Analysis

購買力平価に基づくドル円為替レートとユーロドル為替レート

  • Monthly
  • CPI:消費者物価基準/Consumer Price Index
  • CGPI:企業物価基準/Corporate Goods Price Index
  • EPI:輸出物価基準/Export Price Index
  • Source:Institute for International Monetary Affairs
  • USDJPY

Date 2019-10 2019-09 2019-08 2019-07 2019-06 2019-05
USDJPY:based on CGPI 95.67 95.43 94.92 94.65 95.11 95.07
USDJPY:based on CPI 122.09 122.17 122.08 121.9 122.31 122.62
USDJPY:based on EPI 71.24 70.95 70.78 71.18 71.66 72.33
USDJPY:Monthly- Average 108.12 107.4 106.34 108.23 108.07 109.76

  • EURUSD

Date 2019-09 2019-08 2019-07 2019-06 2019-05 2019-04
EURUSD:based on CGPI 1.284 1.292 1.294 1.289 1.289 1.288
EURUSD:based on CPI 1.266 1.268 1.269 1.259 1.26 1.261
EURUSD:based on EPI 1.248 1.256 1.261 1.26 1.26 1.266
EURUSD:Monthly- Average 1.1 1.113 1.122 1.129 1.119 1.124

ビッグマック指数

  • Source: The Economist Newspaper Limited
  • ビッグマック指数に基づく購買力平価との各国通貨の乖離率(各チャート縦軸、単位:%)。乖離率(x)プラス値:米ドルに対してx%通貨高、乖離率(x)マイナス値:米ドルに対して|x|%通貨安

通貨別・融資先別対外融資

  • Source:Bank for International Settlements
  • Borrowers sector:Non-banks, total , Lenders sector:All sectors , Position type:Cross-border & Local in FCY , Type of instruments:Credit (loans & debt securities)

JPY

Date 2019-06 2019-03 2018-12 2018-09 2018-06 2018-03 2017-12 2017-09
JPY:Developing Europe:Unit of measure(Japanese Yen bn) 1,041.893 1,049.8027 1,043.6283 1,106.8559 1,099.6818 1,060.4752 1,035.9967 994.3241
JPY:All countries excluding residents:Unit of measure(Japanese Yen bn) 49,439.91 50,522.04 49,206.94 48,007.71 45,821.34 44,761.03 44,592.91 44,316.33
JPY:Developing countries:Unit of measure(Japanese Yen bn) 9,491.532 9,341.911 8,202.204 8,522.724 8,262.463 7,535.767 7,546.43 7,618.995
JPY:Developing Latin America and Caribbean:Unit of measure(Japanese Yen bn) 1,007.5172 1,008.3501 1,005.57 994.2869 1,011.1449 864.9313 878.1939 885.4322
JPY:Developing Africa and Middle East:Unit of measure(Japanese Yen bn) 791.5706 701.4819 622.3642 619.8241 666.6844 687.0021 646.2053 664.3972
JPY:Developing Asia and Pacific:Unit of measure(Japanese Yen bn) 6,650.551 6,582.277 5,530.642 5,801.758 5,484.951 4,923.359 4,986.034 5,074.841
JPY:Argentina:Unit of measure(Japanese Yen bn) 21.38122 20.48602 19.17609 20.93215 18.80101 19.17511 19.23075 19.8694
JPY:Brazil:Unit of measure(Japanese Yen bn) 73.92642 51.35669 39.67761 43.69219 37.48499 33.42755 36.406 43.94127
JPY:Chile:Unit of measure(Japanese Yen bn) 8.786766 8.75937 4.168703 0.884125 0.834365 0.878026 1.090729 1.177109
JPY:China:Unit of measure(Japanese Yen bn) 919.9559 957.9063 851.0758 895.995 858.0417 752.9009 697.177 713.9252
JPY:Indonesia:Unit of measure(Japanese Yen bn) 1,262.1667 1,124.8909 1,045.0764 1,084.214 1,048.8878 881.2833 923.7642 949.0964
JPY:India:Unit of measure(Japanese Yen bn) 462.475 519.2463 429.6435 484.3831 446.1211 364.1367 418.4116 422.8408
JPY:South Korea:Unit of measure(Japanese Yen bn) 940.192 953.8335 790.039 805.4104 745.1563 644.6372 712.7523 728.5755
JPY:Mexico:Unit of measure(Japanese Yen bn) 746.3455 782.8275 788.5011 776.6023 802.6467 656.1248 673.6305 674.8308
JPY:Malaysia:Unit of measure(Japanese Yen bn) 335.96663 352.77338 123.23544 135.16083 125.14496 99.70663 92.98826 95.76775
JPY:Russia:Unit of measure(Japanese Yen bn) 2.004694 1.832799 2.226062 2.876722 2.577811 1.721487 2.119431 2.220229
JPY:Saudi Arabia:Unit of measure(Japanese Yen bn) 9.54869 8.665972 7.240059 6.694478 8.027972 9.163116 20.817297 21.684442
JPY:Turkey:Unit of measure(Japanese Yen bn) 662.3946 667.9758 664.3048 673.4363 664.9114 653.5914 654.4708 532.4116
JPY:Chinese Taipei:Unit of measure(Japanese Yen bn) 306.0908 294.9529 285.2021 327.3804 340.5174 317.3178 297.5805 303.6719
JPY:South Africa:Unit of measure(Japanese Yen bn) 32.71369 33.24212 33.13065 33.9665 34.16717 32.91443 33.7486 33.39081

