TOTAN ICAP DERIVATIVES
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| 品名 (Product Name) | REFINITIV | BLOOMBERG | QUICK | 時事通信 (JIJI) |
| Guide | TOTANICAPINDEX | TFPR | TTN＠ | MN3038 MN3039 MN3040 |
| JPY TONA (OIS) | ||||
| JPY TONA (Annual) BOJ Meeting Dates | JPYOISBOJ=TKFX | TFPR#129 | TTNI001 | JPYOISBOJ/J5156 |
| JPY TONA (Annual) JSCC <TONA SWAP (AB/AB)> |
JPYOIS=TKFX JPYOISU=TKFX |
TFPR#3 GDCO 22811 1 1 |
TTNI001 TCM@ |
————– JPYOIS/J5156 |
| JPY TONA (Annual) LCH | JPYOISLCH=TKFX | TFPR#45 | TTNI004 | |
| JPY TONA (Annual) Spread | JPYTOOISSP=TKFX | TFPR#132 | TTNI007 | |
| JPY TONA (Annual) IMM Dates | JPYTO3MIMM=TKFX JPYTOIMM=TKFX |
TFPR#160 | TTNI008 | JPYOISIMM/J5156 |
| JPY TONA (Semi) JSCC 1Y – 40Y <TONA SWAP (SB/SB)> |
TOTANICAP122 JPYSBTOOIS=TKFX |
TFPR#143 TFPR#145 |
TTNI010 | JPYOISJSCC/J5156 |
| JPY TONA (Semi) Spread | TOTANICAP123 JPYSBTOOISSP=TKFX |
TFPR#144 TFPR#146 |
TTNI011 | |
| JPY TONA (Quarterly) JSCC 1Y – 40Y | JPYQBTOOIS=TKFX | TFPR#164 | TTNI012 | |
| JPY TONA (Quarterly) Spread | JPYQBTOOISSP=TKFX | GDCO 42680 13 | TTNI012 | |
| JPY IRS | ||||
| JPY IRS A/B vs 1M DTIBOR | JPYAB1DIRS=TKFX | TFPR #163 | TTNI059 | |
| JPY IRS S/B vs 6M DTIBOR <DTIBOR SWAP (SB vs 6M DTIBOR)> |
JPYSB6DIRS=TKFX | TFPR#66 | TTNI051 TTNI901 |
JPYIRSSBT6M/J5156 |
| JPY IRS S/B vs 3M DTIBOR <DTIBOR SWAP (SB vs 3M DTIBOR)> |
JPYSB3DIRS=TKFX | TFPR#67 | TTNI051 | JPYIRSSBT3M/J5156 |
| JPY IRS S/B vs 1M DTIBOR <DTIBOR SWAP (SB vs 1M DTIBOR)> |
JPYSB1DIRS=TKFX | TFPR#68 | TTNI051 | JPYIRSSBT1M/J5156 |
| JPY CLEARING | ||||
| JPY TONA (OIS) LCH-JSCC Spread | JPYTOLJOISS=TKFX | TFPR#131 | TTNI101 | |
| JPY SPS (FRA) | ||||
| JPY SPS TONA (OIS) | JPYTOSPS=TKFX | TFPR#147 | TTNI151 | JPYSPSTONA/J5156 |
| JPY SPS (FRA) (1M DTIBOR) | JPY1MDSPS=TKFX | TFPR#161 | TTNI153 | JPYSPSTIBOR/J5156 |
| JPY SPS (FRA) (3M DTIBOR) <DTIBOR SPS 3M> |
JPY3MDSPS=TKFX | TFPR#161 | TTNI153 | JPYSPSTIBOR/J5156 |
| JPY SPS (FRA) (6M DTIBOR) <DTIBOR SPS 6M> |
JPY6MDSPS=TKFX | TFPR#161 | TTNI153 | JPYSPSTIBOR/J5156 |
| JPY Basis | ||||
| JPY DTIBOR Basis Swap JSCC (3M DTIBOR vs 6M DTIBOR) <DTIBOR 6M vs 3M> |
JPY3D6DBS=TKFX | TFPR#124 | TTNI209 | JPYBST3MT6M/J5156 |
