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 2019-08 2019-07 2019-06 2019-05 2019-04 2019-03
USDJPY:based on CGPI 94.92 94.65 95.2 95.35 95.17 95.34
USDJPY:based on CPI 122.08 121.9 122.31 122.62 122.72 122.75
USDJPY:based on EPI 70.78 71.18 71.66 72.33 73.1 72.85
USDJPY:Monthly- Average 106.34 108.23 108.07 109.76 111.63 111.22

  • EURUSD
Date 2019-07 2019-06 2019-05 2019-04 2019-03 2019-02
EURUSD:based on CGPI 1.292 1.287 1.286 1.288 1.277 1.26
EURUSD:based on CPI 1.269 1.259 1.26 1.261 1.266 1.274
EURUSD:based on EPI 1.261 1.26 1.26 1.266 1.267 1.261
EURUSD:Monthly- Average 1.122 1.129 1.119 1.124 1.13 1.135

外国為替公示相場

  • Daily
  • Source:株式会社みずほ銀行
Date 10-18 10-17 10-16 10-15 10-11 10-10
外国為替公示相場:UAEディルハム:AED 29.6 29.6 29.61 29.52 29.44 29.23
外国為替公示相場:インドネシアルピア:IDR(100) 0.77 0.77 0.77 0.77 0.76 0.76
外国為替公示相場:インドルピー:INR 1.53 1.53 1.52 1.52 1.53 1.51
外国為替公示相場:オーストラリアドル:AUD 74.27 73.8 73.26 73.44 73.19 72.12
外国為替公示相場:カナダドル:CAD 82.78 82.39 82.34 81.95 81.32 80.48
外国為替公示相場:クウェートディナール:KWD 358.69 357.78 357.82 356.73 355.74 352.96
外国為替公示相場:サウジアラビアリアル:SAR 28.99 28.99 28.99 28.9 28.82 28.63
外国為替公示相場:シンガポールドル:SGD 79.67 79.37 79.29 79.21 78.65 77.73
外国為替公示相場:スイスフラン:CHF 110.06 109.44 108.95 108.71 108.46 107.89
外国為替公示相場:スウェーデンクローネ:SEK 11.2 11.12 11.08 11.04 10.99 10.79
外国為替公示相場:タイバーツ:THB 3.59 3.58 3.58 3.57 3.56 3.54
外国為替公示相場:チェココロナ:CZK 4.71 4.68 4.65 4.63 4.61 4.57
外国為替公示相場:デンマーククローネ:DKK 16.19 16.13 16.06 16 15.93 15.78
外国為替公示相場:トルコリラ:TRY 18.7 18.49 18.36 18.29 18.54 18.27
外国為替公示相場:ニュージーランドドル:NZD 69.23 68.41 68.31 68.31 68.34 67.5
外国為替公示相場:ノルウェークローネ:NOK 11.84 11.86 11.9 11.9 11.85 11.7
外国為替公示相場:バーレーンディナール:BHD 288.46 288.49 288.51 287.64 286.84 284.88
外国為替公示相場:パプアニューギニアキナ:PGK 32.89 32.89 32.79 32.69 32.7 31.57
外国為替公示相場:ハンガリーフォリント:HUF 0.37 0.36 0.36 0.36 0.36 0.35
外国為替公示相場:フィリピンペソ:PHP 2.12 2.11 2.11 2.1 2.1 2.07
外国為替公示相場:ポーランドズロチ:PLN 28.25 28.05 27.95 27.81 27.63 27.28
外国為替公示相場:マレーシアリンギ:MYR 26 25.96 25.94 25.9 25.83 25.59
外国為替公示相場:メキシコペソ:MXN 5.66 5.66 5.65 5.62 5.56 5.48
外国為替公示相場:ユーロ:EUR 120.94 120.48 119.93 119.51 118.99 117.88
外国為替公示相場:ロシアルーブル:RUB 1.7 1.7 1.69 1.69 1.68 1.65
外国為替公示相場:英ポンド:GBP 139.85 139.42 138.63 136.61 134.41 131.13
外国為替公示相場:韓国ウォン:KRW(100) 9.21 9.16 9.17 9.15 9.08 8.95
外国為替公示相場:香港ドル:HKD 13.86 13.86 13.86 13.82 13.78 13.69
外国為替公示相場:台湾ドル:TWD 3.55 3.55 3.55 3.54 3.53 3.48
外国為替公示相場:中国人民元:CNY 15.36 15.31 15.33 15.34 15.23 15.02
外国為替公示相場:南アフリカランド:ZAR 7.33 7.28 7.29 7.31 7.19 7.06
外国為替公示相場:米ドル:USD 108.72 108.73 108.74 108.41 108.11 107.37

