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
2016%
11/100.30.480.590.720.921.171.561.922.152.582.94
11/090.30.450.560.720.91.121.491.842.072.522.88
11/080.280.430.560.710.871.041.341.651.882.292.63
11/070.280.410.540.630.820.991.291.61.832.262.6
11/040.250.380.520.620.80.951.241.551.792.222.56
11/030.240.380.520.640.810.981.261.581.822.252.6
11/020.240.370.510.640.810.981.261.571.812.222.56
11/010.240.350.50.650.830.991.31.611.832.242.58
10/310.20.340.510.660.8611.311.621.842.252.58
10/280.180.30.490.660.861.021.331.631.862.272.62
10/270.190.30.490.680.871.041.331.641.852.262.6
10/260.250.330.490.670.861.011.31.591.792.22.53
10/250.220.340.490.660.8611.291.561.772.172.5
10/240.230.330.460.660.8411.271.561.772.182.52
10/210.250.340.470.660.840.981.251.531.742.152.48
10/200.250.350.480.660.840.981.261.551.762.172.5
10/190.250.350.480.650.810.961.241.541.762.182.51
10/180.260.340.470.660.820.961.241.541.752.182.51
10/170.240.340.470.650.810.981.261.561.772.192.52
10/140.260.320.460.660.8411.281.581.82.222.55
10/130.260.30.450.660.8511.271.561.752.152.48
10/120.260.370.490.680.870.991.311.61.792.192.51
10/110.270.350.480.690.871.031.31.581.772.172.5
10/070.260.330.460.660.830.991.261.551.732.142.46
10/060.260.330.460.650.8611.281.581.752.142.46
10/050.260.320.480.650.850.981.261.541.722.112.44
10/040.280.330.480.640.820.951.221.511.692.082.4
10/030.250.320.480.630.80.911.181.461.632.012.34
09/300.20.290.450.590.770.881.141.421.61.992.32
09/290.120.260.430.590.730.851.121.391.561.952.28
09/280.140.270.440.60.750.871.131.411.571.962.29
09/270.160.260.420.580.750.861.121.391.561.962.28
09/260.120.250.420.580.760.871.131.411.5922.32
09/230.090.180.40.60.770.91.161.441.622.022.34
09/220.10.180.390.60.790.911.181.461.632.022.34
09/210.120.220.440.610.790.921.21.481.662.062.39
09/200.170.30.490.610.790.931.21.51.692.092.43
09/190.160.30.480.60.790.921.221.521.72.12.45
09/160.20.30.50.610.770.911.211.511.72.12.44
09/150.20.290.490.60.740.871.21.511.712.132.48
09/140.240.330.520.620.770.91.211.521.72.12.44
09/130.250.360.540.630.80.951.261.561.732.122.47
09/120.240.370.530.570.790.921.211.51.682.052.4
09/090.240.350.510.580.790.931.231.511.672.052.39
09/080.260.350.50.570.780.911.191.461.611.982.32
09/070.250.340.490.570.740.861.121.391.541.892.23
09/060.240.320.450.560.740.861.131.41.551.92.24
09/020.250.330.450.590.80.921.21.471.61.952.28
09/010.270.330.470.60.780.911.181.441.571.92.23
08/310.260.330.470.610.80.921.191.451.581.92.23
08/300.230.330.470.610.80.921.181.441.571.912.23
08/290.250.330.490.620.810.921.181.431.571.92.22
08/260.280.340.470.620.840.961.231.491.621.962.29
08/250.280.330.460.60.780.891.161.431.581.912.27
08/240.280.310.460.590.760.871.131.41.561.892.24
08/230.280.30.450.580.740.861.151.41.551.882.24
08/220.240.290.450.580.760.861.151.41.551.882.24
08/190.270.30.440.590.760.881.171.431.581.932.29
08/180.270.30.440.580.710.811.121.381.531.892.26
08/170.270.30.460.580.740.861.151.411.561.92.27
08/160.270.270.450.570.760.871.161.421.571.922.29
08/150.260.310.460.560.720.851.141.41.551.92.27