| ------------ 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 | 325.657 | 56.79 | -11.87 | -13.04 | 1.17 | -9.55 | -7.72 | |
| 短期(1-3) | 233.246 | 8.17 | 1.21 | 0.58 | 0.62 | 1.20 | 0.34 | |
| 中期(3-7) | 322.296 | 28.75 | -2.42 | -3.34 | 0.92 | -2.81 | -2.59 | |
| 長期(7- ) | 439.074 | 99.52 | -24.34 | -25.95 | 1.60 | -19.03 | -14.69 | |
| 長期(7-11)*2 | 174.671 | 62.97 | -13.07 | -14.46 | 1.39 | -12.02 | -8.32 | |
| 超長期(11-)*2 | 183.132 | 125.35 | -32.16 | -33.91 | 1.75 | -23.87 | -18.90 | |
| 国債 | 333.377 | 59.49 | -12.71 | -13.91 | 1.20 | -10.16 | -8.07 | |
| 短期(1-3) | 220.430 | 7.97 | 1.14 | 0.53 | 0.61 | 1.16 | 0.30 | |
| 中期(3-7) | 320.871 | 28.95 | -2.55 | -3.47 | 0.92 | -2.90 | -2.66 | |
| 長期(7- ) | 445.948 | 102.37 | -25.17 | -26.80 | 1.63 | -19.59 | -14.89 | |
| 長期(7-11)*2 | 173.311 | 63.10 | -13.15 | -14.53 | 1.38 | -12.04 | -8.31 | |
| 超長期(11-)*2 | 181.313 | 129.52 | -33.31 | -35.11 | 1.80 | -24.67 | -19.14 | |
| 地方債 | 360.103 | 44.12 | -7.25 | -8.14 | 0.89 | -6.94 | -5.82 | |
| 政保債 | 330.088 | 51.26 | -10.36 | -11.46 | 1.10 | -8.66 | -7.27 | |
| 金融債 | 269.239 | 17.28 | 0.02 | -0.81 | 0.83 | -0.20 | -0.54 | |
| 事業債 | 364.816 | 38.32 | -5.49 | -6.61 | 1.12 | -4.74 | -4.09 | |
| 円建外債 | 355.329 | 16.92 | -0.72 | -2.11 | 1.39 | -0.54 | -0.39 | |
| MBS*3 | 104.061 | 47.54 | -15.58 | -16.48 | 0.90 | -9.43 | -15.98 | |
| ABS*4 | 109.246 | 31.68 | -3.36 | -4.25 | 0.89 | -3.29 | -2.63 | |
| 除くMBS | 325.810 | 56.88 | -11.83 | -13.00 | 1.17 | -9.55 | -7.63 | |
| 短期(1-3) | 233.246 | 8.17 | 1.21 | 0.58 | 0.62 | 1.20 | 0.34 | |
| 中期(3-7) | 322.295 | 28.75 | -2.42 | -3.34 | 0.92 | -2.81 | -2.59 | |
| 長期(7- ) | 440.505 | 100.70 | -24.54 | -26.16 | 1.62 | -19.25 | -14.66 | |
| 長期(7-11)*2 | 174.657 | 62.99 | -13.08 | -14.47 | 1.39 | -12.02 | -8.32 | |
| 超長期(11-)*2 | 184.012 | 128.37 | -32.79 | -34.57 | 1.78 | -24.41 | -19.01 | |
| 除くABS | 325.668 | 56.80 | -11.87 | -13.04 | 1.17 | -9.55 | -7.72 | |
| 短期(1-3) | 233.209 | 8.17 | 1.20 | 0.58 | 0.62 | 1.20 | 0.34 | |
| 中期(3-7) | 322.285 | 28.75 | -2.42 | -3.34 | 0.92 | -2.81 | -2.59 | |
| 長期(7- ) | 439.065 | 99.53 | -24.35 | -25.95 | 1.60 | -19.04 | -14.69 | |
| 長期(7-11)*2 | 174.665 | 62.97 | -13.07 | -14.46 | 1.39 | -12.02 | -8.32 | |
| 超長期(11-)*2 | 183.129 | 125.35 | -32.17 | -33.91 | 1.75 | -23.87 | -18.90 | |
| 除くMBS・ABS | 325.821 | 56.90 | -11.83 | -13.01 | 1.17 | -9.55 | -7.63 | |
| 短期(1-3) | 233.209 | 8.17 | 1.20 | 0.58 | 0.62 | 1.20 | 0.34 | |
| 中期(3-7) | 322.284 | 28.75 | -2.43 | -3.34 | 0.92 | -2.81 | -2.59 | |
| 長期(7- ) | 440.496 | 100.70 | -24.54 | -26.16 | 1.62 | -19.25 | -14.66 | |
