TOTAN ICAP DERIVATIVES
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| Product Name | Code | |||
| REFINITIV | BLOOMBERG | QUICK | JIJI | |
| Guide | TOTANICAPINDEX | TFPR | TTN＠ | MN3038 MN3039 MN3040 |
| JPY TONA (OIS) | ||||
| JPY TONA (Annual) JSCC AM | JPYOISA=TKFX | |||
| JPY TONA (Annual) JSCC PM | JPYOISP=TKFX | |||
| JPY TONA (Annual) JSCC O/N – 40Y | JPYOISX=TKFX | TFPR #15 TFPR #201 TFPR #25 TFPR #202 |
TTNI002 TTNI003 TTNI002 TTNI003 |
|
| JPY TONA (Annual) LCH O/N – 40Y | JPYOISLCHX=TKFX | TFPR #203 TFPR #204 TFPR #205 TFPR #206 |
TTNI005 TTNI006 TTNI005 TTNI006 |
|
| JPY TONA (Semi) JSCC 1Y – 40Y | JPYSBTOOISX=TKFX | TFPR #254 TFPR #255 |
TTNI010 | |
| JPY TONA (Quarterly) JSCC 1Y – 40Y | JPYQBTOOISX=TKFX | TFPR #262 TFPR #263 |
TTNI013 | |
| JPY IRS | ||||
| JPY IRS S/B vs 6M DTIBOR | JPYSB6DIRSX=TKFX | TFPR #207 TFPR #210 |
TTNI052 | |
| JPY IRS S/B vs 3M DTIBOR | JPYSB3DIRSX=TKFX | TFPR #208 TFPR #211 |
TTNI053 | |
| JPY IRS S/B vs 1M DTIBOR | JPYSB1DIRSX=TKFX | TFPR #209 TFPR #212 |
TTNI054 | |
| JPY IRS S/B vs 6M ZTIBOR | JPYSB6TIRSX=TKFX | TFPR #256 TFPR #246 |
TTNI056 | |
| JPY IRS S/B vs 3M ZTIBOR | JPYSB3TIRSX=TKFX | TFPR #257 TFPR #247 |
TTNI057 | |
| JPY IRS S/B vs 1M ZTIBOR | JPYSB1TIRSX=TKFX | TFPR #245 TFPR #248 |
TTNI058 | |
| JPY CLEARING | ||||
| JPY TONA (Annual) LCH-JSCC Spread | JPYTOLJOISSX=TKFX | TFPR #258 TFPR #259 TFPR #260 TFPR #261 |
TTNI102 TTNI103 TTNI102 TTNI103 |
|
| JPY SPS (FRA) | ||||
| JPY SPS TONA (OIS) | JPYTOSPSX=TKFX | TFPR #250 TFPR #251 |
TTNI154 | |
| JPY SPS (3M ZTIBOR) | JP3MTFRAA=TKFX JP3MTFRAP=TKFX |
TFPR #22 TFPR #31 |
TTNI155 | |
| JPY SPS (6M ZTIBOR) | JP6MTFRAA=TKFX JP6MTFRAP=TKFX |
TFPR #22 TFPR #31 |
TTNI155 | |
| JPY SPS (1M DTIBOR) | JPY1MDSPSX=TKFX | TFPR #252 TFPR #253 |
TTNI156 | |
| JPY SPS (3M DTIBOR) | JPY3MDSPSX=TKFX | TFPR #252 TFPR #253 |
TTNI156 | |
| JPY SPS (6M DTIBOR) | JPY6MDSPSX=TKFX | TFPR #252 TFPR #253 |
TTNI156 | |
| JPY Basis | ||||
| JPY ZTIBOR Basis Swap JSCC AM | JP3T6TA=TKFX | |||
| JPY ZTIBOR Basis Swap JSCC PM | JP3T6TP=TKFX | |||
| JPY Basis Swap 3M ZTIBOR vs 6M ZTIBOR | JPY3T6TBSX=TKFX | TFPR #21 TFPR #30 |
TTNI202 | |
| JPY Basis Swap 1M ZTIBOR vs 3M ZTIBOR | JPY1T3TBSX=TKFX | TFPR #213 TFPR #215 |
TTNI204 | |
| JPY Basis Swap 1M ZTIBOR vs 6M ZTIBOR | JPY1T6TBSX=TKFX | TFPR #214 TFPR #216 |
TTNI203 | |
| JPY Basis Swap 6M ZTIBOR vs TONA (OIS) | JPY6ZTOBSX=TKFX | TFPR #217 TFPR #220 |
TTNI206 | |
| JPY Basis Swap 3M ZTIBOR vs TONA (OIS) | JPY3ZTOBSX=TKFX | TFPR #218 TFPR #221 |
TTNI207 | |
| JPY Basis Swap 1M ZTIBOR vs TONA (OIS) | JPY1ZTOBSX=TKFX | TFPR #219 TFPR #222 |
TTNI208 | |
| JPY Basis Swap 3M DTIBOR vs 6M DTIBOR | JPY3D6DBSX=TKFX | TFPR #223 TFPR #226 |
TTNI210 | |
| JPY Basis Swap 1M DTIBOR vs 3M DTIBOR | JPY1D3DBSX=TKFX | TFPR #224 TFPR #227 |
TTNI212 | |
| JPY Basis Swap 1M DTIBOR vs 6M DTIBOR | JPY1D6DBSX=TKFX | TFPR #225 TFPR #228 |
TTNI211 | |
| JPY Basis Swap 6M DTIBOR vs TONA (OIS) | JPY6DTOBSX=TKFX | TFPR #229 TFPR #232 |
TTNI214 | |
| JPY Basis Swap 3M DTIBOR vs TONA (OIS) | JPY3DTOBSX=TKFX | TFPR #230 TFPR #233 |
TTNI215 | |
| JPY Basis Swap 1M DTIBOR vs TONA (OIS) | JPY1DTOBSX=TKFX | TFPR #231 TFPR #234 |
TTNI216 | |
| JPY Basis Swap 6M DTIBOR/ZTIBOR Spread | JPY6D6ZBSX=TKFX | TFPR #235 TFPR #238 |
TTNI218 | |
| JPY Basis Swap 3M DTIBOR/ZTIBOR Spread | JPY3D3ZBSX=TKFX | TFPR #236 TFPR #239 |
TTNI219 | |
| JPY Basis Swap 1M DTIBOR/ZTIBOR Spread | JPY1D1ZBSX=TKFX | TFPR #237 TFPR #240 |
TTNI220 | |
| Currency Basis | ||||
| USD/JPY Currency Basis Swap (SOFR/TONA) | JPUSTOSRBSX=TKFX | TFPR #241 TFPR #242 TFPR #243 TFPR #244 |
TTNI302 | |
| JPY SWAPTION | ||||
| JPY Swaption Forward Premium MID TONA (OIS) | JPYSWATM=TKFX | TFPR #141 | TTNI352 | |
| JPY Swaption Forward Rate TONA (OIS) | JPYSWATM=TKFX | TFPR #142 | TTNI354 | |
| JPY CAP/FLOOR | ||||
| JPY CAP Premium (TONA) | JPYTOCAPV=TKFX | TFPR #151 | TTNI401 | |
| JPY Floor Premium (TONA) | JPYTOCAPV=TKFX | TFPR #152 | TTNI402 | |
| JPY Forward ATM CFS Premium (TONA) | JPYTOCAPATMS=TKFX | TFPR #153 | TTNI403 | |
| JPY ATM CFS Premium (TONA) | JPYTOCAPATM=TKFX | TFPR #154 | TTNI403 | |