TONA SWAP

TONA INFORMATION

TONA SWAP is

an interest rate swap that exchanges a fixed interest rate and a compounded TONA interest rate setting in arrears for a fixed period of time.

Products Related to TONA	Tenors
TONA (OIS) (Annual^)	O/N～40Y
TONA (OIS) (Semi^*)	1Y～40Y
3M SPS TONA (OIS) *	0x3～12x15,18x21
6M SPS TONA (OIS) *	0x6～12x18,18x24
TONA (OIS) (Annual) BOJ Meeting Dates *	12 Meeting Dates
3M TONA (OIS) (Annual) IMM Dates *	8 Contracts
1Y TONA (OIS) (Annual) IMM Dates *	Mar/Mar～Dec/Dec
Basis Swap 6M ZTIBOR vs TONA (OIS) *	1Y～40Y
Basis Swap 3M ZTIBOR vs TONA (OIS) *	1Y～40Y
Basis Swap 1M ZTIBOR vs TONA (OIS) *	1Y～40Y
Basis Swap 6M DTIBOR vs TONA (OIS) *	1Y～40Y
Basis Swap 3M DTIBOR vs TONA (OIS) *	1Y～40Y
Basis Swap 1M DTIBOR vs TONA (OIS) *	1Y～40Y
6M TORF vs TONA (OIS)	1Y～40Y
3M TORF vs TONA (OIS)	1Y～40Y
1M TORF vs TONA (OIS)	1Y～40Y

The above lists include data which will be released in the future.（* Released）

Bloomberg: TFPR <GO>, Refinitiv: <TOTANICAPINDEX>, QUICK: <TFRP@M;1>If you are a Bloomberg, Refinitiv, or QUICK subscriber, you can check the code above.
Please note that you will need to sign a contract with each company.

*Annual：Annual Payment, Act/365 for Fixed-leg and Floating-leg
**Semi：Semi-Annual Payment, Act/365 for Fixed-leg and Floating-leg

TONA Swap Convention

Fixed-leg

Interest Payment Frequency: Annually in arrears/ Semi-Annually in arrears）
(Payment Frequency in Fixed-leg is Annually or Semi-annually in arrears.)
Interest Payment Lag: +2 business days
Day Count Convention: Act/365 (Fixed)
Holiday Calendars: Tokyo for Payment, Modified Following

Floating-leg

Interest Payment Frequency: (Same as Fixed-leg)
Index: Compounded TONA
Interest Payment Lag: +2 business days
Day Count Convention:: Act/365 (Fixed)
Holiday Calendars: Tokyo for Payment, Modified Following
Tokyo for Reset

For the information about our Market Data, please email to datasupport@totan.com