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
2009%
02/190.220.30.510.671.011.381.892.282.853.923.68
02/180.230.310.50.640.971.331.812.182.743.773.54
02/170.260.320.480.610.871.221.652.052.643.73.47
02/130.230.290.460.610.971.371.882.292.893.913.68
02/120.250.290.430.580.891.281.732.142.753.713.47
02/110.220.30.460.60.931.321.762.172.783.693.45
02/100.240.310.440.60.921.311.792.232.93.773.54
02/090.220.320.470.61.051.51.992.423.073.913.69
02/060.210.280.440.570.991.441.972.43.053.943.7
02/050.210.290.430.540.981.41.892.322.953.863.63
02/040.260.30.40.530.981.421.912.322.953.883.65
02/030.280.320.40.530.961.371.882.282.893.883.64
02/020.190.270.390.510.891.271.752.162.763.753.47
01/300.150.240.360.510.941.321.852.272.873.863.58
01/290.140.230.350.510.951.341.872.282.873.853.57
01/280.080.190.330.480.891.221.72.12.713.733.44
01/270.050.130.320.470.871.151.591.992.593.573.26
01/260.020.140.340.470.851.211.672.092.73.713.39
01/230.030.110.30.460.831.161.642.052.653.653.32
01/220.030.10.290.420.751.111.612.022.623.613.25
01/210.030.110.30.430.781.121.61.992.563.513.15
01/200.040.130.30.420.731.061.481.852.43.32.97
01/160.040.120.290.430.731.051.471.832.363.222.89
01/150.030.110.290.420.731.011.361.712.233.162.86
01/140.070.120.280.420.731.031.361.712.243.172.89
01/130.020.110.290.430.761.071.441.82.333.33
01/120.040.120.290.430.741.091.451.812.343.32.99
01/090.030.070.280.430.751.111.511.882.433.393.04
01/080.040.090.280.440.831.161.61.952.473.43.04
01/070.030.110.290.440.821.151.662.022.523.413.05
01/060.050.140.310.450.81.11.682.072.513.413.04
01/050.050.140.320.430.781.081.672.072.493.373
01/020.040.080.280.40.881.141.722.072.463.222.83