市场行情 市场概况

美日国债收益率差

以官方公布数据比较货币、商品与利率的走势。

基于官方公布的参考数据 · 并非实时价格

频率与定义
每日 · 美国10年期国债(美国财政部平价收益率,固定期限)
观测日
获取时间
频率与定义
每日 · 日本10年期国债(日本财务省国债利率,固定期限,半年复利)
观测日
获取时间

10 年期国债 · 美国 − 日本

美国财政部与日本财务省公布的同一观测日10年期国债收益率之差。

收益率差

+2.148 pp (+214.8 bp)

同一观测日:

美国 10 年期

5.240 %

观测日:

日本 10 年期

3.092 %

观测日:

这不是同一时刻的实时利差。两国的测量方法和市场时间并不相同。

走势

收益率差 (pp) 走势(同一观测日之间,约最近1年)

纵轴单位:pp

收益率差 (pp) 走势(同一观测日之间,约最近1年) 观测值 260 个。最小 1.657,最大 2.713。 纵轴单位:pp

显示范围:最小 1.657,最大 2.713

横轴为两国数值齐备的观测日序列(日期间隔并不固定)。

显示数据表
收益率差 (pp) 走势(同一观测日之间,约最近1年)
观测日美国 10 年期 (%)日本 10 年期 (%)收益率差 (pp)
5.2403.0922.148
5.2903.0572.233
5.2603.0822.178
5.2403.0822.158
5.1703.0712.099
5.1803.0732.107
5.0102.9812.029
4.9402.9931.947
5.0102.9982.012
5.0003.0281.972
4.9702.9881.982
4.9602.9871.973
4.9502.9202.030
4.8302.8911.939
4.8002.8961.904
4.7802.9101.870
4.7702.9661.804
4.7903.0061.784
4.7902.9871.803
4.7502.9431.807
4.7302.9301.800
4.6702.8971.773
4.6602.8921.768
4.6402.8971.743
4.7002.8871.813
4.7402.8821.858
4.6902.8541.836
4.6502.8941.756
4.7102.9341.776
4.7202.9191.801
4.6802.8781.802
4.6302.8731.757
4.6802.8561.824
4.7202.8151.905
4.6502.8041.846
4.6902.7731.917
4.6302.8131.817
4.6302.8481.782
4.7002.8241.876
4.7502.8011.949
4.6802.8011.879
4.6702.7571.913
4.6102.7831.827
4.6502.7781.872
4.6902.8151.875
4.7102.7761.934
4.6702.7451.925
4.6302.7311.899
4.5502.7151.835
4.5702.7191.851
4.5502.6971.853
4.5802.7131.867
4.6202.7861.834
4.5602.7611.799
4.5402.8661.674
4.5602.8561.704
4.5502.8341.716
4.4802.8231.657
4.4902.7781.712
4.4802.7111.769
4.4402.6901.750
4.3802.6441.736
4.3802.6111.769
4.4002.6371.763
4.4102.6741.736
4.5002.6831.817
4.5102.6771.833
4.4602.6281.832
4.4902.6131.877
4.4302.6551.775
4.4702.5891.881
4.4802.6431.837
4.4502.6821.768
4.5502.6811.869
4.5302.6691.861
4.5602.7151.845
4.5502.6691.881
4.4702.6711.799
4.4902.6451.845
4.4602.5771.883
4.4702.6821.788
4.4502.6571.793
4.4502.6921.758
4.4802.6871.793
4.5002.7131.787
4.5602.7491.811
4.5702.7481.822
4.5702.7701.800
4.6702.7831.887
4.6102.7291.881
4.5902.6911.899
4.4702.6281.842
4.4602.5871.873
4.4602.5461.914
4.4202.5271.893
4.3802.4851.895
4.4102.4851.925
4.3902.5071.883
4.4002.5201.880
4.3602.4681.892
4.3502.4771.873
4.3102.4431.867
4.3402.4291.911
4.3002.4061.894
4.3002.3921.908
4.2602.4051.855
4.2602.4281.832
4.3202.4091.911
4.2902.4141.876
4.2602.4231.837
4.3002.4671.833
4.3102.4391.871
4.2902.3971.893
4.2902.3741.916
4.3302.4111.919
4.3402.4291.911
4.3502.3861.964
4.3102.3951.915
4.3302.3152.015
4.3002.3661.934
4.3502.3681.982
4.4402.3802.060
4.4202.2862.134
4.3302.2672.063
4.3902.2822.108
4.3402.3222.018
4.2502.2731.977
4.2602.2312.029
4.2002.2791.921
4.2302.2881.942
4.2802.2552.025
4.2702.2012.069
4.2102.1782.032
4.1502.1991.951
4.1202.2051.915
4.1502.1801.970
4.1302.1751.955
4.0902.1341.956
4.0602.1481.912
4.0502.0871.963
3.9702.1321.838
4.0202.1681.852
4.0502.1541.896
4.0402.1191.921
4.0802.1251.955
4.0802.1571.923
4.0902.1521.938
4.0502.1431.907
4.0402.2181.822
4.0902.2381.852
4.1602.2411.919
4.2202.2891.931
4.2202.2361.984
4.2102.2311.979
4.2902.2492.041
4.2802.2582.022
4.2902.2352.055
4.2602.2472.013
4.2402.2521.988
4.2602.2372.023
4.2402.2811.959
4.2202.2361.984
4.2402.2531.987
4.2602.2392.021
4.2602.2801.980
4.3002.3301.970
4.2402.1822.058
4.1702.1642.006
4.1502.1821.968
4.1802.1632.017
4.1802.0962.084
4.1902.0832.107
4.1502.1242.026
4.1802.1232.057
4.1702.1112.059
4.1402.0662.074
4.1202.0522.068
4.1402.0392.101
4.1502.0442.106
4.1802.0392.141
4.1702.0732.097
4.1602.0212.139
4.1201.9722.148
4.1601.9802.180
4.1501.9572.193
4.1801.9612.219
4.1901.9562.234
4.1401.9332.207
4.1301.9582.172
4.1801.9622.218
4.1701.9662.204
4.1401.9512.189
4.1101.9392.171
4.0601.8972.163
4.0901.8642.226
4.0901.8812.209
4.0201.8122.208
4.0001.8252.175
4.0101.8112.199
4.0601.7922.268
4.1001.8242.276
4.1301.7792.351
4.1201.7592.361
4.1301.7452.385
4.1401.7142.426
4.1101.7052.405
4.0801.7002.380
4.1301.7122.418
4.1101.6882.422
4.1101.6942.416
4.1701.6762.494
4.1001.6842.416
4.1101.6702.440
4.1101.6602.450
4.0801.6642.416
3.9901.6542.336
4.0101.6832.327
4.0201.6672.353
4.0101.6672.343
3.9701.6632.307
3.9801.6672.313
4.0001.6762.324
4.0201.6382.382
3.9901.6632.327
4.0501.6622.388
4.0301.6702.360
4.0501.6972.353
4.1401.6972.443
4.1301.7012.429
4.1401.6822.458
4.1801.6772.503
4.1301.6672.463
4.1001.6752.425
4.1201.6632.457
4.1601.6622.498
4.1501.6572.493
4.2001.6692.531
4.1801.6592.521
4.1601.6552.505
4.1501.6692.481
4.1401.6552.485
4.1101.6152.495
4.0601.6112.449
4.0401.6232.417
4.0601.6132.447
4.0101.5942.416
4.0401.5852.455
4.0801.5802.500
4.0501.5862.464
4.1001.5902.510
4.1701.6172.553
4.2201.6432.577
4.2801.6152.665
4.2301.6132.617
4.2201.6282.592
4.2401.6372.603
4.2601.6312.629
4.2801.6282.652
4.2601.6262.634
4.3301.6172.713