USD

Date 2019-06 2019-03 2018-12 2018-09 2018-06 2018-03 2017-12 2017-09
USD:Developing Europe:Unit of measure(US Dollar bn) 408.9569 419.7402 419.9323 441.8574 450.3927 471.5723 478.3373 488.696
USD:All countries excluding residents:Unit of measure(US Dollar bn) 11,926.69 11,813.29 11,532.51 11,490.08 11,485.37 11,412.28 11,214.96 11,112.59
USD:Developing countries:Unit of measure(US Dollar bn) 3,741.744 3,706.654 3,656.591 3,660.505 3,677.516 3,662.392 3,579.998 3,517.333
USD:Developing Latin America and Caribbean:Unit of measure(US Dollar bn) 1,023.9918 1,000.7854 998.5613 992.2896 992.4919 999.3249 965.0076 962.0942
USD:Developing Africa and Middle East:Unit of measure(US Dollar bn) 911.8074 891.6366 849.4224 829.7224 820.455 781.6718 755.2719 701.4549
USD:Developing Asia and Pacific:Unit of measure(US Dollar bn) 1,396.988 1,394.492 1,388.675 1,396.635 1,414.176 1,409.822 1,381.381 1,365.088
USD:Argentina:Unit of measure(US Dollar bn) 123.6207 127.9064 127.4395 130.2689 129.3077 130.3494 117.285 112.9417
USD:Brazil:Unit of measure(US Dollar bn) 179.7292 173.9452 177.3275 180.005 181.9782 184.7776 182.0276 181.3388
USD:Chile:Unit of measure(US Dollar bn) 111.13451 106.07145 104.23522 102.53261 102.5941 99.53559 97.09576 95.59643
USD:China:Unit of measure(US Dollar bn) 503.3804 500.6741 493.4542 509.3716 533.9697 546.1502 527.8291 527.0564
USD:Indonesia:Unit of measure(US Dollar bn) 176.2397 176.5001 179.9036 172.2879 172.1269 165.4082 165.1207 160.8553
USD:India:Unit of measure(US Dollar bn) 112.0645 108.1817 103.3632 102.3883 100.4718 103.1098 103.423 101.0889
USD:South Korea:Unit of measure(US Dollar bn) 125.3167 120.0458 124.114 125.9461 123.4289 118.5235 116.1399 115.7257
USD:Mexico:Unit of measure(US Dollar bn) 290.17 276.9128 271.6005 267.1751 265.3564 264.6647 255.4566 258.4978
USD:Malaysia:Unit of measure(US Dollar bn) 41.679 41.11893 41.20309 40.4421 40.6568 41.15591 38.65366 38.63177
USD:Russia:Unit of measure(US Dollar bn) 145.7624 147.8813 152.215 167.9091 175.7131 188.54 201.623 213.3196
USD:Saudi Arabia:Unit of measure(US Dollar bn) 164.16061 144.2485 133.52002 128.76458 125.25646 112.02333 108.84713 94.27837
USD:Turkey:Unit of measure(US Dollar bn) 181.1871 186.092 180.6911 185.492 195.4028 198.354 194.9808 190.6653
USD:Chinese Taipei:Unit of measure(US Dollar bn) 54.72375 55.98796 59.55029 61.95383 59.71694 62.48697 61.40852 59.66072
USD:South Africa:Unit of measure(US Dollar bn) 41.69829 44.05332 43.16047 43.53217 39.80864 36.97158 36.74538 37.02249

