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 |
---|
1978 | % |
10/12 | | | | 8.9 | 8.69 | 8.47 | 8.47 | 8.49 | 8.51 | | 8.58 |
10/11 | | | | 8.93 | 8.7 | 8.48 | 8.51 | 8.53 | 8.56 | | 8.61 |
10/10 | | | | 8.91 | 8.7 | 8.47 | 8.5 | 8.54 | 8.58 | | 8.61 |
10/06 | | | | 8.92 | 8.69 | 8.49 | 8.51 | 8.56 | 8.58 | | 8.61 |
10/05 | | | | 8.89 | 8.69 | 8.51 | 8.53 | 8.56 | 8.6 | | 8.64 |
10/04 | | | | 8.87 | 8.69 | 8.51 | 8.53 | 8.56 | 8.59 | | 8.63 |
10/03 | | | | 8.85 | 8.69 | 8.5 | 8.52 | 8.55 | 8.57 | | 8.63 |
10/02 | | | | 8.86 | 8.71 | 8.48 | 8.53 | 8.57 | 8.58 | | 8.63 |
09/29 | | | | 8.81 | 8.7 | 8.49 | 8.5 | 8.54 | 8.56 | | 8.61 |
09/28 | | | | 8.77 | 8.72 | 8.49 | 8.51 | 8.53 | 8.54 | | 8.6 |
09/27 | | | | 8.81 | 8.74 | 8.49 | 8.52 | 8.54 | 8.54 | | 8.59 |
09/26 | | | | 8.81 | 8.75 | 8.5 | 8.51 | 8.53 | 8.53 | | 8.57 |
09/25 | | | | 8.84 | 8.75 | 8.5 | 8.54 | 8.56 | 8.56 | | 8.58 |
09/22 | | | | 8.84 | 8.73 | 8.49 | 8.5 | 8.52 | 8.56 | | 8.59 |
09/21 | | | | 8.7 | 8.69 | 8.52 | 8.48 | 8.52 | 8.51 | | 8.53 |
09/20 | | | | 8.73 | 8.6 | 8.44 | 8.46 | 8.47 | 8.46 | | 8.51 |
09/19 | | | | 8.67 | 8.54 | 8.41 | 8.44 | 8.41 | 8.38 | | 8.45 |
09/18 | | | | 8.66 | 8.52 | 8.38 | 8.41 | 8.4 | 8.37 | | 8.43 |
09/15 | | | | 8.64 | 8.49 | 8.35 | 8.39 | 8.37 | 8.35 | | 8.4 |
09/14 | | | | 8.59 | 8.45 | 8.34 | 8.36 | 8.33 | 8.32 | | 8.38 |
09/13 | | | | 8.52 | 8.45 | 8.34 | 8.34 | 8.31 | 8.3 | | 8.37 |
09/12 | | | | 8.54 | 8.45 | 8.34 | 8.35 | 8.32 | 8.29 | | 8.36 |
09/11 | | | | 8.52 | 8.43 | 8.34 | 8.33 | 8.3 | 8.31 | | 8.38 |
09/08 | | | | 8.51 | 8.46 | 8.35 | 8.37 | 8.36 | 8.34 | | 8.4 |
09/07 | | | | 8.44 | 8.44 | 8.34 | 8.36 | 8.35 | 8.34 | | 8.41 |
09/06 | | | | 8.43 | 8.44 | 8.34 | 8.38 | 8.33 | 8.35 | | 8.4 |
09/05 | | | | 8.44 | 8.46 | 8.38 | 8.38 | 8.35 | 8.34 | | 8.41 |
09/01 | | | | 8.5 | 8.5 | 8.38 | 8.42 | 8.41 | 8.38 | | 8.45 |
08/31 | | | | 8.48 | 8.46 | 8.38 | 8.42 | 8.42 | 8.39 | | 8.46 |
08/30 | | | | 8.49 | 8.48 | 8.39 | 8.42 | 8.42 | 8.42 | | 8.47 |
