| ------------ 各時点からの投資収益率(%) ------------ | ||||||||
|---|---|---|---|---|---|---|---|---|
| 累積投資 | -------- 前月末 -------- | 前年度末 | 前年末 | |||||
| 収益指数 | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
| 総合 | 357.991 | -8.80 | -9.65 | 0.85 | -3.46 | -3.06 | ||
| 短期(1-3) | 232.905 | -3.37 | -3.77 | 0.40 | -0.66 | -0.68 | ||
| 中期(3-7) | 333.788 | -7.93 | -8.58 | 0.65 | -1.59 | -1.62 | ||
| 長期(7- ) | 522.652 | -11.49 | -12.62 | 1.13 | -5.60 | -4.80 | ||
| 長期(7-11)*2 | 191.783 | -10.81 | -11.81 | 1.00 | -2.06 | -1.88 | ||
| 超長期(11-)*2 | 229.738 | -11.91 | -13.12 | 1.21 | -7.69 | -6.51 | ||
| 国債 | 368.199 | -8.96 | -9.83 | 0.87 | -3.68 | -3.29 | ||
| 短期(1-3) | 220.225 | -3.35 | -3.76 | 0.40 | -0.70 | -0.73 | ||
| 中期(3-7) | 332.626 | -7.96 | -8.62 | 0.66 | -1.64 | -1.70 | ||
| 長期(7- ) | 532.596 | -11.62 | -12.78 | 1.16 | -5.83 | -5.05 | ||
| 長期(7-11)*2 | 190.309 | -10.88 | -11.88 | 1.00 | -2.10 | -1.97 | ||
| 超長期(11-)*2 | 228.499 | -12.07 | -13.32 | 1.25 | -8.01 | -6.84 | ||
| 地方債 | 385.771 | -8.66 | -9.29 | 0.63 | -2.22 | -1.91 | ||
| 政保債 | 360.281 | -8.37 | -9.13 | 0.76 | -3.04 | -2.51 | ||
| 金融債 | 271.924 | -5.14 | -5.46 | 0.32 | -0.82 | -0.86 | ||
| 事業債 | 384.437 | -7.22 | -8.00 | 0.78 | -2.18 | -1.64 | ||
| 円建外債 | 356.337 | -3.44 | -4.49 | 1.06 | 0.45 | 0.70 | ||
| MBS*3 | 122.988 | -8.75 | -9.40 | 0.65 | -2.79 | -2.47 | ||
| ABS*4 | 112.940 | -7.00 | -7.76 | 0.76 | -1.14 | -1.12 | ||
| 除くMBS | 357.871 | -8.80 | -9.65 | 0.85 | -3.47 | -3.07 | ||
| 短期(1-3) | 232.905 | -3.37 | -3.77 | 0.40 | -0.66 | -0.68 | ||
| 中期(3-7) | 333.788 | -7.93 | -8.58 | 0.65 | -1.59 | -1.62 | ||
| 長期(7- ) | 524.444 | -11.56 | -12.70 | 1.14 | -5.67 | -4.86 | ||
| 長期(7-11)*2 | 191.777 | -10.81 | -11.81 | 1.00 | -2.06 | -1.88 | ||
| 超長期(11-)*2 | 231.360 | -12.03 | -13.27 | 1.24 | -7.88 | -6.67 | ||
| 除くABS | 358.015 | -8.80 | -9.65 | 0.85 | -3.46 | -3.07 | ||
| 短期(1-3) | 232.870 | -3.37 | -3.77 | 0.40 | -0.66 | -0.68 | ||
| 中期(3-7) | 333.779 | -7.93 | -8.58 | 0.65 | -1.59 | -1.62 | ||
| 長期(7- ) | 522.649 | -11.49 | -12.62 | 1.13 | -5.60 | -4.80 | ||
| 長期(7-11)*2 | 191.776 | -10.81 | -11.81 | 1.00 | -2.06 | -1.88 | ||
| 超長期(11-)*2 | 229.735 | -11.91 | -13.12 | 1.21 | -7.69 | -6.51 | ||
| 除くMBS・ABS | 357.895 | -8.80 | -9.65 | 0.85 | -3.47 | -3.07 | ||
| 短期(1-3) | 232.870 | -3.37 | -3.77 | 0.40 | -0.66 | -0.68 | ||
| 中期(3-7) | 333.779 | -7.93 | -8.58 | 0.65 | -1.59 | -1.62 | ||
| 長期(7- ) | 524.441 | -11.56 | -12.70 | 1.14 | -5.67 | -4.86 | ||
| 長期(7-11)*2 | 191.771 | -10.82 | -11.81 | 1.00 | -2.06 | -1.88 | ||
| 超長期(11-)*2 | 231.357 | -12.03 | -13.27 | 1.24 | -7.88 | -6.67 | ||
