FX 主要通貨 金利・スワップ累計一覧表
(2006年8月31日現在) 《1万通貨単位》
スワップ累計額
通貨ペア swap(円) レート 年利(%) 3ヶ月 6ヶ月 9ヶ月 1年 1年半 2年 3年 4年 5年
NZD/JPY 127 76.90 6.03 11,430 22,860 34,290 46,355 69,215 92,710 139,065 185,420 231,775
NZD/CHF 109 0.8077 5.20 9,854 19,708 29,563 39,964 59,673 79,929 119,893 159,858 199,822
AUD/JPY 125 89.52 5.10 11,250 22,500 33,750 45,625 68,125 91,250 136,875 182,500 228,125
USD/JPY 150 117.40 4.66 13,500 27,000 40,500 54,750 81,750 109,500 164,250 219,000 273,750
GBP/JPY 285 223.32 4.66 25,650 51,300 76,950 104,025 155,325 208,050 312,075 416,100 520,125
AUD/CHF 105 0.9402 4.27 9,426 18,852 28,277 38,227 57,078 76,454 114,680 152,907 191,134
CAD/JPY 120 106.05 4.13 10,800 21,600 32,400 43,800 65,400 87,600 131,400 175,200 219,000
USD/CHF 119 1.2331 3.70 10,711 21,422 32,133 43,440 64,862 86,879 130,319 173,758 217,198
GBP/CHF 209 2.3456 3.42 18,852 37,703 56,555 76,454 114,157 152,907 229,361 305,815 382,268
EUR/JPY 120 150.21 2.92 10,800 21,600 32,400 43,800 65,400 87,600 131,400 175,200 219,000
CAD/CHF 79 1.1139 2.72 7,112 14,224 21,337 28,844 43,068 57,688 86,532 115,375 144,219
NZD/CAD 48 0.7251 2.27 4,295 8,590 12,885 17,419 26,009 34,837 52,256 69,675 87,094
NZD/USD 35 0.6550 1.67 3,170 6,340 9,509 12,855 19,195 25,711 38,566 51,421 64,277
AUD/CAD 37 0.8441 1.51 3,341 6,681 10,022 13,548 20,229 27,096 40,644 54,192 67,739
EUR/CHF 62 1.5777 1.50 5,570 11,140 16,709 22,589 33,728 45,177 67,766 90,354 112,943
CHF/JPY 33 95.21 1.27 2,970 5,940 8,910 12,045 17,985 24,090 36,135 48,180 60,225
USD/CAD 27 1.1070 0.82 2,386 4,772 7,158 9,677 14,449 19,354 29,031 38,708 48,385
AUD/USD 12 0.7625 0.48 1,057 2,113 3,170 4,285 6,398 8,570 12,855 17,140 21,426
GBP/CAD 21 2.1058 0.35 1,909 3,818 5,727 7,742 11,559 15,483 23,225 30,967 38,708
GBP/USD -29 1.9022 -0.48 -2,642 -5,283 -7,925 -10,713 -15,996 -21,426 -32,138 -42,851 -53,564
GBP/AUD -72 2.4946 -1.17 -6,445 -12,891 -19,336 -26,140 -39,031 -52,280 -78,420 -104,559 -130,699
AUD/NZD -35 1.1642 -1.41 -3,114 -6,229 -9,343 -12,630 -18,859 -25,261 -37,891 -50,521 -63,152
EUR/CAD -58 1.4164 -1.42 -5,249 -10,499 -15,748 -21,290 -31,788 -42,579 -63,869 -85,158 -106,448
EUR/GBP -89 0.6726 -2.17 -8,040 -16,079 -24,119 -32,605 -48,684 -65,209 -97,814 -130,419 -163,024
EUR/USD -94 1.2795 -2.28 -8,453 -16,906 -25,358 -34,281 -51,186 -68,562 -102,842 -137,123 -171,404
GBP/NZD -146 2.9041 -2.39 -13,149 -26,299 -39,448 -53,328 -79,627 -106,656 -159,984 -213,312 -266,640
EUR/AUD -121 1.6779 -2.94 -10,877 -21,753 -32,630 -44,111 -65,864 -88,222 -132,333 -176,444 -220,555
(単位:円)