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 |
---|
1984 | % |
10/12 | | 10.3 | 10.69 | 11.03 | 11.72 | 11.98 | 12.17 | 12.32 | 12.28 | | 12.12 |
10/11 | | 10.36 | 10.78 | 11.12 | 11.78 | 12.02 | 12.23 | 12.37 | 12.31 | | 12.15 |
10/10 | | 10.48 | 10.86 | 11.23 | 11.89 | 12.13 | 12.32 | 12.44 | 12.36 | | 12.19 |
10/09 | | 10.51 | 10.9 | 11.25 | 11.87 | 12.12 | 12.32 | 12.43 | 12.36 | | 12.18 |
10/05 | | 10.55 | 10.94 | 11.31 | 11.93 | 12.15 | 12.35 | 12.44 | 12.39 | | 12.2 |
10/04 | | 10.57 | 10.98 | 11.37 | 12.02 | 12.25 | 12.45 | 12.57 | 12.52 | | 12.31 |
10/03 | | 10.59 | 11.01 | 11.4 | 12.06 | 12.29 | 12.49 | 12.59 | 12.54 | | 12.36 |
10/02 | | 10.67 | 11.06 | 11.44 | 12.07 | 12.29 | 12.52 | 12.61 | 12.54 | | 12.35 |
10/01 | | 10.65 | 11.08 | 11.44 | 12.09 | 12.31 | 12.51 | 12.6 | 12.54 | | 12.35 |
09/28 | | 10.63 | 11.05 | 11.43 | 12.07 | 12.28 | 12.48 | 12.54 | 12.47 | | 12.28 |
09/27 | | 10.57 | 10.95 | 11.32 | 11.95 | 12.13 | 12.31 | 12.38 | 12.31 | | 12.12 |
09/26 | | 10.64 | 11.03 | 11.42 | 12.05 | 12.28 | 12.47 | 12.54 | 12.46 | | 12.27 |
09/25 | | 10.71 | 11.08 | 11.43 | 12.12 | 12.34 | 12.53 | 12.61 | 12.56 | | 12.34 |
09/24 | | 10.72 | 11.1 | 11.49 | 12.1 | 12.31 | 12.51 | 12.58 | 12.52 | | 12.31 |
09/21 | | 10.67 | 11.05 | 11.43 | 12.06 | 12.27 | 12.44 | 12.51 | 12.45 | | 12.22 |
09/20 | | 10.66 | 10.97 | 11.3 | 11.94 | 12.12 | 12.27 | 12.35 | 12.28 | | 12.08 |
09/19 | | 10.69 | 11 | 11.34 | 11.94 | 12.12 | 12.26 | 12.33 | 12.25 | | 12.07 |
09/18 | | 10.74 | 11.08 | 11.45 | 12.1 | 12.19 | 12.33 | 12.43 | 12.35 | | 12.15 |
09/17 | | 10.81 | 11.18 | 11.53 | 12.16 | 12.23 | 12.42 | 12.49 | 12.4 | | 12.18 |
09/14 | | 10.79 | 11.17 | 11.48 | 12.15 | 12.23 | 12.42 | 12.49 | 12.42 | | 12.22 |
09/13 | | 10.75 | 11.17 | 11.56 | 12.21 | 12.28 | 12.47 | 12.52 | 12.44 | | 12.22 |
09/12 | | 10.83 | 11.28 | 11.69 | 12.3 | 12.39 | 12.62 | 12.65 | 12.55 | | 12.33 |
09/11 | | 10.82 | 11.23 | 11.68 | 12.26 | 12.39 | 12.59 | 12.64 | 12.54 | | 12.31 |
09/10 | | 10.84 | 11.28 | 11.65 | 12.27 | 12.39 | 12.65 | 12.72 | 12.62 | | 12.37 |
09/07 | | 10.99 | 11.42 | 11.83 | 12.45 | 12.52 | 12.75 | 12.8 | 12.7 | | 12.44 |
09/06 | | 11.04 | 11.47 | 11.95 | 12.54 | 12.63 | 12.82 | 12.88 | 12.81 | | 12.48 |
09/05 | | 11.08 | 11.53 | 12.02 | 12.63 | 12.71 | 12.92 | 13.01 | 12.92 | | 12.61 |
09/04 | | 11.14 | 11.55 | 12.01 | 12.59 | 12.65 | 12.85 | 12.94 | 12.88 | | 12.57 |
08/31 | | 11.06 | 11.48 | 11.96 | 12.54 | 12.61 | 12.77 | 12.85 | 12.79 | | 12.51 |
08/30 | | 11.09 | 11.52 | 11.99 | 12.56 | 12.62 | 12.79 | 12.89 | 12.84 | | 12.56 |
08/29 | | 11.11 | 11.53 | 11.97 | 12.56 | 12.61 | 12.78 | 12.88 | 12.83 | | 12.57 |