| 除く国債* | 168.747 | -7.88 | -8.58 | 0.71 | -2.23 | -1.83 | ||
| 短期(1-3)* | 132.950 | -3.42 | -3.84 | 0.42 | -0.46 | -0.45 | ||
| 中期(3-7)* | 165.393 | -7.81 | -8.42 | 0.61 | -1.36 | -1.27 | ||
| 長期(7- )* | 228.878 | -10.57 | -11.52 | 0.95 | -3.96 | -3.07 | ||
| 長期(7-11)*2 | 197.407 | -10.31 | -11.28 | 0.97 | -1.75 | -1.29 | ||
| 超長期(11-)*2 | 231.185 | -10.73 | -11.67 | 0.94 | -5.33 | -4.16 | ||
| SDGs債*5 | 98.121 | -8.24 | -8.86 | 0.62 | -2.29 | -1.89 | ||
| SDGs債 (除くABS)*5 | 98.193 | -8.25 | -8.87 | 0.62 | -2.30 | -1.89 | ||
| SDGs債／E*5 | 98.721 | -7.92 | -8.53 | 0.60 | -2.11 | -1.75 | ||
| SDGs債／E (除くABS)*5 | 98.823 | -7.93 | -8.53 | 0.60 | -2.12 | -1.75 | ||
| 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 | 1155167 | 95.54 | 95.78 | 10.16 | 0.82 | 1.11 | 1.07 | 8.61 | 8.55 | 8.57 | 4 | |
| 短期(1-3) | 230155 | 99.62 | 99.75 | 1.87 | 0.41 | 0.61 | 0.61 | 1.86 | 1.86 | 1.86 | 6 | |
| 中期(3-7) | 315181 | 99.71 | 99.90 | 4.72 | 0.66 | 0.73 | 0.73 | 4.64 | 4.62 | 4.64 | 5 | |
| 長期(7- ) | 609831 | 91.85 | 92.14 | 16.10 | 1.05 | 1.52 | 1.46 | 13.60 | 13.49 | 13.52 | 4 | |
| 長期(7-11) | 211511 | 100.72 | 101.03 | 8.64 | 1.02 | 0.95 | 0.95 | 8.26 | 8.22 | 8.26 | 3 | |
| 超長期(11-) | 398320 | 87.14 | 87.42 | 20.05 | 1.07 | 1.87 | 1.77 | 16.88 | 16.73 | 16.74 | 4 | |
| 国債 | 981997 | 95.47 | 95.72 | 10.65 | 0.84 | 1.10 | 1.06 | 8.99 | 8.92 | 8.94 | 1 | |
| 短期(1-3) | 189298 | 99.71 | 99.84 | 1.85 | 0.40 | 0.56 | 0.56 | 1.84 | 1.83 | 1.84 | 1 | |
| 中期(3-7) | 256590 | 100.01 | 100.21 | 4.71 | 0.67 | 0.69 | 0.69 | 4.63 | 4.62 | 4.63 | 0 | |
| 長期(7- ) | 536109 | 91.80 | 92.11 | 16.61 | 1.08 | 1.53 | 1.45 | 13.99 | 13.88 | 13.89 | 1 | |
| 長期(7-11) | 184416 | 101.04 | 101.36 | 8.65 | 1.03 | 0.91 | 0.92 | 8.26 | 8.22 | 8.26 | 0 | |
| 超長期(11-) | 351693 | 86.96 | 87.26 | 20.78 | 1.10 | 1.91 | 1.78 | 17.48 | 17.32 | 17.32 | 1 | |
| 地方債 | 66945 | 96.65 | 96.80 | 7.30 | 0.62 | 0.98 | 0.99 | 6.73 | 6.68 | 6.70 | 12 | |
| 政保債 | 14230 | 95.52 | 95.68 | 9.31 | 0.75 | 1.10 | 1.06 | 8.00 | 7.94 | 7.97 | 7 | |
| 金融債 | 3391 | 98.36 | 98.43 | 3.10 | 0.32 | 0.89 | 0.88 | 3.06 | 3.04 | 3.06 | 27 | |
| 事業債 | 70661 | 95.47 | 95.67 | 7.36 | 0.75 | 1.28 | 1.24 | 6.26 | 6.21 | 6.23 | 39 | |
| 円建外債 | 3377 | 98.87 | 99.16 | 3.51 | 1.06 | 1.42 | 1.41 | 3.36 | 3.33 | 3.36 | 77 | |
| MBS | 13914 | 94.25 | 94.28 | 7.39 | 0.63 | 0.88 | 1.38 | 6.86 | 6.81 | 7.20 | 22 | |
| ABS | 652 | 95.31 | 95.50 | 5.88 | 0.74 | 1.48 | 1.44 | 5.46 | 5.41 | 5.45 | 68 | |
| 除くMBS | 1141252 | 95.56 | 95.79 | 10.19 | 0.82 | 1.11 | 1.07 | 8.64 | 8.57 | 8.59 | 4 | |
