市況研究社

逆イールド 長短金利の逆転

更新日: 2022年11月26日

米2年債と10年債の利回り格差

日付      米2年債利回り  米10年債利回り   利回り格差

11/25(22)    4.42%      3.68%      -0.74
11/24(22)    Thanksgiving Day
11/23(22)    4.46%      3.71%      -0.75
11/22(22)    4.47%      3.76%      -0.71
11/21(22)    4.48%      3.83%      -0.65

11/18(22)    4.51%      3.82%      -0.69
11/17(22)    4.43%      3.77%      -0.66
11/16(22)    4.35%      3.67%      -0.68
11/15(22)    4.37%      3.80%      -0.57
11/14(22)    4.40%      3.88%      -0.52

11/11(22)    Veterans Day
11/10(22)    4.34%      3.82%      -0.52 10月CPI
11/09(22)    4.61%      4.12%      -0.49
11/08(22)    4.67%      4.14%      -0.53
11/07(22)    4.72%      4.22%      -0.50

11/04(22)    4.66%      4.17%      -0.49
11/03(22)    4.71%      4.14%      -0.57
11/02(22)    4.61%      4.10%      -0.51
11/01(22)    4.54%      4.07%      -0.47
10/31(22)    4.51%      4.10%      -0.41

10/28(22)    4.41%      4.02%      -0.39
10/27(22)    4.30%      3.96%      -0.34
10/26(22)    4.39%      4.04%      -0.35
10/25(22)    4.42%      4.10%      -0.32
10/24(22)    4.50%      4.25%      -0.25

10/21(22)    4.49%      4.21%      -0.28
10/20(22)    4.62%      4.24%      -0.38
10/19(22)    4.55%      4.14%      -0.41
10/18(22)    4.43%      4.01%      -0.42
10/17(22)    4.45%      4.02%      -0.43

10/14(22)    4.48%      4.00%      -0.48
10/13(22)    4.47%      3.97%      -0.50 9月CPI
10/12(22)    4.28%      3.91%      -0.37
10/11(22)    4.30%      3.93%      -0.37
10/10(22)    Columbus Day

10/07(22)    4.30%      3.89%      -0.41
10/06(22)    4.23%      3.83%      -0.40
10/05(22)    4.15%      3.76%      -0.39
10/04(22)    4.10%      3.62%      -0.48
10/03(22)    4.12%      3.67%      -0.45

09/30(22)    4.22%      3.83%      -0.39
09/29(22)    4.16%      3.76%      -0.40
09/28(22)    4.07%      3.72%      -0.35
09/27(22)    4.30%      3.97%      -0.33
09/26(22)    4.27%      3.88%      -0.39

09/23(22)    4.20%      3.69%      -0.51
09/22(22)    4.11%      3.70%      -0.41
09/21(22)    4.02%      3.51%      -0.51
09/20(22)    3.96%      3.57%      -0.39
09/19(22)    3.95%      3.49%      -0.46

09/16(22)    3.85%      3.45%      -0.40
09/15(22)    3.87%      3.45%      -0.42
09/14(22)    3.78%      3.41%      -0.37
09/13(22)    3.75%      3.42%      -0.33 8月CPI
09/12(22)    3.58%      3.37%      -0.21

09/09(22)    3.56%      3.33%      -0.23
09/08(22)    3.48%      3.29%      -0.19
09/07(22)    3.45%      3.27%      -0.18
09/06(22)    3.50%      3.33%      -0.17
09/05(22)    Labor Day

09/02(22)    3.40%      3.20%      -0.20
09/01(22)    3.51%      3.26%      -0.25
08/31(22)    3.45%      3.15%      -0.30
08/30(22)    3.46%      3.11%      -0.35
08/29(22)    3.42%      3.12%      -0.30

08/26(22)    3.37%      3.04%      -0.33
08/25(22)    3.35%      3.03%      -0.32
08/24(22)    3.36%      3.11%      -0.25
08/23(22)    3.29%      3.05%      -0.24
08/22(22)    3.32%      3.03%      -0.29

08/19(22)    3.25%      2.98%      -0.27
08/18(22)    3.22%      2.88%      -0.34
08/17(22)    3.28%      2.89%      -0.39
08/16(22)    3.25%      2.82%      -0.43
08/15(22)    3.20%      2.79%      -0.41

08/12(22)    3.25%      2.84%      -0.41
08/11(22)    3.23%      2.87%      -0.36
08/10(22)    3.23%      2.78%      -0.45 7月CPI
08/09(22)    3.28%      2.80%      -0.48
08/08(22)    3.21%      2.77%      -0.44

08/05(22)    3.24%      2.83%      -0.41
08/04(22)    3.03%      2.68%      -0.35
08/03(22)    3.10%      2.73%      -0.37
08/02(22)    3.06%      2.75%      -0.31
08/01(22)    2.90%      2.60%      -0.30

