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IRS JPY (vs 3M Euroyen TIBOR) 11M mid

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Index description

Interest Rate Swap JPY 11M (fixed interest rate vs 3M Euroyen 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.

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Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(78815, date)

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Subgroup indices

Index Current value Date
IRS JPY (vs 3M TIBOR) 3M mid 1.1122 bps 30/09/2025
IRS JPY (vs 3M TIBOR) 6M mid 0.9231 bps 18/09/2025
IRS JPY (vs 3M TIBOR) 9M mid 1.07253 bps 18/09/2025
IRS JPY (vs 3M Euroyen TIBOR) 10M mid 0.64878 % 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 10Y mid 2.5 bps 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 11M mid 0.68 % 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 12Y mid 2.5 bps 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 15Y mid 2.5 bps 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 18M mid 0.375 bps 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 1Y mid -0.75 bps 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 20Y mid 2.5 bps 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 25Y mid 2.5 bps 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 2Y mid 1 bps 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 30Y mid 2.5 bps 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 3M mid 0.38625 % 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 3Y mid 1.625 bps 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 4M mid 0.41 % 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 4Y mid 2 bps 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 5M mid 0.44625 % 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 5Y mid 2.1875 bps 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 6M mid 0.49125 % 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 6Y mid 2.3125 bps 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 7M mid 0.52689 % 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 7Y mid 2.375 bps 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 8M mid 0.57128 % 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 8Y mid 2.5 bps 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 9M mid 0.60811 % 30/12/2024
IRS JPY (vs 3M Euroyen TIBOR) 9Y mid 2.5 bps 30/12/2024
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