded TONA vs JBATA Japanes yen TIBOR (DTIBOR) |
|---|---|
| Day count convention | TONA ACT/365 、DTIBOR ACT/365 |
| Frequency of cash-flow | OIS Annual / DTIBOR SWAP Semi-annual |
| Region of Business Day | Tokyo Modified Following |
| Settlement | ２SWAP or 1SWAP |
| Settlement date | TONA 2 Tokyo business days later from the maturity day/ DTIBOR on Roll Date |
| TONA Formula of floating H | 
n
Number of days for the interest calculating period (First day included, maturity date not included)
i
Pointing to which number of the bank business date on calculating period
ri
TONA rate for [i]th bank business day
di
Number of days ri applied (If Friday, 3days including weekend)
a
Number of days for calculating period
|
| DTIBOR Formura of floating D | ZTIBOR will be fixed in advance. ZTIBOR will be published on 2 Tokyo business days before each roll date. Day count convention is act/360 same as TONA |
| Clearing | JSCC available (up to 30year) LCH unavailable |
This data is a sample. If you would like to see the actual data, please contact us here.
Email: md-support.tokyo@traditionasia.com Phone: 03-4360-3881
| SB6 DTIBOR vs TONA OIS - Two Swaps FIXING 3PM | ||||
|---|---|---|---|---|
| Tenor(static) | ASK | BID | MID | CHG |
| 6M | 19.37500 | 9.37500 | 14.37500 | -0.37500 |
| 1Y | 18.37500 | 8.37500 | 13.37500 | 0.00000 |
| 18M | 18.50000 | 8.50000 | 13.50000 | -0.12500 |
| 2Y | 18.62500 | 8.62500 | 13.62500 | -0.12500 |
| 3Y | 18.62500 | 8.62500 | 13.62500 | 0.00000 |
| 4Y | 18.50000 | 8.50000 | 13.50000 | -0.12500 |
| 5Y | 18.37500 | 8.37500 | 13.37500 | -0.12500 |
| 6Y | 18.37500 | 8.37500 | 13.37500 | -0.12500 |
| 7Y | 18.50000 | 8.50000 | 13.50000 | -0.12500 |
| 8Y | 18.62500 | 8.62500 | 13.62500 | 0.00000 |
| 9Y | 18.62500 | 8.62500 | 13.62500 | -0.12500 |
| 10Y | 18.75000 | 8.75000 | 13.75000 | 0.00000 |
| 11Y | 18.87500 | 8.87500 | 13.87500 | 0.00000 |
| 12Y | 18.87500 | 8.87500 | 13.87500 | 0.00000 |
| 15Y | 18.87500 | 8.87500 | 13.87500 | 0.00000 |
| 20Y | 18.50000 | 8.50000 | 13.50000 | 0.00000 |
| 25Y | 18.12500 | 8.12500 | 13.12500 | 0.00000 |
| 30Y | 17.87500 | 7.87500 | 12.87500 | 0.00000 |
| 35Y | 17.87500 | 7.87500 | 12.87500 | 0.00000 |
| 40Y | 17.87500 | 7.87500 | 12.87500 | 0.00000 |
You can view our TONA data screen on Bloomberg and Refinitiv Eikon.
Bloomberg: MEIT, Refinitiv Eikon: TRADTINDEX
For enterprise usage, API for Direct access available. If you wish to use our rates in systems, printed materials, etc., please contact our support.
Email: md-support.tokyo@traditionasia.com Phone: 03-4360-3881
| Floating rate | Compounded TONA vs JBATA Euroyen TIBOR (ZTIBOR) |
|---|---|
| Day count convention | TONA ACT/365、ZTIBOR ACT/360 |
| Frequency of cash-flow | TONA OIS Annual / ZTIBOR SWAP Semi-annual |
| Region of Business Day | Tokyo Modified Following |
| Settlement | ２Swaps |
| Settlement date | TONA 2 Tokyo business days later from each roll day / ZTIBOR on Roll Date |
| TONA Formula of floating H |
n
Number of days for the interest calculating period (First day included, maturity date not included)
i
Pointing to which number of the bank business date on calculating period
ri
TONA rate for [i]th bank business day
di
Number of days ri applied (If Friday, 3days including weekend)
a
Number of days for calculating period
|
| ZTIBOR Formula of floating Z | ZTIBOR will be fixed in advance. ZTIBOR will be published on 2 Tokyo business days before each roll date. Day count convention is act/360 and it's different from TONA. |
| Clearing | JSCC available (Up to 30year) LCH unavailable |
This data is a sample. If you would like to see the actual data, please contact us here.
