------------ 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 | 360.027 | 39.13 | -9.72 | -10.56 | 0.84 | -3.08 | -2.76 | |
短期(1-3) | 233.441 | 1.15 | -1.45 | -1.85 | 0.40 | -0.37 | -0.49 | |
中期(3-7) | 335.617 | 21.76 | -4.93 | -5.58 | 0.65 | -0.92 | -1.15 | |
長期(7- ) | 526.409 | 64.46 | -15.74 | -16.86 | 1.12 | -5.36 | -4.54 | |
長期(7-11)*2 | 193.087 | 62.67 | -8.01 | -9.01 | 1.00 | -1.24 | -1.29 | |
超長期(11-)*2 | 231.444 | 65.56 | -20.43 | -21.62 | 1.20 | -7.78 | -6.44 | |
国債 | 370.333 | 40.38 | -10.23 | -11.09 | 0.86 | -3.32 | -3.00 | |
短期(1-3) | 220.731 | 1.10 | -1.48 | -1.88 | 0.40 | -0.42 | -0.54 | |
中期(3-7) | 334.457 | 21.90 | -4.99 | -5.64 | 0.66 | -0.97 | -1.24 | |
長期(7- ) | 536.475 | 65.16 | -16.26 | -17.41 | 1.15 | -5.61 | -4.81 | |
長期(7-11)*2 | 191.613 | 62.86 | -8.03 | -9.04 | 1.01 | -1.28 | -1.38 | |
超長期(11-)*2 | 230.222 | 66.55 | -21.21 | -22.44 | 1.23 | -8.15 | -6.80 | |
地方債 | 387.921 | 36.71 | -7.06 | -7.68 | 0.63 | -1.64 | -1.48 | |
政保債 | 362.192 | 35.44 | -8.80 | -9.56 | 0.76 | -2.65 | -2.18 | |
金融債 | 272.860 | 8.75 | -2.62 | -2.93 | 0.31 | -0.36 | -0.55 | |
事業債 | 386.232 | 27.86 | -6.59 | -7.37 | 0.77 | -1.75 | -1.28 | |
円建外債 | 357.350 | 16.43 | -1.84 | -2.91 | 1.07 | 1.02 | 1.13 | |
MBS*3 | 123.689 | 37.50 | -8.00 | -8.68 | 0.67 | -2.29 | -2.09 | |
ABS*4 | 113.437 | 29.74 | -4.97 | -5.73 | 0.75 | -0.58 | -0.72 | |
除くMBS | 359.907 | 39.15 | -9.74 | -10.58 | 0.84 | -3.09 | -2.77 | |
短期(1-3) | 233.441 | 1.15 | -1.45 | -1.85 | 0.40 | -0.37 | -0.49 | |
中期(3-7) | 335.617 | 21.76 | -4.93 | -5.58 | 0.65 | -0.92 | -1.15 | |
長期(7- ) | 528.232 | 65.12 | -15.93 | -17.06 | 1.13 | -5.43 | -4.60 | |
長期(7-11)*2 | 193.082 | 62.72 | -8.01 | -9.02 | 1.00 | -1.24 | -1.29 | |
超長期(11-)*2 | 233.093 | 66.64 | -20.91 | -22.13 | 1.22 | -7.99 | -6.61 | |
除くABS | 360.052 | 39.14 | -9.72 | -10.56 | 0.84 | -3.08 | -2.76 | |
短期(1-3) | 233.405 | 1.15 | -1.45 | -1.85 | 0.40 | -0.37 | -0.49 | |
中期(3-7) | 335.608 | 21.75 | -4.93 | -5.58 | 0.65 | -0.92 | -1.16 | |
長期(7- ) | 526.406 | 64.46 | -15.74 | -16.86 | 1.12 | -5.36 | -4.55 | |
長期(7-11)*2 | 193.080 | 62.67 | -8.01 | -9.01 | 1.00 | -1.24 | -1.29 | |
超長期(11-)*2 | 231.442 | 65.56 | -20.43 | -21.63 | 1.20 | -7.78 | -6.44 | |
除くMBS・ABS | 359.932 | 39.15 | -9.75 | -10.59 | 0.84 | -3.09 | -2.77 | |
短期(1-3) | 233.405 | 1.15 | -1.45 | -1.85 | 0.40 | -0.37 | -0.49 | |
中期(3-7) | 335.608 | 21.75 | -4.93 | -5.58 | 0.65 | -0.92 | -1.16 | |
長期(7- ) | 528.230 | 65.12 | -15.93 | -17.06 | 1.13 | -5.43 | -4.61 | |
長期(7-11)*2 | 193.075 | 62.72 | -8.01 | -9.02 | 1.00 | -1.24 | -1.29 | |
