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
1983%
03/038.258.48.569.249.479.729.9310.2310.44
03/028.38.458.599.39.499.769.9910.2610.48
03/018.268.48.589.269.429.749.9310.2210.45
02/288.218.388.619.319.559.8310.0110.2710.51
02/258.088.298.559.289.539.8210.0110.2610.5
02/248.28.48.669.49.679.9610.1610.4210.61
02/238.248.468.739.449.731010.2110.4410.62
02/228.178.518.759.419.710.0110.310.4610.63
02/188.268.578.839.569.8310.1310.4510.610.78
02/178.388.698.979.659.910.2410.5410.7110.86
02/168.488.698.969.699.9710.2910.6410.8110.95
02/158.68.819.089.7710.0310.3710.6910.8410.99
02/148.538.829.079.7810.0310.3710.6310.810.95
02/118.428.678.979.79.9710.3110.6410.810.94
02/108.458.698.989.741010.3810.6910.8310.96
02/098.558.839.139.8910.1410.5810.891111.14
02/088.578.849.149.8310.0910.510.8410.9911.12
02/078.58.839.19.810.0910.4910.8310.9611.1
02/048.528.849.119.8210.1310.5110.8610.9911.12
02/038.438.768.989.7110.0210.3910.7610.9311.06
02/028.458.78.989.719.9710.3710.7110.8810.94
02/018.458.668.939.69.9410.3410.6910.7810.95
01/318.368.658.919.589.9310.3110.6910.810.99
01/288.268.548.839.479.8610.2110.610.7110.9
01/278.38.58.799.499.8510.210.5710.6710.85
01/268.368.568.859.529.8810.2310.610.6910.92
01/258.328.478.89.449.8710.1810.5410.6210.82
01/248.378.628.99.549.8910.2610.6110.710.88
01/218.298.538.89.469.8610.1810.5110.6110.78
01/208.048.278.639.269.579.9410.3110.4310.66
01/197.948.238.549.29.549.8910.2910.4110.67
01/187.98.118.439.149.49.7910.1510.310.56
01/177.858.118.429.179.379.7810.1410.2810.5
01/147.797.978.39.099.339.7810.1310.2810.5
01/137.928.18.379.119.379.8110.1810.2710.45
01/127.948.158.469.229.489.9210.2410.3210.46
01/117.948.178.469.199.499.9210.2610.3410.48
01/107.968.188.469.249.569.9610.3110.3810.51
01/078.028.198.519.269.589.9810.2710.3610.5
01/068.28.368.629.399.6710.0510.3410.3910.5
01/058.258.48.669.399.6810.0610.310.3510.47
01/048.288.488.79.439.6810.0710.310.3710.45
01/038.178.388.629.299.6410.0210.2510.3210.39