------------ 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 | 367.153 | 209.94 | 27.47 | 26.68 | 0.79 | -3.04 | 0.17 | |
短期(1-3) | 234.305 | 11.46 | 2.65 | 2.26 | 0.39 | -0.19 | 0.15 | |
中期(3-7) | 337.912 | 95.19 | 12.66 | 12.07 | 0.59 | -0.53 | 0.65 | |
長期(7- ) | 544.154 | 350.92 | 45.75 | 44.69 | 1.07 | -5.43 | -0.10 | |
長期(7-11)*2 | 194.162 | 231.18 | 30.22 | 29.32 | 0.91 | -1.99 | 0.27 | |
超長期(11-)*2 | 243.223 | 420.83 | 54.95 | 53.79 | 1.16 | -7.35 | -0.31 | |
国債 | 378.416 | 219.76 | 28.72 | 27.91 | 0.82 | -3.35 | 0.11 | |
短期(1-3) | 221.664 | 11.02 | 2.53 | 2.15 | 0.38 | -0.26 | 0.10 | |
中期(3-7) | 337.014 | 94.73 | 12.53 | 11.93 | 0.60 | -0.65 | 0.57 | |
長期(7- ) | 555.837 | 361.14 | 47.14 | 46.04 | 1.09 | -5.78 | -0.13 | |
長期(7-11)*2 | 192.861 | 232.17 | 30.32 | 29.40 | 0.92 | -2.19 | 0.19 | |
超長期(11-)*2 | 242.668 | 435.87 | 57.02 | 55.83 | 1.19 | -7.75 | -0.33 | |
地方債 | 391.358 | 167.78 | 22.46 | 21.87 | 0.59 | -1.20 | 0.63 | |
政保債 | 367.608 | 183.22 | 24.44 | 23.75 | 0.69 | -2.35 | 0.08 | |
金融債 | 273.818 | 47.98 | 7.50 | 7.31 | 0.19 | -0.12 | 0.35 | |
事業債 | 388.888 | 144.07 | 19.18 | 18.48 | 0.70 | -1.32 | 0.56 | |
円建外債 | 353.217 | 91.35 | 11.65 | 10.57 | 1.08 | 1.53 | 2.45 | |
MBS*3 | 125.495 | 162.63 | 19.39 | 18.75 | 0.64 | -1.37 | -0.04 | |
ABS*4 | 113.784 | 127.15 | 17.70 | 16.98 | 0.72 | -0.55 | 0.76 | |
除くMBS | 367.054 | 210.55 | 27.58 | 26.79 | 0.79 | -3.06 | 0.17 | |
短期(1-3) | 234.305 | 11.46 | 2.65 | 2.26 | 0.39 | -0.19 | 0.15 | |
中期(3-7) | 337.912 | 95.19 | 12.66 | 12.07 | 0.59 | -0.53 | 0.65 | |
長期(7- ) | 546.292 | 355.68 | 46.43 | 45.36 | 1.08 | -5.53 | -0.10 | |
長期(7-11)*2 | 194.157 | 231.37 | 30.25 | 29.34 | 0.91 | -1.99 | 0.27 | |
超長期(11-)*2 | 245.296 | 431.09 | 56.39 | 55.21 | 1.18 | -7.58 | -0.32 | |
除くABS | 367.182 | 209.99 | 27.48 | 26.69 | 0.79 | -3.04 | 0.17 | |
短期(1-3) | 234.270 | 11.46 | 2.65 | 2.26 | 0.39 | -0.20 | 0.15 | |
中期(3-7) | 337.905 | 95.19 | 12.66 | 12.07 | 0.59 | -0.53 | 0.65 | |
長期(7- ) | 544.155 | 350.95 | 45.76 | 44.69 | 1.07 | -5.43 | -0.10 | |
長期(7-11)*2 | 194.156 | 231.19 | 30.22 | 29.32 | 0.91 | -1.99 | 0.27 | |
超長期(11-)*2 | 243.222 | 420.84 | 54.95 | 53.79 | 1.16 | -7.35 | -0.31 | |
除くMBS・ABS | 367.083 | 210.60 | 27.59 | 26.79 | 0.79 | -3.07 | 0.17 | |
短期(1-3) | 234.270 | 11.46 | 2.65 | 2.26 | 0.39 | -0.20 | 0.15 | |
中期(3-7) | 337.905 | 95.19 | 12.66 | 12.07 | 0.59 | -0.53 | 0.65 | |
長期(7- ) | 546.294 | 355.72 | 46.44 | 45.36 | 1.08 | -5.53 | -0.10 | |
長期(7-11)*2 | 194.151 | 231.38 | 30.25 | 29.34 | 0.91 | -1.99 | 0.27 | |
超長期(11-)*2 | 245.295 | 431.10 | 56.40 | 55.22 | 1.18 | -7.58 | -0.32 | |
