curve / seasonality — 2016–2026
カーブテクニカルファクター季節性
季節性 月次変化(月末比、bp) 2016–2026
| 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 | 年計 |
|---|
| 2016 | -5 | -16 | +4 | -4 | +1 | -6 | +5 | +5 | -9 | +4 | +8 | -2 | -15 |
| 2017 | -2 | -5 | +6 | -0 | +4 | +5 | -0 | -5 | +4 | -4 | +0 | +2 | +5 |
| 2018 | +0 | -2 | +2 | +0 | -1 | +1 | +1 | +0 | +0 | -1 | -1 | -0 | +0 |
| 2019 | -3 | +2 | -3 | +3 | -3 | -4 | +1 | -10 | -2 | +8 | +6 | +4 | +1 |
| 2020 | -2 | -10 | +13 | -5 | +2 | +2 | -0 | +3 | -3 | +2 | -1 | +1 | +1 |
| 2021 | -0 | +2 | -2 | +0 | +1 | +1 | -1 | -1 | +2 | +1 | -2 | +2 | +3 |
| 2022 | +4 | +2 | +1 | -3 | -1 | +1 | -2 | +0 | +4 | +1 | +2 | +6 | +13 |
| 2023 | -4 | -2 | -4 | +2 | -2 | -2 | +8 | +3 | +2 | +11 | -10 | -0 | +2 |
| 2024 | +5 | +10 | -0 | +9 | +12 | -5 | +10 | -9 | +3 | +4 | +16 | +0 | +55 |
| 2025 | +13 | +8 | +5 | -18 | +7 | -0 | +8 | +5 | +9 | -3 | +6 | +18 | +57 |
| 2026 | +8 | -0 | +13 | +3 | -1 | -1 | +13 | | | | | | +34 |
| 平均 | +0.5 | -1.3 | +2.2 | -1.7 | +2.1 | -0.7 | +2.8 | -0.8 | +1.0 | +2.2 | +2.5 | +3.0 | |
| 中央値 | -1.3 | -0.1 | +1.4 | -0.2 | +0.5 | +0.1 | +1.2 | +0.2 | +1.7 | +1.3 | +0.8 | +1.2 | |
| 上昇回数 | 4/10 | 5/10 | 6/10 | 3/10 | 6/10 | 5/10 | 6/10 | 5/10 | 7/10 | 7/10 | 5/10 | 6/10 | |
| 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 | 年計 |
|---|
| 2016 | -10 | -16 | +4 | -2 | -3 | -8 | +6 | +8 | -7 | +6 | +9 | -1 | -15 |
| 2017 | +2 | -4 | +1 | -4 | +5 | +5 | +1 | -8 | +6 | -2 | -2 | +1 | +1 |
| 2018 | +2 | -3 | +0 | +1 | -2 | +1 | +2 | +2 | +1 | -2 | -2 | -5 | -5 |
| 2019 | -1 | +1 | -4 | +3 | -3 | -6 | +2 | -12 | -0 | +10 | +8 | +6 | +2 |
| 2020 | -4 | -10 | +15 | -5 | +3 | +3 | -3 | +6 | -4 | +1 | -0 | -0 | +3 |
| 2021 | -1 | +7 | -4 | -1 | -0 | -1 | -2 | +1 | +4 | +1 | -2 | +2 | +3 |
| 2022 | +6 | +3 | +2 | -3 | +1 | +3 | -7 | +4 | +7 | -1 | +4 | +13 | +33 |
| 2023 | -5 | +3 | -13 | +1 | -1 | -2 | +11 | +5 | +10 | +13 | -20 | -4 | -2 |
| 2024 | +8 | +6 | +0 | +11 | +17 | -5 | +7 | -17 | +1 | +6 | +16 | +2 | +51 |
| 2025 | +17 | +10 | +11 | -22 | +14 | -3 | +10 | +6 | +8 | -1 | +9 | +24 | +82 |
| 2026 | +10 | -7 | +21 | +10 | +2 | +2 | +11 | | | | | | +48 |
| 平均 | +1.3 | -0.4 | +1.3 | -2.1 | +3.0 | -1.2 | +2.5 | -0.4 | +2.6 | +3.2 | +1.9 | +3.7 | |
| 中央値 | +0.4 | +1.8 | +0.9 | -1.2 | +0.2 | -1.1 | +1.5 | +3.4 | +2.3 | +0.9 | +1.7 | +1.3 | |
| 上昇回数 | 5/10 | 6/10 | 6/10 | 4/10 | 5/10 | 4/10 | 7/10 | 7/10 | 7/10 | 6/10 | 5/10 | 6/10 | |
