100 JPY is equal to: 0.6467 USD. Exchange rate: 0.0065. Data delayed at least 15 minutes, as of Nov 12 2024 23:44 GMT.

Manage interest rate risk with Basis Swaps. Our data packages offer comprehensive coverage across 17 currencies, with real-time pricing and historical data.

USD/JPY Fx Swap All-in Rate 1W, 152.5116, 01/11/2024 ; USD/JPY Fx Swap All-in Rate 1Y, 146.4812, 01/11/2024 ; USD/JPY Fx Swap All-in Rate 2M, 151.3795, 01/11/2024.

SOFR/TONA CROSS CURRENCY BASIS SWAP is a currency swap in which a compounded SOFR (: US Dollar RFR) and a compounded TONA (: Japanese Yen RFR) are exchanged ...

- Cost of a basis swap is quoted against USD LIBOR flat (e.g. USD LIBOR vs YEN LIBOR 17 bps) and is driven by demand and supply of international funds flow.

The basis spread is derived by the balance between demand and supply for the currency pair and reflects the credit risk associated by the two reference rates.

In this case, the swap exchanges floating interest in the form of “USD three-month reference rate” and “JPY three-month reference rate plus cross-currency basis ...

This study addresses factors of USD/JPY swap rates from the late 1990s to the present, and demonstrates that differences in credit risk premiums, forward ...

Chart 2 gives xCcy basis spot spreads for 2Y, 5Y and 10Y EURUSD basis,. i.e. swaps of USD Libor 3M vs. Euribor 3M + spread. Similarly chart 3 gives 5Y spot ...

The interest payments are usually based on benchmark rates, such as BBSW (Bank bill swap rate) for the Australian dollar or SOFR (Secured overnight financing.