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
1986%
05/216.396.56.727.27.437.767.867.97.58
05/206.426.556.757.237.467.87.857.887.58
05/196.396.576.87.287.487.877.977.987.68
05/166.46.566.87.327.567.897.997.997.64
05/156.356.456.657.167.377.677.87.797.5
05/146.276.346.5677.177.487.627.667.43
05/136.276.386.6177.187.467.597.637.42
05/126.326.446.616.987.147.417.577.677.41
05/096.236.366.516.857.017.257.417.487.37
05/086.226.336.456.786.937.177.327.47.36
05/076.226.356.496.836.987.217.377.437.53
05/066.236.366.486.826.967.167.37.467.5
05/056.246.386.516.827.047.177.287.457.49
05/026.336.426.576.887.117.237.357.517.62
05/016.296.436.556.857.077.27.37.457.54
04/306.286.446.546.837.027.177.267.387.47
04/296.276.426.556.857.037.177.287.387.45
04/286.296.466.596.867.17.277.377.487.54
04/256.326.56.656.917.267.397.497.587.61
04/246.296.456.626.897.177.317.417.517.59
04/236.276.386.486.676.977.117.277.367.45
04/226.126.246.326.586.746.937.137.257.28
04/216.046.146.236.466.576.756.887.047.16
04/186.046.16.196.446.586.786.917.097.19
04/176.016.16.196.446.556.756.867.037.16
04/165.946.076.146.396.496.686.796.987.14
04/155.986.186.266.536.656.887.037.227.34
04/146.096.236.266.536.666.897.027.197.29
04/116.136.296.346.656.7877.137.297.37
04/106.26.296.326.586.716.957.057.237.31
04/096.196.286.336.586.736.997.17.277.33
04/086.316.46.486.76.887.077.167.317.39
04/076.436.516.566.826.997.197.37.437.54
04/046.416.516.586.8577.227.337.457.53
04/036.526.626.686.947.077.297.327.417.46
04/026.536.646.686.97.057.217.247.337.43
04/016.526.626.76.897.017.187.257.377.47
03/316.536.576.726.927.027.197.217.397.44
03/276.536.626.797.047.137.287.357.497.63
03/266.616.746.927.117.197.367.477.647.82
03/256.576.766.937.127.237.397.627.77.9
03/246.616.786.927.117.227.47.627.77.89
03/216.616.86.987.197.287.477.77.87.98
03/206.646.8377.177.297.457.697.787.95
03/196.696.887.027.177.37.467.727.828
03/186.746.97.037.237.297.487.767.838
03/176.776.927.037.227.277.427.687.777.97
03/146.746.8877.187.277.47.627.727.95
03/136.86.967.077.217.317.467.657.757.95
03/126.836.917.047.177.257.377.577.687.91
03/116.776.887.037.157.227.357.587.77.94
03/106.816.877.017.167.247.417.637.768
03/076.816.937.077.297.377.567.87.968.15
03/066.97.027.147.387.477.687.98.048.19
03/057.077.167.37.547.637.768.028.128.26
03/047.067.117.237.387.447.557.847.938.1
03/037.197.37.357.557.627.767.927.998.16
02/287.247.367.437.717.797.918.058.138.27
02/277.267.367.487.727.87.918.068.158.32
02/267.37.427.577.887.988.078.268.368.54
02/257.287.437.597.898.018.218.338.48.6
02/247.247.417.537.867.998.28.318.398.61