| ------------ 各時点からの投資収益率(%) ------------ | ||||||||
|---|---|---|---|---|---|---|---|---|
| 累積投資 | 前日 | -------- 前月末 -------- | 前年度末 | 前年末 | ||||
| 収益指数 | TOTAL | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | ||
| 総合 | 391.901 | 22.78 | -3.13 | -3.96 | 0.83 | 1.09 | 2.25 | |
| 短期(1-3) | 235.586 | -6.21 | -1.09 | -1.70 | 0.61 | -0.15 | -0.08 | |
| 中期(3-7) | 342.562 | -12.59 | -3.91 | -4.52 | 0.61 | -0.15 | 0.12 | |
| 長期(7- ) | 609.973 | 50.62 | -3.45 | -4.46 | 1.01 | 2.17 | 4.23 | |
| 長期(7-11)*2 | 202.029 | -6.46 | -5.01 | -5.81 | 0.80 | 0.35 | 1.10 | |
| 超長期(11-)*2 | 283.640 | 78.46 | -2.69 | -3.80 | 1.11 | 3.09 | 5.81 | |
| 国債 | 406.253 | 24.85 | -3.57 | -4.42 | 0.85 | 1.14 | 2.43 | |
| 短期(1-3) | 223.329 | -7.26 | -1.31 | -1.91 | 0.60 | -0.21 | -0.12 | |
| 中期(3-7) | 342.481 | -15.30 | -4.71 | -5.34 | 0.63 | -0.24 | 0.10 | |
| 長期(7- ) | 626.648 | 54.12 | -3.76 | -4.80 | 1.04 | 2.25 | 4.46 | |
| 長期(7-11)*2 | 200.953 | -7.80 | -6.01 | -6.83 | 0.82 | 0.34 | 1.17 | |
| 超長期(11-)*2 | 284.919 | 82.63 | -2.73 | -3.87 | 1.13 | 3.14 | 6.01 | |
| 地方債 | 405.012 | 13.68 | -0.71 | -1.43 | 0.72 | 0.82 | 1.31 | |
| 政保債 | 385.509 | 19.06 | -1.19 | -1.89 | 0.70 | 0.77 | 1.37 | |
| 金融債 | 274.357 | 0.03 | 0.04 | -0.08 | 0.11 | 0.29 | 0.28 | |
| 事業債 | 404.038 | 13.32 | -0.40 | -1.14 | 0.74 | 0.96 | 1.48 | |
| 円建外債 | 347.801 | 1.73 | -1.83 | -2.56 | 0.73 | 0.99 | 1.22 | |
| MBS*3 | 129.514 | -3.82 | -3.23 | -4.04 | 0.81 | 0.60 | 1.15 | |
| ABS*4 | 114.889 | -3.75 | 0.21 | -0.39 | 0.60 | 0.24 | 0.63 | |
| 除くMBS | 391.978 | 23.13 | -3.13 | -3.96 | 0.83 | 1.10 | 2.27 | |
| 短期(1-3) | 235.586 | -6.21 | -1.09 | -1.70 | 0.61 | -0.15 | -0.08 | |
| 中期(3-7) | 342.562 | -12.59 | -3.91 | -4.52 | 0.61 | -0.15 | 0.12 | |
| 長期(7- ) | 613.703 | 51.99 | -3.46 | -4.47 | 1.02 | 2.21 | 4.31 | |
| 長期(7-11)*2 | 202.029 | -6.46 | -5.01 | -5.81 | 0.80 | 0.35 | 1.10 | |
| 超長期(11-)*2 | 287.469 | 81.59 | -2.67 | -3.79 | 1.12 | 3.18 | 5.99 | |
| 除くABS | 391.947 | 22.80 | -3.14 | -3.96 | 0.83 | 1.09 | 2.25 | |
| 短期(1-3) | 235.557 | -6.21 | -1.09 | -1.70 | 0.61 | -0.15 | -0.08 | |
| 中期(3-7) | 342.561 | -12.59 | -3.91 | -4.53 | 0.61 | -0.15 | 0.12 | |
| 長期(7- ) | 609.993 | 50.63 | -3.45 | -4.46 | 1.01 | 2.17 | 4.23 | |
| 長期(7-11)*2 | 202.026 | -6.45 | -5.02 | -5.82 | 0.80 | 0.35 | 1.10 | |
| 超長期(11-)*2 | 283.641 | 78.46 | -2.69 | -3.80 | 1.11 | 3.09 | 5.81 | |
| 除くMBS・ABS | 392.025 | 23.16 | -3.13 | -3.96 | 0.83 | 1.10 | 2.27 | |
| 短期(1-3) | 235.557 | -6.21 | -1.09 | -1.70 | 0.61 | -0.15 | -0.08 | |
| 中期(3-7) | 342.561 | -12.59 | -3.91 | -4.53 | 0.61 | -0.15 | 0.12 | |
| 長期(7- ) | 613.725 | 52.01 | -3.46 | -4.47 | 1.02 | 2.21 | 4.31 | |
| 長期(7-11)*2 | 202.026 | -6.45 | -5.02 | -5.82 | 0.80 | 0.35 | 1.10 | |
