------------ 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 | 344.556 | 14.51 | -24.36 | -25.32 | 0.96 | -4.46 | -6.70 | |
短期(1-3) | 233.422 | 4.01 | -0.87 | -1.35 | 0.48 | 1.33 | 0.24 | |
中期(3-7) | 330.720 | 12.66 | -6.72 | -7.47 | 0.75 | 1.73 | -1.59 | |
長期(7- ) | 486.199 | 20.29 | -44.97 | -46.27 | 1.29 | -10.49 | -12.42 | |
長期(7-11)*2 | 186.481 | 33.35 | -17.06 | -18.19 | 1.13 | 0.64 | -4.49 | |
超長期(11-)*2 | 207.842 | 11.82 | -62.71 | -64.11 | 1.40 | -17.38 | -17.23 | |
国債 | 353.502 | 13.96 | -26.11 | -27.10 | 0.99 | -5.04 | -7.13 | |
短期(1-3) | 220.677 | 3.94 | -0.90 | -1.38 | 0.47 | 1.29 | 0.22 | |
中期(3-7) | 329.516 | 12.72 | -6.83 | -7.59 | 0.76 | 1.71 | -1.60 | |
長期(7- ) | 494.261 | 18.83 | -46.97 | -48.29 | 1.32 | -11.17 | -12.84 | |
長期(7-11)*2 | 185.087 | 33.34 | -17.10 | -18.23 | 1.13 | 0.68 | -4.45 | |
超長期(11-)*2 | 205.941 | 9.52 | -65.71 | -67.16 | 1.44 | -18.42 | -17.87 | |
地方債 | 376.230 | 20.13 | -14.26 | -14.98 | 0.72 | -0.51 | -4.30 | |
政保債 | 347.622 | 17.89 | -21.02 | -21.91 | 0.89 | -3.50 | -6.30 | |
金融債 | 271.429 | 7.84 | -2.90 | -3.38 | 0.49 | 1.28 | -0.50 | |
事業債 | 376.570 | 13.78 | -13.54 | -14.44 | 0.90 | -1.27 | -3.72 | |
円建外債 | 357.140 | 10.46 | -3.83 | -4.96 | 1.13 | 1.85 | 0.46 | |
MBS*3 | 118.128 | 29.60 | -18.88 | -19.61 | 0.73 | -3.24 | -6.84 | |
ABS*4 | 111.829 | 17.11 | -8.53 | -9.35 | 0.82 | 1.37 | -1.75 | |
除くMBS | 344.450 | 14.34 | -24.43 | -25.39 | 0.96 | -4.47 | -6.69 | |
短期(1-3) | 233.422 | 4.01 | -0.87 | -1.35 | 0.48 | 1.33 | 0.24 | |
中期(3-7) | 330.719 | 12.66 | -6.72 | -7.47 | 0.75 | 1.73 | -1.59 | |
長期(7- ) | 487.494 | 20.07 | -45.59 | -46.90 | 1.31 | -10.67 | -12.55 | |
長期(7-11)*2 | 186.472 | 33.37 | -17.07 | -18.20 | 1.13 | 0.64 | -4.49 | |
超長期(11-)*2 | 208.824 | 11.10 | -64.41 | -65.84 | 1.42 | -17.93 | -17.62 | |
除くABS | 344.574 | 14.51 | -24.37 | -25.33 | 0.96 | -4.46 | -6.70 | |
短期(1-3) | 233.386 | 4.00 | -0.87 | -1.35 | 0.48 | 1.33 | 0.24 | |
中期(3-7) | 330.710 | 12.66 | -6.72 | -7.47 | 0.75 | 1.73 | -1.59 | |
長期(7- ) | 486.193 | 20.29 | -44.98 | -46.27 | 1.29 | -10.50 | -12.42 | |
長期(7-11)*2 | 186.475 | 33.35 | -17.06 | -18.19 | 1.13 | 0.64 | -4.49 | |
超長期(11-)*2 | 207.839 | 11.82 | -62.71 | -64.11 | 1.40 | -17.39 | -17.23 | |
除くMBS・ABS | 344.467 | 14.34 | -24.43 | -25.40 | 0.96 | -4.48 | -6.70 | |
短期(1-3) | 233.386 | 4.00 | -0.87 | -1.35 | 0.48 | 1.33 | 0.24 | |
中期(3-7) | 330.710 | 12.66 | -6.72 | -7.47 | 0.75 | 1.73 | -1.59 | |
長期(7- ) | 487.487 | 20.06 | -45.60 | -46.91 | 1.31 | -10.67 | -12.55 | |
長期(7-11)*2 | 186.466 | 33.37 | -17.07 | -18.20 | 1.13 | 0.64 | -4.49 | |