ドルストレート為替レート

  • Daily
  • Source:Bank for International Settlements
US dollar bilateral nominal exchange rates:Average of observations through period
Date 10-14 10-11 10-10 10-09 10-08 10-07
Australian Dollar:Australia 1.47992 1.471158 1.478422 1.482743 1.482432 1.484217
Brazilian Real:Brazil 4.115221 4.101331 4.096646 4.078226 4.102767 4.067043
Canadian Dollar:Canada 1.321367 1.329258 1.330734 1.330207 1.331058 1.33112
Euro:Euro area 0.906536 0.905551 0.906618 0.910664 0.910249 0.90967
Japanese Yen:Japan 108.2404 108.4397 107.4524 107.3764 106.8906 106.8316
Korean Won:South Korea 1,184.897 1,185.013 1,192.992 1,197.314 1,198.261 1,196.398
Mexican Peso:Mexico 19.30768 19.37562 19.51251 19.53556 19.59913 19.5579
New Zealand Dollar:New Zealand 1.589067 1.577379 1.57951 1.582825 1.581376 1.587556
Pound Sterling:United Kingdom 0.797598 0.79252 0.817362 0.818231 0.817358 0.811016
Russian Rouble:Russia 64.23198 64.11609 64.63291 64.8318 65.19434 64.87356
South African Rand:South Africa 14.80219 14.84905 15.13128 15.1396 15.26779 15.13072
Swiss Franc:Switzerland 0.995649 0.99837 0.992566 0.995082 0.99199 0.993723
Turkish Lira:Turkey 5.930922 5.860092 5.887217 5.833075 5.836519 5.740016
Yuan Renminbi:China 7.069894 7.101059 7.123028 7.127311 7.143091 7.148367

名目実効為替レート指数

  • Daily
  • Source:Bank for International Settlements
Nominal effective exchange rates indices
Date 10-14 10-11 10-10 10-09 10-08 10-07
Australia:Broad (60 economies):Nominal 82.91 83.5 83.24 83.1 83.14 83.03
Brazil:Broad (60 economies):Nominal 62.52 62.77 62.96 63.35 62.98 63.49
Canada:Broad (60 economies):Nominal 84.37 83.92 83.93 84.03 84 83.97
China:Broad (60 economies):Nominal 114.13 113.65 113.45 113.56 113.27 113.09
Euro area:Broad (60 economies):Nominal 102.64 102.75 103.1 102.79 102.86 102.75
Japan:Broad (60 economies):Nominal 90.41 90.37 91.44 91.63 92.13 92.17
Korea:Broad (60 economies):Nominal 112.9 113.07 112.45 112.16 112.11 112.25
Mexico:Broad (60 economies):Nominal 71.21 71.02 70.58 70.55 70.34 70.47
New Zealand:Broad (60 economies):Nominal 101.29 102.06 102.15 102.09 102.2 101.78
Russia:Broad (60 economies):Nominal 56.9 57.01 56.68 56.64 56.33 56.55
South Africa:Broad (60 economies):Nominal 58.39 58.23 57.27 57.34 56.87 57.34
Switzerland:Broad (60 economies):Nominal 125.41 125.02 126.11 126.11 126.5 126.14
Turkey:Broad (60 economies):Nominal 30.39 30.76 30.71 31.08 31.07 31.56
United Kingdom:Broad (60 economies):Nominal 97.34 97.96 95.11 95.25 95.36 96.03
United States:Broad (60 economies):Nominal 123.84 124.08 124.43 124.6 124.69 124.58