| 超長期(11-)*2 | 287.471 | 81.59 | -2.67 | -3.79 | 1.12 | 3.18 | 5.99 | |
| 除く国債* | 177.184 | 12.12 | -0.89 | -1.61 | 0.71 | 0.82 | 1.32 | |
| 短期(1-3)* | 132.996 | -1.76 | -0.15 | -0.79 | 0.64 | 0.08 | 0.09 | |
| 中期(3-7)* | 167.396 | -1.42 | -0.60 | -1.16 | 0.56 | 0.20 | 0.21 | |
| 長期(7- )* | 253.293 | 28.54 | -1.46 | -2.32 | 0.86 | 1.66 | 2.81 | |
| 長期(7-11)*2 | 205.100 | 0.11 | -0.13 | -0.85 | 0.71 | 0.35 | 0.81 | |
| 超長期(11-)*2 | 266.290 | 48.14 | -2.38 | -3.33 | 0.95 | 2.60 | 4.25 | |
| SDGs債*5 | 103.370 | 14.42 | -2.00 | -2.31 | 0.31 | 1.12 | 2.11 | |
| SDGs債 (除くABS)*5 | 103.484 | 16.57 | -2.34 | -2.65 | 0.31 | 1.15 | 2.22 | |
| 1983年12月末の投資収益指数を100として計算。 | |
| ただし | |
| * | は1993年12月末を100 |
| *2 | は1995年12月末を100 |
| *3 | は2003年03月末を100 |
| *4 | は2008年03月末を100 |
| *5 | は2017年12月末を100 |
| として計算。 | |
| 額面 | 単価 | 利含単価 | 残存 | 利率 | 単利 | 複利 | Dur | M-Dur | E-Dur | Tspd | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| (10億円) | (円) | (円) | (年) | (%) | (%) | (%) | (年) | (bp) | ||||
| 総合 | 977948 | 109.57 | 109.82 | 9.72 | 0.91 | -0.01 | -0.02 | 9.39 | 9.38 | 9.37 | 4 | |
| 短期(1-3) | 198196 | 101.46 | 101.64 | 1.89 | 0.62 | -0.16 | -0.16 | 1.88 | 1.88 | 1.88 | 5 | |
| 中期(3-7) | 280333 | 103.83 | 104.02 | 4.72 | 0.64 | -0.15 | -0.16 | 4.65 | 4.66 | 4.65 | 6 | |
| 長期(7- ) | 499419 | 116.01 | 116.31 | 15.64 | 1.18 | 0.10 | 0.10 | 14.37 | 14.36 | 14.33 | 3 | |
| 長期(7-11) | 174093 | 109.01 | 109.26 | 8.65 | 0.88 | -0.11 | -0.12 | 8.35 | 8.35 | 8.35 | 5 | |
| 超長期(11-) | 325326 | 119.75 | 120.09 | 19.37 | 1.34 | 0.21 | 0.21 | 17.30 | 17.28 | 17.24 | 3 | |
| 国債 | 811104 | 110.57 | 110.83 | 10.22 | 0.94 | -0.05 | -0.05 | 9.84 | 9.83 | 9.82 | 0 | |
| 短期(1-3) | 160289 | 101.53 | 101.71 | 1.87 | 0.61 | -0.20 | -0.20 | 1.86 | 1.86 | 1.86 | 0 | |
| 中期(3-7) | 224631 | 104.22 | 104.41 | 4.71 | 0.66 | -0.21 | -0.22 | 4.65 | 4.65 | 4.65 | 0 | |
| 長期(7- ) | 426184 | 117.33 | 117.65 | 16.27 | 1.22 | 0.07 | 0.08 | 14.86 | 14.85 | 14.82 | 0 | |
| 長期(7-11) | 143406 | 109.75 | 110.02 | 8.66 | 0.91 | -0.16 | -0.17 | 8.35 | 8.36 | 8.35 | 0 | |
| 超長期(11-) | 282778 | 121.17 | 121.52 | 20.13 | 1.38 | 0.18 | 0.20 | 17.85 | 17.82 | 17.79 | 0 | |
| 地方債 | 63325 | 105.46 | 105.65 | 7.60 | 0.76 | 0.07 | 0.07 | 7.43 | 7.42 | 7.41 | 20 | |
| 政保債 | 24458 | 105.39 | 105.57 | 7.55 | 0.74 | 0.02 | 0.02 | 7.36 | 7.36 | 7.35 | 13 | |
| 金融債 | 4897 | 100.23 | 100.26 | 2.95 | 0.11 | 0.04 | 0.04 | 2.94 | 2.94 | 2.94 | 25 | |
| 事業債 | 54711 | 104.59 | 104.81 | 7.84 | 0.77 | 0.24 | 0.24 | 7.56 | 7.54 | 7.55 | 36 | |
| 円建外債 | 4925 | 101.28 | 101.50 | 4.57 | 0.74 | 0.50 | 0.51 | 4.45 | 4.44 | 4.45 | 71 | |
| MBS | 13738 | 103.18 | 103.21 | 5.73 | 0.86 | 0.72 | 0.14 | 5.63 | 5.62 | 5.26 | 22 | |
