イールドカーブ(1ヶ月~30年米国債)
- 比較用
- ※指定日に金利情報がない場合は直近の日付で補間されます。
イールドカーブの見方
- イールドカーブは満期(残存期間)の違いで生じる債券の利回り差異のグラフ
- 通常の金利推移なら右上がり曲線(短期債券の利回り<長期債券の利回り)
- 長短金利の逆転が起こると右下がり曲線(逆イールド)
- 長短金利差拡大で傾斜は急になる(スティープ化)。
- 長短金利差縮小で傾斜は緩くなる(フラット化)。
- 逆イールドになったら要注意。景気後退の予兆とされる。
長短金利一覧
日付 | 1ヶ月 | 3ヶ月 | 6ヶ月 | 1年 | 2年 | 3年 | 5年 | 7年 | 10年 | 20年 | 30年 |
---|
1987 | % |
11/27 | | 5.82 | 6.52 | 7.12 | 7.87 | 8.2 | 8.55 | 8.94 | 9.11 | | 9.18 |
11/25 | | 5.88 | 6.47 | 7.03 | 7.78 | 8.06 | 8.41 | 8.8 | 8.98 | | 9.06 |
11/24 | | 5.95 | 6.34 | 6.97 | 7.73 | 7.99 | 8.35 | 8.72 | 8.89 | | 9 |
11/23 | | 6 | 6.57 | 6.96 | 7.67 | 7.95 | 8.34 | 8.62 | 8.8 | | 8.89 |
11/20 | | 5.92 | 6.55 | 6.88 | 7.66 | 7.93 | 8.32 | 8.61 | 8.79 | | 8.88 |
11/19 | | 5.85 | 6.47 | 6.98 | 7.69 | 7.95 | 8.34 | 8.65 | 8.83 | | 8.92 |
11/18 | | 5.95 | 6.56 | 7.02 | 7.74 | 7.99 | 8.38 | 8.68 | 8.85 | | 8.94 |
11/17 | | 6.07 | 6.58 | 7.06 | 7.73 | 7.99 | 8.38 | 8.7 | 8.86 | | 8.94 |
11/16 | | 6.1 | 6.73 | 7.13 | 7.78 | 8.02 | 8.34 | 8.66 | 8.82 | | 8.9 |
11/13 | | 6.11 | 6.72 | 7.07 | 7.75 | 8.01 | 8.34 | 8.67 | 8.84 | | 8.93 |
11/12 | | 6.02 | 6.58 | 6.96 | 7.67 | 7.96 | 8.27 | 8.64 | 8.8 | | 8.88 |
11/10 | | 5.85 | 6.48 | 6.89 | 7.61 | 7.91 | 8.27 | 8.62 | 8.79 | | 8.88 |
11/09 | | 5.92 | 6.49 | 6.92 | 7.64 | 7.95 | 8.3 | 8.63 | 8.78 | | 8.86 |
11/06 | | 5.92 | 6.4 | 6.9 | 7.62 | 7.92 | 8.28 | 8.62 | 8.76 | | 8.85 |
11/05 | | 5.76 | 6.31 | 6.76 | 7.5 | 7.81 | 8.18 | 8.54 | 8.72 | | 8.8 |
11/04 | | 5.71 | 6.32 | 6.83 | 7.6 | 7.97 | 8.3 | 8.66 | 8.85 | | 8.92 |
11/03 | | 5.81 | 6.37 | 6.87 | 7.67 | 8.02 | 8.38 | 8.72 | 8.91 | | 9.03 |
11/02 | | 5.85 | 6.57 | 6.98 | 7.72 | 8.09 | 8.44 | 8.78 | 8.98 | | 9.13 |
10/30 | | 5.45 | 6.27 | 6.75 | 7.58 | 8 | 8.37 | 8.69 | 8.88 | | 9.03 |
10/29 | | 5.19 | 6.08 | 6.66 | 7.53 | 7.95 | 8.33 | 8.68 | 8.89 | | 9.08 |
10/28 | | 5.25 | 6.18 | 6.72 | 7.65 | 8.05 | 8.43 | 8.79 | 9.01 | | 9.14 |
10/27 | | 5.39 | 6.3 | 6.81 | 7.66 | 8.06 | 8.42 | 8.73 | 8.92 | | 9.04 |
10/26 | | 5.44 | 6.24 | 6.73 | 7.57 | 7.98 | 8.33 | 8.65 | 8.8 | | 8.94 |
10/23 | | 5.47 | 6.3 | 6.93 | 7.76 | 8.2 | 8.55 | 8.88 | 8.98 | | 9.11 |
10/22 | | 5.53 | 6.31 | 7.02 | 7.76 | 8.19 | 8.52 | 8.86 | 8.97 | | 9.15 |
10/21 | | 5.78 | 6.51 | 7.03 | 7.9 | 8.44 | 8.8 | 9.17 | 9.3 | | 9.44 |
10/20 | | 6.05 | 6.66 | 7.15 | 8.09 | 8.53 | 8.93 | 9.23 | 9.4 | | 9.49 |
10/19 | | 6.67 | 7.51 | 7.98 | 8.93 | 9.32 | 9.7 | 10 | 10.15 | | 10.25 |
10/16 | | 7.19 | 8.01 | 8.38 | 9.22 | 9.52 | 9.84 | 10.08 | 10.23 | | 10.24 |
10/15 | | 7.33 | 8.1 | 8.42 | 9.23 | 9.52 | 9.82 | 10.05 | 10.18 | | 10.24 |