EUR

Date 2019-06 2019-03 2018-12 2018-09 2018-06 2018-03 2017-12 2017-09
EUR:Developing Europe:Unit of measure(Euro bn) 364.0915 359.3386 356.5647 356.8514 351.0919 350.8518 338.1481 325.5175
EUR:All countries excluding residents:Unit of measure(Euro bn) 3,382.044 3,283.277 3,222.241 3,196.408 3,121.546 3,080.009 2,961.068 2,931.32
EUR:Developing countries:Unit of measure(Euro bn) 728.8948 710.3253 694.2071 683.4548 659.1906 650.3754 630.5023 603.7343
EUR:Developing Latin America and Caribbean:Unit of measure(Euro bn) 104.98166 98.5418 98.42309 97.57121 97.90592 95.47643 92.13595 90.64183
EUR:Developing Africa and Middle East:Unit of measure(Euro bn) 121.24062 115.01525 110.03697 107.6843 96.64484 91.35824 87.75268 85.56776
EUR:Developing Asia and Pacific:Unit of measure(Euro bn) 138.581 137.4297 129.1823 121.3478 113.548 112.6889 112.4655 102.0073
EUR:Argentina:Unit of measure(Euro bn) 22.42058 22.42383 22.39755 22.45231 22.24107 22.27769 22.28333 19.38773
EUR:Brazil:Unit of measure(Euro bn) 15.07212 12.67508 11.98369 11.60741 11.15308 11.29358 10.86667 11.62395
EUR:Chile:Unit of measure(Euro bn) 5.960211 5.956935 6.018869 5.909288 5.881072 5.888165 5.162763 4.99376
EUR:China:Unit of measure(Euro bn) 31.488 30.78071 27.84508 28.10848 26.17176 26.80099 27.02771 22.9395
EUR:Indonesia:Unit of measure(Euro bn) 20.91929 20.48018 20.4969 18.07597 17.78768 16.94568 16.27824 16.81494
EUR:India:Unit of measure(Euro bn) 10.624351 9.884278 9.367578 9.346386 8.579542 8.670324 8.03094 8.022126
EUR:South Korea:Unit of measure(Euro bn) 10.220843 9.574697 8.009588 7.73951 7.709797 6.886975 7.246548 7.219456
EUR:Mexico:Unit of measure(Euro bn) 49.54714 45.7058 46.62736 46.64097 47.65316 45.31314 43.89604 44.98171
EUR:Malaysia:Unit of measure(Euro bn) 0.794106 0.752932 0.761533 0.743374 0.637188 0.6484 0.484991 0.481285
EUR:Russia:Unit of measure(Euro bn) 54.98063 53.31878 50.2307 47.19234 43.71799 42.97883 40.82569 39.87815
EUR:Saudi Arabia:Unit of measure(Euro bn) 1.638394 1.677331 1.084157 1.177243 1.261508 1.611319 2.069659 1.802598
EUR:Turkey:Unit of measure(Euro bn) 114.92358 118.54549 110.3236 107.0341 100.44401 98.15345 98.42333 89.48697
EUR:Chinese Taipei:Unit of measure(Euro bn) 1.626795 1.440752 1.430662 1.327248 1.234958 1.528346 1.322206 1.346467
EUR:South Africa:Unit of measure(Euro bn) 5.173399 5.797234 5.746932 5.7648 5.915623 6.152779 6.682668 6.583231