Hint mode is switched on Switch off

IRS JPY 7M vs 6M LIBOR mid (not maintained since 03.12.2021)

daily
%
UTC+3
Previous value
on 02/12/2021
from
to
ADD-IN
Cbonds add-in API
bond data api
Data for this index is not available for download
Authorization required
You need to request access
Welcome to Cbonds
New to Cbonds? · Take a 90-second tour of the platform.

Discover what you can do with Cbonds

Everything you need for fixed income research and monitoring.

  • 00:23 Coverage
  • 00:40 Bond screener
  • 00:54 Parameters
  • 01:10 Watchlist, Mobile app
  • 01:15 Excel Add-in
Get access Watch full tour

Index description

Interest Rate Swap JPY 7M (fixed rate vs 6M Libor). An interest rate swap is an agreement to exchange a stream of cash flows by applying a fixed and floating interest rate to a specified notional over a term to maturity.

Excel + Cbonds

Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(14625, date)

Cbonds add-in

Quotes by Market Participants

List of securities for index calculation

Export to Excel

Subgroup indices

Index Current value Date
IRS JPY 6M vs 6M LIBOR mid (not maintained since 03.12.2021) -0.0501 % 03/12/2021
IRS JPY 7M vs 6M LIBOR mid (not maintained since 03.12.2021) 0.0128 % 03/12/2021
IRS JPY 8M vs 6M LIBOR mid (not maintained since 03.12.2021) 0.0144 % 03/12/2021
IRS JPY 9M vs 6M LIBOR mid (not maintained since 03.12.2021) 0.015 % 03/12/2021
IRS JPY 10M vs 6M LIBOR mid (not maintained since 03.12.2021) 0.015 % 03/12/2021
IRS JPY 11M vs 6M LIBOR mid (not maintained since 03.12.2021) 0.0153 % 03/12/2021
IRS JPY 1Y vs 6M LIBOR mid (not maintained since 03.12.2021) -0.0181 % 03/12/2021
IRS JPY 18M vs 6M LIBOR mid (not maintained since 03.12.2021) -0.0069 % 03/12/2021
IRS JPY 2Y vs 6M LIBOR mid (not maintained since 07.12.2021) 0.0127 % 30/12/2021
IRS JPY 3Y vs 6M LIBOR mid (not maintained since 07.12.2021) 0.021 % 30/12/2021
IRS JPY 4Y vs 6M LIBOR mid (not maintained since 03.12.2021) 0.0106 % 03/12/2021
IRS JPY 5Y vs 6M LIBOR mid (not maintained since 07.12.2021) 0.041 % 30/12/2021
IRS JPY 6Y vs 6M LIBOR mid (not maintained since 03.12.2021) 0.0275 % 03/12/2021
IRS JPY 7Y vs 6M LIBOR mid (not maintained since 03.12.2021) 0.0413 % 03/12/2021
IRS JPY 8Y vs 6M LIBOR mid (not maintained since 03.12.2021) 0.0581 % 03/12/2021
IRS JPY 9Y vs 6M LIBOR mid (not maintained since 03.12.2021) 0.0775 % 03/12/2021
IRS JPY 10Y vs 6M LIBOR mid (not maintained since 07.12.2021) 0.1322 % 30/12/2021
IRS JPY 12Y vs 6M LIBOR mid (not maintained since 03.12.2021) 0.1422 % 03/12/2021
IRS JPY 15Y vs 6M LIBOR mid (not maintained since 03.12.2021) 0.2178 % 03/12/2021
IRS JPY 20Y vs 6M LIBOR mid (not maintained since 03.12.2021) 0.3375 % 03/12/2021
IRS JPY 25Y vs 6M LIBOR mid (not maintained since 03.12.2021) 0.4313 % 03/12/2021
IRS JPY 30Y vs 6M LIBOR mid (not maintained since 07.12.2021) 0.5666 % 30/12/2021
IRS JPY 35Y vs 6M LIBOR mid (not maintained since 03.12.2021) 0.5463 % 03/12/2021
IRS JPY 40Y vs 6M LIBOR mid (not maintained since 03.12.2021) 0.5545 % 03/12/2021
Show more Hide

The composition of the index list

The data is available via upload
Export to Excel

Get access to the largest financial database

Try in 7-days Demo access

Free for company representative

  • Evaluate advanced analytical tools
  • Get full online access to the database
  • Try our powerful bond screener
  • Track bond prices from 400+ sources

Get access to the largest financial database

Representative of the company 7 days FREE trial

Professional access to the data

Private investor

Individual access
Registration is required to get access.