超長期(11-)*2 | 233.091 | 66.64 | -20.91 | -22.13 | 1.22 | -7.99 | -6.61 | |
除く国債* | 169.606 | 32.12 | -6.89 | -7.60 | 0.70 | -1.74 | -1.44 | |
短期(1-3)* | 133.259 | 1.36 | -1.31 | -1.73 | 0.42 | -0.13 | -0.22 | |
中期(3-7)* | 166.280 | 21.12 | -4.70 | -5.31 | 0.61 | -0.67 | -0.77 | |
長期(7- )* | 230.367 | 59.50 | -11.99 | -12.94 | 0.95 | -3.53 | -2.66 | |
長期(7-11)*2 | 198.673 | 61.41 | -7.86 | -8.81 | 0.95 | -0.95 | -0.68 | |
超長期(11-)*2 | 232.703 | 58.27 | -14.65 | -15.60 | 0.94 | -5.14 | -3.89 | |
SDGs債*5 | 98.648 | 31.90 | -6.92 | -7.53 | 0.61 | -1.76 | -1.47 | |
SDGs債 (除くABS)*5 | 98.721 | 31.82 | -6.94 | -7.54 | 0.61 | -1.77 | -1.48 | |
SDGs債/E*5 | 99.230 | 29.56 | -6.53 | -7.12 | 0.59 | -1.59 | -1.34 | |
SDGs債/E (除くABS)*5 | 99.333 | 29.46 | -6.54 | -7.13 | 0.59 | -1.60 | -1.35 | |
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 | 1145390 | 96.15 | 96.32 | 10.21 | 0.81 | 1.00 | 0.97 | 8.70 | 8.64 | 8.65 | 4 | |
短期(1-3) | 230318 | 99.90 | 99.99 | 1.95 | 0.40 | 0.46 | 0.46 | 1.94 | 1.93 | 1.94 | 6 | |
中期(3-7) | 311167 | 100.30 | 100.45 | 4.80 | 0.65 | 0.60 | 0.60 | 4.72 | 4.71 | 4.72 | 5 | |
長期(7- ) | 603905 | 92.59 | 92.79 | 16.15 | 1.05 | 1.44 | 1.38 | 13.69 | 13.58 | 13.60 | 4 | |
長期(7-11) | 208915 | 101.57 | 101.80 | 8.71 | 1.03 | 0.85 | 0.85 | 8.33 | 8.29 | 8.32 | 3 | |
超長期(11-) | 394990 | 87.84 | 88.03 | 20.09 | 1.07 | 1.81 | 1.71 | 16.97 | 16.82 | 16.83 | 4 | |
国債 | 972942 | 96.09 | 96.26 | 10.71 | 0.84 | 1.00 | 0.96 | 9.08 | 9.01 | 9.02 | 1 | |
短期(1-3) | 189459 | 99.98 | 100.07 | 1.93 | 0.40 | 0.41 | 0.41 | 1.92 | 1.92 | 1.92 | 1 | |
中期(3-7) | 253407 | 100.60 | 100.75 | 4.81 | 0.66 | 0.55 | 0.55 | 4.72 | 4.71 | 4.72 | 0 | |
長期(7- ) | 530076 | 92.55 | 92.76 | 16.67 | 1.08 | 1.46 | 1.38 | 14.09 | 13.98 | 13.99 | 1 | |
長期(7-11) | 181701 | 101.92 | 102.16 | 8.72 | 1.04 | 0.81 | 0.82 | 8.34 | 8.30 | 8.33 | 0 | |
超長期(11-) | 348374 | 87.66 | 87.85 | 20.82 | 1.10 | 1.84 | 1.72 | 17.59 | 17.43 | 17.42 | 1 | |
地方債 | 66926 | 97.25 | 97.37 | 7.34 | 0.61 | 0.86 | 0.87 | 6.77 | 6.73 | 6.74 | 11 | |
政保債 | 14198 | 96.09 | 96.30 | 9.31 | 0.74 | 0.98 | 0.94 | 8.00 | 7.95 | 7.97 | 7 | |
金融債 | 3426 | 98.74 | 98.83 | 3.14 | 0.31 | 0.74 | 0.73 | 3.10 | 3.08 | 3.10 | 27 | |
事業債 | 70172 | 95.97 | 96.15 | 7.43 | 0.75 | 1.15 | 1.11 | 6.34 | 6.29 | 6.31 | 39 | |
円建外債 | 3125 | 99.22 | 99.49 | 3.63 | 1.07 | 1.30 | 1.30 | 3.47 | 3.45 | 3.47 | 79 | |
MBS | 13951 | 94.87 | 94.89 | 7.33 | 0.63 | 0.85 | 1.29 | 6.83 | 6.79 | 7.13 | 22 | |
ABS | 651 | 95.80 | 95.99 | 5.91 | 0.73 | 1.35 | 1.31 | 5.48 | 5.44 | 5.48 | 68 | |
除くMBS | 1131439 | 96.17 | 96.34 | 10.25 | 0.82 | 1.00 | 0.96 | 8.72 | 8.66 | 8.67 | 4 | |