除く国債* | 171.053 | 155.39 | 20.56 | 19.92 | 0.65 | -1.30 | 0.52 | |
短期(1-3)* | 133.423 | 13.50 | 3.19 | 2.80 | 0.39 | 0.11 | 0.41 | |
中期(3-7)* | 166.823 | 97.28 | 13.25 | 12.69 | 0.56 | -0.02 | 0.98 | |
長期(7- )* | 234.325 | 280.15 | 36.25 | 35.39 | 0.86 | -3.02 | 0.21 | |
長期(7-11)*2 | 198.532 | 224.59 | 29.55 | 28.77 | 0.78 | -0.71 | 0.81 | |
超長期(11-)*2 | 239.343 | 314.36 | 40.41 | 39.49 | 0.91 | -4.41 | -0.13 | |
SDGs債*5 | 99.509 | 154.16 | 20.88 | 20.42 | 0.46 | -1.33 | 0.76 | |
SDGs債 (除くABS)*5 | 99.591 | 153.86 | 20.83 | 20.38 | 0.46 | -1.33 | 0.77 | |
SDGs債/E*5 | 100.015 | 137.53 | 18.87 | 18.44 | 0.43 | -1.14 | 0.70 | |
SDGs債/E (除くABS)*5 | 100.124 | 136.96 | 18.80 | 18.37 | 0.43 | -1.14 | 0.70 | |
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 | 1122125 | 98.86 | 99.08 | 10.11 | 0.77 | 0.65 | 0.64 | 8.88 | 8.84 | 8.85 | 5 | |
短期(1-3) | 224234 | 100.60 | 100.72 | 1.89 | 0.39 | 0.06 | 0.06 | 1.88 | 1.88 | 1.88 | 5 | |
中期(3-7) | 305348 | 101.55 | 101.73 | 4.71 | 0.60 | 0.27 | 0.28 | 4.64 | 4.63 | 4.64 | 5 | |
長期(7- ) | 592543 | 96.82 | 97.10 | 16.02 | 1.00 | 1.08 | 1.06 | 13.93 | 13.84 | 13.85 | 4 | |
長期(7-11) | 205392 | 102.66 | 102.94 | 8.65 | 0.91 | 0.61 | 0.61 | 8.31 | 8.28 | 8.31 | 5 | |
超長期(11-) | 387150 | 93.72 | 94.00 | 19.93 | 1.05 | 1.35 | 1.32 | 17.19 | 17.07 | 17.08 | 4 | |
国債 | 949624 | 99.03 | 99.26 | 10.59 | 0.79 | 0.63 | 0.62 | 9.26 | 9.21 | 9.22 | 1 | |
短期(1-3) | 184239 | 100.70 | 100.82 | 1.86 | 0.39 | 0.01 | 0.01 | 1.85 | 1.85 | 1.85 | 0 | |
中期(3-7) | 248744 | 101.88 | 102.06 | 4.69 | 0.60 | 0.22 | 0.22 | 4.62 | 4.61 | 4.62 | 0 | |
長期(7- ) | 516641 | 97.06 | 97.36 | 16.55 | 1.03 | 1.07 | 1.05 | 14.34 | 14.25 | 14.26 | 1 | |
長期(7-11) | 177658 | 103.20 | 103.48 | 8.67 | 0.94 | 0.57 | 0.58 | 8.32 | 8.30 | 8.32 | 1 | |
超長期(11-) | 338984 | 93.85 | 94.15 | 20.67 | 1.08 | 1.37 | 1.32 | 17.81 | 17.68 | 17.69 | 1 | |
地方債 | 67610 | 98.72 | 98.87 | 7.46 | 0.58 | 0.58 | 0.59 | 6.96 | 6.93 | 6.94 | 14 | |
政保債 | 14651 | 98.34 | 98.50 | 9.08 | 0.68 | 0.63 | 0.62 | 7.98 | 7.94 | 7.95 | 10 | |
金融債 | 3431 | 99.32 | 99.37 | 3.20 | 0.19 | 0.36 | 0.36 | 3.16 | 3.16 | 3.16 | 25 | |
事業債 | 68673 | 97.20 | 97.39 | 7.67 | 0.68 | 0.87 | 0.84 | 6.70 | 6.66 | 6.67 | 44 | |
円建外債 | 2949 | 99.01 | 99.33 | 3.89 | 1.07 | 1.26 | 1.25 | 3.71 | 3.68 | 3.71 | 109 | |
MBS | 14471 | 96.99 | 97.02 | 7.01 | 0.63 | 0.75 | 0.96 | 6.63 | 6.60 | 6.67 | 21 | |
ABS | 714 | 97.10 | 97.27 | 5.98 | 0.69 | 0.99 | 0.97 | 5.58 | 5.55 | 5.58 | 65 | |
除くMBS | 1107653 | 98.89 | 99.11 | 10.16 | 0.77 | 0.65 | 0.63 | 8.91 | 8.87 | 8.87 | 5 | |
