------------ 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 | 345.946 | 1.24 | -24.41 | -25.38 | 0.96 | -3.30 | -6.17 | |
短期(1-3) | 233.487 | -4.54 | -0.42 | -0.90 | 0.48 | 1.51 | 0.30 | |
中期(3-7) | 331.327 | -18.06 | -4.32 | -5.07 | 0.75 | 2.49 | -1.30 | |
長期(7- ) | 489.614 | 15.33 | -46.69 | -47.99 | 1.29 | -8.68 | -11.57 | |
長期(7-11)*2 | 187.292 | -30.91 | -12.04 | -13.17 | 1.13 | 2.24 | -3.83 | |
超長期(11-)*2 | 209.663 | 45.28 | -68.71 | -70.11 | 1.40 | -15.43 | -16.26 | |
国債 | 354.996 | 2.72 | -26.51 | -27.49 | 0.99 | -3.84 | -6.58 | |
短期(1-3) | 220.739 | -4.67 | -0.46 | -0.94 | 0.47 | 1.47 | 0.28 | |
中期(3-7) | 330.128 | -18.40 | -4.41 | -5.17 | 0.76 | 2.48 | -1.31 | |
長期(7- ) | 497.817 | 17.53 | -49.25 | -50.57 | 1.32 | -9.34 | -11.98 | |
長期(7-11)*2 | 185.892 | -31.37 | -12.11 | -13.24 | 1.13 | 2.28 | -3.78 | |
超長期(11-)*2 | 207.799 | 48.85 | -72.54 | -73.98 | 1.44 | -16.45 | -16.89 | |
地方債 | 377.435 | -11.35 | -11.49 | -12.20 | 0.72 | 0.60 | -3.84 | |
政保債 | 348.944 | 1.64 | -19.99 | -20.88 | 0.89 | -2.36 | -5.80 | |
金融債 | 271.664 | -9.05 | -1.61 | -2.10 | 0.49 | 1.66 | -0.35 | |
事業債 | 377.553 | -4.32 | -12.32 | -13.22 | 0.90 | -0.42 | -3.35 | |
円建外債 | 357.291 | -16.42 | -4.51 | -5.64 | 1.13 | 2.12 | 0.56 | |
MBS*3 | 118.587 | -5.80 | -16.41 | -17.14 | 0.74 | -2.06 | -6.34 | |
ABS*4 | 112.072 | -11.34 | -6.00 | -6.82 | 0.82 | 2.23 | -1.40 | |
除くMBS | 345.840 | 1.33 | -24.51 | -25.47 | 0.96 | -3.31 | -6.17 | |
短期(1-3) | 233.487 | -4.54 | -0.42 | -0.90 | 0.48 | 1.51 | 0.30 | |
中期(3-7) | 331.327 | -18.06 | -4.32 | -5.07 | 0.75 | 2.49 | -1.30 | |
長期(7- ) | 490.954 | 15.84 | -47.41 | -48.72 | 1.31 | -8.83 | -11.69 | |
長期(7-11)*2 | 187.284 | -30.92 | -12.05 | -13.18 | 1.13 | 2.24 | -3.83 | |
超長期(11-)*2 | 210.693 | 47.31 | -70.74 | -72.16 | 1.42 | -15.95 | -16.64 | |
除くABS | 345.964 | 1.25 | -24.42 | -25.39 | 0.96 | -3.30 | -6.17 | |
短期(1-3) | 233.451 | -4.54 | -0.42 | -0.90 | 0.48 | 1.50 | 0.30 | |
中期(3-7) | 331.317 | -18.07 | -4.32 | -5.07 | 0.75 | 2.49 | -1.30 | |
長期(7- ) | 489.607 | 15.34 | -46.70 | -47.99 | 1.29 | -8.68 | -11.57 | |
長期(7-11)*2 | 187.286 | -30.91 | -12.04 | -13.17 | 1.13 | 2.24 | -3.83 | |
超長期(11-)*2 | 209.659 | 45.29 | -68.71 | -70.11 | 1.40 | -15.44 | -16.26 | |
除くMBS・ABS | 345.858 | 1.33 | -24.52 | -25.48 | 0.96 | -3.32 | -6.17 | |
短期(1-3) | 233.451 | -4.54 | -0.42 | -0.90 | 0.48 | 1.50 | 0.30 | |
中期(3-7) | 331.317 | -18.07 | -4.32 | -5.07 | 0.75 | 2.49 | -1.30 | |
長期(7- ) | 490.947 | 15.84 | -47.42 | -48.72 | 1.31 | -8.84 | -11.69 | |
長期(7-11)*2 | 187.277 | -30.93 | -12.05 | -13.18 | 1.13 | 2.24 | -3.83 | |
