| ------------ 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 | 340.282 | -10.12 | -14.79 | -15.81 | 1.02 | -3.84 | -5.31 | |
| 短期(1-3) | 233.492 | 0.56 | -0.20 | -0.73 | 0.53 | 0.64 | 0.18 | |
| 中期(3-7) | 328.791 | 11.44 | -4.02 | -4.81 | 0.79 | -0.11 | -1.58 | |
| 長期(7- ) | 475.524 | -28.14 | -27.70 | -29.07 | 1.37 | -7.89 | -9.67 | |
| 長期(7-11)*2 | 184.031 | -12.88 | -11.75 | -12.94 | 1.19 | -1.70 | -4.09 | |
| 超長期(11-)*2 | 202.058 | -38.36 | -38.17 | -39.66 | 1.49 | -11.74 | -13.06 | |
| 国債 | 348.919 | -11.50 | -15.83 | -16.87 | 1.04 | -4.17 | -5.63 | |
| 短期(1-3) | 220.697 | 0.23 | -0.27 | -0.79 | 0.52 | 0.59 | 0.14 | |
| 中期(3-7) | 327.476 | 11.11 | -4.18 | -4.97 | 0.80 | -0.18 | -1.63 | |
| 長期(7- ) | 483.318 | -29.40 | -28.76 | -30.16 | 1.40 | -8.21 | -9.93 | |
| 長期(7-11)*2 | 182.604 | -13.30 | -11.84 | -13.03 | 1.19 | -1.72 | -4.09 | |
| 超長期(11-)*2 | 200.201 | -40.02 | -39.70 | -41.23 | 1.54 | -12.20 | -13.44 | |
| 地方債 | 373.179 | -2.13 | -8.71 | -9.48 | 0.77 | -1.45 | -3.44 | |
| 政保債 | 344.301 | -9.27 | -10.99 | -11.91 | 0.92 | -2.99 | -4.78 | |
| 金融債 | 271.167 | 6.22 | -1.70 | -2.29 | 0.59 | 0.42 | -0.40 | |
| 事業債 | 374.321 | -0.27 | -8.06 | -9.04 | 0.98 | -1.47 | -2.86 | |
| 円建外債 | 357.575 | -5.07 | -0.24 | -1.38 | 1.14 | 1.01 | 0.41 | |
| MBS*3 | 113.793 | -7.74 | -16.30 | -17.05 | 0.74 | -6.93 | -7.96 | |
| ABS*4 | 111.423 | 3.43 | -5.04 | -5.88 | 0.84 | 0.06 | -1.44 | |
| 除くMBS | 340.274 | -10.15 | -14.77 | -15.79 | 1.02 | -3.80 | -5.28 | |
| 短期(1-3) | 233.492 | 0.56 | -0.20 | -0.73 | 0.53 | 0.64 | 0.18 | |
| 中期(3-7) | 328.790 | 11.44 | -4.02 | -4.81 | 0.79 | -0.11 | -1.58 | |
| 長期(7- ) | 476.965 | -28.61 | -27.96 | -29.34 | 1.39 | -7.91 | -9.71 | |
| 長期(7-11)*2 | 184.021 | -12.89 | -11.75 | -12.95 | 1.19 | -1.70 | -4.09 | |
| 超長期(11-)*2 | 203.091 | -39.54 | -39.00 | -40.52 | 1.52 | -11.92 | -13.25 | |
| 除くABS | 340.298 | -10.13 | -14.79 | -15.81 | 1.02 | -3.84 | -5.31 | |
| 短期(1-3) | 233.455 | 0.56 | -0.20 | -0.73 | 0.53 | 0.64 | 0.18 | |
| 中期(3-7) | 328.780 | 11.44 | -4.02 | -4.81 | 0.79 | -0.11 | -1.59 | |
| 長期(7- ) | 475.516 | -28.14 | -27.70 | -29.07 | 1.37 | -7.89 | -9.67 | |
| 長期(7-11)*2 | 184.024 | -12.88 | -11.75 | -12.94 | 1.19 | -1.70 | -4.09 | |
| 超長期(11-)*2 | 202.054 | -38.36 | -38.17 | -39.66 | 1.49 | -11.74 | -13.06 | |
| 除くMBS・ABS | 340.290 | -10.15 | -14.78 | -15.80 | 1.02 | -3.80 | -5.28 | |
| 短期(1-3) | 233.455 | 0.56 | -0.20 | -0.73 | 0.53 | 0.64 | 0.18 | |
| 中期(3-7) | 328.780 | 11.44 | -4.02 | -4.81 | 0.79 | -0.11 | -1.59 | |
| 長期(7- ) | 476.957 | -28.61 | -27.96 | -29.35 | 1.39 | -7.92 | -9.71 | |
| 長期(7-11)*2 | 184.014 | -12.89 | -11.75 | -12.95 | 1.19 | -1.70 | -4.09 | |