短期(1-3) | 230318 | 99.90 | 99.99 | 1.95 | 0.40 | 0.46 | 0.46 | 1.94 | 1.93 | 1.94 | 6 | |
中期(3-7) | 311167 | 100.30 | 100.45 | 4.80 | 0.65 | 0.60 | 0.60 | 4.72 | 4.71 | 4.72 | 5 | |
長期(7- ) | 589954 | 92.53 | 92.74 | 16.36 | 1.06 | 1.46 | 1.39 | 13.86 | 13.75 | 13.76 | 3 | |
長期(7-11) | 208737 | 101.57 | 101.80 | 8.71 | 1.03 | 0.85 | 0.85 | 8.33 | 8.30 | 8.33 | 3 | |
超長期(11-) | 381216 | 87.58 | 87.78 | 20.54 | 1.08 | 1.84 | 1.72 | 17.37 | 17.21 | 17.21 | 3 | |
除くABS | 1144739 | 96.15 | 96.32 | 10.21 | 0.81 | 1.00 | 0.97 | 8.70 | 8.64 | 8.65 | 4 | |
短期(1-3) | 230145 | 99.90 | 99.99 | 1.95 | 0.40 | 0.46 | 0.45 | 1.94 | 1.93 | 1.94 | 6 | |
中期(3-7) | 310869 | 100.30 | 100.45 | 4.80 | 0.65 | 0.60 | 0.60 | 4.72 | 4.70 | 4.72 | 5 | |
長期(7- ) | 603725 | 92.59 | 92.79 | 16.15 | 1.05 | 1.44 | 1.38 | 13.69 | 13.58 | 13.60 | 4 | |
長期(7-11) | 208814 | 101.57 | 101.80 | 8.71 | 1.03 | 0.85 | 0.85 | 8.33 | 8.29 | 8.32 | 3 | |
超長期(11-) | 394911 | 87.84 | 88.03 | 20.09 | 1.07 | 1.81 | 1.71 | 16.97 | 16.82 | 16.83 | 4 | |
除くMBS・ABS | 1130788 | 96.17 | 96.34 | 10.25 | 0.82 | 1.00 | 0.96 | 8.72 | 8.66 | 8.67 | 4 | |
短期(1-3) | 230145 | 99.90 | 99.99 | 1.95 | 0.40 | 0.46 | 0.45 | 1.94 | 1.93 | 1.94 | 6 | |
中期(3-7) | 310869 | 100.30 | 100.45 | 4.80 | 0.65 | 0.60 | 0.60 | 4.72 | 4.70 | 4.72 | 5 | |
長期(7- ) | 589774 | 92.53 | 92.74 | 16.36 | 1.06 | 1.46 | 1.39 | 13.86 | 13.75 | 13.76 | 3 | |
長期(7-11) | 208636 | 101.57 | 101.81 | 8.72 | 1.03 | 0.85 | 0.85 | 8.33 | 8.30 | 8.33 | 3 | |
超長期(11-) | 381138 | 87.58 | 87.78 | 20.55 | 1.08 | 1.84 | 1.72 | 17.37 | 17.21 | 17.21 | 3 | |
除く国債 | 172448 | 96.50 | 96.65 | 7.38 | 0.68 | 0.99 | 1.02 | 6.56 | 6.52 | 6.56 | 25 | |
短期(1-3) | 40859 | 99.52 | 99.62 | 2.01 | 0.42 | 0.67 | 0.67 | 2.00 | 1.99 | 2.00 | 27 | |
中期(3-7) | 57760 | 99.00 | 99.14 | 4.77 | 0.60 | 0.80 | 0.80 | 4.70 | 4.68 | 4.70 | 25 | |
長期(7- ) | 73829 | 92.87 | 93.05 | 12.39 | 0.89 | 1.35 | 1.40 | 10.81 | 10.73 | 10.81 | 24 | |
長期(7-11) | 27213 | 99.21 | 99.43 | 8.62 | 0.95 | 1.07 | 1.06 | 8.26 | 8.22 | 8.26 | 25 | |
超長期(11-) | 46616 | 89.16 | 89.33 | 14.59 | 0.85 | 1.53 | 1.62 | 12.47 | 12.36 | 12.47 | 23 | |
SDGs債 | 18772 | 96.88 | 97.04 | 7.24 | 0.59 | 0.98 | 0.96 | 6.54 | 6.50 | 6.52 | 23 | |
SDGs債 (除くABS) | 18449 | 96.91 | 97.07 | 7.25 | 0.59 | 0.98 | 0.95 | 6.55 | 6.51 | 6.53 | 22 | |
SDGs債/E | 22028 | 97.00 | 97.16 | 6.88 | 0.57 | 0.97 | 0.95 | 6.23 | 6.19 | 6.21 | 24 | |
SDGs債/E (除くABS) | 21706 | 97.03 | 97.18 | 6.88 | 0.57 | 0.96 | 0.94 | 6.23 | 6.19 | 6.21 | 23 | |
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