07/29(22)    2.89%      2.67%      -0.22
07/28(22)    2.85%      2.68%      -0.17
07/27(22)    2.96%      2.78%      -0.18
07/26(22)    3.02%      2.81%      -0.21
07/25(22)    3.00%      2.81%      -0.19

07/22(22)    2.98%      2.77%      -0.21
07/21(22)    3.08%      2.91%      -0.17
07/20(22)    3.25%      3.04%      -0.21
07/19(22)    3.23%      3.01%      -0.22
07/18(22)    3.15%      2.96%      -0.19

07/15(22)    3.13%      2.93%      -0.20
07/14(22)    3.15%      2.96%      -0.19
07/13(22)    3.13%      2.91%      -0.22 6月CPI
07/12(22)    3.03%      2.96%      -0.07
07/11(22)    3.07%      2.99%      -0.08

07/08(22)    3.12%      3.09%      -0.03
07/07(22)    3.03%      3.01%      -0.02
07/06(22)    2.97%      2.93%      -0.04
07/05(22)    2.82%      2.82%       0
07/04(22)     Independence Day

07/01(22)    2.84%      2.88%      +0.04
06/30(22)    2.92%      2.98%      +0.06
06/29(22)    3.06%      3.10%      +0.04
06/28(22)    3.10%      3.20%      +0.10
06/27(22)    3.08%      3.20%      +0.12

06/24(22)    3.04%      3.13%      +0.09
06/23(22)    3.01%      3.09%      +0.08
06/22(22)    3.06%      3.16%      +0.10
06/21(22)    3.21%      3.31%      +0.10
06/20(22)     Juneteenth National Independence Day

06/17(22)    3.17%      3.25%      +0.08
06/16(22)    3.14%      3.28%      +0.14
06/15(22)    3.20%      3.33%      +0.13
06/14(22)    3.45%      3.49%      +0.04
06/13(22)    3.40%      3.43%      +0.03

06/10(22)    3.06%      3.15%      +0.09 5月CPI
06/09(22)    2.83%      3.04%      +0.21
06/08(22)    2.78%      3.03%      +0.25
06/07(22)    2.75%      2.98%      +0.23
06/06(22)    2.73%      3.04%      +0.31

06/03(22)    2.66%      2.96%      +0.30
06/02(22)    2.65%      2.92%      +0.27
06/01(22)    2.66%      2.94%      +0.28
05/31(22)    2.53%      2.85%      +0.32
05/30(22)    Memorial Day

05/27(22)    2.47%      2.74%      +0.27
05/26(22)    2.46%      2.75%      +0.29
05/25(22)    2.48%      2.75%      +0.27
05/24(22)    2.50%      2.76%      +0.26
05/23(22)    2.65%      2.86%      +0.21

05/20(22)    2.60%      2.78%      +0.18
05/19(22)    2.63%      2.84%      +0.21
05/18(22)    2.68%      2.88%      +0.20
05/17(22)    2.71%      2.98%      +0.27
05/16(22)    2.58%      2.88%      +0.30

05/13(22)    2.61%      2.93%      +0.32
05/12(22)    2.56%      2.84%      +0.28 4月CPI
05/11(22)    2.66%      2.91%      +0.25
05/10(22)    2.62%      2.99%      +0.37
05/09(22)    2.61%      3.05%      +0.44

05/06(22)    2.72%      3.12%      +0.40
05/05(22)    2.71%      3.05%      +0.34
05/04(22)    2.66%      2.93%      +0.27
05/03(22)    2.78%      2.97%      +0.19
05/02(22)    2.73%      2.99%      +0.26

04/29(22)    2.70%      2.89%      +0.19
04/28(22)    2.63%      2.85%      +0.22
04/27(22)    2.58%      2.82%      +0.24
04/26(22)    2.54%      2.77%      +0.23
04/25(22)    2.63%      2.81%      +0.18

04/22(22)    2.72%      2.90%      +0.18
04/21(22)    2.68%      2.90%      +0.22
04/20(22)    2.60%      2.85%      +0.25
04/19(22)    2.61%      2.93%      +0.32
04/18(22)    2.46%      2.85%      +0.39

04/15(22)    Good Friday
04/14(22)    2.47%      2.83%      +0.36
04/13(22)    2.37%      2.70%      +0.33
04/12(22)    2.39%      2.72%      +0.33
04/11(22)    2.50%      2.79%      +0.29

04/08(22)    2.53%      2.72%      +0.19
04/07(22)    2.47%      2.66%      +0.19
04/06(22)    2.50%      2.61%      +0.11
04/05(22)    2.51%      2.54%      +0.03
04/04(22)    2.43%      2.42%      -0.01

 

 

 

04/01(22)    2.44%      2.38%      -0.06
04/01(22)    2.44%      2.38%      +0.06
04/01(22)    2.44%      2.38%      -0.06
04/01(22)    2.44%      2.38%      -0.06
04/01(22)    2.44%      2.38%      -0.06
04/01(22)    2.44%      2.38%      -0.06