TIBOR

TIBOR is…

The JBA TIBOR is an interest rate index for the Yen that reflects the prevailing transactions in the interbank market, one of the short-term financial markets, and there are two types of TIBOR as follows.

Japanese Yen TIBOR (:DTIBOR): Reflecting the prevailing rates on the Japanese unsecured call market.
The day count is Act/365.
Euro yen TIBOR (:ZTIBOR): Reflecting the prevailing rates in the Japan's offshore market.
The day count is Act/360.

TIBOR SWAP is

an interest rate swap that exchanges a fixed interest rate and a TIBOR interest rate setting in advance for a fixed period of time

Products Related to TIBOR	Tenors
IRS S/B vs 6M DTIBOR *	1Y～40Y
IRS S/B vs 3M DTIBOR *	1Y～40Y
IRS S/B vs 1M DTIBOR *	1Y～40Y
IRS S/B vs 6M ZTIBOR *	1Y～40Y
IRS S/B vs 3M ZTIBOR *	1Y～40Y
IRS S/B vs 1M ZTIBOR *	1Y～40Y
SPS (3M ZTIBOR) *	0x3～9x12
SPS (6M ZTIBOR) *	0x6～6x12
SPS (3M DTIBOR) *	0x3～9x12
SPS (6M DTIBOR) *	0x6～6x12
Basis Swap 3M ZTIBOR vs 6M ZTIBOR *	1Y～40Y
Basis Swap 1M ZTIBOR vs 3M ZTIBOR *	1Y～40Y
Basis Swap 1M ZTIBOR vs 6M ZTIBOR *	1Y～40Y
Basis Swap 3M DTIBOR vs 6M DTIBOR *	1Y～40Y
Basis Swap 1M DTIBOR vs 3M DTIBOR *	1Y～40Y
Basis Swap 1M DTIBOR vs 6M DTIBOR *	1Y～40Y
Basis Swap 6M DTIBOR/ZTIBOR Spread *	1Y～40Y
Basis Swap 3M DTIBOR/ZTIBOR Spread *	1Y～40Y
Basis Swap 1M DTIBOR/ZTIBOR Spread *	1Y～40Y
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
Basis Swap 6M ZTIBOR vs TORF	1Y～40Y
Basis Swap 3M ZTIBOR vs TORF	1Y～40Y
Basis Swap 1M ZTIBOR vs TORF	1Y～40Y
Basis Swap 6M DTIBOR vs TORF	1Y～40Y
Basis Swap 3M DTIBOR vs TORF	1Y～40Y
Basis Swap 1M DTIBOR vs TORF	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.

TIBOR Swap Convention

Fixed-leg

Interest Payment Frequency: Semi-Annually in arrears
Interest Payment Lag: +0 business days
Day Count Convention: Act/365 (Fixed)
Holiday Calendars: Tokyo for Payment, Modified Following

Floating-leg (:DTIBOR)

Interest Payment Frequency: (Depending on the index of DTIBOR)
Index: 1M・3M・6M DTIBOR
Interest Payment Lag: +0 business days
Day Count Convention:: Act/365 (Fixed)
Holiday Calendars: Tokyo for Payment, Modified Following
Tokyo for Reset

Floating-leg (:ZTIBOR)

Interest Payment Frequency: (Depending on the index of ZTIBOR)
Index: 1M・3M・6M ZTIBOR
Interest Payment Lag: +0 business days
Day Count Convention: Act/360 (Fixed)
Holiday Calendars: Tokyo for Payment
Tokyo for Reset