美元超国家机构债券收益率（USD）
拟合即期曲线，截至 2026-10-07
https://bondscovery.com/zh/yield-curve/usd-supranational
美元超国家机构债券收益率（USD）（截至 2026-10-07）：10Y为5.30%，拟合曲线1M–15Y（4.33%–5.59%），共176只债券。实时图表、成分债券与远期利率见bondScovery。
| 剩余期限 | 拟合收益率 | 远期利率 |
|---|---|---|
| 1M | 4.33% | — |
| 3M | 4.39% | 4.42% |
| 6M | 4.49% | 4.68% |
| 9M | 4.59% | 4.93% |
| 12M | 4.68% | 4.93% |
| 18M | 4.80% | 5.13% |
| 2Y | 4.89% | 5.23% |
| 3Y | 5.00% | 5.29% |
| 4Y | 5.05% | 5.32% |
| 5Y | 5.10% | 5.40% |
| 6Y | 5.17% | 5.60% |
| 7Y | 5.23% | 5.75% |
| 8Y | 5.27% | 5.69% |
| 9Y | 5.29% | 5.57% |
| 10Y | 5.30% | 5.52% |
| 15Y | 5.59% | 6.66% |
2年期、10年期与10年−2年利差走势
截至 2026-10-07，2年期收益率为4.89%，10年期为5.30%，10年−2年利差+41个基点，曲线呈正向倾斜。下方图表与表格记录了两者的变化。
每月取一个更新日的2年期、10年期拟合收益率及其利差。查看今日全部倒挂曲线 →
| 期限 | 最新2026-10-07 | 1个月前2026-09-07 | 2个月前2026-08-07 | 3个月前2026-07-09 | 4个月前2026-06-09 | 5个月前2026-05-11 | 6个月前2026-04-10 |
|---|---|---|---|---|---|---|---|
| 2Y | 4.89% | 4.41% | 4.25% | 4.21% | 4.19% | 3.98% | 3.90% |
| 10Y | 5.30% | 4.83% | 4.69% | 4.62% | 4.61% | 4.51% | 4.43% |
| 10Y − 2Y | +41 bp | +42 bp | +44 bp | +40 bp | +42 bp | +53 bp | +53 bp |
曲线的成分债券
构成这条曲线的194只债券中的30只，按期限分布选取。
| 发行人 | 收益率 | 剩余期限 | 票息 | ISIN |
|---|---|---|---|---|
| EIB | 4.43% | 2026-10-26 | 0.75% | US298785JP29 |
| Ibrd | 3.66% | 2026-10-27 | 1.88% | US459058FT50 |
| Afdb | 4.33% | 2027-01-04 | 4.62% | US00828EEY14 |
| ADB | 4.25% | 2027-01-12 | 2.62% | US045167DU47 |
| Afdb | 4.45% | 2027-02-25 | 4.12% | US00828EEZ88 |
| EIB | 4.30% | 2027-03-15 | 1.38% | US298785JQ02 |
| EIB | 4.45% | 2027-05-24 | 2.38% | US298785HM16 |
| IDA | 4.59% | 2027-06-10 | 0.75% | XS2187525196 |
| Aiib | 4.73% | 2027-09-14 | 3.75% | US04522KAH95 |
| IDB | 4.67% | 2027-09-16 | 0.62% | US4581X0DQ82 |
| IDB | 4.83% | 2028-01-12 | 4.00% | US4581X0EH74 |
| ADB | 4.83% | 2028-01-19 | 2.75% | US045167EG44 |
| Ibrd | 4.78% | 2028-07-12 | 3.50% | US459058KT95 |
| IFC | 4.81% | 2028-07-13 | 4.50% | US45950KDD90 |
| Isdb | 5.13% | 2029-05-15 | 4.75% | XS2817911170 |
| CEB | 5.00% | 2029-05-21 | 4.00% | US222213BL31 |
| Ibrd | 4.99% | 2030-05-14 | 0.88% | US459058JC89 |
| ADB | 4.97% | 2030-05-30 | 4.12% | US045167GL11 |
| Ibrd | 4.97% | 2031-04-10 | 4.50% | US459058LF82 |
| Aiib | 5.01% | 2031-04-22 | 3.88% | US04522KAT34 |
| ADB | 5.07% | 2032-04-27 | 3.12% | US045167FN85 |
| Ibrd | 5.13% | 2032-05-06 | 4.00% | US459058LU59 |
| ADB | 5.25% | 2033-06-14 | 3.88% | US04517PBT84 |
| EIB | 5.27% | 2033-08-16 | 4.38% | US298785KT22 |
| EIB | 5.28% | 2035-02-12 | 4.62% | US298785KH83 |
| IDA | 5.30% | 2035-02-12 | 4.50% | US45939E2D10 |
| Aiib | 5.33% | 2035-05-21 | 4.50% | US04522KAQ94 |
| Afdb | 5.34% | 2035-06-12 | 4.50% | US00828EFJ38 |
| EIB | 4.91% | 2036-04-23 | 4.45% | EU000A4ETDD4 |
| IDB | 5.59% | 2041-10-28 | 3.88% | US4581X0BT40 |