| 短期(1-3) | 230155 | 99.62 | 99.75 | 1.87 | 0.41 | 0.61 | 0.61 | 1.86 | 1.86 | 1.86 | 6 | |
| 中期(3-7) | 315181 | 99.71 | 99.90 | 4.72 | 0.66 | 0.73 | 0.73 | 4.64 | 4.62 | 4.64 | 5 | |
| 長期(7- ) | 595916 | 91.79 | 92.09 | 16.30 | 1.06 | 1.54 | 1.46 | 13.76 | 13.65 | 13.67 | 3 | |
| 長期(7-11) | 211336 | 100.72 | 101.03 | 8.65 | 1.02 | 0.95 | 0.95 | 8.26 | 8.22 | 8.26 | 3 | |
| 超長期(11-) | 384580 | 86.89 | 87.18 | 20.50 | 1.09 | 1.91 | 1.78 | 17.27 | 17.11 | 17.11 | 3 | |
| 除くABS | 1154515 | 95.54 | 95.78 | 10.16 | 0.82 | 1.11 | 1.07 | 8.62 | 8.55 | 8.57 | 4 | |
| 短期(1-3) | 229985 | 99.63 | 99.75 | 1.87 | 0.41 | 0.61 | 0.61 | 1.86 | 1.85 | 1.86 | 6 | |
| 中期(3-7) | 314864 | 99.71 | 99.91 | 4.72 | 0.66 | 0.73 | 0.73 | 4.64 | 4.62 | 4.64 | 5 | |
| 長期(7- ) | 609666 | 91.85 | 92.14 | 16.10 | 1.05 | 1.52 | 1.46 | 13.60 | 13.49 | 13.52 | 4 | |
| 長期(7-11) | 211425 | 100.72 | 101.03 | 8.64 | 1.02 | 0.95 | 0.95 | 8.26 | 8.22 | 8.26 | 3 | |
| 超長期(11-) | 398241 | 87.14 | 87.42 | 20.06 | 1.07 | 1.87 | 1.77 | 16.88 | 16.73 | 16.74 | 4 | |
| 除くMBS・ABS | 1140600 | 95.56 | 95.79 | 10.19 | 0.82 | 1.11 | 1.07 | 8.64 | 8.57 | 8.59 | 4 | |
| 短期(1-3) | 229985 | 99.63 | 99.75 | 1.87 | 0.41 | 0.61 | 0.61 | 1.86 | 1.85 | 1.86 | 6 | |
| 中期(3-7) | 314864 | 99.71 | 99.91 | 4.72 | 0.66 | 0.73 | 0.73 | 4.64 | 4.62 | 4.64 | 5 | |
| 長期(7- ) | 595752 | 91.79 | 92.09 | 16.30 | 1.06 | 1.54 | 1.46 | 13.77 | 13.65 | 13.67 | 3 | |
| 長期(7-11) | 211250 | 100.72 | 101.04 | 8.65 | 1.02 | 0.95 | 0.95 | 8.26 | 8.22 | 8.26 | 3 | |
| 超長期(11-) | 384501 | 86.89 | 87.18 | 20.51 | 1.09 | 1.91 | 1.78 | 17.27 | 17.11 | 17.11 | 3 | |
| 除く国債 | 173170 | 95.95 | 96.12 | 7.34 | 0.69 | 1.11 | 1.14 | 6.51 | 6.46 | 6.51 | 25 | |
| 短期(1-3) | 40857 | 99.23 | 99.35 | 1.97 | 0.42 | 0.83 | 0.83 | 1.96 | 1.96 | 1.96 | 27 | |
| 中期(3-7) | 58591 | 98.40 | 98.56 | 4.73 | 0.61 | 0.95 | 0.94 | 4.65 | 4.63 | 4.65 | 25 | |
| 長期(7- ) | 73722 | 92.19 | 92.39 | 12.37 | 0.90 | 1.42 | 1.48 | 10.78 | 10.69 | 10.79 | 24 | |
| 長期(7-11) | 27096 | 98.55 | 98.80 | 8.60 | 0.97 | 1.17 | 1.16 | 8.23 | 8.19 | 8.23 | 25 | |
| 超長期(11-) | 46626 | 88.50 | 88.66 | 14.57 | 0.85 | 1.58 | 1.69 | 12.43 | 12.32 | 12.44 | 23 | |
| SDGs債 | 19402 | 96.41 | 96.57 | 7.24 | 0.61 | 1.11 | 1.08 | 6.53 | 6.49 | 6.52 | 23 | |
| SDGs債 (除くABS) | 19077 | 96.44 | 96.60 | 7.25 | 0.61 | 1.10 | 1.08 | 6.54 | 6.50 | 6.52 | 22 | |
| SDGs債／E | 22807 | 96.55 | 96.70 | 6.86 | 0.59 | 1.09 | 1.07 | 6.20 | 6.16 | 6.19 | 24 | |
| SDGs債／E (除くABS) | 22482 | 96.58 | 96.73 | 6.86 | 0.59 | 1.09 | 1.06 | 6.21 | 6.17 | 6.19 | 23 | |
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