08/29 | | | | 8.45 | 8.44 | 8.35 | 8.37 | 8.36 | 8.37 | | 8.45 |
08/28 | | | | 8.42 | 8.41 | 8.35 | 8.3 | 8.33 | 8.35 | | 8.43 |
08/25 | | | | 8.35 | 8.41 | 8.34 | 8.32 | 8.33 | 8.34 | | 8.43 |
08/24 | | | | 8.38 | 8.41 | 8.33 | 8.33 | 8.35 | 8.35 | | 8.44 |
08/23 | | | | 8.35 | 8.42 | 8.33 | 8.31 | 8.32 | 8.32 | | 8.42 |
08/22 | | | | 8.44 | 8.47 | 8.38 | 8.38 | 8.4 | 8.41 | | 8.48 |
08/21 | | | | 8.47 | 8.47 | 8.39 | 8.39 | 8.4 | 8.41 | | 8.48 |
08/18 | | | | 8.53 | 8.5 | 8.44 | 8.4 | 8.46 | 8.46 | | 8.53 |
08/17 | | | | 8.46 | 8.48 | 8.42 | 8.4 | 8.47 | 8.48 | | 8.55 |
08/16 | | | | 8.44 | 8.5 | 8.46 | 8.44 | 8.48 | 8.55 | | 8.6 |
08/15 | | | | 8.24 | 8.29 | 8.27 | 8.3 | 8.39 | 8.46 | | 8.53 |
08/14 | | | | 8.21 | 8.29 | 8.26 | 8.29 | 8.37 | 8.45 | | 8.51 |
08/11 | | | | 8.2 | 8.25 | 8.24 | 8.28 | 8.36 | 8.44 | | 8.48 |
08/10 | | | | 8.2 | 8.24 | 8.26 | 8.3 | 8.37 | 8.45 | | 8.48 |
08/09 | | | | 8.09 | 8.17 | 8.17 | 8.2 | 8.26 | 8.34 | | 8.41 |
08/08 | | | | 8.08 | 8.19 | 8.18 | 8.24 | 8.31 | 8.35 | | 8.42 |
08/07 | | | | 8.1 | 8.18 | 8.22 | 8.24 | 8.31 | 8.36 | | 8.44 |
08/04 | | | | 8.16 | 8.26 | 8.24 | 8.26 | 8.36 | 8.38 | | 8.45 |
08/03 | | | | 8.16 | 8.26 | 8.27 | 8.3 | 8.36 | 8.39 | | 8.44 |
08/02 | | | | 8.2 | 8.4 | 8.36 | 8.35 | 8.39 | 8.44 | | 8.44 |
08/01 | | | | 8.29 | 8.45 | 8.46 | 8.44 | 8.45 | 8.54 | | 8.55 |
07/31 | | | | 8.33 | 8.47 | 8.47 | 8.46 | 8.46 | 8.56 | | 8.56 |
07/28 | | | | 8.31 | 8.45 | 8.46 | 8.45 | 8.46 | 8.55 | | 8.55 |
07/27 | | | | 8.36 | 8.47 | 8.52 | 8.48 | 8.52 | 8.58 | | 8.6 |
07/26 | | | | 8.41 | 8.52 | 8.57 | 8.56 | 8.58 | 8.66 | | 8.66 |
07/25 | | | | 8.42 | 8.55 | 8.6 | 8.59 | 8.6 | 8.67 | | 8.68 |
07/24 | | | | 8.44 | 8.57 | 8.6 | 8.59 | 8.6 | 8.67 | | 8.68 |
07/21 | | | | 8.49 | 8.59 | 8.6 | 8.58 | 8.59 | 8.67 | | 8.67 |
07/20 | | | | 8.52 | 8.5 | 8.55 | 8.57 | 8.58 | 8.66 | | 8.66 |
07/19 | | | | 8.36 | 8.46 | 8.54 | 8.54 | 8.54 | 8.62 | | 8.65 |
07/18 | | | | 8.36 | 8.46 | 8.54 | 8.54 | 8.54 | 8.63 | | 8.65 |
07/17 | | | | 8.39 | 8.48 | 8.54 | 8.55 | 8.55 | 8.65 | | 8.66 |