| ABS | 790 | 101.13 | 101.31 | 5.33 | 0.61 | 0.38 | 0.39 | 5.17 | 5.15 | 5.16 | 57 | |
| 除くMBS | 964210 | 109.66 | 109.91 | 9.78 | 0.91 | -0.02 | -0.02 | 9.44 | 9.43 | 9.42 | 4 | |
| 短期(1-3) | 198196 | 101.46 | 101.64 | 1.89 | 0.62 | -0.16 | -0.16 | 1.88 | 1.88 | 1.88 | 5 | |
| 中期(3-7) | 280333 | 103.83 | 104.02 | 4.72 | 0.64 | -0.15 | -0.16 | 4.65 | 4.66 | 4.65 | 6 | |
| 長期(7- ) | 485681 | 116.37 | 116.68 | 15.92 | 1.19 | 0.09 | 0.10 | 14.59 | 14.58 | 14.56 | 3 | |
| 長期(7-11) | 174093 | 109.01 | 109.26 | 8.65 | 0.88 | -0.11 | -0.12 | 8.35 | 8.35 | 8.35 | 5 | |
| 超長期(11-) | 311588 | 120.48 | 120.83 | 19.98 | 1.36 | 0.19 | 0.21 | 17.74 | 17.72 | 17.69 | 2 | |
| 除くABS | 977159 | 109.58 | 109.82 | 9.72 | 0.91 | -0.01 | -0.02 | 9.39 | 9.39 | 9.37 | 4 | |
| 短期(1-3) | 197971 | 101.46 | 101.64 | 1.89 | 0.62 | -0.16 | -0.16 | 1.88 | 1.88 | 1.88 | 5 | |
| 中期(3-7) | 279961 | 103.83 | 104.02 | 4.72 | 0.64 | -0.15 | -0.16 | 4.65 | 4.66 | 4.65 | 6 | |
| 長期(7- ) | 499227 | 116.01 | 116.32 | 15.64 | 1.18 | 0.10 | 0.10 | 14.37 | 14.36 | 14.33 | 3 | |
| 長期(7-11) | 173947 | 109.02 | 109.27 | 8.65 | 0.88 | -0.11 | -0.12 | 8.35 | 8.35 | 8.35 | 5 | |
| 超長期(11-) | 325279 | 119.75 | 120.09 | 19.38 | 1.34 | 0.21 | 0.21 | 17.30 | 17.28 | 17.24 | 3 | |
| 除くMBS・ABS | 963421 | 109.67 | 109.92 | 9.78 | 0.91 | -0.02 | -0.02 | 9.44 | 9.44 | 9.42 | 4 | |
| 短期(1-3) | 197971 | 101.46 | 101.64 | 1.89 | 0.62 | -0.16 | -0.16 | 1.88 | 1.88 | 1.88 | 5 | |
| 中期(3-7) | 279961 | 103.83 | 104.02 | 4.72 | 0.64 | -0.15 | -0.16 | 4.65 | 4.66 | 4.65 | 6 | |
| 長期(7- ) | 485489 | 116.38 | 116.69 | 15.92 | 1.19 | 0.09 | 0.10 | 14.59 | 14.58 | 14.56 | 3 | |
| 長期(7-11) | 173947 | 109.02 | 109.27 | 8.65 | 0.88 | -0.11 | -0.12 | 8.35 | 8.35 | 8.35 | 5 | |
| 超長期(11-) | 311541 | 120.48 | 120.83 | 19.98 | 1.36 | 0.19 | 0.21 | 17.74 | 17.72 | 17.69 | 2 | |
| 除く国債 | 166845 | 104.68 | 104.86 | 7.28 | 0.75 | 0.18 | 0.14 | 7.09 | 7.08 | 7.05 | 26 | |
| 短期(1-3) | 37907 | 101.19 | 101.36 | 2.00 | 0.65 | 0.04 | 0.04 | 1.99 | 1.99 | 1.99 | 24 | |
| 中期(3-7) | 55702 | 102.26 | 102.41 | 4.73 | 0.57 | 0.09 | 0.09 | 4.67 | 4.67 | 4.67 | 30 | |
| 長期(7- ) | 73235 | 108.33 | 108.53 | 11.95 | 0.94 | 0.32 | 0.22 | 11.30 | 11.28 | 11.21 | 24 | |
| 長期(7-11) | 30688 | 105.55 | 105.75 | 8.60 | 0.76 | 0.13 | 0.13 | 8.34 | 8.33 | 8.34 | 30 | |
| 超長期(11-) | 42548 | 110.33 | 110.53 | 14.37 | 1.07 | 0.46 | 0.29 | 13.34 | 13.31 | 13.19 | 20 | |
| SDGs債 | 1066 | 101.10 | 101.20 | 8.37 | 0.32 | 0.23 | 0.23 | 8.19 | 8.18 | 8.18 | 34 | |
| SDGs債 (除くABS) | 985 | 101.19 | 101.28 | 8.57 | 0.31 | 0.21 | 0.22 | 8.39 | 8.37 | 8.38 | 32 | |
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