東短ICAP 派生商品TOTAN ICAP
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| 品名 (Product Name) | コード (Code) | |||
| REFINITIV | BLOOMBERG | QUICK | 時事通信 (JIJI) | |
| ガイダンス | TOTANICAPINDEX | TFPR | TTN＠ | MN3038 MN3039 MN3040 |
| JPY TONA (OIS) | ||||
| JPY TONA (Annual) IMM Dates | JPYTO3MIMM=TKFX JPYTOIMM=TKFX |
TFPR#160 | TTNI008 | JPYOISIMM/J5156 |
| JPY TONA (Annual) BOJ Meeting Dates | JPYOISBOJ=TKFX | TFPR#129 | TTNI001 | JPYOISBOJ/J5156 |
| JPY TONA (Annual) JSCC | 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 (Semi) JSCC 1Y – 40Y | 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 | TFPR #165 | TTNI014 | |
| JPY IRS | ||||
| JPY IRS A/B vs 1M DTIBOR | JPYAB1DIRS=TKFX | TFPR #163 | TTNI059 | |
| JPY IRS A/M vs 1M ZTIBOR | JPYIRS1T=TKFX | TFPR#35 | TTNI059 | |
| JPY IRS A/M vs 3M ZTIBOR | JPYSIRS=TKFX | TFPR#60 | TFR@;1 | JPYIRS2/J5156 |
| JPY IRS S/B vs 6M DTIBOR | JPYSB6DIRS=TKFX | TFPR#66 | TTNI051 TTNI901 |
JPYIRSSBT6M/J5156 |
| JPY IRS S/B vs 3M DTIBOR | JPYSB3DIRS=TKFX | TFPR#67 | TTNI051 | JPYIRSSBT3M/J5156 |
| JPY IRS S/B vs 1M DTIBOR | JPYSB1DIRS=TKFX | TFPR#68 | TTNI051 | JPYIRSSBT1M/J5156 |
| JPY IRS S/B vs 6M ZTIBOR | JPYSB6TIRS=TKFX | TFPR#148 | TTNI055 TTNI902 |
EUROYENIRSSBT6M/J5156 |
| JPY IRS S/B vs 3M ZTIBOR | JPYSB3TIRS=TKFX | TFPR#149 | TTNI055 | EUROYENIRSSBT3M/J5156 |
| JPY IRS S/B vs 1M ZTIBOR | JPYSB1TIRS=TKFX | TFPR#150 | TTNI055 | EUROYENIRSSBT1M/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 (1M ZTIBOR) | JP1MTFRA=TKFX | TFPR#14 | TTNI152 | |
| JPY SPS (3M ZTIBOR) | JP3MTFRA=TKFX | TFPR#14 | TTNI152 | |
| JPY SPS (6M ZTIBOR) | JP6MTFRA=TKFX | TFPR#14 | TTNI152 | |
| JPY SPS (1M DTIBOR) | JPY1MDSPS=TKFX | TFPR#161 | TTNI153 | JPYSPSTIBOR/J5156 |
| JPY SPS (3M DTIBOR) | JPY3MDSPS=TKFX | TFPR#161 | TTNI153 | JPYSPSTIBOR/J5156 |
| JPY SPS (6M DTIBOR) | JPY6MDSPS=TKFX | TFPR#161 | TTNI153 | JPYSPSTIBOR/J5156 |
| JPY Basis | ||||
| JPY Basis Swap 3M ZTIBOR vs 6M ZTIBOR | JP3T6T=TKFX TOTANICAP20 |
TFPR#122 | TTNI201 | EUROYENBST3MT6M/J5156 |
| JPY Basis Swap 1M ZTIBOR vs 3M ZTIBOR | JP1T3T=TKFX | TFPR#13 | TTNI201 | EUROYENBST1MT3M/J5156 |
| JPY Basis Swap 1M ZTIBOR vs 6M ZTIBOR | JP1T6T=TKFX | TFPR#123 | TTNI201 | EUROYENBST1MT6M/J5156 |
| JPY Basis Swap 6M ZTIBOR vs TONA (OIS) | JPY6ZTOBS=TKFX | TFPR #133 | TTNI205 TTNI902 |
EUROYENBST6MTONA/J5156 |
| JPY Basis Swap 3M ZTIBOR vs TONA (OIS) | JPY3ZTOBS=TKFX | TFPR #134 | TTNI205 | EUROYENBST3MTONA/J5156 |
| JPY Basis Swap 1M ZTIBOR vs TONA (OIS) | JPY1ZTOBS=TKFX | TFPR #135 | TTNI205 | EUROYENBST1MTONA/J5156 |
| JPY Basis Swap 3M DTIBOR vs 6M DTIBOR | JPY3D6DBS=TKFX | TFPR#124 | TTNI209 | JPYBST3MT6M/J5156 |
| JPY Basis Swap 1M DTIBOR vs 3M DTIBOR | JPY1D3DBS=TKFX | TFPR#125 | TTNI209 | JPYBST1MT3M/J5156 |
| JPY Basis Swap 1M DTIBOR vs 6M DTIBOR | JPY1D6DBS=TKFX | TFPR#126 | TTNI209 | JPYBST1MT6M/J5156 |
| JPY Basis Swap 6M DTIBOR vs TONA (OIS) | JPY6DTOBS=TKFX | TFPR #136 | TTNI213 TTNI901 |
JPYBST6MTONA/J5156 |
| JPY Basis Swap 3M DTIBOR vs TONA (OIS) | JPY3DTOBS=TKFX | TFPR #137 | TTNI213 | JPYBST3MTONA/J5156 |
| JPY Basis Swap 1M DTIBOR vs TONA (OIS) | JPY1DTOBS=TKFX | TFPR #138 | TTNI213 | JPYBST1MTONA/J5156 |
| JPY Basis Swap 6M DTIBOR/ZTIBOR Spread | JPY6D6ZBS=TKFX | TFPR#57 | TTNI217 | JYT6MEYT6MSP/J5156 |
| JPY Basis Swap 3M DTIBOR/ZTIBOR Spread | JPY3D3ZBS=TKFX | TFPR#127 | TTNI217 | JYT3MEYT3MSP/J5156 |
| JPY Basis Swap 1M DTIBOR/ZTIBOR Spread | JPY1D1ZBS=TKFX | TFPR#128 | TTNI217 | JYT1MEYT1MSP/J5156 |
| Currency Basis | ||||
| USD/JPY Currency Basis Swap (SOFR/TONA) | 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 |
| マーケットコンポジット (Composite) | ||||
| JPY TONA (Annual) Composite : TKFX9154 | TKFX9154 | |||
| JPY TONA (Annual) Composite : TKFX02 | TKFX02 | |||