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) 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 <DTIBOR SWAP (SB vs 6M DTIBOR)> |
JPYSB6DIRSX=TKFX | TFPR #207 TFPR #210 |
TTNI052 | |
| JPY IRS S/B vs 3M DTIBOR <DTIBOR SWAP (SB vs 3M DTIBOR)> |
JPYSB3DIRSX=TKFX | TFPR #208 TFPR #211 |
TTNI053 | |
| JPY IRS S/B vs 1M DTIBOR <DTIBOR SWAP (SB vs 1M DTIBOR)> |
JPYSB1DIRSX=TKFX | TFPR #209 TFPR #212 |
TTNI054 | |
| 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 (FRA) (1M DTIBOR) | JPY1MDSPSX=TKFX | TFPR #252 TFPR #253 |
TTNI156 | |
| JPY SPS (FRA) (3M DTIBOR) <DTIBOR SPS 3M> |
JPY3MDSPSX=TKFX | TFPR #252 TFPR #253 |
TTNI156 | |
| JPY SPS (FRA) (6M DTIBOR) <DTIBOR SPS 6M> |
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 DTIBOR Basis Swap JSCC (3M DTIBOR vs 6M DTIBOR) <DTIBOR 6M vs 3M> |
JPY3D6DBSX=TKFX | TFPR #223 TFPR #226 |
TTNI210 | |
| JPY DTIBOR Basis Swap JSCC (1M DTIBOR vs 3M DTIBOR) <DTIBOR 3M vs 1M> |
JPY1D3DBSX=TKFX | TFPR #224 TFPR #227 |
TTNI212 | |
| JPY DTIBOR Basis Swap JSCC (1M DTIBOR vs 6M DTIBOR) <DTIBOR 6M vs 1M> |
JPY1D6DBSX=TKFX | TFPR #225 TFPR #228 |
TTNI211 | |
| JPY Basis Swap 6M DTIBOR vs TONA (OIS) <DTIBOR vs TONA 6M> |
JPY6DTOBSX=TKFX | TFPR #229 TFPR #232 |
TTNI214 | |
| JPY Basis Swap 3M DTIBOR vs TONA (OIS) <DTIBOR vs TONA 3M> |
JPY3DTOBSX=TKFX | TFPR #230 TFPR #233 |
TTNI215 | |
| JPY Basis Swap 1M DTIBOR vs TONA (OIS) <DTIBOR vs TONA 1M> |
JPY1DTOBSX=TKFX | TFPR #231 TFPR #234 |
TTNI216 | |
| Currency Basis | ||||
| USD/JPY Currency Basis Swap (SOFR/TONA) <SOFR/TONA XCCY BASIS> |
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 |