米国債の利回り
為替レート変動の重要な要因は内外金利差、さらには先行きの金融政策スタンスの差です。
（ⅰ）
2022年7月以降は「長短金利の逆転＝逆イールド」に焦点をあてて分析しています。
https://www.shikyo.biz/inverted_yield_curve.htm
（ⅱ）
日々のドル円は会員ページ「米国債利回りと為替（ドル円）」をご覧ください。
https://www.shikyo.biz/market_perspectives/interest_rate_statistics.htm
（ⅲ）「市況研究社日報」（為替）
http://blog.livedoor.jp/shouhin_kakaku/archives/cat_0736.html
米国債の利回り
Treasury Yield Curve Rates: These rates are commonly referred to as "Constant Maturity Treasury" rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of indicative, bid-side market quotations (not actual transactions) obtained by the Federal Reserve Bank of New York at or near 3:30 PM each trading day. The CMT yield values are read from the yield curve at fixed maturities, currently 1, 2, 3 and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.
Daily Treasury Yield Curve Rates 2024
Daily Treasury Yield Curve Rates 2023
Daily Treasury Yield Curve Rates 2022
Daily Treasury Yield Curve Rates 2021
Daily Treasury Yield Curve Rates 2020
Daily Treasury Yield Curve Rates 2019
Daily Treasury Yield Curve Rates 2018
Daily Treasury Yield Curve Rates 2017
Daily Treasury Yield Curve Rates 2016
Daily Treasury Yield Curve Rates 2015
Daily Treasury Yield Curve Rates 2014
Daily Treasury Yield Curve Rates 2013