| JPY DTIBOR Basis Swap JSCC (1M DTIBOR vs 3M DTIBOR) <DTIBOR 3M vs 1M> |
JPY1D3DBS=TKFX | TFPR#125 | TTNI209 | JPYBST1MT3M/J5156 |
| JPY DTIBOR Basis Swap JSCC (1M DTIBOR vs 6M DTIBOR) <DTIBOR 6M vs 1M> |
JPY1D6DBS=TKFX | TFPR#126 | TTNI209 | JPYBST1MT6M/J5156 |
| JPY Basis Swap 6M DTIBOR vs TONA (OIS) <DTIBOR vs TONA 6M> |
JPY6DTOBS=TKFX | TFPR #136 | TTNI213 TTNI901 |
JPYBST6MTONA/J5156 |
| JPY Basis Swap 3M DTIBOR vs TONA (OIS) <DTIBOR vs TONA 3M> |
JPY3DTOBS=TKFX | TFPR #137 | TTNI213 | JPYBST3MTONA/J5156 |
| JPY Basis Swap 1M DTIBOR vs TONA (OIS) <DTIBOR vs TONA 1M> |
JPY1DTOBS=TKFX | TFPR #138 | TTNI213 | JPYBST1MTONA/J5156 |
| Currency Basis | ||||
| USD/JPY Currency Basis Swap (SOFR/TONA) <SOFR/TONA XCCY BASIS> |
JPUSTOSRBS=TKFX TOTANICAP121 |
TFPR#107 | TTNI301 | JPYCBSOIS/J5156 |
| JPY SWAPTION | ||||
| JPY Swaption Forward Premium MID TONA (OIS) | JPYSWATM=TKFX | TFPR#139 | TTNI351 | JPYSWPTNTONAQM/J5156 |
| JPY Swaption Forward Rate TONA (OIS) | JPYSWATM=TKFX | TFPR#140 | TTNI353 | JPYSWPTNTONAPREMQM/J5156 |
| JPY CAP/FLOOR | ||||
| JPY CAP Premium (TONA) | JPYTOCAPV=TKFX | TFPR#151 | TTNI401 | JPYCAPTONA/J5156 |
| JPY Floor Premium (TONA) | JPYTOCAPV=TKFX | TFPR#152 | TTNI402 | JPYFLRTONA/J5156 |
| JPY Forward ATM CFS Premium (TONA) | JPYTOCAPATMS=TKFX | TFPR#153 | TTNI403 | JPYCFSTONAFWD/J5156 |
| JPY ATM CFS Premium (TONA) | JPYTOCAPATM=TKFX | TFPR#154 | TTNI403 | JPYCFSTONA/J5156 |
| USD IRS | ||||
| USD IRS AM vs SOFR | USDSROIS=TKFX | TFPR #96 | TTNI522 | USDIRSAMSOFR/J5156 |
| USD Treasury Spread | ||||
| USD SOFR Swap Spread over Treasury | USDTSFR=TKFX | TFPR #97 | TTNI552 | USDSOFRSWPUSBONDSP/J5156 |
| EUR FRA | ||||
| EUR FRA | EURFRA=TKFX EURVIEW=TKFX |
TFPR #95 | TTCM011 TTNI601 |
EURFRA/J5156 |
| EUR IRS | ||||
| EUR IRS A/M vs 1M EURIBOR | EURIRS1E=TKFX | TFPR #94 | TTNI602 TTCM010 |
EURIRS1/J5156 |
| EUR IRS A/M vs 3M EURIBOR | EURIRS3E=TKFX | TFPR #94 | TTNI602 | EURIRS1/J5156 |
| EUR IRS A/M vs 6M EURIBOR | EURIRS=TKFX EURIRS6E=TKFX EURVIEW=TKFX EURIRG=TKFX |
TFPR #94 | TTNI602 | EURIRS1/J5156 |
| EUR IRS A/M vs ESTR | EURESTOIS=TKFX | TFPR #162 | TTNI603 | EURIRSAMESTR/J5156 |
| EUR Short IRS | EURIRS=TKFX EURIRG=TKFX EURVIEW=TKFX |
TFPR #94 | TTNI602 | EURIRS2/J5156 |