ドルストレート為替レート変化率の相関

  • 2019-07-23~2019-10-14


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 2019-03 2018-12 2018-09 2018-06 2018-03 2017-12 2017-09 2017-06
JPY:Developing Europe:Unit of measure(Japanese Yen bn) 1,049.8027 1,043.6283 1,106.853 1,099.6818 1,060.477 1,035.9967 994.3241 1,002.0237
JPY:All countries excluding residents:Unit of measure(Japanese Yen bn) 50,521.93 49,206.94 48,007.43 45,821.34 44,761.34 44,592.91 44,316.33 45,485.79
JPY:Developing countries:Unit of measure(Japanese Yen bn) 9,341.913 8,202.095 8,522.684 8,262.463 7,535.752 7,546.43 7,618.995 8,226.366
JPY:Developing Latin America and Caribbean:Unit of measure(Japanese Yen bn) 1,008.3501 1,005.57 994.2786 1,011.1449 864.9376 878.1939 885.4322 876.3011
JPY:Developing Africa and Middle East:Unit of measure(Japanese Yen bn) 701.4819 622.2543 619.8166 666.6844 687.0088 646.2053 664.3972 751.9096
JPY:Developing Asia and Pacific:Unit of measure(Japanese Yen bn) 6,582.278 5,530.642 5,801.736 5,484.951 4,923.328 4,986.034 5,074.841 5,596.131
JPY:Argentina:Unit of measure(Japanese Yen bn) 20.48602 19.17609 20.93215 18.80101 19.17511 19.23075 19.8694 19.86893
JPY:Brazil:Unit of measure(Japanese Yen bn) 51.35669 39.67761 43.69196 37.48499 33.42776 36.406 43.94127 39.02809
JPY:Chile:Unit of measure(Japanese Yen bn) 8.75937 4.168703 0.884125 0.834365 0.878026 1.090729 1.177109 1.352726
JPY:China:Unit of measure(Japanese Yen bn) 957.9063 851.0758 895.994 858.0417 752.9017 697.177 713.9252 843.8762
JPY:Indonesia:Unit of measure(Japanese Yen bn) 1,124.8909 1,045.0764 1,084.2101 1,048.8878 881.2868 923.7642 949.0964 1,110.8484
JPY:India:Unit of measure(Japanese Yen bn) 519.2463 429.6435 484.3826 446.1211 364.1369 418.4116 422.8408 576.3242
JPY:South Korea:Unit of measure(Japanese Yen bn) 953.8335 790.039 805.4095 745.1563 644.6376 712.7523 728.5755 754.6916
JPY:Mexico:Unit of measure(Japanese Yen bn) 782.8275 788.5011 776.5988 802.6467 656.1273 673.6305 674.8308 668.8614
JPY:Malaysia:Unit of measure(Japanese Yen bn) 352.77338 123.23544 135.16072 125.14496 99.70663 92.98826 95.76775 130.38552
JPY:Russia:Unit of measure(Japanese Yen bn) 1.832799 2.226062 2.876722 2.577811 1.721487 2.119431 2.220229 2.525895
JPY:Saudi Arabia:Unit of measure(Japanese Yen bn) 8.665972 7.240059 6.694478 8.027972 9.163116 20.817297 21.684442 25.300037
JPY:Turkey:Unit of measure(Japanese Yen bn) 667.9758 664.3048 673.4335 664.9114 653.5932 654.4708 532.4116 540.1273
JPY:Chinese Taipei:Unit of measure(Japanese Yen bn) 294.9529 285.2021 327.3803 340.5174 317.3179 297.5805 303.6719 325.169
JPY:South Africa:Unit of measure(Japanese Yen bn) 33.24212 33.02074 33.9665 34.16717 32.91443 33.7486 33.39081 33.3057

