| ------------ 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 | 342.777 | 9.56 | -6.37 | -7.39 | 1.01 | -3.39 | -5.26 | |
| 短期(1-3) | 233.523 | 6.26 | 4.10 | 3.58 | 0.52 | 0.81 | 0.22 | |
| 中期(3-7) | 330.049 | 17.01 | 7.94 | 7.16 | 0.78 | 0.57 | -1.35 | |
| 長期(7- ) | 481.567 | 6.53 | -19.63 | -20.99 | 1.37 | -7.46 | -9.71 | |
| 長期(7-11)*2 | 185.754 | 27.53 | 5.72 | 4.53 | 1.19 | -0.37 | -3.59 | |
| 超長期(11-)*2 | 205.087 | -7.32 | -36.13 | -37.61 | 1.48 | -11.86 | -13.43 | |
| 国債 | 351.564 | 9.07 | -7.59 | -8.63 | 1.04 | -3.76 | -5.59 | |
| 短期(1-3) | 220.738 | 6.15 | 4.03 | 3.52 | 0.51 | 0.76 | 0.19 | |
| 中期(3-7) | 328.773 | 17.06 | 7.94 | 7.15 | 0.79 | 0.52 | -1.39 | |
| 長期(7- ) | 489.475 | 5.75 | -21.14 | -22.53 | 1.39 | -7.86 | -10.01 | |
| 長期(7-11)*2 | 184.329 | 27.49 | 5.69 | 4.50 | 1.19 | -0.39 | -3.58 | |
| 超長期(11-)*2 | 203.195 | -8.39 | -38.36 | -39.89 | 1.53 | -12.44 | -13.88 | |
| 地方債 | 375.284 | 16.70 | 2.56 | 1.80 | 0.76 | -0.75 | -3.28 | |
| 政保債 | 346.099 | 11.28 | -3.67 | -4.61 | 0.94 | -2.72 | -4.89 | |
| 金融債 | 271.535 | 10.57 | 5.65 | 5.07 | 0.57 | 0.77 | -0.30 | |
| 事業債 | 375.969 | 12.45 | 0.76 | -0.20 | 0.97 | -0.99 | -2.77 | |
| 円建外債 | 357.916 | 11.97 | 8.35 | 7.17 | 1.19 | 1.42 | 0.59 | |
| MBS*3 | 115.952 | -9.15 | -10.16 | -10.93 | 0.77 | -5.16 | -6.97 | |
| ABS*4 | 111.802 | 15.64 | 5.51 | 4.66 | 0.84 | 0.70 | -1.24 | |
| 除くMBS | 342.724 | 9.78 | -6.33 | -7.35 | 1.01 | -3.37 | -5.24 | |
| 短期(1-3) | 233.523 | 6.26 | 4.10 | 3.58 | 0.52 | 0.81 | 0.22 | |
| 中期(3-7) | 330.048 | 17.01 | 7.94 | 7.16 | 0.78 | 0.57 | -1.35 | |
| 長期(7- ) | 482.954 | 6.90 | -19.85 | -21.23 | 1.38 | -7.52 | -9.77 | |
| 長期(7-11)*2 | 185.745 | 27.54 | 5.72 | 4.53 | 1.19 | -0.37 | -3.59 | |
| 超長期(11-)*2 | 206.101 | -7.24 | -37.14 | -38.65 | 1.51 | -12.11 | -13.67 | |
| 除くABS | 342.793 | 9.56 | -6.38 | -7.39 | 1.01 | -3.39 | -5.26 | |
| 短期(1-3) | 233.487 | 6.26 | 4.10 | 3.58 | 0.52 | 0.81 | 0.22 | |
| 中期(3-7) | 330.038 | 17.01 | 7.94 | 7.16 | 0.78 | 0.57 | -1.36 | |
| 長期(7- ) | 481.559 | 6.52 | -19.63 | -21.00 | 1.37 | -7.47 | -9.71 | |
| 長期(7-11)*2 | 185.748 | 27.53 | 5.72 | 4.53 | 1.19 | -0.37 | -3.59 | |
| 超長期(11-)*2 | 205.083 | -7.32 | -36.14 | -37.62 | 1.48 | -11.86 | -13.43 | |
| 除くMBS・ABS | 342.741 | 9.77 | -6.34 | -7.35 | 1.01 | -3.37 | -5.24 | |
| 短期(1-3) | 233.487 | 6.26 | 4.10 | 3.58 | 0.52 | 0.81 | 0.22 | |
| 中期(3-7) | 330.038 | 17.01 | 7.94 | 7.16 | 0.78 | 0.57 | -1.36 | |
| 長期(7- ) | 482.946 | 6.89 | -19.85 | -21.23 | 1.38 | -7.52 | -9.77 | |
| 長期(7-11)*2 | 185.738 | 27.54 | 5.72 | 4.53 | 1.19 | -0.37 | -3.59 | |
| 超長期(11-)*2 | 206.097 | -7.24 | -37.14 | -38.65 | 1.51 | -12.12 | -13.67 | |
