| ------------ 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 | 324.911 | -3.50 | -6.76 | -7.98 | 1.22 | -5.11 | -5.75 | |
| 短期(1-3) | 233.523 | 5.98 | -1.20 | -1.87 | 0.67 | 0.92 | 0.44 | |
| 中期(3-7) | 323.201 | 19.11 | -3.17 | -4.12 | 0.95 | -0.44 | -1.32 | |
| 長期(7- ) | 435.802 | -23.57 | -11.94 | -13.61 | 1.68 | -11.02 | -11.43 | |
| 長期(7-11)*2 | 174.547 | 9.12 | -6.31 | -7.78 | 1.46 | -5.77 | -5.90 | |
| 超長期(11-)*2 | 180.921 | -46.34 | -15.83 | -17.65 | 1.82 | -14.60 | -15.08 | |
| 国債 | 332.524 | -4.17 | -7.09 | -8.34 | 1.25 | -5.47 | -6.04 | |
| 短期(1-3) | 220.672 | 5.91 | -1.21 | -1.87 | 0.66 | 0.87 | 0.40 | |
| 中期(3-7) | 321.732 | 19.24 | -3.24 | -4.20 | 0.96 | -0.52 | -1.39 | |
| 長期(7- ) | 442.563 | -23.89 | -12.26 | -13.97 | 1.71 | -11.31 | -11.60 | |
| 長期(7-11)*2 | 173.188 | 11.97 | -6.27 | -7.71 | 1.45 | -5.78 | -5.90 | |
| 超長期(11-)*2 | 179.103 | -48.22 | -16.30 | -18.18 | 1.88 | -15.00 | -15.26 | |
| 地方債 | 360.106 | -2.78 | -4.73 | -5.66 | 0.93 | -3.21 | -4.04 | |
| 政保債 | 329.438 | -13.75 | -6.46 | -7.62 | 1.16 | -4.60 | -5.38 | |
| 金融債 | 269.855 | 11.35 | -1.79 | -2.70 | 0.92 | 0.61 | 0.02 | |
| 事業債 | 365.125 | 5.02 | -4.01 | -5.20 | 1.19 | -1.93 | -2.70 | |
| 円建外債 | 355.683 | 18.37 | -2.23 | -3.69 | 1.46 | 0.06 | -0.10 | |
| MBS*3 | 102.510 | -2.63 | -10.51 | -11.44 | 0.93 | -8.86 | -13.54 | |
| ABS*4 | 109.498 | 9.88 | -2.77 | -3.69 | 0.92 | -0.82 | -1.43 | |
| 除くMBS | 325.106 | -3.51 | -6.72 | -7.95 | 1.22 | -5.07 | -5.67 | |
| 短期(1-3) | 233.523 | 5.98 | -1.20 | -1.87 | 0.67 | 0.92 | 0.44 | |
| 中期(3-7) | 323.200 | 19.11 | -3.17 | -4.12 | 0.96 | -0.44 | -1.32 | |
| 長期(7- ) | 437.298 | -24.04 | -11.97 | -13.66 | 1.69 | -11.06 | -11.38 | |
| 長期(7-11)*2 | 174.532 | 9.13 | -6.31 | -7.78 | 1.46 | -5.77 | -5.91 | |
| 超長期(11-)*2 | 181.812 | -48.02 | -16.03 | -17.89 | 1.86 | -14.82 | -15.13 | |
| 除くABS | 324.921 | -3.51 | -6.76 | -7.98 | 1.22 | -5.11 | -5.75 | |
| 短期(1-3) | 233.486 | 5.98 | -1.20 | -1.87 | 0.67 | 0.92 | 0.44 | |
| 中期(3-7) | 323.189 | 19.11 | -3.17 | -4.12 | 0.96 | -0.44 | -1.32 | |
| 長期(7- ) | 435.792 | -23.58 | -11.94 | -13.61 | 1.68 | -11.02 | -11.43 | |
| 長期(7-11)*2 | 174.540 | 9.12 | -6.31 | -7.78 | 1.46 | -5.77 | -5.90 | |
| 超長期(11-)*2 | 180.917 | -46.34 | -15.83 | -17.65 | 1.82 | -14.60 | -15.08 | |
| 除くMBS・ABS | 325.117 | -3.51 | -6.72 | -7.95 | 1.22 | -5.07 | -5.67 | |
| 短期(1-3) | 233.486 | 5.98 | -1.20 | -1.87 | 0.67 | 0.92 | 0.44 | |
| 中期(3-7) | 323.188 | 19.11 | -3.17 | -4.12 | 0.96 | -0.44 | -1.32 | |
| 長期(7- ) | 437.288 | -24.05 | -11.97 | -13.66 | 1.69 | -11.07 | -11.38 | |
| 長期(7-11)*2 | 174.526 | 9.13 | -6.31 | -7.78 | 1.46 | -5.77 | -5.91 | |
