| ------------ 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 | 386.474 | 2.46 | -3.44 | -4.22 | 0.78 | -0.63 | -3.44 | |
| 短期(1-3) | 234.879 | -0.02 | -0.30 | -0.79 | 0.49 | -0.11 | -0.30 | |
| 中期(3-7) | 340.807 | 12.22 | -0.11 | -0.70 | 0.58 | -0.02 | -0.11 | |
| 長期(7- ) | 596.563 | -1.46 | -6.24 | -7.23 | 0.99 | -1.12 | -6.24 | |
| 長期(7-11)*2 | 200.297 | 15.75 | -1.83 | -2.68 | 0.85 | 0.11 | -1.83 | |
| 超長期(11-)*2 | 275.571 | -10.03 | -8.43 | -9.49 | 1.06 | -1.72 | -8.43 | |
| 国債 | 399.893 | 2.12 | -3.78 | -4.59 | 0.81 | -0.83 | -3.78 | |
| 短期(1-3) | 222.469 | -0.12 | -0.38 | -0.87 | 0.49 | -0.20 | -0.38 | |
| 中期(3-7) | 340.299 | 13.43 | -0.18 | -0.79 | 0.61 | -0.18 | -0.18 | |
| 長期(7- ) | 611.706 | -2.38 | -6.62 | -7.64 | 1.02 | -1.33 | -6.62 | |
| 長期(7-11)*2 | 199.003 | 15.58 | -1.91 | -2.78 | 0.88 | -0.06 | -1.91 | |
| 超長期(11-)*2 | 276.284 | -10.93 | -8.86 | -9.95 | 1.08 | -1.92 | -8.86 | |
| 地方債 | 403.033 | 3.10 | -2.09 | -2.72 | 0.63 | 0.27 | -2.09 | |
| 政保債 | 382.154 | 1.12 | -2.21 | -2.86 | 0.65 | -0.31 | -2.21 | |
| 金融債 | 274.599 | 0.05 | 0.06 | -0.06 | 0.12 | 0.49 | 0.06 | |
| 事業債 | 402.160 | 6.45 | -1.58 | -2.24 | 0.66 | 0.59 | -1.58 | |
| 円建外債 | 348.702 | 11.55 | 1.04 | 0.32 | 0.72 | 1.71 | 1.04 | |
| MBS*3 | 129.350 | 3.13 | -1.16 | -1.88 | 0.72 | 0.41 | -1.16 | |
| ABS*4 | 114.351 | 8.03 | -0.50 | -1.13 | 0.63 | 0.18 | -0.50 | |
| 除くMBS | 386.481 | 2.45 | -3.47 | -4.25 | 0.78 | -0.65 | -3.47 | |
| 短期(1-3) | 234.879 | -0.02 | -0.30 | -0.79 | 0.49 | -0.11 | -0.30 | |
| 中期(3-7) | 340.807 | 12.22 | -0.11 | -0.70 | 0.58 | -0.02 | -0.11 | |
| 長期(7- ) | 599.878 | -1.59 | -6.38 | -7.37 | 0.99 | -1.16 | -6.38 | |
| 長期(7-11)*2 | 200.297 | 15.75 | -1.83 | -2.68 | 0.85 | 0.11 | -1.83 | |
| 超長期(11-)*2 | 278.984 | -10.56 | -8.73 | -9.80 | 1.07 | -1.81 | -8.73 | |
| 除くABS | 386.517 | 2.45 | -3.44 | -4.22 | 0.78 | -0.63 | -3.44 | |
| 短期(1-3) | 234.849 | -0.02 | -0.30 | -0.79 | 0.49 | -0.11 | -0.30 | |
| 中期(3-7) | 340.805 | 12.22 | -0.11 | -0.70 | 0.58 | -0.02 | -0.11 | |
| 長期(7- ) | 596.581 | -1.47 | -6.25 | -7.23 | 0.99 | -1.12 | -6.25 | |
| 長期(7-11)*2 | 200.294 | 15.75 | -1.83 | -2.68 | 0.85 | 0.11 | -1.83 | |
| 超長期(11-)*2 | 275.572 | -10.03 | -8.43 | -9.49 | 1.06 | -1.72 | -8.43 | |
| 除くMBS・ABS | 386.525 | 2.44 | -3.47 | -4.26 | 0.78 | -0.65 | -3.47 | |
| 短期(1-3) | 234.849 | -0.02 | -0.30 | -0.79 | 0.49 | -0.11 | -0.30 | |
| 中期(3-7) | 340.805 | 12.22 | -0.11 | -0.70 | 0.58 | -0.02 | -0.11 | |
| 長期(7- ) | 599.898 | -1.59 | -6.38 | -7.37 | 0.99 | -1.16 | -6.38 | |
