東短ICAP 派生商品TOTAN ICAP

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品名 (Product Name) 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) BOJ Meeting Dates JPYOISBOJ=TKFX TFPR#129 TTNI001 JPYOISBOJ/J5156
JPY TONA (Annual) JSCC
<TONA SWAP (AB/AB)>
JPYOIS=TKFX TFPR#3 TTNI001
JPY TONA (Annual) JSCC
<TONA SWAP (AB/AB)>
JPYOISU=TKFX
JPYOIS=TKFO
GDCO 22811 1 1 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