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 |
---|
1980 | % |
12/31 | | | | 13.86 | 13.06 | 12.85 | 12.59 | 12.49 | 12.43 | | 11.98 |
12/30 | | | | 13.81 | 12.97 | 12.83 | 12.55 | 12.43 | 12.39 | | 11.96 |
12/29 | | | | 13.7 | 12.87 | 12.71 | 12.41 | 12.31 | 12.2 | | 11.84 |
12/26 | | | | 13.78 | 12.95 | 12.81 | 12.53 | 12.38 | 12.25 | | 11.84 |
12/24 | | | | 14.05 | 13.37 | 13.07 | 12.61 | 12.48 | 12.42 | | 11.95 |
12/23 | | | | 13.61 | 13.04 | 12.86 | 12.5 | 12.41 | 12.35 | | 11.93 |
12/22 | | | | 13.83 | 13.24 | 12.89 | 12.34 | 12.21 | 12.14 | | 11.75 |
12/19 | | | | 14.47 | 14.05 | 13.66 | 13.02 | 12.77 | 12.64 | | 12.22 |
12/18 | | | | 15.55 | 14.89 | 14.28 | 13.79 | 13.48 | 13.22 | | 12.62 |
12/17 | | | | 15.7 | 14.98 | 14.31 | 13.87 | 13.55 | 13.28 | | 12.74 |
12/16 | | | | 15.88 | 15.12 | 14.41 | 14.04 | 13.75 | 13.51 | | 12.95 |
12/15 | | | | 15.61 | 14.83 | 14.19 | 13.75 | 13.45 | 13.25 | | 12.85 |
12/12 | | | | 15.35 | 14.74 | 14.09 | 13.63 | 13.37 | 13.21 | | 12.82 |
12/11 | | | | 15.85 | 14.97 | 14.37 | 14.04 | 13.74 | 13.57 | | 13.17 |
12/10 | | | | 15.6 | 14.59 | 14.03 | 13.63 | 13.33 | 13.15 | | 12.8 |
12/09 | | | | 15.45 | 14.54 | 14.04 | 13.61 | 13.3 | 13.1 | | 12.68 |
12/08 | | | | 15.37 | 14.45 | 13.95 | 13.51 | 13.16 | 12.91 | | 12.42 |
12/05 | | | | 15.29 | 14.34 | 13.89 | 13.45 | 13.1 | 12.85 | | 12.33 |
12/04 | | | | 15.04 | 14.15 | 13.73 | 13.43 | 13.1 | 12.91 | | 12.43 |
12/03 | | | | 14.95 | 14.04 | 13.67 | 13.42 | 13.1 | 12.92 | | 12.41 |
12/02 | | | | 15.27 | 14.25 | 13.77 | 13.37 | 13.09 | 12.95 | | 12.5 |
12/01 | | | | 15.36 | 14.25 | 13.81 | 13.35 | 13.07 | 12.92 | | 12.51 |
11/28 | | | | 15.13 | 14.13 | 13.69 | 13.14 | 12.86 | 12.72 | | 12.32 |
11/26 | | | | 14.94 | 14 | 13.59 | 13.01 | 12.76 | 12.65 | | 12.27 |
11/25 | | | | 14.62 | 13.99 | 13.63 | 13.07 | 12.85 | 12.74 | | 12.3 |
11/24 | | | | 14.54 | 13.88 | 13.57 | 13 | 12.82 | 12.76 | | 12.31 |
11/21 | | | | 14.51 | 13.83 | 13.54 | 12.97 | 12.88 | 12.8 | | 12.37 |
11/20 | | | | 14.06 | 13.53 | 13.27 | 12.68 | 12.64 | 12.59 | | 12.22 |
11/19 | | | | 13.9 | 13.37 | 13.08 | 12.6 | 12.56 | 12.51 | | 12.19 |
11/18 | | | | 14.05 | 13.47 | 13.25 | 12.67 | 12.65 | 12.62 | | 12.29 |