| 長期(7-11)*2 | 200.294 | 15.75 | -1.83 | -2.68 | 0.85 | 0.11 | -1.83 | |
| 超長期(11-)*2 | 278.986 | -10.56 | -8.73 | -9.80 | 1.07 | -1.81 | -8.73 | |
| 除く国債* | 176.357 | 4.19 | -1.71 | -2.35 | 0.64 | 0.35 | -1.71 | |
| 短期(1-3)* | 133.068 | 0.42 | 0.04 | -0.47 | 0.51 | 0.25 | 0.04 | |
| 中期(3-7)* | 167.396 | 7.11 | 0.17 | -0.33 | 0.50 | 0.67 | 0.17 | |
| 長期(7- )* | 250.649 | 4.16 | -3.90 | -4.70 | 0.80 | 0.19 | -3.90 | |
| 長期(7-11)*2 | 204.481 | 16.58 | -1.46 | -2.14 | 0.69 | 0.95 | -1.46 | |
| 超長期(11-)*2 | 262.205 | -3.86 | -5.47 | -6.35 | 0.88 | -0.31 | -5.47 | |
| SDGs債*5 | 102.678 | 5.29 | -2.03 | -2.29 | 0.26 | 0.12 | -2.03 | |
| SDGs債 (除くABS)*5 | 102.808 | 4.92 | -2.08 | -2.32 | 0.25 | 0.15 | -2.08 | |
| 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 | 1013732 | 106.89 | 107.09 | 9.87 | 0.84 | 0.11 | 0.12 | 9.35 | 9.33 | 9.32 | 4 | |
| 短期(1-3) | 212789 | 101.17 | 101.29 | 1.98 | 0.50 | -0.08 | -0.08 | 1.97 | 1.97 | 1.97 | 4 | |
| 中期(3-7) | 279101 | 103.25 | 103.38 | 4.81 | 0.61 | -0.06 | -0.06 | 4.74 | 4.75 | 4.74 | 5 | |
| 長期(7- ) | 521841 | 111.18 | 111.44 | 15.79 | 1.10 | 0.28 | 0.28 | 14.37 | 14.34 | 14.32 | 3 | |
| 長期(7-11) | 178686 | 108.01 | 108.21 | 8.71 | 0.92 | 0.03 | 0.03 | 8.40 | 8.40 | 8.40 | 4 | |
| 超長期(11-) | 343155 | 112.83 | 113.12 | 19.48 | 1.20 | 0.40 | 0.40 | 17.34 | 17.30 | 17.28 | 3 | |
| 国債 | 840526 | 107.67 | 107.87 | 10.38 | 0.88 | 0.09 | 0.09 | 9.79 | 9.78 | 9.77 | 0 | |
| 短期(1-3) | 170909 | 101.25 | 101.35 | 1.96 | 0.50 | -0.12 | -0.12 | 1.95 | 1.95 | 1.95 | 0 | |
| 中期(3-7) | 224695 | 103.60 | 103.73 | 4.81 | 0.63 | -0.11 | -0.11 | 4.75 | 4.75 | 4.75 | 0 | |
| 長期(7- ) | 444923 | 112.19 | 112.46 | 16.42 | 1.15 | 0.25 | 0.27 | 14.85 | 14.83 | 14.81 | 0 | |
| 長期(7-11) | 148175 | 108.77 | 108.97 | 8.74 | 0.96 | -0.01 | -0.01 | 8.41 | 8.41 | 8.41 | 0 | |
| 超長期(11-) | 296748 | 113.90 | 114.20 | 20.26 | 1.24 | 0.38 | 0.40 | 17.93 | 17.89 | 17.87 | 0 | |
| 地方債 | 65591 | 103.84 | 104.02 | 7.73 | 0.66 | 0.14 | 0.14 | 7.48 | 7.47 | 7.47 | 13 | |
| 政保債 | 22388 | 103.89 | 104.16 | 7.63 | 0.68 | 0.12 | 0.12 | 7.28 | 7.27 | 7.26 | 10 | |
| 金融債 | 4178 | 100.18 | 100.21 | 2.98 | 0.12 | 0.05 | 0.05 | 2.97 | 2.97 | 2.97 | 17 | |
| 事業債 | 60892 | 102.80 | 102.99 | 7.89 | 0.68 | 0.32 | 0.32 | 7.46 | 7.44 | 7.44 | 32 | |
| 円建外債 | 4602 | 100.59 | 100.76 | 4.16 | 0.73 | 0.63 | 0.64 | 4.04 | 4.02 | 4.03 | 73 | |
| MBS | 14732 | 101.99 | 102.01 | 5.95 | 0.76 | 0.67 | 0.25 | 5.82 | 5.81 | 5.60 | 19 | |
| ABS | 823 | 99.83 | 99.99 | 5.74 | 0.63 | 0.59 | 0.59 | 5.49 | 5.46 | 5.48 | 65 | |