| 除く国債* | 164.161 | 12.36 | 0.55 | -0.31 | 0.86 | -1.27 | -3.34 | |
| 短期(1-3)* | 133.504 | 6.77 | 4.44 | 3.86 | 0.58 | 1.04 | 0.38 | |
| 中期(3-7)* | 163.827 | 16.76 | 7.95 | 7.21 | 0.74 | 0.81 | -1.18 | |
| 長期(7- )* | 214.869 | 12.15 | -8.57 | -9.73 | 1.16 | -4.55 | -7.44 | |
| 長期(7-11)*2 | 191.187 | 27.77 | 5.91 | 4.71 | 1.21 | -0.25 | -3.62 | |
| 超長期(11-)*2 | 212.471 | 0.80 | -19.03 | -20.15 | 1.13 | -7.46 | -9.98 | |
| SDGs債*5 | 95.792 | 14.58 | 2.56 | 1.74 | 0.82 | -0.74 | -2.88 | |
| SDGs債 (除くABS)*5 | 95.845 | 14.54 | 2.51 | 1.68 | 0.83 | -0.76 | -2.90 | |
| SDGs債／E*5 | 96.563 | 14.38 | 2.65 | 1.83 | 0.82 | -0.61 | -2.66 | |
| SDGs債／E (除くABS)*5 | 96.651 | 14.34 | 2.60 | 1.78 | 0.82 | -0.63 | -2.67 | |
| 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 | 1165408 | 90.66 | 90.83 | 10.26 | 0.92 | 1.72 | 1.62 | 8.22 | 8.13 | 8.16 | 5 | |
| 短期(1-3) | 232119 | 99.21 | 99.31 | 1.98 | 0.52 | 0.91 | 0.91 | 1.97 | 1.96 | 1.97 | 5 | |
| 中期(3-7) | 319535 | 97.79 | 97.95 | 4.84 | 0.77 | 1.23 | 1.22 | 4.74 | 4.71 | 4.74 | 5 | |
| 長期(7- ) | 613753 | 83.73 | 83.92 | 16.21 | 1.15 | 2.38 | 2.18 | 13.13 | 12.98 | 13.01 | 5 | |
| 長期(7-11) | 212020 | 96.53 | 96.77 | 8.72 | 1.15 | 1.60 | 1.57 | 8.27 | 8.21 | 8.27 | 4 | |
| 超長期(11-) | 401734 | 76.97 | 77.15 | 20.17 | 1.16 | 2.90 | 2.59 | 16.35 | 16.13 | 16.15 | 6 | |
| 国債 | 994165 | 90.33 | 90.50 | 10.77 | 0.94 | 1.73 | 1.61 | 8.58 | 8.48 | 8.50 | 1 | |
| 短期(1-3) | 190358 | 99.29 | 99.39 | 1.96 | 0.51 | 0.86 | 0.86 | 1.95 | 1.94 | 1.95 | 0 | |
| 中期(3-7) | 262232 | 98.05 | 98.21 | 4.86 | 0.78 | 1.18 | 1.17 | 4.76 | 4.73 | 4.76 | 0 | |
| 長期(7- ) | 541575 | 83.44 | 83.64 | 16.73 | 1.18 | 2.41 | 2.18 | 13.51 | 13.35 | 13.37 | 1 | |
| 長期(7-11) | 184409 | 96.81 | 97.04 | 8.73 | 1.15 | 1.56 | 1.54 | 8.28 | 8.22 | 8.28 | 1 | |
| 超長期(11-) | 357166 | 76.54 | 76.72 | 20.86 | 1.19 | 2.97 | 2.60 | 16.93 | 16.70 | 16.69 | 2 | |
| 地方債 | 66460 | 93.37 | 93.51 | 7.19 | 0.71 | 1.54 | 1.53 | 6.43 | 6.37 | 6.40 | 15 | |
| 政保債 | 14372 | 91.07 | 91.32 | 9.15 | 0.86 | 1.71 | 1.60 | 7.46 | 7.38 | 7.42 | 12 | |
| 金融債 | 3142 | 97.76 | 97.90 | 3.17 | 0.56 | 1.31 | 1.29 | 3.10 | 3.08 | 3.10 | 31 | |
| 事業債 | 69759 | 92.58 | 92.81 | 7.30 | 0.90 | 1.81 | 1.72 | 5.94 | 5.87 | 5.90 | 41 | |
| 円建外債 | 3454 | 98.32 | 98.66 | 3.16 | 1.17 | 1.68 | 1.67 | 2.96 | 2.93 | 2.96 | 69 | |
| MBS | 13430 | 87.95 | 87.96 | 7.95 | 0.66 | 1.23 | 2.29 | 7.04 | 6.96 | 7.53 | 49 | |
| ABS | 625 | 93.43 | 93.64 | 5.53 | 0.79 | 1.92 | 1.85 | 5.05 | 4.99 | 5.04 | 65 | |
| 除くMBS | 1151978 | 90.70 | 90.87 | 10.29 | 0.92 | 1.72 | 1.61 | 8.23 | 8.15 | 8.17 | 5 | |