| 長期(7-11)*2 | 174.650 | 62.99 | -13.08 | -14.47 | 1.39 | -12.02 | -8.32 | |
| 超長期(11-)*2 | 184.008 | 128.37 | -32.79 | -34.58 | 1.78 | -24.41 | -19.01 | |
| 除く国債* | 157.630 | 41.39 | -7.06 | -8.07 | 1.01 | -6.07 | -5.74 | |
| 短期(1-3)* | 133.473 | 9.08 | 1.49 | 0.81 | 0.68 | 1.38 | 0.49 | |
| 中期(3-7)* | 160.407 | 27.75 | -1.80 | -2.69 | 0.89 | -2.35 | -2.26 | |
| 長期(7- )* | 196.989 | 78.62 | -18.27 | -19.64 | 1.37 | -14.94 | -13.22 | |
| 長期(7-11)*2 | 179.916 | 62.16 | -12.53 | -13.97 | 1.44 | -11.85 | -8.39 | |
| 超長期(11-)*2 | 190.851 | 92.24 | -22.97 | -24.29 | 1.32 | -17.46 | -16.97 | |
| SDGs債*5 | 92.619 | 39.94 | -6.09 | -7.11 | 1.02 | -5.66 | -4.57 | |
| SDGs債 (除くABS)*5 | 92.660 | 40.05 | -6.13 | -7.15 | 1.02 | -5.69 | -4.60 | |
| SDGs債／E*5 | 93.558 | 38.01 | -5.54 | -6.56 | 1.01 | -5.18 | -4.23 | |
| SDGs債／E (除くABS)*5 | 93.636 | 38.08 | -5.57 | -6.58 | 1.02 | -5.20 | -4.25 | |
| 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 | 1183798 | 85.68 | 85.97 | 10.12 | 1.01 | 2.56 | 2.36 | 7.72 | 7.61 | 7.66 | 6 | |
| 短期(1-3) | 234093 | 98.48 | 98.65 | 1.88 | 0.61 | 1.41 | 1.40 | 1.87 | 1.85 | 1.87 | 6 | |
| 中期(3-7) | 330580 | 94.90 | 95.15 | 4.74 | 0.87 | 2.01 | 1.96 | 4.61 | 4.56 | 4.61 | 5 | |
| 長期(7- ) | 619125 | 75.93 | 76.27 | 16.10 | 1.24 | 3.49 | 3.09 | 12.65 | 12.44 | 12.53 | 7 | |
| 長期(7-11) | 215168 | 90.24 | 90.61 | 8.62 | 1.27 | 2.66 | 2.53 | 8.10 | 8.00 | 8.09 | 4 | |
| 超長期(11-) | 403956 | 68.31 | 68.62 | 20.08 | 1.23 | 4.08 | 3.49 | 15.84 | 15.57 | 15.65 | 9 | |
| 国債 | 1012586 | 85.23 | 85.52 | 10.62 | 1.03 | 2.58 | 2.34 | 8.05 | 7.93 | 7.98 | 1 | |
| 短期(1-3) | 190873 | 98.58 | 98.76 | 1.86 | 0.60 | 1.35 | 1.34 | 1.84 | 1.83 | 1.84 | 0 | |
| 中期(3-7) | 274404 | 95.10 | 95.36 | 4.76 | 0.88 | 1.96 | 1.92 | 4.63 | 4.58 | 4.63 | 0 | |
| 長期(7- ) | 547309 | 75.63 | 75.98 | 16.62 | 1.26 | 3.54 | 3.07 | 13.01 | 12.81 | 12.88 | 1 | |
| 長期(7-11) | 186451 | 90.50 | 90.88 | 8.63 | 1.27 | 2.61 | 2.49 | 8.11 | 8.01 | 8.10 | 0 | |
| 超長期(11-) | 360858 | 67.95 | 68.28 | 20.75 | 1.26 | 4.17 | 3.46 | 16.39 | 16.10 | 16.16 | 1 | |
| 地方債 | 66255 | 89.06 | 89.25 | 6.99 | 0.79 | 2.37 | 2.31 | 6.06 | 5.98 | 6.03 | 19 | |
| 政保債 | 14535 | 86.37 | 86.55 | 8.84 | 0.94 | 2.54 | 2.31 | 6.86 | 6.76 | 6.82 | 15 | |
| 金融債 | 3026 | 96.50 | 96.74 | 3.19 | 0.80 | 1.95 | 1.91 | 3.08 | 3.05 | 3.08 | 32 | |
| 事業債 | 70102 | 89.28 | 89.54 | 7.05 | 1.00 | 2.57 | 2.40 | 5.52 | 5.44 | 5.49 | 42 | |
| 円建外債 | 3434 | 96.85 | 97.19 | 3.26 | 1.34 | 2.29 | 2.25 | 2.96 | 2.92 | 2.95 | 69 | |
| MBS | 13279 | 78.17 | 78.20 | 8.27 | 0.71 | 1.89 | 3.88 | 6.78 | 6.64 | 7.21 | 124 | |