USD

Date 2019-03 2018-12 2018-09 2018-06 2018-03 2017-12 2017-09 2017-06
USD:Developing Europe:Unit of measure(US Dollar bn) 419.481 419.6025 441.8573 450.3927 471.5724 478.3373 488.696 492.3191
USD:All countries excluding residents:Unit of measure(US Dollar bn) 11,812.99 11,531.28 11,490.08 11,485.37 11,412.28 11,214.96 11,112.59 10,878.1
USD:Developing countries:Unit of measure(US Dollar bn) 3,706.774 3,655.932 3,660.503 3,677.516 3,662.386 3,579.998 3,517.333 3,428.652
USD:Developing Latin America and Caribbean:Unit of measure(US Dollar bn) 1,000.7444 998.1893 992.289 992.4919 999.3255 965.0076 962.0942 933.2288
USD:Developing Africa and Middle East:Unit of measure(US Dollar bn) 891.6366 849.3887 829.7221 820.455 781.6721 755.2707 701.4549 676.6181
USD:Developing Asia and Pacific:Unit of measure(US Dollar bn) 1,394.912 1,388.751 1,396.635 1,414.176 1,409.816 1,381.382 1,365.088 1,326.485
USD:Argentina:Unit of measure(US Dollar bn) 127.9064 127.4395 130.2689 129.3077 130.3494 117.285 112.9417 107.6701
USD:Brazil:Unit of measure(US Dollar bn) 173.9042 176.9565 180.0049 181.9782 184.7776 182.0276 181.3388 182.2399
USD:Chile:Unit of measure(US Dollar bn) 106.07145 104.23522 102.5326 102.5941 99.53561 97.09576 95.59643 88.77748
USD:China:Unit of measure(US Dollar bn) 501.094 493.4542 509.3716 533.9697 546.1503 527.8291 527.0564 527.984
USD:Indonesia:Unit of measure(US Dollar bn) 176.5001 179.9036 172.2878 172.1269 165.4082 165.1207 160.8553 154.6418
USD:India:Unit of measure(US Dollar bn) 108.1817 103.3612 102.3883 100.4718 103.1098 103.423 101.0889 96.3786
USD:South Korea:Unit of measure(US Dollar bn) 120.0458 124.1049 125.9461 123.4289 118.5236 116.1399 115.7257 115.1214
USD:Mexico:Unit of measure(US Dollar bn) 276.9128 271.6005 267.1751 265.3564 264.6647 255.4566 258.4978 244.5971
USD:Malaysia:Unit of measure(US Dollar bn) 41.11893 41.20309 40.44208 40.6568 41.15592 38.65366 38.63177 39.07898
USD:Russia:Unit of measure(US Dollar bn) 147.8813 152.144 167.909 175.7131 188.54 201.623 213.3196 217.2831
USD:Saudi Arabia:Unit of measure(US Dollar bn) 144.2485 133.52002 128.76448 125.25646 112.02339 108.84713 94.27837 93.12829
USD:Turkey:Unit of measure(US Dollar bn) 185.7139 180.6911 185.492 195.4028 198.354 194.9808 190.6653 187.5801
USD:Chinese Taipei:Unit of measure(US Dollar bn) 55.98796 59.55029 61.95383 59.71694 62.48697 61.40852 59.66072 53.34418
USD:South Africa:Unit of measure(US Dollar bn) 44.05332 43.10718 43.53217 39.80864 36.97158 36.74538 37.02249 33.36991

