Publication channels pertaining to JSCC IRS Clearing Rates

JSCC IRS Clearing Rates (referred to as JSCC Rates), which are calculated by JSCC for the purpose of calculating the current market values as well as Initial Margin, pertaining to each IRS Clearing Participant’s day-to-day positions have been published by Thomson Reuters Markets KK. Going forward JSCC Rates will also be published by QUICK Corp. and Bloomberg L.P.　

The screen codes pertaining to JSCC Rates are as follows:

・Thomson Reuters Markets KK
JSCCSET：Menu Page
JPYOISSET：OIS Rate
JPY6MLSET：6M LIBOR Rate
JPY3MLSET：3M LIBOR Rate
JPY6MTSET：6M TIBOR Rate
JPY3MTSET：3M TIBOR Rate
　
・QUICK Corp.
JSCC101：JPY OIS Curve
JSCC102：JPY 6 M LIBOR Curve
JSCC103：JPY 3M LIBOR Curve
JSCC104：JPY 6M TIBOR Curve
JSCC105：JPY 3M TIBOR Curve

・Bloomberg L.P.
JSCC：Menu Page

-Contact Information-
Japan Securities Clearing Corporation
OTC Derivatives Clearing Service
Tel: +81-3-3665-1405
Email: otc@jscc.co.jp