超長期(11-)*2 | 210.689 | 47.31 | -70.74 | -72.17 | 1.42 | -15.95 | -16.64 | |
除く国債* | 165.196 | -7.07 | -12.53 | -13.35 | 0.81 | -0.20 | -3.83 | |
短期(1-3)* | 133.386 | -3.92 | -0.24 | -0.76 | 0.52 | 1.69 | 0.40 | |
中期(3-7)* | 164.275 | -16.55 | -3.91 | -4.60 | 0.69 | 2.54 | -1.25 | |
長期(7- )* | 217.931 | -0.66 | -27.99 | -29.09 | 1.10 | -3.81 | -8.57 | |
長期(7-11)*2 | 192.506 | -27.69 | -11.54 | -12.69 | 1.15 | 1.98 | -4.14 | |
超長期(11-)*2 | 216.637 | 18.33 | -39.43 | -40.51 | 1.07 | -7.67 | -11.48 | |
SDGs債*5 | 96.260 | -9.23 | -11.12 | -11.87 | 0.75 | 0.32 | -3.39 | |
SDGs債 (除くABS)*5 | 96.317 | -9.15 | -11.19 | -11.95 | 0.75 | 0.29 | -3.41 | |
SDGs債/E*5 | 97.012 | -9.41 | -10.39 | -11.14 | 0.75 | 0.47 | -3.11 | |
SDGs債/E (除くABS)*5 | 97.103 | -9.34 | -10.44 | -11.19 | 0.75 | 0.45 | -3.12 | |
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 | 1161958 | 91.74 | 91.93 | 10.29 | 0.89 | 1.54 | 1.46 | 8.34 | 8.25 | 8.27 | 5 | |
短期(1-3) | 232433 | 99.41 | 99.50 | 1.99 | 0.48 | 0.77 | 0.77 | 1.98 | 1.97 | 1.98 | 5 | |
中期(3-7) | 317222 | 98.46 | 98.61 | 4.86 | 0.74 | 1.06 | 1.05 | 4.76 | 4.73 | 4.76 | 5 | |
長期(7- ) | 612303 | 85.35 | 85.60 | 16.26 | 1.12 | 2.17 | 2.01 | 13.28 | 13.13 | 13.15 | 5 | |
長期(7-11) | 210359 | 97.62 | 97.84 | 8.74 | 1.11 | 1.42 | 1.40 | 8.31 | 8.25 | 8.31 | 4 | |
超長期(11-) | 401945 | 78.93 | 79.19 | 20.20 | 1.13 | 2.66 | 2.40 | 16.48 | 16.28 | 16.29 | 5 | |
国債 | 990605 | 91.45 | 91.64 | 10.81 | 0.91 | 1.55 | 1.45 | 8.70 | 8.61 | 8.62 | 1 | |
短期(1-3) | 191363 | 99.49 | 99.58 | 1.98 | 0.47 | 0.72 | 0.72 | 1.97 | 1.96 | 1.97 | 0 | |
中期(3-7) | 259248 | 98.76 | 98.90 | 4.88 | 0.75 | 1.01 | 1.00 | 4.78 | 4.76 | 4.78 | 0 | |
長期(7- ) | 539994 | 85.10 | 85.35 | 16.78 | 1.14 | 2.20 | 2.00 | 13.66 | 13.51 | 13.52 | 1 | |
長期(7-11) | 183126 | 97.92 | 98.13 | 8.75 | 1.11 | 1.38 | 1.36 | 8.32 | 8.26 | 8.31 | 1 | |
超長期(11-) | 356868 | 78.52 | 78.79 | 20.90 | 1.16 | 2.73 | 2.41 | 17.07 | 16.86 | 16.84 | 2 | |
地方債 | 66313 | 94.08 | 94.25 | 7.25 | 0.68 | 1.38 | 1.38 | 6.52 | 6.47 | 6.50 | 16 | |
政保債 | 14210 | 91.96 | 92.22 | 9.35 | 0.83 | 1.56 | 1.46 | 7.71 | 7.63 | 7.67 | 12 | |
金融債 | 3178 | 97.94 | 98.05 | 3.18 | 0.48 | 1.16 | 1.15 | 3.11 | 3.09 | 3.11 | 32 | |
事業債 | 69868 | 93.20 | 93.42 | 7.32 | 0.84 | 1.64 | 1.56 | 5.99 | 5.93 | 5.96 | 42 | |
円建外債 | 3603 | 98.50 | 98.77 | 3.23 | 1.11 | 1.58 | 1.57 | 3.04 | 3.01 | 3.03 | 73 | |
MBS | 13534 | 90.23 | 90.23 | 7.81 | 0.65 | 1.09 | 1.95 | 7.04 | 6.97 | 7.44 | 32 | |
ABS | 646 | 94.05 | 94.22 | 5.62 | 0.77 | 1.76 | 1.70 | 5.15 | 5.10 | 5.15 | 65 | |
