An overview of Tokyo Swap Rate

  • RSBL is responsible for computing and managing the Tokyo Swap Rate (TSR), a benchmark series for Japanese yen (JPY) interest rate swaps (IRS).
  • This benchmark is extensively utilized in the pricing of swaptions, CMS, structured loans and notes, FRNs, and private finance initiatives.
  • The Tokyo Swap Rate benchmarks are released every business day in Japan at 10:30 and 15:30 Tokyo time.

KEY FACTS

Data Format
CSV
Delimited
GZIP
Python
User Interface
XML
Zip Archive
Delivery Mechanism
API
Desktop
Excel
FTP
SFTP
Data Frequency
Two times a day
FEATURES & BENEFITS

What you get with Tokyo Swap Rate

  • RSBL is responsible for the computation and management of the Tokyo Swap Rate (TSR), a benchmark series for Japanese yen (JPY) interest rate swaps (IRS). This benchmark is extensively utilized in the pricing of swaptions, CMS, structured loans and notes, FRNs, and private finance projects.

  • The Tokyo Swap Rate benchmarks are released every business day in Japan at 10:30 AM and 3:30 PM Tokyo time.

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