超長期(11-)*2 | 208.820 | 11.10 | -64.42 | -65.84 | 1.42 | -17.93 | -17.62 | |
除く国債* | 164.710 | 17.62 | -14.40 | -15.22 | 0.81 | -1.19 | -4.24 | |
短期(1-3)* | 133.351 | 4.30 | -0.73 | -1.25 | 0.52 | 1.50 | 0.34 | |
中期(3-7)* | 163.990 | 12.39 | -6.24 | -6.94 | 0.70 | 1.81 | -1.53 | |
長期(7- )* | 216.680 | 30.91 | -30.33 | -31.43 | 1.10 | -5.51 | -9.32 | |
長期(7-11)*2 | 191.672 | 33.41 | -16.73 | -17.88 | 1.15 | 0.40 | -4.79 | |
超長期(11-)*2 | 215.179 | 29.16 | -39.79 | -40.86 | 1.07 | -9.47 | -12.29 | |
SDGs債*5 | 95.994 | 16.54 | -13.12 | -13.87 | 0.76 | -0.63 | -3.78 | |
SDGs債 (除くABS)*5 | 96.050 | 16.50 | -13.17 | -13.93 | 0.76 | -0.67 | -3.81 | |
SDGs債/E*5 | 96.758 | 15.82 | -12.33 | -13.08 | 0.75 | -0.44 | -3.48 | |
SDGs債/E (除くABS)*5 | 96.848 | 15.78 | -12.37 | -13.12 | 0.75 | -0.47 | -3.50 | |
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 | 1161953 | 91.36 | 91.56 | 10.28 | 0.89 | 1.59 | 1.50 | 8.29 | 8.21 | 8.23 | 5 | |
短期(1-3) | 232433 | 99.37 | 99.48 | 1.97 | 0.48 | 0.79 | 0.79 | 1.96 | 1.95 | 1.96 | 5 | |
中期(3-7) | 317222 | 98.27 | 98.42 | 4.84 | 0.74 | 1.10 | 1.09 | 4.74 | 4.71 | 4.74 | 5 | |
長期(7- ) | 612298 | 84.74 | 85.00 | 16.25 | 1.12 | 2.24 | 2.06 | 13.24 | 13.09 | 13.11 | 5 | |
長期(7-11) | 210358 | 97.18 | 97.41 | 8.72 | 1.11 | 1.47 | 1.46 | 8.29 | 8.23 | 8.29 | 4 | |
超長期(11-) | 401940 | 78.23 | 78.50 | 20.18 | 1.13 | 2.73 | 2.46 | 16.45 | 16.24 | 16.25 | 5 | |
国債 | 990605 | 91.05 | 91.26 | 10.79 | 0.91 | 1.60 | 1.49 | 8.65 | 8.57 | 8.58 | 1 | |
短期(1-3) | 191363 | 99.46 | 99.56 | 1.96 | 0.47 | 0.74 | 0.74 | 1.95 | 1.94 | 1.95 | 0 | |
中期(3-7) | 259248 | 98.57 | 98.72 | 4.86 | 0.75 | 1.05 | 1.04 | 4.76 | 4.74 | 4.76 | 0 | |
長期(7- ) | 539994 | 84.47 | 84.74 | 16.76 | 1.14 | 2.27 | 2.06 | 13.62 | 13.46 | 13.48 | 1 | |
長期(7-11) | 183126 | 97.47 | 97.70 | 8.73 | 1.11 | 1.44 | 1.42 | 8.30 | 8.24 | 8.30 | 1 | |
超長期(11-) | 356868 | 77.79 | 78.08 | 20.89 | 1.16 | 2.80 | 2.47 | 17.03 | 16.82 | 16.81 | 2 | |
地方債 | 66308 | 93.77 | 93.95 | 7.23 | 0.68 | 1.43 | 1.42 | 6.49 | 6.44 | 6.47 | 16 | |
政保債 | 14210 | 91.59 | 91.87 | 9.33 | 0.83 | 1.60 | 1.50 | 7.67 | 7.59 | 7.63 | 12 | |
金融債 | 3178 | 97.85 | 97.96 | 3.16 | 0.48 | 1.19 | 1.18 | 3.09 | 3.07 | 3.09 | 32 | |
事業債 | 69868 | 92.94 | 93.16 | 7.30 | 0.84 | 1.68 | 1.60 | 5.96 | 5.90 | 5.92 | 42 | |
円建外債 | 3603 | 98.44 | 98.71 | 3.21 | 1.11 | 1.59 | 1.58 | 3.02 | 2.99 | 3.02 | 72 | |
MBS | 13534 | 89.87 | 89.88 | 7.82 | 0.65 | 1.11 | 2.00 | 7.03 | 6.96 | 7.42 | 32 | |
ABS | 646 | 93.83 | 94.01 | 5.60 | 0.77 | 1.80 | 1.73 | 5.13 | 5.08 | 5.12 | 65 | |
除くMBS | 1148419 | 91.38 | 91.58 | 10.31 | 0.89 | 1.59 | 1.49 | 8.31 | 8.22 | 8.24 | 5 | |