| 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 | 年計 |
|---|
| 2016 | -16 | -16 | +1 | -3 | -3 | -12 | +6 | +12 | -3 | +4 | +7 | +2 | -22 |
| 2017 | +4 | -3 | +1 | -5 | +3 | +4 | -1 | -7 | +5 | +1 | -3 | +1 | +0 |
| 2018 | +4 | -3 | -1 | +1 | -2 | +0 | +1 | +6 | +2 | -1 | -3 | -8 | -3 |
| 2019 | -1 | -3 | -6 | +4 | -5 | -6 | -0 | -12 | +7 | +7 | +6 | +6 | -3 |
| 2020 | -5 | -9 | +18 | -7 | +5 | +3 | -2 | +4 | -3 | +1 | -1 | +0 | +5 |
| 2021 | +2 | +11 | -6 | -1 | -1 | -1 | -5 | +1 | +5 | +2 | -3 | +2 | +5 |
| 2022 | +9 | +1 | +3 | +0 | +3 | -0 | -6 | +5 | +4 | -2 | +2 | +18 | +37 |
| 2023 | +6 | +1 | -14 | +1 | +4 | -2 | +18 | +5 | +12 | +18 | -26 | -4 | +19 |
| 2024 | +9 | -1 | +3 | +13 | +20 | -2 | +1 | -15 | -3 | +5 | +12 | +5 | +46 |
| 2025 | +14 | +13 | +12 | -17 | +19 | -6 | +10 | +5 | +5 | +1 | +14 | +25 | +95 |
| 2026 | +18 | -11 | +23 | +15 | +14 | +3 | +11 | | | | | | +74 |
| 平均 | +2.6 | -0.8 | +1.0 | -1.3 | +4.3 | -2.3 | +2.1 | +0.5 | +3.2 | +3.5 | +0.5 | +4.6 | |
| 中央値 | +4.1 | -1.9 | +0.7 | -0.3 | +3.0 | -1.6 | +0.4 | +4.4 | +4.5 | +1.7 | +0.8 | +2.2 | |
| 上昇回数 | 7/10 | 4/10 | 6/10 | 5/10 | 6/10 | 3/10 | 5/10 | 7/10 | 7/10 | 8/10 | 5/10 | 8/10 | |
| 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 | 年計 |
|---|
| 2016 | -16 | -26 | -13 | -14 | -5 | -18 | +12 | +15 | +3 | +2 | +7 | +12 | -42 |
| 2017 | +8 | -3 | +1 | -7 | +1 | +2 | +0 | -4 | +3 | +2 | -2 | -1 | -1 |
| 2018 | +2 | -4 | -3 | +1 | -2 | -1 | +3 | +9 | +4 | -0 | -5 | -9 | -6 |
| 2019 | -5 | -3 | -8 | +3 | -8 | -7 | -3 | -15 | +15 | +3 | +3 | +2 | -23 |
| 2020 | -5 | -8 | +16 | -1 | +5 | +6 | -3 | +4 | -2 | +1 | -2 | +0 | +12 |
| 2021 | +6 | +10 | -7 | -2 | -1 | -0 | -6 | +1 | +5 | +2 | -2 | +2 | +8 |
| 2022 | +8 | +9 | +5 | +5 | +2 | +13 | -4 | +2 | +15 | +5 | +7 | +16 | +81 |
| 2023 | +10 | -18 | -17 | -4 | +3 | -2 | +21 | +14 | +10 | +24 | -25 | -4 | +11 |
| 2024 | +11 | -6 | +3 | +16 | +20 | -0 | -0 | -10 | -3 | +8 | +7 | +3 | +49 |
| 2025 | +6 | +8 | +17 | +3 | +19 | -5 | +17 | +5 | +1 | -0 | +21 | +13 | +106 |
| 2026 | +23 | -21 | +30 | +12 | +15 | +8 | +6 | | | | | | +74 |
| 平均 | +2.5 | -4.0 | -0.7 | -0.1 | +3.5 | -1.2 | +3.6 | +2.0 | +4.9 | +4.7 | +0.9 | +3.5 | |
| 中央値 | +6.0 | -3.3 | -1.0 | -0.1 | +1.5 | -0.5 | -0.2 | +2.8 | +3.2 | +2.2 | +0.5 | +2.3 | |
| 上昇回数 | 7/10 | 3/10 | 5/10 | 5/10 | 6/10 | 3/10 | 4/10 | 7/10 | 8/10 | 8/10 | 5/10 | 7/10 | |
