| ------------ 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 | 386.933 | -38.99 | -1.28 | -2.08 | 0.80 | -0.70 | -1.01 | |
| 短期(1-3) | 234.974 | -6.32 | -0.32 | -0.84 | 0.52 | -0.09 | -0.15 | |
| 中期(3-7) | 340.847 | -20.74 | -0.45 | -1.04 | 0.60 | 0.00 | -0.19 | |
| 長期(7- ) | 597.762 | -60.05 | -2.05 | -3.05 | 1.00 | -1.26 | -1.72 | |
| 長期(7-11)*2 | 200.242 | -37.73 | -1.33 | -2.17 | 0.85 | 0.11 | -0.18 | |
| 超長期(11-)*2 | 276.437 | -71.02 | -2.41 | -3.49 | 1.08 | -1.93 | -2.46 | |
| 国債 | 400.512 | -42.37 | -1.48 | -2.30 | 0.82 | -0.91 | -1.13 | |
| 短期(1-3) | 222.612 | -7.31 | -0.42 | -0.94 | 0.52 | -0.17 | -0.19 | |
| 中期(3-7) | 340.446 | -24.14 | -0.63 | -1.25 | 0.62 | -0.19 | -0.21 | |
| 長期(7- ) | 613.163 | -62.90 | -2.23 | -3.26 | 1.03 | -1.50 | -1.86 | |
| 長期(7-11)*2 | 198.982 | -39.27 | -1.47 | -2.34 | 0.88 | -0.11 | -0.18 | |
| 超長期(11-)*2 | 277.268 | -73.96 | -2.59 | -3.69 | 1.10 | -2.14 | -2.62 | |
| 地方債 | 403.003 | -19.22 | -0.53 | -1.18 | 0.65 | 0.37 | -0.39 | |
| 政保債 | 382.464 | -19.55 | -0.66 | -1.32 | 0.65 | -0.30 | -0.75 | |
| 金融債 | 274.488 | 0.05 | 0.75 | 0.64 | 0.11 | 0.63 | 0.06 | |
| 事業債 | 401.725 | -27.61 | 0.08 | -0.60 | 0.68 | 0.66 | -0.53 | |
| 円建外債 | 345.436 | -14.68 | -0.50 | -1.23 | 0.73 | 0.77 | -0.60 | |
| MBS*3 | 129.261 | -22.67 | -0.47 | -1.24 | 0.77 | 0.47 | 0.19 | |
| ABS*4 | 114.151 | -21.19 | -0.11 | -0.75 | 0.64 | -0.05 | -0.44 | |
| 除くMBS | 386.950 | -39.22 | -1.29 | -2.09 | 0.80 | -0.72 | -1.03 | |
| 短期(1-3) | 234.974 | -6.32 | -0.32 | -0.84 | 0.52 | -0.09 | -0.15 | |
| 中期(3-7) | 340.847 | -20.74 | -0.45 | -1.04 | 0.60 | 0.00 | -0.19 | |
| 長期(7- ) | 601.128 | -61.05 | -2.10 | -3.10 | 1.01 | -1.30 | -1.77 | |
| 長期(7-11)*2 | 200.242 | -37.73 | -1.33 | -2.17 | 0.85 | 0.11 | -0.18 | |
| 超長期(11-)*2 | 279.905 | -72.97 | -2.49 | -3.58 | 1.09 | -2.02 | -2.57 | |
| 除くABS | 386.977 | -39.00 | -1.28 | -2.08 | 0.80 | -0.70 | -1.01 | |
| 短期(1-3) | 234.944 | -6.32 | -0.32 | -0.84 | 0.52 | -0.09 | -0.15 | |
| 中期(3-7) | 340.846 | -20.74 | -0.45 | -1.04 | 0.60 | 0.00 | -0.19 | |
| 長期(7- ) | 597.781 | -60.06 | -2.05 | -3.05 | 1.00 | -1.26 | -1.72 | |
| 長期(7-11)*2 | 200.240 | -37.73 | -1.33 | -2.17 | 0.85 | 0.11 | -0.18 | |
| 超長期(11-)*2 | 276.438 | -71.02 | -2.41 | -3.49 | 1.08 | -1.93 | -2.46 | |
| 除くMBS・ABS | 386.995 | -39.23 | -1.29 | -2.09 | 0.80 | -0.72 | -1.03 | |
| 短期(1-3) | 234.944 | -6.32 | -0.32 | -0.84 | 0.52 | -0.09 | -0.15 | |
| 中期(3-7) | 340.846 | -20.74 | -0.45 | -1.04 | 0.60 | 0.00 | -0.19 | |
| 長期(7- ) | 601.149 | -61.06 | -2.10 | -3.10 | 1.01 | -1.30 | -1.77 | |