10/14 | | 7.45 | 7.98 | 8.35 | 9.14 | 9.44 | 9.75 | 9.99 | 10.13 | | 10.12 |
10/13 | | 7.03 | 7.7 | 8.17 | 8.94 | 9.22 | 9.51 | 9.76 | 9.9 | | 9.92 |
10/09 | | 7 | 7.74 | 8.25 | 9.01 | 9.3 | 9.56 | 9.81 | 9.94 | | 9.96 |
10/08 | | 6.93 | 7.68 | 8.24 | 9.03 | 9.2 | 9.49 | 9.73 | 9.86 | | 9.86 |
10/07 | | 6.78 | 7.33 | 8 | 8.73 | 9.02 | 9.31 | 9.55 | 9.71 | | 9.79 |
10/06 | | 6.77 | 7.34 | 8.01 | 8.73 | 9.03 | 9.32 | 9.6 | 9.72 | | 9.81 |
10/05 | | 6.92 | 7.25 | 8 | 8.66 | 8.97 | 9.28 | 9.57 | 9.69 | | 9.79 |
10/02 | | 6.89 | 7.22 | 7.92 | 8.61 | 8.91 | 9.2 | 9.48 | 9.6 | | 9.7 |
10/01 | | 6.86 | 7.18 | 7.94 | 8.62 | 8.93 | 9.22 | 9.53 | 9.66 | | 9.8 |
09/30 | | 6.83 | 7.19 | 7.92 | 8.6 | 8.93 | 9.21 | 9.5 | 9.63 | | 9.79 |
09/29 | | 6.92 | 7.29 | 7.88 | 8.6 | 8.92 | 9.17 | 9.49 | 9.64 | | 9.8 |
09/28 | | 6.81 | 7.28 | 7.76 | 8.48 | 8.78 | 9.07 | 9.38 | 9.52 | | 9.67 |
09/25 | | 6.76 | 7.25 | 7.77 | 8.48 | 8.8 | 9.06 | 9.37 | 9.53 | | 9.68 |
09/24 | | 6.67 | 7.19 | 7.74 | 8.42 | 8.77 | 9.03 | 9.36 | 9.51 | | 9.67 |
09/23 | | 6.71 | 7.11 | 7.66 | 8.31 | 8.66 | 8.92 | 9.24 | 9.4 | | 9.55 |
09/22 | | 6.73 | 7.12 | 7.67 | 8.31 | 8.64 | 8.91 | 9.2 | 9.37 | | 9.53 |
09/21 | | 6.74 | 7.12 | 7.68 | 8.33 | 8.67 | 8.94 | 9.28 | 9.45 | | 9.63 |
09/18 | | 6.63 | 7.03 | 7.62 | 8.3 | 8.63 | 8.91 | 9.22 | 9.38 | | 9.56 |
09/17 | | 6.59 | 7.03 | 7.65 | 8.34 | 8.69 | 8.98 | 9.32 | 9.48 | | 9.65 |
09/16 | | 6.55 | 7.04 | 7.66 | 8.35 | 8.7 | 9 | 9.35 | 9.52 | | 9.7 |
09/15 | | 6.55 | 7 | 7.66 | 8.3 | 8.63 | 8.95 | 9.29 | 9.44 | | 9.64 |
09/14 | | 6.56 | 6.87 | 7.67 | 8.26 | 8.56 | 8.87 | 9.17 | 9.34 | | 9.52 |
09/11 | | 6.56 | 6.8 | 7.66 | 8.31 | 8.62 | 8.88 | 9.19 | 9.33 | | 9.5 |
09/10 | | 6.54 | 6.7 | 7.67 | 8.36 | 8.69 | 8.95 | 9.26 | 9.42 | | 9.6 |
09/09 | | 6.65 | 7.04 | 7.75 | 8.43 | 8.74 | 9 | 9.35 | 9.48 | | 9.66 |
09/08 | | 6.66 | 6.91 | 7.78 | 8.46 | 8.75 | 9.02 | 9.34 | 9.5 | | 9.65 |
09/04 | | 6.59 | 6.87 | 7.63 | 8.26 | 8.56 | 8.82 | 9.12 | 9.3 | | 9.47 |
09/03 | | 6.39 | 6.61 | 7.5 | 8.19 | 8.48 | 8.77 | 9.1 | 9.29 | | 9.47 |
09/02 | | 6.29 | 6.67 | 7.4 | 8.15 | 8.46 | 8.77 | 9.1 | 9.28 | | 9.45 |
09/01 | | 6.32 | 6.61 | 7.3 | 7.98 | 8.29 | 8.57 | 8.87 | 9.05 | | 9.24 |
08/31 | | 6.45 | 6.62 | 7.23 | 7.97 | 8.27 | 8.52 | 8.83 | 9 | | 9.17 |
08/28 | | 6.52 | 6.66 | 7.26 | 8.01 | 8.27 | 8.54 | 8.84 | 9.02 | | 9.18 |
比較用過去データ
日付 | 1ヶ月 | 3ヶ月 | 6ヶ月 | 1年 | 2年 | 3年 | 5年 | 7年 | 10年 | 20年 | 30年 |
---|
1987 | % |
11/17 | | 6.07 | 6.58 | 7.06 | 7.73 | 7.99 | 8.38 | 8.7 | 8.86 | | 8.94 |