| 超長期(11-)*2 | 181.808 | -48.02 | -16.03 | -17.89 | 1.86 | -14.82 | -15.13 | |
| 除く国債* | 157.509 | 0.33 | -4.85 | -5.92 | 1.07 | -3.04 | -4.12 | |
| 短期(1-3)* | 133.685 | 6.28 | -1.13 | -1.85 | 0.72 | 1.13 | 0.62 | |
| 中期(3-7)* | 160.953 | 18.46 | -2.80 | -3.74 | 0.94 | -0.04 | -0.98 | |
| 長期(7- )* | 195.722 | -21.27 | -9.57 | -11.02 | 1.45 | -8.83 | -10.25 | |
| 長期(7-11)*2 | 179.785 | -9.35 | -6.62 | -8.16 | 1.54 | -5.70 | -5.96 | |
| 超長期(11-)*2 | 188.719 | -31.26 | -12.03 | -13.40 | 1.37 | -11.41 | -13.61 | |
| SDGs債*5 | 92.670 | 5.82 | -4.19 | -5.27 | 1.08 | -2.45 | -3.09 | |
| SDGs債 (除くABS)*5 | 92.708 | 5.73 | -4.21 | -5.29 | 1.08 | -2.47 | -3.11 | |
| SDGs債／E*5 | 93.628 | 6.47 | -3.96 | -5.03 | 1.07 | -2.17 | -2.81 | |
| SDGs債／E (除くABS)*5 | 93.705 | 6.41 | -3.97 | -5.05 | 1.07 | -2.18 | -2.83 | |
| 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 | 1177790 | 85.23 | 85.49 | 10.13 | 1.05 | 2.66 | 2.45 | 7.68 | 7.57 | 7.62 | 6 | |
| 短期(1-3) | 234115 | 98.30 | 98.46 | 1.94 | 0.66 | 1.53 | 1.52 | 1.92 | 1.91 | 1.92 | 5 | |
| 中期(3-7) | 330922 | 94.75 | 94.96 | 4.80 | 0.91 | 2.07 | 2.02 | 4.67 | 4.62 | 4.67 | 5 | |
| 長期(7- ) | 612753 | 75.09 | 75.42 | 16.14 | 1.27 | 3.64 | 3.21 | 12.60 | 12.39 | 12.47 | 7 | |
| 長期(7-11) | 210398 | 89.93 | 90.25 | 8.66 | 1.32 | 2.76 | 2.63 | 8.12 | 8.01 | 8.11 | 5 | |
| 超長期(11-) | 402355 | 67.33 | 67.66 | 20.06 | 1.25 | 4.25 | 3.62 | 15.73 | 15.44 | 15.52 | 9 | |
| 国債 | 1007765 | 84.75 | 85.02 | 10.64 | 1.07 | 2.69 | 2.43 | 8.01 | 7.89 | 7.94 | 1 | |
| 短期(1-3) | 191058 | 98.40 | 98.56 | 1.92 | 0.65 | 1.47 | 1.46 | 1.90 | 1.89 | 1.90 | 0 | |
| 中期(3-7) | 275207 | 94.93 | 95.14 | 4.83 | 0.91 | 2.02 | 1.97 | 4.69 | 4.65 | 4.69 | 0 | |
| 長期(7- ) | 541500 | 74.76 | 75.10 | 16.67 | 1.29 | 3.68 | 3.18 | 12.97 | 12.76 | 12.83 | 1 | |
| 長期(7-11) | 181866 | 90.16 | 90.47 | 8.66 | 1.32 | 2.71 | 2.58 | 8.13 | 8.02 | 8.12 | 0 | |
| 超長期(11-) | 359634 | 66.97 | 67.32 | 20.72 | 1.28 | 4.34 | 3.58 | 16.27 | 15.97 | 16.03 | 1 | |
| 地方債 | 66537 | 88.95 | 89.19 | 6.96 | 0.83 | 2.45 | 2.39 | 6.00 | 5.92 | 5.98 | 19 | |
| 政保債 | 14106 | 85.65 | 85.81 | 9.00 | 0.99 | 2.68 | 2.43 | 6.96 | 6.85 | 6.92 | 15 | |
| 金融債 | 3006 | 96.58 | 96.78 | 3.19 | 0.88 | 2.03 | 2.00 | 3.08 | 3.05 | 3.08 | 32 | |
| 事業債 | 69368 | 89.08 | 89.32 | 7.08 | 1.06 | 2.66 | 2.48 | 5.52 | 5.44 | 5.49 | 42 | |
| 円建外債 | 3275 | 96.62 | 96.94 | 3.24 | 1.41 | 2.44 | 2.39 | 2.93 | 2.89 | 2.92 | 74 | |
| MBS | 13177 | 76.70 | 76.74 | 8.27 | 0.71 | 2.02 | 4.19 | 6.69 | 6.55 | 7.15 | 146 | |
| ABS | 556 | 89.99 | 90.20 | 5.33 | 0.83 | 2.78 | 2.62 | 4.75 | 4.68 | 4.75 | 66 | |