| 長期(7-11)*2 | 200.240 | -37.73 | -1.33 | -2.17 | 0.85 | 0.11 | -0.18 | |
| 超長期(11-)*2 | 279.906 | -72.97 | -2.49 | -3.58 | 1.09 | -2.02 | -2.57 | |
| 除く国債* | 176.247 | -21.88 | -0.30 | -0.96 | 0.66 | 0.40 | -0.43 | |
| 短期(1-3)* | 132.991 | -2.20 | 0.13 | -0.40 | 0.53 | 0.25 | 0.00 | |
| 中期(3-7)* | 167.200 | -6.72 | 0.33 | -0.18 | 0.51 | 0.75 | -0.10 | |
| 長期(7- )* | 250.582 | -42.50 | -0.96 | -1.79 | 0.83 | 0.22 | -0.87 | |
| 長期(7-11)*2 | 204.248 | -30.05 | -0.61 | -1.31 | 0.70 | 1.16 | -0.18 | |
| 超長期(11-)*2 | 262.281 | -50.60 | -1.20 | -2.11 | 0.91 | -0.40 | -1.33 | |
| SDGs債*5 | 102.639 | -28.56 | -0.79 | -1.04 | 0.25 | 0.11 | -0.63 | |
| SDGs債 (除くABS)*5 | 102.770 | -28.36 | -0.82 | -1.06 | 0.24 | 0.14 | -0.63 | |
| 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 | 1000929 | 107.30 | 107.47 | 9.85 | 0.86 | 0.10 | 0.10 | 9.37 | 9.35 | 9.34 | 4 | |
| 短期(1-3) | 208404 | 101.23 | 101.34 | 1.98 | 0.53 | -0.09 | -0.09 | 1.97 | 1.97 | 1.97 | 4 | |
| 中期(3-7) | 278592 | 103.31 | 103.44 | 4.80 | 0.62 | -0.06 | -0.07 | 4.74 | 4.74 | 4.74 | 5 | |
| 長期(7- ) | 513933 | 111.93 | 112.14 | 15.79 | 1.12 | 0.26 | 0.26 | 14.39 | 14.37 | 14.35 | 3 | |
| 長期(7-11) | 175489 | 108.08 | 108.28 | 8.70 | 0.92 | 0.02 | 0.02 | 8.39 | 8.39 | 8.39 | 4 | |
| 超長期(11-) | 338445 | 113.92 | 114.14 | 19.46 | 1.23 | 0.38 | 0.38 | 17.35 | 17.31 | 17.28 | 3 | |
| 国債 | 829308 | 108.13 | 108.31 | 10.36 | 0.89 | 0.07 | 0.08 | 9.81 | 9.80 | 9.79 | 0 | |
| 短期(1-3) | 167904 | 101.31 | 101.43 | 1.96 | 0.52 | -0.13 | -0.14 | 1.95 | 1.95 | 1.95 | 0 | |
| 中期(3-7) | 223266 | 103.70 | 103.83 | 4.81 | 0.64 | -0.12 | -0.12 | 4.75 | 4.75 | 4.75 | 0 | |
| 長期(7- ) | 438138 | 113.01 | 113.23 | 16.42 | 1.17 | 0.23 | 0.25 | 14.88 | 14.86 | 14.84 | 0 | |
| 長期(7-11) | 145190 | 108.85 | 109.05 | 8.72 | 0.96 | -0.02 | -0.02 | 8.40 | 8.40 | 8.40 | 0 | |
| 超長期(11-) | 292948 | 115.07 | 115.30 | 20.23 | 1.27 | 0.35 | 0.37 | 17.92 | 17.89 | 17.87 | 0 | |
| 地方債 | 64771 | 104.07 | 104.20 | 7.66 | 0.68 | 0.13 | 0.13 | 7.43 | 7.42 | 7.42 | 14 | |
| 政保債 | 23068 | 104.04 | 104.21 | 7.61 | 0.68 | 0.10 | 0.10 | 7.29 | 7.28 | 7.28 | 10 | |
| 金融債 | 4276 | 100.16 | 100.19 | 2.95 | 0.11 | 0.06 | 0.06 | 2.94 | 2.94 | 2.94 | 18 | |
| 事業債 | 59510 | 102.94 | 103.11 | 7.94 | 0.70 | 0.34 | 0.34 | 7.53 | 7.51 | 7.52 | 35 | |
| 円建外債 | 4680 | 99.81 | 100.01 | 4.24 | 0.73 | 0.84 | 0.84 | 4.11 | 4.09 | 4.11 | 95 | |
| MBS | 14549 | 102.13 | 102.15 | 5.94 | 0.78 | 0.68 | 0.25 | 5.81 | 5.81 | 5.57 | 20 | |
| ABS | 767 | 99.79 | 99.95 | 5.77 | 0.64 | 0.62 | 0.62 | 5.51 | 5.49 | 5.50 | 69 | |