除くMBS | 1148424 | 91.76 | 91.95 | 10.32 | 0.89 | 1.55 | 1.45 | 8.35 | 8.27 | 8.28 | 5 | |
短期(1-3) | 232433 | 99.41 | 99.50 | 1.99 | 0.48 | 0.77 | 0.77 | 1.98 | 1.97 | 1.98 | 5 | |
中期(3-7) | 317201 | 98.46 | 98.61 | 4.86 | 0.74 | 1.06 | 1.05 | 4.76 | 4.73 | 4.76 | 5 | |
長期(7- ) | 598790 | 85.24 | 85.49 | 16.45 | 1.13 | 2.20 | 2.01 | 13.42 | 13.27 | 13.29 | 4 | |
長期(7-11) | 210230 | 97.62 | 97.84 | 8.74 | 1.11 | 1.42 | 1.40 | 8.32 | 8.26 | 8.31 | 4 | |
超長期(11-) | 388560 | 78.55 | 78.81 | 20.62 | 1.15 | 2.72 | 2.42 | 16.85 | 16.64 | 16.63 | 4 | |
除くABS | 1161312 | 91.74 | 91.93 | 10.30 | 0.89 | 1.54 | 1.46 | 8.34 | 8.26 | 8.28 | 5 | |
短期(1-3) | 232253 | 99.41 | 99.50 | 1.99 | 0.48 | 0.77 | 0.77 | 1.98 | 1.97 | 1.98 | 5 | |
中期(3-7) | 316906 | 98.46 | 98.61 | 4.86 | 0.74 | 1.06 | 1.05 | 4.76 | 4.73 | 4.76 | 5 | |
長期(7- ) | 612153 | 85.35 | 85.60 | 16.26 | 1.12 | 2.17 | 2.01 | 13.28 | 13.13 | 13.15 | 5 | |
長期(7-11) | 210264 | 97.62 | 97.84 | 8.74 | 1.11 | 1.42 | 1.40 | 8.31 | 8.25 | 8.31 | 4 | |
超長期(11-) | 401889 | 78.93 | 79.19 | 20.20 | 1.13 | 2.66 | 2.40 | 16.49 | 16.28 | 16.29 | 5 | |
除くMBS・ABS | 1147778 | 91.76 | 91.95 | 10.33 | 0.89 | 1.55 | 1.45 | 8.35 | 8.27 | 8.29 | 5 | |
短期(1-3) | 232253 | 99.41 | 99.50 | 1.99 | 0.48 | 0.77 | 0.77 | 1.98 | 1.97 | 1.98 | 5 | |
中期(3-7) | 316885 | 98.46 | 98.61 | 4.86 | 0.74 | 1.06 | 1.05 | 4.76 | 4.73 | 4.76 | 5 | |
長期(7- ) | 598640 | 85.24 | 85.49 | 16.45 | 1.13 | 2.20 | 2.01 | 13.42 | 13.28 | 13.29 | 4 | |
長期(7-11) | 210136 | 97.62 | 97.84 | 8.74 | 1.11 | 1.42 | 1.40 | 8.32 | 8.26 | 8.31 | 4 | |
超長期(11-) | 388504 | 78.55 | 78.82 | 20.62 | 1.15 | 2.72 | 2.42 | 16.86 | 16.65 | 16.63 | 4 | |
除く国債 | 171354 | 93.40 | 93.59 | 7.33 | 0.76 | 1.48 | 1.50 | 6.29 | 6.24 | 6.30 | 29 | |
短期(1-3) | 41071 | 99.00 | 99.13 | 2.05 | 0.51 | 1.02 | 1.01 | 2.03 | 2.02 | 2.03 | 29 | |
中期(3-7) | 57974 | 97.10 | 97.27 | 4.75 | 0.68 | 1.30 | 1.28 | 4.66 | 4.63 | 4.66 | 29 | |
長期(7- ) | 72309 | 87.27 | 87.49 | 12.39 | 0.97 | 1.95 | 2.02 | 10.49 | 10.38 | 10.50 | 29 | |
長期(7-11) | 27233 | 95.63 | 95.92 | 8.71 | 1.10 | 1.67 | 1.64 | 8.26 | 8.20 | 8.26 | 29 | |
超長期(11-) | 45076 | 82.22 | 82.40 | 14.62 | 0.89 | 2.14 | 2.29 | 12.06 | 11.91 | 12.08 | 29 | |
SDGs債 | 21703 | 94.58 | 94.74 | 6.98 | 0.72 | 1.47 | 1.42 | 6.13 | 6.07 | 6.10 | 26 | |
SDGs債 (除くABS) | 21352 | 94.59 | 94.75 | 6.99 | 0.72 | 1.46 | 1.41 | 6.14 | 6.08 | 6.11 | 25 | |
SDGs債/E | 24982 | 94.79 | 94.96 | 6.71 | 0.71 | 1.45 | 1.40 | 5.90 | 5.85 | 5.88 | 27 | |
SDGs債/E (除くABS) | 24632 | 94.81 | 94.97 | 6.72 | 0.71 | 1.45 | 1.40 | 5.91 | 5.86 | 5.89 | 26 | |
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