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IRS JPY 15Y vs 6M LIBOR mid (not maintained since 03.12.2021)

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Index description

Interest Rate Swap JPY 15Y (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.

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(14659, date)

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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
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