| 短期(1-3) | 232119 | 99.21 | 99.31 | 1.98 | 0.52 | 0.91 | 0.91 | 1.97 | 1.96 | 1.97 | 5 | |
| 中期(3-7) | 319516 | 97.79 | 97.95 | 4.84 | 0.77 | 1.23 | 1.22 | 4.74 | 4.71 | 4.74 | 5 | |
| 長期(7- ) | 600342 | 83.63 | 83.83 | 16.40 | 1.17 | 2.41 | 2.18 | 13.28 | 13.12 | 13.14 | 4 | |
| 長期(7-11) | 211900 | 96.53 | 96.77 | 8.72 | 1.15 | 1.60 | 1.57 | 8.28 | 8.21 | 8.27 | 4 | |
| 超長期(11-) | 388442 | 76.60 | 76.78 | 20.59 | 1.17 | 2.96 | 2.60 | 16.71 | 16.49 | 16.48 | 4 | |
| 除くABS | 1164783 | 90.66 | 90.83 | 10.26 | 0.92 | 1.72 | 1.62 | 8.22 | 8.14 | 8.16 | 5 | |
| 短期(1-3) | 231931 | 99.21 | 99.32 | 1.98 | 0.52 | 0.91 | 0.91 | 1.97 | 1.96 | 1.97 | 5 | |
| 中期(3-7) | 319249 | 97.79 | 97.95 | 4.84 | 0.77 | 1.23 | 1.22 | 4.74 | 4.71 | 4.74 | 5 | |
| 長期(7- ) | 613603 | 83.73 | 83.92 | 16.22 | 1.15 | 2.38 | 2.18 | 13.13 | 12.98 | 13.01 | 5 | |
| 長期(7-11) | 211918 | 96.54 | 96.77 | 8.72 | 1.15 | 1.60 | 1.57 | 8.27 | 8.21 | 8.27 | 4 | |
| 超長期(11-) | 401685 | 76.97 | 77.15 | 20.17 | 1.16 | 2.90 | 2.59 | 16.35 | 16.13 | 16.15 | 6 | |
| 除くMBS・ABS | 1151353 | 90.70 | 90.87 | 10.29 | 0.92 | 1.72 | 1.61 | 8.24 | 8.15 | 8.17 | 5 | |
| 短期(1-3) | 231931 | 99.21 | 99.32 | 1.98 | 0.52 | 0.91 | 0.91 | 1.97 | 1.96 | 1.97 | 5 | |
| 中期(3-7) | 319230 | 97.79 | 97.95 | 4.84 | 0.77 | 1.23 | 1.22 | 4.74 | 4.71 | 4.74 | 5 | |
| 長期(7- ) | 600192 | 83.63 | 83.83 | 16.40 | 1.17 | 2.41 | 2.18 | 13.28 | 13.12 | 13.14 | 4 | |
| 長期(7-11) | 211798 | 96.54 | 96.77 | 8.72 | 1.15 | 1.60 | 1.57 | 8.28 | 8.21 | 8.27 | 4 | |
| 超長期(11-) | 388394 | 76.60 | 76.78 | 20.59 | 1.17 | 2.96 | 2.60 | 16.71 | 16.49 | 16.48 | 4 | |
| 除く国債 | 171242 | 92.61 | 92.79 | 7.30 | 0.80 | 1.64 | 1.67 | 6.21 | 6.15 | 6.22 | 30 | |
| 短期(1-3) | 41761 | 98.84 | 98.97 | 2.07 | 0.57 | 1.15 | 1.14 | 2.06 | 2.04 | 2.06 | 27 | |
| 中期(3-7) | 57303 | 96.58 | 96.75 | 4.75 | 0.72 | 1.46 | 1.44 | 4.65 | 4.62 | 4.65 | 28 | |
| 長期(7- ) | 72178 | 85.86 | 86.06 | 12.34 | 1.00 | 2.13 | 2.22 | 10.38 | 10.25 | 10.40 | 32 | |
| 長期(7-11) | 27611 | 94.70 | 94.97 | 8.67 | 1.15 | 1.85 | 1.81 | 8.22 | 8.14 | 8.21 | 28 | |
| 超長期(11-) | 44568 | 80.38 | 80.55 | 14.61 | 0.91 | 2.33 | 2.52 | 11.95 | 11.80 | 12.00 | 36 | |
| SDGs債 | 22570 | 94.13 | 94.33 | 6.87 | 0.78 | 1.62 | 1.56 | 6.00 | 5.94 | 5.97 | 25 | |
| SDGs債 (除くABS) | 22228 | 94.14 | 94.34 | 6.89 | 0.78 | 1.62 | 1.56 | 6.01 | 5.95 | 5.98 | 25 | |
| SDGs債／E | 25954 | 94.36 | 94.55 | 6.61 | 0.77 | 1.61 | 1.55 | 5.78 | 5.72 | 5.76 | 26 | |
| SDGs債／E (除くABS) | 25612 | 94.37 | 94.57 | 6.61 | 0.77 | 1.60 | 1.55 | 5.78 | 5.73 | 5.76 | 26 | |
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