| 超長期(11-)*2 | 203.087 | -39.54 | -39.00 | -40.52 | 1.52 | -11.92 | -13.25 | |
| 除く国債* | 163.198 | -2.25 | -8.87 | -9.74 | 0.87 | -1.91 | -3.52 | |
| 短期(1-3)* | 133.518 | 2.04 | 0.13 | -0.46 | 0.59 | 0.86 | 0.34 | |
| 中期(3-7)* | 163.305 | 13.03 | -3.30 | -4.06 | 0.75 | 0.17 | -1.37 | |
| 長期(7- )* | 212.235 | -18.89 | -19.83 | -20.99 | 1.16 | -5.50 | -7.70 | |
| 長期(7-11)*2 | 189.521 | -10.02 | -11.14 | -12.36 | 1.22 | -1.52 | -4.06 | |
| 超長期(11-)*2 | 209.299 | -25.51 | -26.25 | -27.37 | 1.12 | -8.23 | -10.14 | |
| SDGs債*5 | 95.346 | -0.43 | -7.73 | -8.57 | 0.84 | -1.30 | -2.99 | |
| SDGs債 (除くABS)*5 | 95.398 | -0.51 | -7.76 | -8.60 | 0.84 | -1.32 | -3.00 | |
| SDGs債／E*5 | 96.137 | 0.24 | -7.20 | -8.04 | 0.83 | -1.16 | -2.77 | |
| SDGs債／E (除くABS)*5 | 96.225 | 0.17 | -7.22 | -8.06 | 0.83 | -1.18 | -2.79 | |
| 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 | 1174192 | 89.95 | 90.22 | 10.17 | 0.93 | 1.84 | 1.73 | 8.08 | 7.99 | 8.02 | 5 | |
| 短期(1-3) | 232515 | 99.13 | 99.29 | 1.89 | 0.53 | 0.98 | 0.98 | 1.87 | 1.86 | 1.87 | 5 | |
| 中期(3-7) | 322907 | 97.35 | 97.58 | 4.74 | 0.77 | 1.35 | 1.33 | 4.63 | 4.60 | 4.63 | 5 | |
| 長期(7- ) | 618770 | 82.65 | 82.97 | 16.12 | 1.16 | 2.52 | 2.31 | 12.98 | 12.82 | 12.86 | 5 | |
| 長期(7-11) | 214931 | 95.53 | 95.89 | 8.63 | 1.16 | 1.75 | 1.72 | 8.17 | 8.10 | 8.17 | 4 | |
| 超長期(11-) | 403839 | 75.79 | 76.10 | 20.10 | 1.17 | 3.04 | 2.71 | 16.20 | 15.98 | 16.00 | 6 | |
| 国債 | 1002351 | 89.60 | 89.88 | 10.67 | 0.95 | 1.85 | 1.72 | 8.42 | 8.33 | 8.35 | 1 | |
| 短期(1-3) | 190308 | 99.21 | 99.37 | 1.85 | 0.51 | 0.93 | 0.92 | 1.84 | 1.83 | 1.84 | 1 | |
| 中期(3-7) | 265551 | 97.60 | 97.84 | 4.75 | 0.78 | 1.30 | 1.28 | 4.64 | 4.61 | 4.64 | 0 | |
| 長期(7- ) | 546492 | 82.37 | 82.71 | 16.62 | 1.18 | 2.56 | 2.30 | 13.34 | 13.18 | 13.20 | 1 | |
| 長期(7-11) | 186968 | 95.79 | 96.16 | 8.63 | 1.16 | 1.71 | 1.68 | 8.18 | 8.11 | 8.17 | 1 | |
| 超長期(11-) | 359523 | 75.39 | 75.72 | 20.78 | 1.20 | 3.12 | 2.71 | 16.76 | 16.53 | 16.52 | 2 | |
| 地方債 | 66546 | 92.76 | 92.94 | 7.12 | 0.72 | 1.65 | 1.64 | 6.34 | 6.28 | 6.31 | 15 | |
| 政保債 | 14556 | 90.59 | 90.77 | 9.00 | 0.86 | 1.80 | 1.68 | 7.29 | 7.21 | 7.26 | 10 | |
| 金融債 | 3107 | 97.54 | 97.68 | 3.12 | 0.58 | 1.40 | 1.39 | 3.05 | 3.03 | 3.05 | 31 | |
| 事業債 | 70312 | 92.12 | 92.37 | 7.21 | 0.91 | 1.92 | 1.82 | 5.83 | 5.76 | 5.79 | 41 | |
| 円建外債 | 3295 | 97.99 | 98.28 | 3.14 | 1.13 | 1.77 | 1.75 | 2.93 | 2.90 | 2.93 | 68 | |
| MBS | 13403 | 86.19 | 86.22 | 7.99 | 0.66 | 1.33 | 2.56 | 6.98 | 6.89 | 7.51 | 64 | |
| ABS | 621 | 92.98 | 93.18 | 5.45 | 0.79 | 2.04 | 1.95 | 4.96 | 4.90 | 4.95 | 65 | |