| 除くMBS | 986380 | 107.38 | 107.55 | 9.91 | 0.86 | 0.10 | 0.10 | 9.42 | 9.40 | 9.40 | 4 | |
| 短期(1-3) | 208404 | 101.23 | 101.34 | 1.98 | 0.53 | -0.09 | -0.09 | 1.97 | 1.97 | 1.97 | 4 | |
| 中期(3-7) | 278592 | 103.31 | 103.44 | 4.80 | 0.62 | -0.06 | -0.07 | 4.74 | 4.74 | 4.74 | 5 | |
| 長期(7- ) | 499384 | 112.21 | 112.43 | 16.07 | 1.13 | 0.25 | 0.26 | 14.62 | 14.59 | 14.58 | 3 | |
| 長期(7-11) | 175489 | 108.08 | 108.28 | 8.70 | 0.92 | 0.02 | 0.02 | 8.39 | 8.39 | 8.39 | 4 | |
| 超長期(11-) | 323896 | 114.45 | 114.68 | 20.07 | 1.25 | 0.36 | 0.39 | 17.81 | 17.77 | 17.75 | 2 | |
| 除くABS | 1000162 | 107.31 | 107.48 | 9.86 | 0.86 | 0.10 | 0.10 | 9.37 | 9.36 | 9.35 | 4 | |
| 短期(1-3) | 208216 | 101.23 | 101.34 | 1.98 | 0.53 | -0.09 | -0.09 | 1.97 | 1.97 | 1.97 | 4 | |
| 中期(3-7) | 278213 | 103.31 | 103.44 | 4.80 | 0.62 | -0.06 | -0.07 | 4.74 | 4.74 | 4.74 | 5 | |
| 長期(7- ) | 513733 | 111.93 | 112.14 | 15.79 | 1.12 | 0.26 | 0.26 | 14.39 | 14.37 | 14.35 | 3 | |
| 長期(7-11) | 175348 | 108.09 | 108.29 | 8.70 | 0.92 | 0.02 | 0.02 | 8.39 | 8.39 | 8.39 | 4 | |
| 超長期(11-) | 338385 | 113.93 | 114.14 | 19.46 | 1.23 | 0.38 | 0.38 | 17.35 | 17.31 | 17.28 | 3 | |
| 除くMBS・ABS | 985613 | 107.38 | 107.55 | 9.92 | 0.86 | 0.10 | 0.10 | 9.42 | 9.41 | 9.40 | 4 | |
| 短期(1-3) | 208216 | 101.23 | 101.34 | 1.98 | 0.53 | -0.09 | -0.09 | 1.97 | 1.97 | 1.97 | 4 | |
| 中期(3-7) | 278213 | 103.31 | 103.44 | 4.80 | 0.62 | -0.06 | -0.07 | 4.74 | 4.74 | 4.74 | 5 | |
| 長期(7- ) | 499184 | 112.22 | 112.44 | 16.08 | 1.13 | 0.25 | 0.26 | 14.62 | 14.60 | 14.58 | 3 | |
| 長期(7-11) | 175348 | 108.09 | 108.29 | 8.70 | 0.92 | 0.02 | 0.02 | 8.39 | 8.39 | 8.39 | 4 | |
| 超長期(11-) | 323836 | 114.46 | 114.68 | 20.07 | 1.25 | 0.36 | 0.39 | 17.81 | 17.77 | 17.75 | 2 | |
| 除く国債 | 171621 | 103.28 | 103.42 | 7.39 | 0.68 | 0.26 | 0.23 | 7.11 | 7.09 | 7.07 | 24 | |
| 短期(1-3) | 40501 | 100.88 | 100.99 | 2.06 | 0.54 | 0.10 | 0.10 | 2.05 | 2.05 | 2.05 | 23 | |
| 中期(3-7) | 55325 | 101.74 | 101.86 | 4.77 | 0.52 | 0.16 | 0.16 | 4.71 | 4.71 | 4.71 | 27 | |
| 長期(7- ) | 75795 | 105.68 | 105.85 | 12.15 | 0.88 | 0.43 | 0.35 | 11.37 | 11.34 | 11.30 | 21 | |
| 長期(7-11) | 30299 | 104.41 | 104.57 | 8.61 | 0.73 | 0.22 | 0.23 | 8.35 | 8.34 | 8.35 | 25 | |
| 超長期(11-) | 45496 | 106.53 | 106.70 | 14.50 | 0.97 | 0.56 | 0.43 | 13.34 | 13.30 | 13.22 | 18 | |
| SDGs債 | 2298 | 99.76 | 99.82 | 8.06 | 0.25 | 0.30 | 0.30 | 7.84 | 7.82 | 7.83 | 30 | |
| SDGs債 (除くABS) | 2157 | 99.83 | 99.89 | 8.09 | 0.24 | 0.27 | 0.27 | 7.87 | 7.86 | 7.87 | 27 | |
NOMURA-BPIのホームページに戻る