Everything you need for fixed income research and monitoring.
Interest Rate Swap JPY 18M (fixed interest rate vs 3M TIBOR). 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.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(78695, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| IRS JPY (vs 3M TIBOR) 1Y mid | 43.125 bps | 10/08/2026 |
| IRS JPY (vs 3M TIBOR) 18M mid | 43.5 bps | 10/08/2026 |
| IRS JPY (vs 3M TIBOR) 2Y mid | 43.875 bps | 10/08/2026 |
| IRS JPY (vs 3M TIBOR) 3Y mid | 44.875 bps | 10/08/2026 |
| IRS JPY (vs 3M TIBOR) 4Y mid | 46.625 bps | 10/08/2026 |
| IRS JPY (vs 3M TIBOR) 5Y mid | 48.25 bps | 10/08/2026 |
| IRS JPY (vs 3M TIBOR) 6Y mid | 49.75 bps | 10/08/2026 |
| IRS JPY (vs 3M TIBOR) 7Y mid | 51.25 bps | 10/08/2026 |
| IRS JPY (vs 3M TIBOR) 8Y mid | 52.75 bps | 10/08/2026 |
| IRS JPY (vs 3M TIBOR) 9Y mid | 54.125 bps | 10/08/2026 |
| IRS JPY (vs 3M TIBOR) 10Y mid | 55.5625 bps | 10/08/2026 |
| IRS JPY (vs 3M TIBOR) 12Y mid | 57.46875 bps | 10/08/2026 |
| IRS JPY (vs 3M TIBOR) 15Y mid | 58.625 bps | 10/08/2026 |
| IRS JPY (vs 3M TIBOR) 20Y mid | 60.375 bps | 10/08/2026 |
| IRS JPY (vs 3M TIBOR) 25Y mid | 60.5 bps | 10/08/2026 |
| IRS JPY (vs 3M TIBOR) 30Y mid | 60.25 bps | 10/08/2026 |
Bond Screener