短期(1-3) | 232433 | 99.37 | 99.48 | 1.97 | 0.48 | 0.79 | 0.79 | 1.96 | 1.95 | 1.96 | 5 | |
中期(3-7) | 317201 | 98.27 | 98.42 | 4.84 | 0.74 | 1.10 | 1.09 | 4.74 | 4.71 | 4.74 | 5 | |
長期(7- ) | 598784 | 84.62 | 84.89 | 16.44 | 1.13 | 2.26 | 2.06 | 13.39 | 13.23 | 13.25 | 4 | |
長期(7-11) | 210230 | 97.18 | 97.41 | 8.73 | 1.11 | 1.48 | 1.46 | 8.30 | 8.24 | 8.29 | 4 | |
超長期(11-) | 388555 | 77.83 | 78.12 | 20.61 | 1.15 | 2.80 | 2.47 | 16.82 | 16.60 | 16.60 | 4 | |
除くABS | 1161307 | 91.36 | 91.56 | 10.28 | 0.89 | 1.59 | 1.50 | 8.30 | 8.21 | 8.23 | 5 | |
短期(1-3) | 232253 | 99.37 | 99.48 | 1.97 | 0.48 | 0.79 | 0.79 | 1.96 | 1.95 | 1.96 | 5 | |
中期(3-7) | 316906 | 98.27 | 98.43 | 4.84 | 0.74 | 1.10 | 1.09 | 4.74 | 4.71 | 4.74 | 5 | |
長期(7- ) | 612148 | 84.74 | 85.00 | 16.25 | 1.12 | 2.24 | 2.06 | 13.24 | 13.09 | 13.12 | 5 | |
長期(7-11) | 210264 | 97.18 | 97.42 | 8.72 | 1.11 | 1.47 | 1.46 | 8.29 | 8.23 | 8.29 | 4 | |
超長期(11-) | 401884 | 78.23 | 78.50 | 20.18 | 1.13 | 2.73 | 2.46 | 16.45 | 16.24 | 16.25 | 5 | |
除くMBS・ABS | 1147773 | 91.37 | 91.58 | 10.31 | 0.89 | 1.59 | 1.49 | 8.31 | 8.23 | 8.24 | 5 | |
短期(1-3) | 232253 | 99.37 | 99.48 | 1.97 | 0.48 | 0.79 | 0.79 | 1.96 | 1.95 | 1.96 | 5 | |
中期(3-7) | 316885 | 98.27 | 98.43 | 4.84 | 0.74 | 1.10 | 1.09 | 4.74 | 4.71 | 4.74 | 5 | |
長期(7- ) | 598634 | 84.62 | 84.89 | 16.44 | 1.13 | 2.26 | 2.06 | 13.39 | 13.23 | 13.25 | 4 | |
長期(7-11) | 210136 | 97.18 | 97.42 | 8.73 | 1.11 | 1.47 | 1.46 | 8.30 | 8.24 | 8.29 | 4 | |
超長期(11-) | 388499 | 77.83 | 78.12 | 20.61 | 1.15 | 2.80 | 2.47 | 16.82 | 16.60 | 16.60 | 4 | |
除く国債 | 171349 | 93.12 | 93.31 | 7.31 | 0.76 | 1.52 | 1.55 | 6.26 | 6.20 | 6.27 | 29 | |
短期(1-3) | 41071 | 98.97 | 99.10 | 2.03 | 0.51 | 1.04 | 1.03 | 2.02 | 2.01 | 2.02 | 29 | |
中期(3-7) | 57974 | 96.92 | 97.10 | 4.74 | 0.68 | 1.34 | 1.32 | 4.64 | 4.61 | 4.64 | 29 | |
長期(7- ) | 72304 | 86.75 | 86.98 | 12.38 | 0.97 | 2.00 | 2.08 | 10.46 | 10.35 | 10.47 | 29 | |
長期(7-11) | 27232 | 95.20 | 95.50 | 8.69 | 1.10 | 1.73 | 1.70 | 8.25 | 8.18 | 8.24 | 29 | |
超長期(11-) | 45071 | 81.64 | 81.84 | 14.61 | 0.89 | 2.20 | 2.35 | 12.03 | 11.88 | 12.04 | 30 | |
SDGs債 | 21703 | 94.30 | 94.47 | 6.96 | 0.72 | 1.51 | 1.46 | 6.10 | 6.04 | 6.07 | 26 | |
SDGs債 (除くABS) | 21352 | 94.32 | 94.48 | 6.98 | 0.72 | 1.51 | 1.45 | 6.11 | 6.05 | 6.08 | 25 | |
SDGs債/E | 24982 | 94.53 | 94.71 | 6.69 | 0.71 | 1.49 | 1.44 | 5.87 | 5.82 | 5.85 | 27 | |
SDGs債/E (除くABS) | 24632 | 94.55 | 94.72 | 6.70 | 0.71 | 1.49 | 1.44 | 5.88 | 5.83 | 5.86 | 26 | |
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