------------ 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 | 355.773 | -65.09 | -6.06 | -6.93 | 0.87 | -3.48 | -6.06 | |
短期(1-3) | 232.715 | -8.87 | -2.03 | -2.45 | 0.42 | -0.62 | -2.03 | |
中期(3-7) | 331.803 | -23.79 | -6.39 | -7.07 | 0.67 | -1.97 | -6.39 | |
長期(7- ) | 518.182 | -111.40 | -7.53 | -8.70 | 1.17 | -5.45 | -7.53 | |
長期(7-11)*2 | 189.719 | -47.05 | -8.89 | -9.93 | 1.04 | -2.90 | -8.89 | |
超長期(11-)*2 | 228.083 | -150.51 | -6.70 | -7.94 | 1.24 | -6.95 | -6.70 | |
国債 | 365.901 | -69.19 | -6.07 | -6.96 | 0.90 | -3.66 | -6.07 | |
短期(1-3) | 220.029 | -8.81 | -2.06 | -2.48 | 0.42 | -0.66 | -2.06 | |
中期(3-7) | 330.605 | -23.91 | -6.44 | -7.13 | 0.68 | -2.02 | -6.44 | |
長期(7- ) | 528.125 | -116.03 | -7.42 | -8.61 | 1.19 | -5.61 | -7.42 | |
長期(7-11)*2 | 188.248 | -47.29 | -8.93 | -9.98 | 1.05 | -2.95 | -8.93 | |
超長期(11-)*2 | 226.917 | -157.48 | -6.50 | -7.78 | 1.28 | -7.17 | -6.50 | |
地方債 | 383.107 | -41.38 | -6.58 | -7.23 | 0.65 | -2.58 | -6.58 | |
政保債 | 358.164 | -56.59 | -5.96 | -6.74 | 0.77 | -3.11 | -5.96 | |
金融債 | 271.331 | -14.05 | -3.62 | -3.97 | 0.35 | -0.91 | -3.62 | |
事業債 | 382.607 | -40.87 | -5.39 | -6.18 | 0.80 | -2.30 | -5.39 | |
円建外債 | 355.699 | -31.09 | -1.81 | -2.90 | 1.10 | 0.14 | -1.81 | |
MBS*3 | 121.833 | -46.84 | -8.35 | -9.01 | 0.66 | -3.32 | -8.35 | |
ABS*4 | 112.390 | -29.36 | -5.40 | -6.18 | 0.78 | -1.49 | -5.40 | |
除くMBS | 355.668 | -65.31 | -6.03 | -6.90 | 0.87 | -3.48 | -6.03 | |
短期(1-3) | 232.715 | -8.87 | -2.03 | -2.45 | 0.42 | -0.62 | -2.03 | |
中期(3-7) | 331.803 | -23.79 | -6.39 | -7.07 | 0.67 | -1.97 | -6.39 | |
長期(7- ) | 519.969 | -112.95 | -7.51 | -8.69 | 1.18 | -5.50 | -7.51 | |
長期(7-11)*2 | 189.712 | -47.08 | -8.89 | -9.94 | 1.04 | -2.91 | -8.89 | |
超長期(11-)*2 | 229.714 | -154.49 | -6.63 | -7.90 | 1.26 | -7.09 | -6.63 | |
除くABS | 355.796 | -65.11 | -6.06 | -6.93 | 0.87 | -3.48 | -6.06 | |
短期(1-3) | 232.680 | -8.87 | -2.03 | -2.45 | 0.42 | -0.62 | -2.03 | |
中期(3-7) | 331.794 | -23.79 | -6.39 | -7.07 | 0.67 | -1.97 | -6.39 | |
長期(7- ) | 518.179 | -111.41 | -7.53 | -8.70 | 1.17 | -5.45 | -7.53 | |
長期(7-11)*2 | 189.712 | -47.05 | -8.89 | -9.93 | 1.04 | -2.90 | -8.89 | |
超長期(11-)*2 | 228.080 | -150.52 | -6.70 | -7.94 | 1.24 | -6.95 | -6.70 | |
除くMBS・ABS | 355.691 | -65.33 | -6.03 | -6.90 | 0.87 | -3.48 | -6.03 | |
短期(1-3) | 232.680 | -8.87 | -2.03 | -2.45 | 0.42 | -0.62 | -2.03 | |
中期(3-7) | 331.794 | -23.79 | -6.39 | -7.07 | 0.67 | -1.97 | -6.39 | |
長期(7- ) | 519.967 | -112.96 | -7.51 | -8.69 | 1.18 | -5.50 | -7.51 | |
長期(7-11)*2 | 189.705 | -47.08 | -8.89 | -9.94 | 1.04 | -2.91 | -8.89 | |