Email: md-support.tokyo@traditionasia.com Phone: 03-4360-3881
| SB6 ZTIBOR vs TONA OIS - Two Swaps FIXING 3PM | ||||
|---|---|---|---|---|
| Tenor(static) | ASK | BID | MID | CHG |
| 6M | 0.25000 | -9.75000 | -4.75000 | -0.37500 |
| 1Y | 4.87500 | -5.12500 | -0.12500 | 0.00000 |
| 18M | 6.37500 | -3.62500 | 1.37500 | 0.00000 |
| 2Y | 7.12500 | -2.87500 | 2.12500 | 0.00000 |
| 3Y | 8.25000 | -1.75000 | 3.25000 | 0.00000 |
| 4Y | 8.75000 | -1.25000 | 3.75000 | 0.00000 |
| 5Y | 9.00000 | -1.00000 | 4.00000 | 0.00000 |
| 6Y | 9.12500 | -0.87500 | 4.12500 | 0.00000 |
| 7Y | 9.12500 | -0.87500 | 4.12500 | 0.00000 |
| 8Y | 9.12500 | -0.87500 | 4.12500 | 0.00000 |
| 9Y | 9.12500 | -0.87500 | 4.12500 | 0.00000 |
| 10Y | 9.12500 | -0.87500 | 4.12500 | 0.00000 |
| 11Y | 9.12500 | -0.87500 | 4.12500 | 0.00000 |
| 12Y | 9.12500 | -0.87500 | 4.12500 | 0.00000 |
| 15Y | 9.12500 | -0.87500 | 4.12500 | 0.00000 |
| 20Y | 9.25000 | -0.75000 | 4.25000 | 0.00000 |
| 25Y | 9.25000 | -0.75000 | 4.25000 | 0.00000 |
| 30Y | 9.25000 | -0.75000 | 4.25000 | 0.00000 |
| 35Y | 9.25000 | -0.75000 | 4.25000 | 0.00000 |
| 40Y | 9.25000 | -0.75000 | 4.25000 | 0.00000 |
You can view our TONA data screen on Bloomberg and Refinitiv Eikon.
Bloomberg: MEIT, Refinitiv Eikon: TRADTINDEX
For enterprise usage, API for Direct access available. If you wish to use our rates in systems, printed materials, etc., please contact our support.
Email: md-support.tokyo@traditionasia.com Phone: 03-4360-3881
| Floating interest rate | The pre-determined Japanese yen TIBOR rate published by JBATA. |
|---|---|
| Day count of TONA floating、DTIBORFloating | JPY Yen TIBOR ACT/365 |
| The recommended frequency for cash flow | every 6ｍ and 3ｍ |
| Business Day | Tokyo Modified Following |
| Settlement method | １SWAP Cash settlement |
| Settlement day | 2 Tokyo business days after the maturity date |
| DTIBOR - The Calculation Method of Floating Interest Rate (Annual %) | DTIBOR is a pre-determined interest rate. The DTIBOR rate two Tokyo business days prior to the roll date will be used. The day counting system is act/365. |
| Clearing eligibility （clearing period） |
JSCC: Clearing eligible transactions (30 years) LCH: Non-clearing eligible transactions |
This data is a sample. If you would like to see the actual data, please contact us here.
Email: md-support.tokyo@traditionasia.com Phone: 03-4360-3881
| 3PM FIXING JPY 6M V 3M DTIBOR | ||||
|---|---|---|---|---|
| Tenor(static) | ASK | BID | MID | CHG |
| 6M | -0.25000 | -10.25000 | -5.25000 | 0.00000 |
| 1Y | -1.25000 | -11.25000 | -6.25000 | -0.12500 |
| 18M | -2.12500 | -12.12500 | -7.12500 | -0.12500 |
| 2Y | -2.87500 | -12.87500 | -7.87500 | -0.25000 |
| 3Y | -3.87500 | -13.87500 | -8.87500 | 0.00000 |
| 4Y | -4.50000 | -14.50000 | -9.50000 | 0.00000 |
| 5Y | -4.87500 | -14.87500 | -9.87500 | 0.00000 |
| 6Y | -4.87500 | -14.87500 | -9.87500 | 0.00000 |
| 7Y | -4.75000 | -14.75000 | -9.75000 | -0.12500 |
| 8Y | -4.50000 | -14.50000 | -9.50000 | 0.00000 |
| 9Y | -4.37500 | -14.37500 | -9.37500 | -0.12500 |
| 10Y | -4.12500 | -14.12500 | -9.12500 | 0.00000 |
| 11Y | -4.00000 | -14.00000 | -9.00000 | 0.00000 |
| 12Y | -3.87500 | -13.87500 | -8.87500 | 0.00000 |
| 15Y | -3.62500 | -13.62500 | -8.62500 | + 0.12500 |
| 20Y | -2.87500 | -12.87500 | -7.87500 | 0.00000 |
| 25Y | -2.75000 | -12.75000 | -7.75000 | 0.00000 |
| 30Y | -2.87500 | -12.87500 | -7.87500 | 0.00000 |
| 35Y | -2.87500 | -12.87500 | -7.87500 | 0.00000 |
| 40Y | -2.87500 | -12.87500 | -7.87500 | 0.00000 |
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