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 |
---|
1989 | % |
10/24 | | 7.75 | 7.83 | 7.76 | 7.78 | 7.82 | 7.8 | 7.86 | 7.87 | | 7.87 |
10/23 | | 7.83 | 7.96 | 7.85 | 7.88 | 7.91 | 7.87 | 7.92 | 7.92 | | 7.94 |
10/20 | | 7.8 | 8 | 7.88 | 7.92 | 7.96 | 7.93 | 7.98 | 7.98 | | 7.98 |
10/19 | | 7.83 | 7.97 | 7.9 | 7.87 | 7.94 | 7.91 | 7.96 | 7.96 | | 7.97 |
10/18 | | 7.75 | 7.91 | 7.81 | 7.83 | 7.93 | 7.92 | 8.01 | 8.01 | | 8.03 |
10/17 | | 7.68 | 7.89 | 7.82 | 7.83 | 7.93 | 7.92 | 7.98 | 8 | | 8.01 |
10/16 | | 7.7 | 7.9 | 7.85 | 7.85 | 7.94 | 7.91 | 7.97 | 7.98 | | 7.98 |
10/13 | | 7.87 | 7.99 | 7.9 | 7.69 | 7.79 | 7.79 | 7.85 | 7.87 | | 7.88 |
10/12 | | 7.96 | 8.03 | 7.99 | 8.01 | 8.03 | 7.98 | 8.05 | 8.04 | | 8.02 |
10/11 | | 7.96 | 8.09 | 8.08 | 8.08 | 8.1 | 8.03 | 8.1 | 8.07 | | 8.05 |
10/10 | | 7.89 | 8.04 | 8.04 | 8.06 | 8.06 | 8 | 8.08 | 8.03 | | 8.01 |
10/06 | | 7.83 | 8.03 | 8.06 | 8.1 | 8.08 | 8.01 | 8.08 | 8.03 | | 8.01 |
10/05 | | 8.03 | 8.28 | 8.36 | 8.31 | 8.31 | 8.18 | 8.22 | 8.15 | | 8.09 |
10/04 | | 8.05 | 8.32 | 8.41 | 8.37 | 8.37 | 8.25 | 8.29 | 8.22 | | 8.16 |
10/03 | | 8.05 | 8.32 | 8.41 | 8.39 | 8.38 | 8.27 | 8.31 | 8.23 | | 8.19 |
10/02 | | 8.17 | 8.37 | 8.49 | 8.48 | 8.46 | 8.33 | 8.36 | 8.28 | | 8.22 |
09/29 | | 8.18 | 8.34 | 8.48 | 8.46 | 8.46 | 8.36 | 8.4 | 8.31 | | 8.24 |
09/28 | | 8.14 | 8.28 | 8.41 | 8.41 | 8.42 | 8.34 | 8.37 | 8.3 | | 8.25 |
09/27 | | 8.1 | 8.26 | 8.36 | 8.39 | 8.4 | 8.31 | 8.36 | 8.3 | | 8.25 |
09/26 | | 8.03 | 8.26 | 8.34 | 8.36 | 8.39 | 8.29 | 8.34 | 8.3 | | 8.25 |
09/25 | | 8.09 | 8.25 | 8.33 | 8.43 | 8.41 | 8.32 | 8.38 | 8.32 | | 8.3 |
09/22 | | 8.02 | 8.17 | 8.25 | 8.34 | 8.27 | 8.2 | 8.26 | 8.22 | | 8.2 |
09/21 | | 8.1 | 8.18 | 8.26 | 8.32 | 8.26 | 8.19 | 8.24 | 8.2 | | 8.19 |
09/20 | | 8.08 | 8.17 | 8.22 | 8.27 | 8.23 | 8.14 | 8.18 | 8.15 | | 8.15 |
09/19 | | 7.92 | 8.05 | 8.07 | 8.14 | 8.13 | 8.05 | 8.11 | 8.09 | | 8.09 |
09/18 | | 7.87 | 8.04 | 8.08 | 8.13 | 8.08 | 8.04 | 8.11 | 8.1 | | 8.09 |
09/15 | | 7.78 | 7.94 | 7.99 | 8.06 | 8.03 | 8.01 | 8.09 | 8.09 | | 8.08 |
09/14 | | 7.83 | 7.98 | 8.03 | 8.09 | 8.08 | 8.05 | 8.12 | 8.13 | | 8.12 |
09/13 | | 7.85 | 8.01 | 8.11 | 8.2 | 8.16 | 8.11 | 8.18 | 8.18 | | 8.15 |
09/12 | | 7.88 | 8.02 | 8.1 | 8.18 | 8.13 | 8.07 | 8.16 | 8.13 | | 8.09 |
09/11 | | 7.95 | 8.07 | 8.1 | 8.2 | 8.17 | 8.1 | 8.16 | 8.13 | | 8.07 |
09/08 | | 8.04 | 8.2 | 8.2 | 8.27 | 8.23 | 8.14 | 8.19 | 8.14 | | 8.07 |