超長期(11-)*2 | 229.711 | -154.50 | -6.63 | -7.90 | 1.26 | -7.09 | -6.63 | |
除く国債* | 167.745 | -42.05 | -6.02 | -6.74 | 0.72 | -2.48 | -6.02 | |
短期(1-3)* | 132.890 | -9.17 | -1.90 | -2.34 | 0.44 | -0.42 | -1.90 | |
中期(3-7)* | 164.503 | -23.24 | -6.18 | -6.80 | 0.62 | -1.72 | -6.18 | |
長期(7- )* | 226.661 | -77.84 | -8.34 | -9.33 | 0.98 | -4.28 | -8.34 | |
長期(7-11)*2 | 195.376 | -45.42 | -8.61 | -9.62 | 1.01 | -2.61 | -8.61 | |
超長期(11-)*2 | 229.036 | -98.70 | -8.17 | -9.14 | 0.96 | -5.32 | -8.17 | |
SDGs債*5 | 97.515 | -40.53 | -6.01 | -6.65 | 0.65 | -2.55 | -6.01 | |
SDGs債 (除くABS)*5 | 97.586 | -40.66 | -6.00 | -6.65 | 0.65 | -2.56 | -6.00 | |
SDGs債/E*5 | 98.146 | -38.24 | -5.80 | -6.43 | 0.63 | -2.37 | -5.80 | |
SDGs債/E (除くABS)*5 | 98.247 | -38.32 | -5.79 | -6.43 | 0.63 | -2.38 | -5.79 | |
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 | 1152385 | 94.77 | 94.98 | 10.22 | 0.83 | 1.24 | 1.20 | 8.65 | 8.58 | 8.61 | 4 | |
短期(1-3) | 230349 | 99.44 | 99.54 | 1.92 | 0.42 | 0.71 | 0.71 | 1.92 | 1.91 | 1.92 | 5 | |
中期(3-7) | 313722 | 98.98 | 99.14 | 4.78 | 0.67 | 0.90 | 0.90 | 4.70 | 4.68 | 4.70 | 5 | |
長期(7- ) | 608313 | 90.83 | 91.12 | 16.16 | 1.07 | 1.65 | 1.58 | 13.66 | 13.54 | 13.57 | 4 | |
長期(7-11) | 210425 | 99.52 | 99.77 | 8.69 | 1.05 | 1.12 | 1.12 | 8.29 | 8.25 | 8.29 | 3 | |
超長期(11-) | 397888 | 86.24 | 86.54 | 20.12 | 1.08 | 1.97 | 1.85 | 16.92 | 16.76 | 16.80 | 4 | |
国債 | 979414 | 94.69 | 94.91 | 10.73 | 0.85 | 1.24 | 1.19 | 9.04 | 8.96 | 8.99 | 1 | |
短期(1-3) | 189531 | 99.52 | 99.62 | 1.91 | 0.42 | 0.66 | 0.66 | 1.90 | 1.89 | 1.90 | 0 | |
中期(3-7) | 255016 | 99.27 | 99.44 | 4.79 | 0.68 | 0.85 | 0.85 | 4.71 | 4.69 | 4.71 | 0 | |
長期(7- ) | 534868 | 90.78 | 91.08 | 16.68 | 1.09 | 1.66 | 1.57 | 14.05 | 13.93 | 13.96 | 1 | |
長期(7-11) | 183498 | 99.81 | 100.06 | 8.70 | 1.05 | 1.09 | 1.09 | 8.30 | 8.26 | 8.30 | 0 | |
超長期(11-) | 351370 | 86.07 | 86.39 | 20.85 | 1.11 | 2.01 | 1.86 | 17.53 | 17.36 | 17.38 | 1 | |
地方債 | 66875 | 95.85 | 96.03 | 7.30 | 0.63 | 1.13 | 1.14 | 6.70 | 6.66 | 6.68 | 12 | |
政保債 | 14403 | 94.86 | 94.97 | 9.23 | 0.76 | 1.23 | 1.18 | 7.92 | 7.86 | 7.90 | 7 | |
金融債 | 3369 | 98.06 | 98.14 | 3.09 | 0.34 | 1.01 | 1.00 | 3.04 | 3.02 | 3.04 | 26 | |
事業債 | 70141 | 94.84 | 95.02 | 7.36 | 0.77 | 1.41 | 1.36 | 6.24 | 6.19 | 6.22 | 39 | |
円建外債 | 3675 | 98.56 | 98.80 | 3.53 | 1.10 | 1.56 | 1.55 | 3.35 | 3.32 | 3.35 | 78 | |
MBS | 13850 | 93.22 | 93.26 | 7.50 | 0.64 | 0.93 | 1.54 | 6.91 | 6.86 | 7.28 | 25 | |
ABS | 657 | 94.75 | 94.93 | 5.83 | 0.75 | 1.62 | 1.58 | 5.40 | 5.35 | 5.39 | 67 | |
除くMBS | 1138534 | 94.79 | 95.00 | 10.25 | 0.83 | 1.24 | 1.20 | 8.67 | 8.60 | 8.63 | 4 | |
