CorrlensCorrlens
Correlate

Correlation Analysis

Interest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for Korea vs Federal Funds Effective Rate

IRLTLT01KRM156N vs FEDFUNDS

+0.343

Light positive

When one moves up, the other tends to follow.

Oct 1, 2000 — Feb 1, 2026Daily305 observationsFREDFRED

AI Analysis

The moderate positive correlation between long-term interest rates (Series A) and the federal funds rate (Series B) suggests that changes in the federal funds rate often influence long-term rates, albeit with some lag, as evidenced by the five-period lead. This relationship indicates that when the Federal Reserve adjusts its policy rate, it may take some time for these changes to affect long-term borrowing costs, which can be significant for investors and borrowers. However, given the relatively low R-squared value, it's important to recognize that other factors also impact long-term rates, and this correlation should not be viewed in isolation when making financial decisions.

Timing Offset

y leads x by 5 periods

FEDFUNDS tends to move before IRLTLT01KRM156N.

-6-5-4-3-2-10+1+2+3+4+5+6

Correlation at each lag offset (periods). Peak marked with dot.

Peak correlation at offset: +0.620 (13 lags scanned)

R-Squared

15.6%

Share of variance in one series explained by the other.

Trend Agreement

52.9%

How often both series moved in the same direction period-to-period.

Overlap Quality

305

Robust shared window — 305 usable pairs.

Time Series

Rebased to 100

Green: IRLTLT01KRM156NGray: FEDFUNDS36 points

Scatter

XY Regression

0.6924688.81-0.47012345677.03Interest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for KoreaFederal Funds Effective RateData pointsFit (r = -0.395)

Pipeline

Data quality details

Pipeline Summary

305 paired observations survived the daily window.

Raw input

305

861

Normalized

305

861

Prepared

305

861

Aligned

305

305

Invalid removed

0

A: 0 / B: 0

Duplicates removed

0

A: 0 / B: 0

Alignment drops

556

A: 0 / B: 556

Series A

IRLTLT01KRM156N

Interest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for Korea

FRED · 305 raw → 305 prepared

Series B

FEDFUNDS

Federal Funds Effective Rate

FRED · 861 raw → 861 prepared

Sign agreement

100.0%

How often both values share the same sign.

Zero crossings

6

Estimated crossover points between normalized spreads.

Slope

0.4615

Linear regression slope.

Intercept

0.1599

Linear regression intercept.

Saved 10 hours ago · ID: fred-irltlt01krm156n-vs-fred-fedfunds-daily-20260406-ynnuon