短期(1-3) | 224234 | 100.60 | 100.72 | 1.89 | 0.39 | 0.06 | 0.06 | 1.88 | 1.88 | 1.88 | 5 | |
中期(3-7) | 305348 | 101.55 | 101.73 | 4.71 | 0.60 | 0.27 | 0.28 | 4.64 | 4.63 | 4.64 | 5 | |
長期(7- ) | 578071 | 96.82 | 97.10 | 16.24 | 1.01 | 1.09 | 1.06 | 14.11 | 14.02 | 14.03 | 4 | |
長期(7-11) | 205172 | 102.67 | 102.94 | 8.65 | 0.91 | 0.61 | 0.61 | 8.32 | 8.29 | 8.31 | 5 | |
超長期(11-) | 372899 | 93.60 | 93.89 | 20.42 | 1.06 | 1.38 | 1.33 | 17.60 | 17.48 | 17.48 | 3 | |
除くABS | 1121410 | 98.86 | 99.08 | 10.12 | 0.77 | 0.65 | 0.64 | 8.89 | 8.84 | 8.85 | 5 | |
短期(1-3) | 224047 | 100.60 | 100.72 | 1.89 | 0.39 | 0.06 | 0.06 | 1.88 | 1.88 | 1.88 | 5 | |
中期(3-7) | 305050 | 101.55 | 101.74 | 4.71 | 0.60 | 0.27 | 0.28 | 4.64 | 4.63 | 4.64 | 5 | |
長期(7- ) | 592313 | 96.82 | 97.10 | 16.02 | 1.00 | 1.08 | 1.06 | 13.93 | 13.84 | 13.85 | 4 | |
長期(7-11) | 205248 | 102.67 | 102.94 | 8.65 | 0.91 | 0.61 | 0.61 | 8.31 | 8.28 | 8.31 | 4 | |
超長期(11-) | 387065 | 93.73 | 94.00 | 19.93 | 1.05 | 1.35 | 1.32 | 17.19 | 17.07 | 17.08 | 4 | |
除くMBS・ABS | 1106939 | 98.89 | 99.11 | 10.16 | 0.77 | 0.65 | 0.63 | 8.91 | 8.87 | 8.88 | 4 | |
短期(1-3) | 224047 | 100.60 | 100.72 | 1.89 | 0.39 | 0.06 | 0.06 | 1.88 | 1.88 | 1.88 | 5 | |
中期(3-7) | 305050 | 101.55 | 101.74 | 4.71 | 0.60 | 0.27 | 0.28 | 4.64 | 4.63 | 4.64 | 5 | |
長期(7- ) | 577841 | 96.82 | 97.10 | 16.24 | 1.01 | 1.09 | 1.06 | 14.11 | 14.02 | 14.03 | 4 | |
長期(7-11) | 205028 | 102.67 | 102.95 | 8.65 | 0.91 | 0.61 | 0.61 | 8.32 | 8.29 | 8.31 | 4 | |
超長期(11-) | 372813 | 93.60 | 93.89 | 20.42 | 1.06 | 1.38 | 1.33 | 17.60 | 17.48 | 17.48 | 3 | |
除く国債 | 172500 | 97.95 | 98.10 | 7.49 | 0.63 | 0.72 | 0.73 | 6.78 | 6.74 | 6.76 | 28 | |
短期(1-3) | 39995 | 100.14 | 100.25 | 2.00 | 0.39 | 0.30 | 0.30 | 2.00 | 1.99 | 2.00 | 29 | |
中期(3-7) | 56604 | 100.13 | 100.28 | 4.78 | 0.56 | 0.52 | 0.52 | 4.71 | 4.70 | 4.71 | 29 | |
長期(7- ) | 75901 | 95.18 | 95.35 | 12.41 | 0.81 | 1.11 | 1.13 | 11.05 | 10.98 | 11.01 | 27 | |
長期(7-11) | 27735 | 99.25 | 99.45 | 8.52 | 0.76 | 0.88 | 0.87 | 8.23 | 8.19 | 8.23 | 31 | |
超長期(11-) | 48167 | 92.83 | 92.99 | 14.65 | 0.83 | 1.25 | 1.29 | 12.79 | 12.69 | 12.72 | 24 | |
SDGs債 | 12387 | 97.03 | 97.15 | 7.73 | 0.45 | 0.74 | 0.73 | 7.01 | 6.97 | 6.98 | 30 | |
SDGs債 (除くABS) | 12075 | 97.06 | 97.17 | 7.74 | 0.44 | 0.74 | 0.72 | 7.01 | 6.98 | 6.99 | 29 | |
SDGs債/E | 15698 | 97.33 | 97.43 | 7.10 | 0.42 | 0.69 | 0.68 | 6.45 | 6.42 | 6.43 | 29 | |
SDGs債/E (除くABS) | 15386 | 97.35 | 97.46 | 7.10 | 0.41 | 0.69 | 0.67 | 6.45 | 6.41 | 6.43 | 29 | |
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