Everything you need for fixed income research and monitoring.
Interest Rate Swap JPY 3Y (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(78699, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| IRS JPY (vs 3M TIBOR) 1Y mid | 43 bps | 07/08/2026 |
| IRS JPY (vs 3M TIBOR) 18M mid | 43.375 bps | 07/08/2026 |
| IRS JPY (vs 3M TIBOR) 2Y mid | 43.75 bps | 07/08/2026 |
| IRS JPY (vs 3M TIBOR) 3Y mid | 44.75 bps | 07/08/2026 |
| IRS JPY (vs 3M TIBOR) 4Y mid | 46.5 bps | 07/08/2026 |
| IRS JPY (vs 3M TIBOR) 5Y mid | 48.125 bps | 07/08/2026 |
| IRS JPY (vs 3M TIBOR) 6Y mid | 49.625 bps | 07/08/2026 |
| IRS JPY (vs 3M TIBOR) 7Y mid | 51.125 bps | 07/08/2026 |
| IRS JPY (vs 3M TIBOR) 8Y mid | 52.625 bps | 07/08/2026 |
| IRS JPY (vs 3M TIBOR) 9Y mid | 54 bps | 07/08/2026 |
| IRS JPY (vs 3M TIBOR) 10Y mid | 55.375 bps | 07/08/2026 |
| IRS JPY (vs 3M TIBOR) 12Y mid | 57.375 bps | 07/08/2026 |
| IRS JPY (vs 3M TIBOR) 15Y mid | 58.5 bps | 07/08/2026 |
| IRS JPY (vs 3M TIBOR) 20Y mid | 60.25 bps | 07/08/2026 |
| IRS JPY (vs 3M TIBOR) 25Y mid | 60.375 bps | 07/08/2026 |
| IRS JPY (vs 3M TIBOR) 30Y mid | 60.125 bps | 07/08/2026 |
Bond Screener