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
2006%
02/274.484.624.764.764.744.714.664.614.594.744.55
02/244.454.64.734.734.744.74.644.64.584.714.52
02/234.444.594.734.734.724.74.634.584.564.74.51
02/224.444.574.74.694.684.664.574.554.534.684.48
02/214.424.564.734.734.714.684.594.584.574.724.53
02/174.394.544.694.684.664.644.554.544.544.714.51
02/164.384.554.694.694.694.674.594.594.594.774.57
02/154.394.554.74.74.714.684.64.64.614.784.58
02/144.424.554.724.714.694.684.614.614.624.84.6
02/134.384.554.714.74.684.664.584.584.584.764.56
02/104.364.534.74.74.694.674.594.594.594.764.55
02/094.324.524.674.664.664.624.554.554.544.724.51
02/084.344.54.674.664.644.614.554.554.564.75
02/074.334.494.674.654.614.574.524.544.574.73
02/064.324.484.684.664.624.574.514.524.554.69
02/034.314.484.634.624.594.544.54.514.544.7
02/024.324.484.624.614.594.544.514.534.574.76
02/014.334.474.64.64.594.544.514.524.574.77
01/314.374.474.594.584.544.494.474.494.534.74
01/304.184.484.624.594.524.474.464.494.544.77
01/274.194.454.554.544.514.464.454.474.524.75
01/264.174.454.544.524.494.454.444.464.534.76
01/254.224.424.544.514.464.414.414.434.494.72
01/244.244.44.514.464.374.334.324.344.44.63
01/233.984.384.54.454.354.314.34.314.364.59
01/203.954.354.484.444.374.324.314.324.374.59
01/193.984.354.474.434.374.324.314.334.384.61
01/184.044.354.464.424.334.294.284.34.344.58
01/174.114.384.474.424.334.284.274.294.344.57
01/134.134.334.434.44.344.294.284.34.364.59
01/124.164.324.434.424.394.354.354.374.424.66
01/114.164.34.454.444.444.394.394.414.464.7
01/104.154.294.424.424.414.364.364.384.434.68
01/094.094.234.44.394.364.324.324.344.384.63
01/064.064.224.394.384.364.324.324.334.384.63
01/054.054.24.374.364.324.294.294.314.364.61
01/044.034.194.374.354.314.284.284.314.364.6
01/034.054.164.44.384.344.34.34.324.374.62