| 除くMBS | 1160789 | 90.00 | 90.26 | 10.19 | 0.93 | 1.84 | 1.72 | 8.09 | 8.00 | 8.02 | 5 | |
| 短期(1-3) | 232515 | 99.13 | 99.29 | 1.89 | 0.53 | 0.98 | 0.98 | 1.87 | 1.86 | 1.87 | 5 | |
| 中期(3-7) | 322888 | 97.35 | 97.58 | 4.74 | 0.77 | 1.35 | 1.33 | 4.63 | 4.60 | 4.63 | 5 | |
| 長期(7- ) | 605386 | 82.57 | 82.90 | 16.30 | 1.18 | 2.55 | 2.30 | 13.12 | 12.95 | 12.98 | 4 | |
| 長期(7-11) | 214814 | 95.53 | 95.89 | 8.63 | 1.16 | 1.75 | 1.72 | 8.18 | 8.11 | 8.17 | 4 | |
| 超長期(11-) | 390572 | 75.44 | 75.76 | 20.51 | 1.19 | 3.11 | 2.71 | 16.55 | 16.32 | 16.32 | 4 | |
| 除くABS | 1173571 | 89.95 | 90.22 | 10.17 | 0.93 | 1.84 | 1.73 | 8.08 | 7.99 | 8.02 | 5 | |
| 短期(1-3) | 232332 | 99.13 | 99.29 | 1.89 | 0.53 | 0.98 | 0.98 | 1.87 | 1.86 | 1.87 | 5 | |
| 中期(3-7) | 322617 | 97.35 | 97.58 | 4.74 | 0.77 | 1.35 | 1.33 | 4.63 | 4.60 | 4.63 | 5 | |
| 長期(7- ) | 618622 | 82.65 | 82.97 | 16.12 | 1.16 | 2.52 | 2.31 | 12.98 | 12.82 | 12.86 | 5 | |
| 長期(7-11) | 214830 | 95.53 | 95.89 | 8.63 | 1.16 | 1.75 | 1.71 | 8.17 | 8.10 | 8.17 | 4 | |
| 超長期(11-) | 403791 | 75.79 | 76.10 | 20.10 | 1.17 | 3.04 | 2.71 | 16.20 | 15.98 | 16.00 | 6 | |
| 除くMBS・ABS | 1160168 | 89.99 | 90.26 | 10.20 | 0.93 | 1.84 | 1.72 | 8.09 | 8.00 | 8.02 | 5 | |
| 短期(1-3) | 232332 | 99.13 | 99.29 | 1.89 | 0.53 | 0.98 | 0.98 | 1.87 | 1.86 | 1.87 | 5 | |
| 中期(3-7) | 322598 | 97.35 | 97.58 | 4.74 | 0.77 | 1.35 | 1.33 | 4.63 | 4.60 | 4.63 | 5 | |
| 長期(7- ) | 605238 | 82.57 | 82.90 | 16.30 | 1.18 | 2.55 | 2.30 | 13.12 | 12.95 | 12.98 | 4 | |
| 長期(7-11) | 214713 | 95.53 | 95.89 | 8.63 | 1.16 | 1.75 | 1.72 | 8.18 | 8.11 | 8.17 | 4 | |
| 超長期(11-) | 390525 | 75.44 | 75.76 | 20.51 | 1.19 | 3.11 | 2.71 | 16.55 | 16.32 | 16.32 | 4 | |
| 除く国債 | 171841 | 91.99 | 92.19 | 7.23 | 0.81 | 1.75 | 1.78 | 6.12 | 6.05 | 6.13 | 31 | |
| 短期(1-3) | 42207 | 98.75 | 98.91 | 2.02 | 0.59 | 1.22 | 1.21 | 2.01 | 2.00 | 2.01 | 27 | |
| 中期(3-7) | 57356 | 96.17 | 96.36 | 4.69 | 0.73 | 1.58 | 1.55 | 4.59 | 4.56 | 4.59 | 28 | |
| 長期(7- ) | 72278 | 84.73 | 84.94 | 12.28 | 1.01 | 2.27 | 2.38 | 10.29 | 10.16 | 10.32 | 35 | |
| 長期(7-11) | 27963 | 93.75 | 94.04 | 8.62 | 1.16 | 2.00 | 1.95 | 8.16 | 8.08 | 8.15 | 28 | |
| 超長期(11-) | 44315 | 79.03 | 79.20 | 14.59 | 0.92 | 2.47 | 2.70 | 11.88 | 11.71 | 11.94 | 41 | |
| SDGs債 | 23129 | 93.72 | 93.92 | 6.83 | 0.80 | 1.73 | 1.67 | 5.94 | 5.88 | 5.91 | 24 | |
| SDGs債 (除くABS) | 22788 | 93.73 | 93.94 | 6.84 | 0.80 | 1.73 | 1.66 | 5.94 | 5.88 | 5.92 | 24 | |
| SDGs債／E | 26488 | 93.94 | 94.15 | 6.57 | 0.80 | 1.72 | 1.65 | 5.73 | 5.67 | 5.71 | 26 | |
| SDGs債／E (除くABS) | 26147 | 93.96 | 94.17 | 6.58 | 0.80 | 1.71 | 1.65 | 5.74 | 5.68 | 5.71 | 25 | |
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