短期(1-3) | 230349 | 99.44 | 99.54 | 1.92 | 0.42 | 0.71 | 0.71 | 1.92 | 1.91 | 1.92 | 5 | |
中期(3-7) | 313722 | 98.98 | 99.14 | 4.78 | 0.67 | 0.90 | 0.90 | 4.70 | 4.68 | 4.70 | 5 | |
長期(7- ) | 594463 | 90.78 | 91.07 | 16.37 | 1.08 | 1.67 | 1.58 | 13.82 | 13.70 | 13.72 | 3 | |
長期(7-11) | 210256 | 99.52 | 99.77 | 8.69 | 1.05 | 1.12 | 1.12 | 8.30 | 8.25 | 8.29 | 3 | |
超長期(11-) | 384207 | 85.99 | 86.30 | 20.56 | 1.10 | 2.01 | 1.87 | 17.31 | 17.14 | 17.16 | 3 | |
除くABS | 1151727 | 94.77 | 94.98 | 10.22 | 0.83 | 1.24 | 1.20 | 8.65 | 8.58 | 8.61 | 4 | |
短期(1-3) | 230181 | 99.44 | 99.54 | 1.92 | 0.42 | 0.71 | 0.71 | 1.92 | 1.91 | 1.92 | 5 | |
中期(3-7) | 313395 | 98.98 | 99.14 | 4.78 | 0.67 | 0.90 | 0.90 | 4.70 | 4.68 | 4.70 | 5 | |
長期(7- ) | 608152 | 90.83 | 91.12 | 16.17 | 1.07 | 1.65 | 1.58 | 13.66 | 13.54 | 13.58 | 4 | |
長期(7-11) | 210336 | 99.52 | 99.77 | 8.69 | 1.05 | 1.12 | 1.12 | 8.29 | 8.25 | 8.29 | 3 | |
超長期(11-) | 397815 | 86.24 | 86.54 | 20.12 | 1.08 | 1.97 | 1.85 | 16.93 | 16.76 | 16.80 | 4 | |
除くMBS・ABS | 1137877 | 94.79 | 95.00 | 10.26 | 0.83 | 1.24 | 1.20 | 8.67 | 8.61 | 8.63 | 4 | |
短期(1-3) | 230181 | 99.44 | 99.54 | 1.92 | 0.42 | 0.71 | 0.71 | 1.92 | 1.91 | 1.92 | 5 | |
中期(3-7) | 313395 | 98.98 | 99.14 | 4.78 | 0.67 | 0.90 | 0.90 | 4.70 | 4.68 | 4.70 | 5 | |
長期(7- ) | 594302 | 90.78 | 91.07 | 16.37 | 1.08 | 1.67 | 1.58 | 13.82 | 13.70 | 13.73 | 3 | |
長期(7-11) | 210167 | 99.52 | 99.77 | 8.69 | 1.05 | 1.12 | 1.12 | 8.30 | 8.25 | 8.29 | 3 | |
超長期(11-) | 384134 | 85.99 | 86.30 | 20.57 | 1.10 | 2.01 | 1.87 | 17.31 | 17.14 | 17.16 | 3 | |
除く国債 | 172970 | 95.25 | 95.41 | 7.33 | 0.70 | 1.24 | 1.27 | 6.48 | 6.43 | 6.49 | 25 | |
短期(1-3) | 40819 | 99.06 | 99.17 | 1.99 | 0.44 | 0.93 | 0.93 | 1.98 | 1.97 | 1.98 | 26 | |
中期(3-7) | 58706 | 97.68 | 97.83 | 4.74 | 0.62 | 1.12 | 1.11 | 4.65 | 4.63 | 4.65 | 26 | |
長期(7- ) | 73445 | 91.18 | 91.38 | 12.38 | 0.91 | 1.54 | 1.62 | 10.76 | 10.67 | 10.78 | 24 | |
長期(7-11) | 26927 | 97.54 | 97.79 | 8.61 | 1.01 | 1.33 | 1.32 | 8.22 | 8.17 | 8.22 | 24 | |
超長期(11-) | 46518 | 87.50 | 87.67 | 14.56 | 0.86 | 1.68 | 1.81 | 12.40 | 12.28 | 12.44 | 25 | |
SDGs債 | 20073 | 95.80 | 95.96 | 7.13 | 0.63 | 1.25 | 1.22 | 6.42 | 6.38 | 6.40 | 23 | |
SDGs債 (除くABS) | 19734 | 95.83 | 95.99 | 7.14 | 0.63 | 1.24 | 1.21 | 6.43 | 6.38 | 6.41 | 22 | |
SDGs債/E | 23434 | 95.96 | 96.11 | 6.79 | 0.61 | 1.23 | 1.20 | 6.13 | 6.08 | 6.11 | 24 | |
SDGs債/E (除くABS) | 23096 | 95.98 | 96.14 | 6.79 | 0.61 | 1.23 | 1.20 | 6.13 | 6.08 | 6.11 | 23 | |
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