{"id":42976,"date":"2026-06-22T21:42:42","date_gmt":"2026-06-23T02:42:42","guid":{"rendered":"https:\/\/library-staging.tradingtechnologies.com\/doc\/yield-configuration-options-2\/"},"modified":"2026-06-22T21:42:42","modified_gmt":"2026-06-23T02:42:42","slug":"yield-configuration-options-2","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/ja\/yield-configuration-options-2\/","title":{"rendered":"\u30a4\u30fc\u30eb\u30c9\u8a2d\u5b9a\u30aa\u30d7\u30b7\u30e7\u30f3"},"content":{"rendered":"

\u4ee5\u4e0b\u306e\u8868\u306b\u306f\u3001TT \u3067\u30a4\u30fc\u30eb\u30c9\u3067\u767a\u6ce8\u3059\u308b\u969b\u306b\u5229\u7528\u3067\u304d\u308b\u3001\u30ab\u30b9\u30bf\u30e0\u8a2d\u5b9a\u30aa\u30d7\u30b7\u30e7\u30f3\u304c\u793a\u3055\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n<\/tr>\n\n\n
\u6b04<\/th>\n\u8aac\u660e<\/th>\n<\/tr>\n<\/thead>\n
Name (\u540d\u524d)<\/td>\n\u30a4\u30fc\u30eb\u30c9\u8a2d\u5b9a\u306e\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u540d\u3002<\/td>\n<\/tr>\n
Contract (\u9650\u6708)<\/td>\n\u9298\u67c4\u691c\u7d22\u3092\u958b\u3044\u3066\u3001\u50b5\u5238\u9298\u67c4\u3092\u691c\u7d22\u3057\u3066\u691c\u51fa\u3057\u307e\u3059\u3002<\/td>\n<\/tr>\n
Yield Type (\u30a4\u30fc\u30eb\u30c9 \u30bf\u30a4\u30d7)<\/td>\n\u9078\u629e\u3057\u305f\u30a4\u30fc\u30eb\u30c9 \u30bf\u30a4\u30d7\u306e\u5fc5\u9808\u6b04\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002\u6709\u52b9\u5024:<\/p>\n
    \n
  • FUT: \u5148\u7269\u30a4\u30fc\u30eb\u30c9\u8a2d\u5b9a<\/li>\n
  • BOND: \u56fd\u50b5\u30a4\u30fc\u30eb\u30c9\u8a2d\u5b9a<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n
\n

Coupon Rate (%) (\u30af\u30fc\u30dd\u30f3\u30ec\u30fc\u30c8\u3001\u8868\u9762\u5229\u7387)<\/p>\n<\/td>\n

\n

\u6574\u6570\u306e\u5e74\u9593\u30af\u30fc\u30dd\u30f3\u30ec\u30fc\u30c8 (8.5 \u306a\u3069)\u3002<\/p>\n<\/td>\n<\/tr>\n

\n

Conversion Factor (\u30b3\u30f3\u30d0\u30fc\u30b8\u30e7\u30f3 \u30d5\u30a1\u30af\u30bf\u30fc\u3001\u63db\u7b97\u7387)<\/p>\n<\/td>\n

\n

\u53d6\u5f15\u6240\u304c\u8a08\u7b97\u3057\u305f\u5148\u7269\u63db\u7b97\u7387\u306e\u8a08\u7b97\u306b\u4f7f\u7528\u3055\u308c\u308b\u9298\u67c4\u3002<\/p>\n<\/td>\n<\/tr>\n

\n

Maturity Date (\u6e80\u671f\u65e5)<\/p>\n<\/td>\n

\n

\u56fd\u50b5\u306e\u511f\u9084\u65e5\u3002\u3053\u306e\u5024\u306f\u5148\u7269\u53d7\u6e21\u65e5\u3088\u308a\u5c11\u306a\u3044\u5024\u3067\u3042\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<\/td>\n<\/tr>\n

\n

Settlement Type (\u6c7a\u6e08\u30bf\u30a4\u30d7)<\/p>\n<\/td>\n

\n

\u6c7a\u6e08\u65e5\u306e\u30bf\u30a4\u30d7\u3002\u6709\u52b9\u5024: \u7d76\u5bfe\u3002<\/p>\n<\/td>\n<\/tr>\n

\n

Settlement Date (\u6c7a\u6e08\u65e5)<\/p>\n<\/td>\n

\n

\u8a3c\u5238\u304c\u58f2\u308a\u624b\u306b\u53d6\u5f15\u3055\u308c\u308b\u65e5\u4ed8\u3002\u3053\u306e\u5024\u306f\u53d7\u6e21\u65e5\u3088\u308a\u5c11\u306a\u3044\u5024\u3067\u3042\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<\/td>\n<\/tr>\n

\n

Contract Date (\u5951\u7d04\u65e5)<\/p>\n<\/td>\n

\n

\u56fd\u50b5\u5148\u7269\u306e\u5951\u7d04\u65e5\u3002\u3053\u306e\u5024\u306f\u6e80\u671f\u65e5\u3088\u308a\u5c11\u306a\u3044\u5024\u3067\u3042\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<\/td>\n<\/tr>\n

\n

Delivery Date (\u53d7\u6e21\u65e5)<\/p>\n<\/td>\n

\n

\u9650\u6708\u3092\u53d7\u3051\u6e21\u3059\u65e5\u4ed8\u307e\u305f\u306f\u53d6\u6d88\u65e5\u3002\u3053\u306e\u5024\u306f\u6c7a\u6e08\u65e5\u3088\u308a\u5927\u304d\u3044\u5024\u3067\u3001\u6e80\u671f\u65e5\u3088\u308a\u5c0f\u3055\u3044\u5024\u3067\u3042\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n<\/td>\n<\/tr>\n