11/17 | | | | 14.5 | 13.71 | 13.52 | 12.95 | 12.95 | 12.95 | | 12.6 |
11/14 | | | | 13.75 | 13.25 | 13.15 | 12.7 | 12.66 | 12.79 | | 12.45 |
11/13 | | | | 13.41 | 12.89 | 12.8 | 12.38 | 12.3 | 12.49 | | 12.23 |
11/12 | | | | 13.43 | 12.86 | 12.79 | 12.39 | 12.3 | 12.47 | | 12.26 |
11/10 | | | | 13.83 | 13.29 | 13.23 | 12.88 | 12.75 | 12.78 | | 12.71 |
11/07 | | | | 13.61 | 13.36 | 13.22 | 12.87 | 12.72 | 12.66 | | 12.59 |
11/06 | | | | 14.15 | 13.57 | 13.49 | 13.19 | 13.07 | 13.04 | | 12.59 |
11/05 | | | | 14.09 | 13.38 | 13.34 | 12.95 | 12.72 | 12.61 | | 12.36 |
11/03 | | | | 14.04 | 13.23 | 13.03 | 12.74 | 12.54 | 12.46 | | 12.22 |
10/31 | | | | 13.78 | 13.08 | 12.97 | 12.74 | 12.56 | 12.46 | | 12.23 |
10/30 | | | | 13.61 | 13.04 | 12.93 | 12.71 | 12.53 | 12.48 | | 12.28 |
10/29 | | | | 13.55 | 12.98 | 12.89 | 12.75 | 12.56 | 12.48 | | 12.21 |
10/28 | | | | 13.44 | 12.91 | 12.77 | 12.56 | 12.38 | 12.32 | | 12.14 |
10/27 | | | | 13.19 | 12.73 | 12.56 | 12.32 | 12.21 | 12.13 | | 11.96 |
10/24 | | | | 12.65 | 12.25 | 12.12 | 11.89 | 11.8 | 11.74 | | 11.61 |
10/23 | | | | 12.66 | 12.31 | 12.2 | 11.95 | 11.87 | 11.82 | | 11.68 |
10/22 | | | | 12.76 | 12.31 | 12.24 | 12.07 | 11.92 | 11.88 | | 11.74 |
10/21 | | | | 12.41 | 12.11 | 11.96 | 11.81 | 11.74 | 11.7 | | 11.53 |
10/20 | | | | 12.31 | 12 | 11.87 | 11.72 | 11.67 | 11.64 | | 11.44 |
10/17 | | | | 12.18 | 11.91 | 11.84 | 11.69 | 11.65 | 11.62 | | 11.44 |
10/16 | | | | 11.99 | 11.69 | 11.65 | 11.55 | 11.49 | 11.47 | | 11.27 |
10/15 | | | | 11.76 | 11.58 | 11.51 | 11.44 | 11.38 | 11.29 | | 11.11 |
10/14 | | | | 11.97 | 11.67 | 11.6 | 11.5 | 11.43 | 11.37 | | 11.16 |
10/10 | | | | 12.09 | 11.64 | 11.62 | 11.55 | 11.5 | 11.44 | | 11.26 |
10/09 | | | | 12.02 | 11.6 | 11.57 | 11.45 | 11.42 | 11.39 | | 11.21 |
10/08 | | | | 12.33 | 11.69 | 11.67 | 11.55 | 11.53 | 11.51 | | 11.38 |
10/07 | | | | 11.79 | 11.44 | 11.45 | 11.4 | 11.41 | 11.43 | | 11.3 |
10/06 | | | | 11.73 | 11.41 | 11.4 | 11.35 | 11.35 | 11.35 | | 11.26 |
10/03 | | | | 11.93 | 11.51 | 11.46 | 11.35 | 11.37 | 11.4 | | 11.33 |
10/02 | | | | 12.4 | 12.06 | 12 | 11.83 | 11.83 | 11.83 | | 11.66 |
10/01 | | | | 12.24 | 12.02 | 11.99 | 11.77 | 11.77 | 11.78 | | 11.69 |
09/30 | | | | 12.29 | 12.13 | 12.06 | 11.88 | 11.86 | 11.86 | | 11.7 |