| 除くMBS | 1164613 | 85.32 | 85.59 | 10.16 | 1.05 | 2.67 | 2.43 | 7.69 | 7.58 | 7.63 | 5 | |
| 短期(1-3) | 234115 | 98.30 | 98.46 | 1.94 | 0.66 | 1.53 | 1.52 | 1.92 | 1.91 | 1.92 | 5 | |
| 中期(3-7) | 330871 | 94.75 | 94.96 | 4.81 | 0.91 | 2.07 | 2.02 | 4.67 | 4.62 | 4.67 | 5 | |
| 長期(7- ) | 599627 | 75.05 | 75.39 | 16.32 | 1.29 | 3.67 | 3.19 | 12.73 | 12.52 | 12.59 | 4 | |
| 長期(7-11) | 210336 | 89.93 | 90.25 | 8.66 | 1.33 | 2.76 | 2.63 | 8.12 | 8.01 | 8.11 | 5 | |
| 超長期(11-) | 389291 | 67.02 | 67.36 | 20.45 | 1.27 | 4.34 | 3.59 | 16.07 | 15.78 | 15.84 | 4 | |
| 除くABS | 1177234 | 85.22 | 85.49 | 10.14 | 1.05 | 2.66 | 2.45 | 7.68 | 7.57 | 7.62 | 6 | |
| 短期(1-3) | 233975 | 98.30 | 98.46 | 1.94 | 0.66 | 1.53 | 1.52 | 1.92 | 1.91 | 1.92 | 5 | |
| 中期(3-7) | 330631 | 94.75 | 94.97 | 4.80 | 0.91 | 2.07 | 2.01 | 4.67 | 4.62 | 4.67 | 5 | |
| 長期(7- ) | 612627 | 75.09 | 75.42 | 16.14 | 1.27 | 3.64 | 3.21 | 12.60 | 12.39 | 12.47 | 7 | |
| 長期(7-11) | 210312 | 89.93 | 90.26 | 8.66 | 1.33 | 2.76 | 2.62 | 8.12 | 8.01 | 8.11 | 5 | |
| 超長期(11-) | 402315 | 67.33 | 67.66 | 20.06 | 1.25 | 4.25 | 3.62 | 15.73 | 15.44 | 15.52 | 9 | |
| 除くMBS・ABS | 1164056 | 85.32 | 85.59 | 10.16 | 1.05 | 2.67 | 2.43 | 7.69 | 7.58 | 7.63 | 5 | |
| 短期(1-3) | 233975 | 98.30 | 98.46 | 1.94 | 0.66 | 1.53 | 1.52 | 1.92 | 1.91 | 1.92 | 5 | |
| 中期(3-7) | 330580 | 94.75 | 94.97 | 4.81 | 0.91 | 2.07 | 2.01 | 4.67 | 4.62 | 4.67 | 5 | |
| 長期(7- ) | 599502 | 75.05 | 75.39 | 16.32 | 1.29 | 3.67 | 3.19 | 12.73 | 12.52 | 12.59 | 4 | |
| 長期(7-11) | 210251 | 89.93 | 90.25 | 8.66 | 1.33 | 2.76 | 2.62 | 8.12 | 8.01 | 8.11 | 5 | |
| 超長期(11-) | 389251 | 67.02 | 67.36 | 20.45 | 1.27 | 4.34 | 3.59 | 16.07 | 15.78 | 15.84 | 4 | |
| 除く国債 | 170025 | 88.07 | 88.28 | 7.13 | 0.94 | 2.52 | 2.54 | 5.80 | 5.72 | 5.81 | 38 | |
| 短期(1-3) | 43056 | 97.86 | 98.02 | 2.03 | 0.70 | 1.78 | 1.76 | 2.01 | 1.99 | 2.01 | 28 | |
| 中期(3-7) | 55715 | 93.87 | 94.09 | 4.68 | 0.88 | 2.30 | 2.24 | 4.55 | 4.50 | 4.55 | 29 | |
| 長期(7- ) | 71253 | 77.61 | 77.87 | 12.14 | 1.13 | 3.29 | 3.43 | 9.87 | 9.70 | 9.89 | 55 | |
| 長期(7-11) | 28532 | 88.49 | 88.85 | 8.62 | 1.37 | 3.04 | 2.89 | 8.05 | 7.93 | 8.03 | 31 | |
| 超長期(11-) | 42721 | 70.35 | 70.53 | 14.49 | 0.97 | 3.50 | 3.89 | 11.40 | 11.18 | 11.44 | 75 | |
| SDGs債 | 24552 | 90.88 | 91.13 | 6.65 | 0.99 | 2.48 | 2.35 | 5.62 | 5.54 | 5.60 | 24 | |
| SDGs債 (除くABS) | 24220 | 90.89 | 91.14 | 6.67 | 0.99 | 2.47 | 2.34 | 5.63 | 5.55 | 5.61 | 24 | |
| SDGs債／E | 28137 | 91.28 | 91.54 | 6.37 | 0.98 | 2.44 | 2.32 | 5.40 | 5.32 | 5.38 | 26 | |
| SDGs債／E (除くABS) | 27805 | 91.30 | 91.55 | 6.38 | 0.98 | 2.44 | 2.32 | 5.40 | 5.33 | 5.38 | 25 | |
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