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JAPAN JPY IRS OIS

Tradition is represented in more than 28 countries and is one of the world’s largest interdealer brokers in over-the-counter financial and commodity related products. TraditionDATA provides consistent, high-quality financial market data that reflect real price interest in global OTC swaps markets, covering FX & Money Markets, Interest Rate Derivatives, Credit & Fixed Income and Energy & Commodities.

Now through the JFSA regulated and approved ETP operator Ueda Tradition Securities Limited has operated in Japan 20 years, during which time Tradition built a leading market share in all JPY denominated OTC products and manages liquidity in JPY derivative and cash products locally and through the international network with London, Singapore, Hong Kong and Sydney.

Overnight Index Swaps (OIS) are Interest Rate Swaps involving the overnight rate being exchanged for a fixed interest rate. An overnight index swap uses an overnight rate index such as the federal funds rate as the underlying rate for the floating leg, while the fixed leg would be set at a rate agreed on by both parties.

As detailed in the Japan IRS OIS product table (https://www.traditionasia.com/OIS-Japan) this data set covers accurate end of day market pricing in:
Overnight Index Swaps JPY JSCC from 1 Week to 50years including BOJ;
LCH 1 Year to 40 years; and
Semi Bond vs OIS (JSCC and LCH) from 1 Year to 40 Years.

Heapery Attribution License Heapery-Private
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Support Contact Email Address support@heapery.com
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Language English
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Last Updated Date 8/11/2020
Refund Policy Refunds not allowed