EUR

Date 2019-03 2018-12 2018-09 2018-06 2018-03 2017-12 2017-09 2017-06
EUR:Developing Europe:Unit of measure(Euro bn) 358.3223 356.5628 356.6424 351.0919 350.8518 338.1481 325.5175 326.3949
EUR:All countries excluding residents:Unit of measure(Euro bn) 3,282.692 3,222.543 3,196.199 3,121.574 3,080.01 2,961.067 2,931.32 2,904.112
EUR:Developing countries:Unit of measure(Euro bn) 709.3091 694.1535 683.2457 659.1906 650.3754 630.5023 603.7343 591.8385
EUR:Developing Latin America and Caribbean:Unit of measure(Euro bn) 98.5418 98.43209 97.57121 97.90592 95.47643 92.13595 90.64183 89.78292
EUR:Developing Africa and Middle East:Unit of measure(Euro bn) 115.01525 110.00232 107.6843 96.64484 91.35824 87.75268 85.56776 83.2065
EUR:Developing Asia and Pacific:Unit of measure(Euro bn) 137.42973 129.15631 121.34783 113.54798 112.68889 112.46552 102.00726 92.45415
EUR:Argentina:Unit of measure(Euro bn) 22.42383 22.39755 22.45231 22.24107 22.27769 22.28333 19.38773 18.84864
EUR:Brazil:Unit of measure(Euro bn) 12.67508 11.98369 11.60741 11.15308 11.29358 10.86667 11.62395 11.32669
EUR:Chile:Unit of measure(Euro bn) 5.956935 6.018869 5.909288 5.881072 5.888165 5.162763 4.99376 4.931734
EUR:China:Unit of measure(Euro bn) 30.78071 27.84508 28.10848 26.17176 26.80099 27.02771 22.9395 21.48829
EUR:Indonesia:Unit of measure(Euro bn) 20.48018 20.4969 18.07597 17.78768 16.94568 16.27824 16.81494 13.91448
EUR:India:Unit of measure(Euro bn) 9.884278 9.367578 9.346386 8.579542 8.670324 8.03094 8.022126 7.704908
EUR:South Korea:Unit of measure(Euro bn) 9.574697 8.009588 7.73951 7.709797 6.886976 7.246548 7.219456 6.777411
EUR:Mexico:Unit of measure(Euro bn) 45.7058 46.62736 46.64097 47.65316 45.31314 43.89604 44.98171 45.10938
EUR:Malaysia:Unit of measure(Euro bn) 0.752932 0.761533 0.743374 0.637188 0.6484 0.484991 0.481285 0.490327
EUR:Russia:Unit of measure(Euro bn) 53.31878 50.2307 47.19232 43.71799 42.97885 40.82569 39.87815 40.63027
EUR:Saudi Arabia:Unit of measure(Euro bn) 1.677331 1.084157 1.177243 1.261508 1.611319 2.069659 1.802598 1.152915
EUR:Turkey:Unit of measure(Euro bn) 117.62998 110.3236 107.0341 100.44401 98.15345 98.42333 89.48697 92.57215
EUR:Chinese Taipei:Unit of measure(Euro bn) 1.440752 1.430662 1.327248 1.234958 1.528346 1.322206 1.346467 1.294177
EUR:South Africa:Unit of measure(Euro bn) 5.797234 5.731211 5.7648 5.915623 6.152779 6.682668 6.583231 6.94915

ユーロクロス

  • 外国為替公示相場(Source:みずほ銀行)から算出。
Date 10-18 10-17 10-16 10-15 10-11 10-10
EUR/AUD 1.628 1.633 1.637 1.627 1.626 1.634
EUR/CAD 1.461 1.462 1.457 1.458 1.463 1.465
EUR/CHF 1.099 1.101 1.101 1.099 1.097 1.093
EUR/GBP 0.865 0.864 0.865 0.875 0.885 0.899
EUR/USD 1.112 1.108 1.103 1.102 1.101 1.098

ポンドクロス

  • 外国為替公示相場(Source:みずほ銀行)から算出。
Date 10-18 10-17 10-16 10-15 10-11 10-10
GBP/AUD 1.883 1.889 1.892 1.86 1.836 1.818
GBP/CAD 1.689 1.692 1.684 1.667 1.653 1.629
GBP/CHF 1.271 1.274 1.272 1.257 1.239 1.215
GBP/EUR 1.156 1.157 1.156 1.143 1.13 1.112
GBP/USD 1.286 1.282 1.275 1.26 1.243 1.221