09/07 | | 8.07 | 8.24 | 8.26 | 8.35 | 8.28 | 8.19 | 8.22 | 8.17 | | 8.11 |
09/06 | | 8.09 | 8.27 | 8.29 | 8.35 | 8.31 | 8.19 | 8.21 | 8.17 | | 8.11 |
09/05 | | 8.15 | 8.26 | 8.31 | 8.37 | 8.34 | 8.21 | 8.23 | 8.19 | | 8.14 |
09/01 | | 8.12 | 8.19 | 8.23 | 8.37 | 8.32 | 8.18 | 8.23 | 8.19 | | 8.14 |
08/31 | | 8.16 | 8.21 | 8.28 | 8.42 | 8.37 | 8.27 | 8.3 | 8.26 | | 8.21 |
08/30 | | 8.14 | 8.24 | 8.34 | 8.41 | 8.37 | 8.28 | 8.29 | 8.25 | | 8.2 |
08/29 | | 8.17 | 8.29 | 8.37 | 8.44 | 8.41 | 8.3 | 8.31 | 8.27 | | 8.21 |
08/28 | | 8.26 | 8.35 | 8.36 | 8.41 | 8.37 | 8.29 | 8.3 | 8.27 | | 8.23 |
08/25 | | 8.23 | 8.32 | 8.32 | 8.34 | 8.32 | 8.23 | 8.24 | 8.21 | | 8.18 |
08/24 | | 8.24 | 8.31 | 8.32 | 8.32 | 8.3 | 8.23 | 8.24 | 8.2 | | 8.16 |
08/23 | | 8.28 | 8.35 | 8.38 | 8.37 | 8.36 | 8.23 | 8.29 | 8.25 | | 8.19 |
08/22 | | 8.33 | 8.45 | 8.45 | 8.43 | 8.39 | 8.35 | 8.33 | 8.29 | | 8.25 |
08/21 | | 8.2 | 8.34 | 8.35 | 8.32 | 8.27 | 8.27 | 8.24 | 8.2 | | 8.18 |
08/18 | | 8.13 | 8.29 | 8.29 | 8.26 | 8.24 | 8.2 | 8.17 | 8.15 | | 8.15 |
08/17 | | 8.15 | 8.26 | 8.31 | 8.26 | 8.22 | 8.2 | 8.2 | 8.18 | | 8.16 |
08/16 | | 8.22 | 8.23 | 8.22 | 8.17 | 8.15 | 8.11 | 8.13 | 8.12 | | 8.13 |
08/15 | | 8.31 | 8.31 | 8.33 | 8.29 | 8.26 | 8.24 | 8.23 | 8.21 | | 8.19 |
08/14 | | 8.32 | 8.17 | 8.33 | 8.31 | 8.28 | 8.27 | 8.28 | 8.24 | | 8.23 |
08/11 | | 8.22 | 8.08 | 8.18 | 8.12 | 8.1 | 8.1 | 8.08 | 8.09 | | 8.13 |
08/10 | | 8.13 | 8 | 8.08 | 7.99 | 7.97 | 7.96 | 7.98 | 8.02 | | 8.08 |
08/09 | | 8.18 | 8.01 | 8.1 | 7.99 | 7.98 | 7.96 | 7.98 | 8.05 | | 8.12 |
08/08 | | 8.22 | 8.08 | 8.08 | 7.96 | 7.94 | 7.95 | 7.96 | 8 | | 8.08 |
08/07 | | 8.21 | 8.18 | 8.16 | 8.01 | 8.05 | 7.98 | 7.98 | 8.03 | | 8.08 |
08/04 | | 8.13 | 8.09 | 8.05 | 7.92 | 7.98 | 7.94 | 7.95 | 8 | | 8.08 |
08/03 | | 7.9 | 7.8 | 7.69 | 7.6 | 7.66 | 7.64 | 7.71 | 7.8 | | 7.9 |
08/02 | | 7.89 | 7.74 | 7.63 | 7.53 | 7.59 | 7.57 | 7.65 | 7.76 | | 7.84 |
08/01 | | 7.89 | 7.73 | 7.61 | 7.46 | 7.51 | 7.49 | 7.6 | 7.74 | | 7.83 |
07/31 | | 8.04 | 7.83 | 7.65 | 7.53 | 7.58 | 7.56 | 7.68 | 7.82 | | 7.92 |
07/28 | | 8.12 | 7.89 | 7.69 | 7.56 | 7.62 | 7.6 | 7.72 | 7.87 | | 7.99 |
07/27 | | 8.17 | 7.96 | 7.77 | 7.65 | 7.7 | 7.69 | 7.8 | 7.92 | | 8.03 |
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 |
---|
1988 | % |
10/24 | | 7.77 | 8.04 | 8.19 | 8.42 | 8.48 | 8.54 | 8.72 | 8.83 | | 8.93 |