| 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 | 年計 |
|---|
| 2016 | -18 | -20 | -36 | -20 | -4 | -18 | +14 | +15 | +5 | +5 | +6 | +13 | -58 |
| 2017 | +10 | -2 | +6 | -6 | +2 | +4 | +3 | -5 | +3 | +1 | -4 | -2 | +10 |
| 2018 | +1 | -5 | -2 | +1 | -3 | -0 | +2 | +9 | +6 | -2 | -5 | -10 | -8 |
| 2019 | -7 | -4 | -10 | +4 | -10 | -9 | -1 | -21 | +22 | +3 | +2 | +0 | -31 |
| 2020 | -4 | -8 | +13 | +1 | +7 | +9 | -6 | +8 | -1 | +5 | +1 | +0 | +24 |
| 2021 | +1 | +9 | -8 | -1 | +2 | +2 | -5 | +1 | +2 | -0 | -0 | +2 | +5 |
| 2022 | +8 | +10 | +4 | +7 | +5 | +19 | -1 | +0 | +19 | +3 | +8 | +8 | +89 |
| 2023 | +2 | -21 | -12 | -3 | +3 | -1 | +20 | +14 | +5 | +22 | -18 | -2 | +8 |
| 2024 | +13 | -6 | +5 | +12 | +24 | -0 | +2 | -6 | -2 | +10 | +6 | +0 | +59 |
| 2025 | +4 | +6 | +13 | +17 | +20 | -4 | +22 | +7 | -3 | +0 | +23 | +5 | +110 |
| 2026 | +22 | -23 | +30 | +8 | +14 | +1 | +11 | | | | | | +63 |
| 平均 | +0.9 | -4.1 | -2.6 | +1.2 | +4.6 | +0.1 | +5.0 | +2.2 | +5.5 | +4.5 | +1.9 | +1.6 | |
| 中央値 | +1.8 | -4.5 | +0.9 | +0.6 | +2.3 | -0.2 | +2.4 | +4.1 | +4.0 | +2.6 | +1.3 | +0.2 | |
| 上昇回数 | 7/10 | 3/10 | 5/10 | 6/10 | 7/10 | 4/10 | 6/10 | 6/10 | 7/10 | 8/10 | 6/10 | 6/10 | |
| 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 | 年計 |
|---|
| 2016 | -17 | -20 | -40 | -23 | -4 | -21 | +17 | +15 | +4 | +5 | +7 | +15 | -62 |
| 2017 | +12 | -2 | +8 | -4 | +2 | +7 | +5 | -5 | +4 | -0 | -6 | -3 | +18 |
| 2018 | -1 | -6 | -1 | -1 | -3 | -0 | +1 | +10 | +7 | -3 | -5 | -11 | -13 |
| 2019 | -9 | -5 | -12 | +4 | -12 | -9 | -1 | -23 | +26 | -0 | +3 | -2 | -41 |
| 2020 | -4 | -8 | +12 | +0 | +9 | +9 | -8 | +8 | +0 | +4 | +2 | -1 | +23 |
| 2021 | +2 | +9 | -9 | -1 | +3 | +5 | -4 | +1 | +2 | -4 | +2 | +3 | +9 |
| 2022 | +6 | +8 | +4 | +7 | +7 | +20 | +1 | -2 | +21 | +3 | +12 | +9 | +98 |
| 2023 | -1 | -26 | -8 | -2 | +5 | -1 | +20 | +13 | +4 | +18 | -14 | -2 | +5 |
| 2024 | +13 | -6 | +8 | +13 | +27 | +0 | +5 | -5 | +1 | +14 | +8 | -1 | +76 |
| 2025 | +4 | +3 | +7 | +25 | +17 | -2 | +21 | +4 | -3 | -1 | +25 | -8 | +92 |
| 2026 | +21 | -24 | +27 | +3 | +5 | +0 | +18 | | | | | | +49 |
| 平均 | +0.4 | -5.4 | -3.1 | +2.0 | +5.1 | +0.9 | +5.7 | +1.6 | +6.6 | +3.6 | +3.3 | -0.0 | |
| 中央値 | +0.6 | -5.5 | +1.5 | -0.3 | +3.9 | +0.0 | +2.9 | +2.7 | +3.9 | +1.6 | +2.2 | -1.5 | |
| 上昇回数 | 5/10 | 3/10 | 5/10 | 5/10 | 7/10 | 5/10 | 7/10 | 6/10 | 9/10 | 5/10 | 7/10 | 3/10 | |
単位:bp。出典:財務省「国債金利情報」