| 除くMBS | 999000 | 106.97 | 107.16 | 9.93 | 0.84 | 0.11 | 0.11 | 9.40 | 9.38 | 9.38 | 3 | |
| 短期(1-3) | 212789 | 101.17 | 101.29 | 1.98 | 0.50 | -0.08 | -0.08 | 1.97 | 1.97 | 1.97 | 4 | |
| 中期(3-7) | 279101 | 103.25 | 103.38 | 4.81 | 0.61 | -0.06 | -0.06 | 4.74 | 4.75 | 4.74 | 5 | |
| 長期(7- ) | 507109 | 111.44 | 111.71 | 16.08 | 1.11 | 0.27 | 0.28 | 14.60 | 14.57 | 14.56 | 3 | |
| 長期(7-11) | 178686 | 108.01 | 108.21 | 8.71 | 0.92 | 0.03 | 0.03 | 8.40 | 8.40 | 8.40 | 4 | |
| 超長期(11-) | 328423 | 113.31 | 113.62 | 20.09 | 1.22 | 0.39 | 0.41 | 17.81 | 17.77 | 17.75 | 2 | |
| 除くABS | 1012908 | 106.90 | 107.10 | 9.87 | 0.84 | 0.11 | 0.12 | 9.35 | 9.34 | 9.33 | 4 | |
| 短期(1-3) | 212567 | 101.17 | 101.29 | 1.98 | 0.50 | -0.08 | -0.08 | 1.97 | 1.97 | 1.97 | 4 | |
| 中期(3-7) | 278730 | 103.25 | 103.39 | 4.81 | 0.60 | -0.06 | -0.06 | 4.74 | 4.75 | 4.74 | 5 | |
| 長期(7- ) | 521611 | 111.18 | 111.44 | 15.80 | 1.10 | 0.28 | 0.28 | 14.37 | 14.34 | 14.33 | 3 | |
| 長期(7-11) | 178516 | 108.02 | 108.22 | 8.71 | 0.92 | 0.03 | 0.03 | 8.40 | 8.40 | 8.40 | 4 | |
| 超長期(11-) | 343095 | 112.83 | 113.12 | 19.48 | 1.20 | 0.40 | 0.40 | 17.34 | 17.30 | 17.28 | 3 | |
| 除くMBS・ABS | 998176 | 106.97 | 107.17 | 9.93 | 0.84 | 0.11 | 0.11 | 9.40 | 9.39 | 9.38 | 3 | |
| 短期(1-3) | 212567 | 101.17 | 101.29 | 1.98 | 0.50 | -0.08 | -0.08 | 1.97 | 1.97 | 1.97 | 4 | |
| 中期(3-7) | 278730 | 103.25 | 103.39 | 4.81 | 0.60 | -0.06 | -0.06 | 4.74 | 4.75 | 4.74 | 5 | |
| 長期(7- ) | 506879 | 111.45 | 111.72 | 16.08 | 1.11 | 0.27 | 0.28 | 14.60 | 14.57 | 14.56 | 3 | |
| 長期(7-11) | 178516 | 108.02 | 108.22 | 8.71 | 0.92 | 0.03 | 0.03 | 8.40 | 8.40 | 8.40 | 4 | |
| 超長期(11-) | 328363 | 113.31 | 113.62 | 20.09 | 1.22 | 0.39 | 0.41 | 17.81 | 17.77 | 17.75 | 2 | |
| 除く国債 | 173205 | 103.13 | 103.31 | 7.40 | 0.67 | 0.26 | 0.22 | 7.10 | 7.09 | 7.07 | 22 | |
| 短期(1-3) | 41881 | 100.86 | 101.03 | 2.06 | 0.52 | 0.08 | 0.08 | 2.05 | 2.05 | 2.05 | 20 | |
| 中期(3-7) | 54407 | 101.79 | 101.93 | 4.77 | 0.51 | 0.14 | 0.14 | 4.72 | 4.71 | 4.72 | 25 | |
| 長期(7- ) | 76918 | 105.32 | 105.53 | 12.17 | 0.86 | 0.43 | 0.36 | 11.37 | 11.34 | 11.30 | 20 | |
| 長期(7-11) | 30511 | 104.31 | 104.52 | 8.60 | 0.72 | 0.22 | 0.23 | 8.35 | 8.34 | 8.35 | 24 | |
| 超長期(11-) | 46407 | 105.97 | 106.19 | 14.51 | 0.95 | 0.56 | 0.44 | 13.32 | 13.29 | 13.21 | 18 | |
| SDGs債 | 2982 | 99.73 | 99.80 | 8.41 | 0.26 | 0.29 | 0.29 | 8.10 | 8.08 | 8.09 | 27 | |
| SDGs債 (除くABS) | 2794 | 99.79 | 99.85 | 8.46 | 0.25 | 0.27 | 0.27 | 8.15 | 8.14 | 8.14 | 25 | |
NOMURA-BPIのホームページに戻る