纵轴为百分点(pp),虚线为0。

计算方法与来源

查看计算方法、时间处理与注意事项

美国为美国财政部 Daily Treasury Par Yield Curve Rates 的10年期(BC_10YEAR,%),日本为日本财务省国债利率数据的10年期(固定期限,半年复利,%)。两者都只公布日期,本站不补充时刻。

利差只在同一观测日的数值之间计算,不组合不同日期的数值。任何一方因假日等没有数值的日期不使用。

spread (pp) = US10Y (%) − JP10Y (%)   ·   1 pp = 100 bp

收益率单位为%,利差为百分点(pp,1pp=100bp)。0和负收益率按原值处理。

不表示与汇率存在联动。

“等待更新”的标准(并非发布机构的官方日程,而是本站的经验性标准):汇率与国债为最新观测日起超过10个日历日,政策利率超过21个日历日,月度商品价格为对象月份在3个月或更早之前。若获取已有48小时以上未成功,无论观测日如何都会另行显示。本站不判断是否为休市日。

来源: U.S. Department of the Treasury (在新标签页中打开)(Daily Treasury Par Yield Curve Rates)。

来源: Ministry of Finance, Japan (在新标签页中打开)(国债利率信息)。使用条款: 使用条款 (在新标签页中打开)。利差由本站(Tokubaku)计算。

本内容不构成投资招揽或投资建议。