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Interest Rate Swap JPY 9Y (fixed interest rate vs 6M 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(78745, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| IRS JPY (vs 6M TIBOR) 1Y mid | -0.5 bps | 07/08/2026 |
| IRS JPY (vs 6M TIBOR) 18M mid | -0.875 bps | 07/08/2026 |
| IRS JPY (vs 6M TIBOR) 2Y mid | -1.125 bps | 07/08/2026 |
| IRS JPY (vs 6M TIBOR) 3Y mid | -1.625 bps | 07/08/2026 |
| IRS JPY (vs 6M TIBOR) 4Y mid | -1.875 bps | 07/08/2026 |
| IRS JPY (vs 6M TIBOR) 5Y mid | -2 bps | 07/08/2026 |
| IRS JPY (vs 6M TIBOR) 6Y mid | -1.75 bps | 07/08/2026 |
| IRS JPY (vs 6M TIBOR) 7Y mid | -1.375 bps | 07/08/2026 |
| IRS JPY (vs 6M TIBOR) 8Y mid | -0.875 bps | 07/08/2026 |
| IRS JPY (vs 6M TIBOR) 9Y mid | -0.5 bps | 07/08/2026 |
| IRS JPY (vs 6M TIBOR) 10Y mid | -0.25 bps | 07/08/2026 |
| IRS JPY (vs 6M TIBOR) 12Y mid | 0.625 bps | 07/08/2026 |
| IRS JPY (vs 6M TIBOR) 15Y mid | 2 bps | 07/08/2026 |
| IRS JPY (vs 6M TIBOR) 20Y mid | 4.375 bps | 07/08/2026 |
| IRS JPY (vs 6M TIBOR) 25Y mid | 4.625 bps | 07/08/2026 |
| IRS JPY (vs 6M TIBOR) 30Y mid | 4.625 bps | 07/08/2026 |
Bond Screener