08/28 | | 11.1 | 11.54 | 11.97 | 12.54 | 12.59 | 12.82 | 12.84 | 12.81 | | 12.57 |
08/27 | | 11.12 | 11.53 | 11.95 | 12.54 | 12.57 | 12.8 | 12.84 | 12.81 | | 12.6 |
08/24 | | 10.91 | 11.34 | 11.81 | 12.41 | 12.45 | 12.67 | 12.69 | 12.66 | | 12.44 |
08/23 | | 10.88 | 11.33 | 11.81 | 12.44 | 12.49 | 12.68 | 12.72 | 12.69 | | 12.45 |
08/22 | | 10.84 | 11.31 | 11.78 | 12.45 | 12.48 | 12.66 | 12.69 | 12.65 | | 12.43 |
08/21 | | 10.85 | 11.34 | 11.8 | 12.41 | 12.44 | 12.64 | 12.67 | 12.62 | | 12.35 |
08/20 | | 10.88 | 11.32 | 11.8 | 12.42 | 12.45 | 12.66 | 12.74 | 12.69 | | 12.41 |
08/17 | | 10.75 | 11.25 | 11.73 | 12.4 | 12.44 | 12.67 | 12.73 | 12.7 | | 12.46 |
08/16 | | 10.68 | 11.24 | 11.7 | 12.4 | 12.46 | 12.66 | 12.73 | 12.7 | | 12.51 |
08/15 | | 10.62 | 11.24 | 11.7 | 12.39 | 12.45 | 12.68 | 12.76 | 12.74 | | 12.57 |
08/14 | | 10.72 | 11.25 | 11.71 | 12.34 | 12.4 | 12.62 | 12.68 | 12.67 | | 12.48 |
08/13 | | 10.88 | 11.37 | 11.81 | 12.45 | 12.52 | 12.71 | 12.79 | 12.74 | | 12.54 |
08/10 | | 10.86 | 11.28 | 11.73 | 12.35 | 12.41 | 12.63 | 12.68 | 12.68 | | 12.47 |
08/09 | | 10.85 | 11.26 | 11.74 | 12.33 | 12.4 | 12.59 | 12.65 | 12.61 | | 12.47 |
08/08 | | 10.9 | 11.35 | 11.8 | 12.37 | 12.43 | 12.62 | 12.69 | 12.66 | | 12.62 |
08/07 | | 10.97 | 11.4 | 11.85 | 12.41 | 12.45 | 12.64 | 12.71 | 12.69 | | 12.64 |
08/06 | | 10.98 | 11.46 | 11.88 | 12.42 | 12.53 | 12.66 | 12.74 | 12.73 | | 12.69 |
08/03 | | 10.9 | 11.35 | 11.75 | 12.3 | 12.39 | 12.55 | 12.61 | 12.61 | | 12.59 |
08/02 | | 10.9 | 11.41 | 11.85 | 12.48 | 12.61 | 12.71 | 12.75 | 12.74 | | 12.7 |
08/01 | | 10.86 | 11.41 | 11.82 | 12.48 | 12.63 | 12.74 | 12.82 | 12.81 | | 12.78 |
07/31 | | 10.83 | 11.4 | 11.86 | 12.57 | 12.7 | 12.85 | 12.91 | 12.91 | | 12.87 |
07/30 | | 10.76 | 11.39 | 11.9 | 12.66 | 12.84 | 13 | 13.05 | 13.05 | | 12.99 |
07/27 | | 10.7 | 11.32 | 11.8 | 12.59 | 12.76 | 12.89 | 12.95 | 12.95 | | 12.91 |
07/26 | | 10.67 | 11.24 | 11.76 | 12.55 | 12.67 | 12.8 | 12.89 | 12.89 | | 12.88 |
07/25 | | 10.68 | 11.3 | 11.86 | 12.64 | 12.81 | 12.95 | 13.04 | 13.06 | | 12.97 |
07/24 | | 10.69 | 11.37 | 12 | 12.85 | 13.02 | 13.24 | 13.3 | 13.31 | | 13.25 |
07/23 | | 10.63 | 11.36 | 12.06 | 12.87 | 13.06 | 13.25 | 13.34 | 13.35 | | 13.27 |
07/20 | | 10.59 | 11.31 | 12 | 12.85 | 13.06 | 13.24 | 13.32 | 13.36 | | 13.26 |
07/19 | | 10.54 | 11.25 | 11.95 | 12.82 | 12.99 | 13.17 | 13.23 | 13.25 | | 13.12 |
07/18 | | 10.52 | 11.27 | 12.01 | 12.89 | 13.06 | 13.22 | 13.31 | 13.32 | | 13.14 |
07/17 | | 10.61 | 11.39 | 12.11 | 12.93 | 13.12 | 13.29 | 13.37 | 13.37 | | 13.18 |
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 |
---|
1984 | % |
04/12 | | 10.02 | 10.38 | 10.74 | 11.49 | 11.77 | 12.16 | 12.32 | 12.4 | | 12.41 |