\n

\u30aa\u30d7\u30b7\u30e7\u30f3\u6b04<\/p>\n<\/td>\n<\/tr>\n

\n

Basis Type (\u30d9\u30fc\u30b7\u30b9 \u30bf\u30a4\u30d7)<\/p>\n<\/td>\n

\n

\u4ee5\u4e0b\u304b\u3089\uff11\u3064\u9078\u629e\u3057\u307e\u3059\u3002<\/p>\n

    \n
  • Target IRP (\u30a4\u30f3\u30d7\u30e9\u30a4\u30c9\u73fe\u5148\u7387)<\/li>\n
  • Gross Basis (\u7dcf\u57fa\u6e96)<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n
\n

Basis Value (\u57fa\u6e96\u5024)<\/p>\n<\/td>\n

\u30d9\u30fc\u30b7\u30b9 \u30bf\u30a4\u30d7\u3067\u8a2d\u5b9a\u3055\u308c\u305f\u3001Target IRP \u307e\u305f\u306f Gross Basis \u306e\u3044\u305a\u308c\u304b\u306e\u5024\u3002\u3053\u306e\u5024\u306f 0 \uff5e 1 \u306e\u9593\u306e\u5c11\u6570\u3067\u3042\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059 (0.0001)\u3002\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u8a08\u7b97\u3055\u308c\u307e\u3059\u3002<\/p>\n
    \n
  • Target IRP: ((\u58f2\u5374\u4ee3\u91d1\u30fc\u521d\u671f\u6295\u8cc7)\u00f7\u521d\u671f\u6295\u8cc7)\u00f7\u4fdd\u6301\u65e5\u6570\u00d7360\n
      \n
    • \u521d\u671f\u6295\u8cc7 = \u56fd\u50b5\u306e\u8cfc\u5165\u4fa1\u683c (\u672a\u53ce\u5229\u606f\u3082\u542b\u3080)<\/li>\n
    • \u58f2\u5374\u4ee3\u91d1 = \u5148\u7269\u4fa1\u683c \u00d7 \u63db\u7b97\u7387 + \u5148\u7269\u53d7\u6e21\u65e5\u306e\u56fd\u50b5\u306e\u672a\u53ce\u5229\u606f + \u56fd\u50b5\u306e\u30af\u30fc\u30dd\u30f3\u53ce\u5165<\/li>\n
    • \u4fdd\u6301\u65e5\u6570 = \u6c7a\u6e08\u65e5\u304b\u3089\u5148\u7269\u53d7\u6e21\u65e5\u307e\u3067\u306e\u65e5\u6570<\/li>\n<\/ul>\n<\/li>\n
    • Gross Basis (\u5c11\u6570): CTD \u56fd\u50b5\u306e\u4fa1\u683c – (\u5148\u7269\u4fa1\u683c\u00d7\u63db\u7b97\u7387)\u00f732<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n
\n

Coupon Frequency (\u5229\u6255\u3044\u56de\u6570)<\/p>\n<\/td>\n

\n

\u56fd\u50b5\u306e\u652f\u6255\u3044\u983b\u5ea6\u3002\u5e74\u9593\u30012\u534a\u671f\u6bce\u30014\u534a\u671f\u6bce\u3001\u6bce\u6708\u306b\u5024\u3059\u308b\u983b\u5ea6\u3092\u8a2d\u5b9a\u3057\u307e\u3059\u3002<\/p>\n<\/td>\n<\/tr>\n

\n

Day Count (\u65e5\u4ed8\u306e\u8a08\u7b97)<\/p>\n<\/td>\n

\n

\u9650\u6708\u306e1\u5e74\u306e\u65e5\u6570\u3092\u8a2d\u5b9a\u3057\u307e\u3059\u3002\u3053\u306e\u6b04\u3067\u306f\u4ee5\u4e0b\u306e\u5024\u3092\u63d0\u4f9b\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n

    \n
  • 30\/360<\/li>\n
  • 30\/365<\/li>\n
  • 30E\/360<\/li>\n
  • Actual\/360<\/li>\n
  • Actual\/365<\/li>\n
  • Actual\/Actual<\/li>\n<\/ul>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

    \u4ee5\u4e0b\u306e\u8868\u306b\u306f\u3001TT \u3067\u30a4\u30fc\u30eb\u30c9\u3067\u767a\u6ce8\u3059\u308b\u969b\u306b\u5229\u7528\u3067\u304d\u308b\u3001\u30ab\u30b9\u30bf\u30e0\u8a2d\u5b9a\u30aa\u30d7\u30b7\u30e7\u30f3\u304c\u793a\u3055\u308c\u3066\u3044\u307e\u3059\u3002 \u6b04 \u8aac\u660e Name (\u540d\u524d) \u30a4\u30fc\u30eb\u30c9\u8a2d\u5b9a\u306e\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u540d\u3002 Contract (\u9650\u6708) \u9298\u67c4\u691c\u7d22\u3092\u958b\u3044\u3066\u3001\u50b5\u5238\u9298\u67c4\u3092\u691c\u7d22 […]<\/p>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[911],"class_list":["post-42976","doc","type-doc","status-publish","hentry","docs-category-reference-trading-in-yield"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/42976","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc"}],"about":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/types\/doc"}],"author":[{"embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":0,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/42976\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=42976"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=42976"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}