| ABS | 581 | 90.29 | 90.48 | 5.30 | 0.80 | 2.69 | 2.54 | 4.73 | 4.66 | 4.72 | 66 | |
| 除くMBS | 1170519 | 85.77 | 86.05 | 10.14 | 1.02 | 2.57 | 2.34 | 7.73 | 7.62 | 7.67 | 5 | |
| 短期(1-3) | 234093 | 98.48 | 98.65 | 1.88 | 0.61 | 1.41 | 1.40 | 1.87 | 1.85 | 1.87 | 6 | |
| 中期(3-7) | 330538 | 94.90 | 95.15 | 4.74 | 0.87 | 2.01 | 1.96 | 4.61 | 4.57 | 4.61 | 5 | |
| 長期(7- ) | 605888 | 75.88 | 76.23 | 16.27 | 1.25 | 3.53 | 3.08 | 12.78 | 12.57 | 12.65 | 4 | |
| 長期(7-11) | 215093 | 90.23 | 90.61 | 8.63 | 1.27 | 2.66 | 2.53 | 8.11 | 8.00 | 8.09 | 4 | |
| 超長期(11-) | 390795 | 67.98 | 68.31 | 20.48 | 1.24 | 4.16 | 3.47 | 16.19 | 15.91 | 15.97 | 4 | |
| 除くABS | 1183217 | 85.68 | 85.96 | 10.12 | 1.01 | 2.56 | 2.36 | 7.72 | 7.61 | 7.66 | 6 | |
| 短期(1-3) | 233935 | 98.48 | 98.66 | 1.88 | 0.61 | 1.41 | 1.40 | 1.87 | 1.85 | 1.87 | 6 | |
| 中期(3-7) | 330291 | 94.90 | 95.15 | 4.74 | 0.87 | 2.01 | 1.96 | 4.61 | 4.57 | 4.61 | 5 | |
| 長期(7- ) | 618991 | 75.93 | 76.27 | 16.10 | 1.24 | 3.49 | 3.09 | 12.65 | 12.44 | 12.53 | 7 | |
| 長期(7-11) | 215074 | 90.24 | 90.62 | 8.62 | 1.27 | 2.66 | 2.53 | 8.10 | 8.00 | 8.09 | 4 | |
| 超長期(11-) | 403916 | 68.31 | 68.62 | 20.08 | 1.23 | 4.08 | 3.49 | 15.84 | 15.57 | 15.65 | 9 | |
| 除くMBS・ABS | 1169938 | 85.77 | 86.05 | 10.14 | 1.02 | 2.57 | 2.34 | 7.73 | 7.62 | 7.67 | 5 | |
| 短期(1-3) | 233935 | 98.48 | 98.66 | 1.88 | 0.61 | 1.41 | 1.40 | 1.87 | 1.85 | 1.87 | 6 | |
| 中期(3-7) | 330248 | 94.90 | 95.15 | 4.74 | 0.87 | 2.01 | 1.96 | 4.61 | 4.57 | 4.61 | 5 | |
| 長期(7- ) | 605754 | 75.88 | 76.22 | 16.27 | 1.25 | 3.53 | 3.08 | 12.78 | 12.57 | 12.65 | 4 | |
| 長期(7-11) | 214999 | 90.24 | 90.61 | 8.63 | 1.27 | 2.66 | 2.53 | 8.11 | 8.00 | 8.09 | 4 | |
| 超長期(11-) | 390755 | 67.98 | 68.31 | 20.48 | 1.24 | 4.16 | 3.47 | 16.19 | 15.91 | 15.97 | 4 | |
| 除く国債 | 171212 | 88.37 | 88.58 | 7.12 | 0.89 | 2.43 | 2.45 | 5.82 | 5.74 | 5.83 | 37 | |
| 短期(1-3) | 43220 | 98.03 | 98.21 | 1.99 | 0.66 | 1.66 | 1.65 | 1.97 | 1.96 | 1.97 | 28 | |
| 中期(3-7) | 56176 | 93.90 | 94.12 | 4.64 | 0.83 | 2.25 | 2.19 | 4.52 | 4.47 | 4.52 | 30 | |
| 長期(7- ) | 71816 | 78.22 | 78.45 | 12.15 | 1.08 | 3.16 | 3.29 | 9.94 | 9.77 | 9.95 | 50 | |
| 長期(7-11) | 28718 | 88.54 | 88.85 | 8.58 | 1.28 | 2.94 | 2.79 | 8.05 | 7.94 | 8.04 | 31 | |
| 超長期(11-) | 43098 | 71.35 | 71.52 | 14.54 | 0.95 | 3.35 | 3.70 | 11.51 | 11.29 | 11.54 | 66 | |
| SDGs債 | 24461 | 90.95 | 91.18 | 6.66 | 0.93 | 2.40 | 2.27 | 5.65 | 5.57 | 5.63 | 25 | |
| SDGs債 (除くABS) | 24123 | 90.96 | 91.19 | 6.68 | 0.93 | 2.39 | 2.27 | 5.66 | 5.58 | 5.64 | 24 | |
| SDGs債／E | 28031 | 91.33 | 91.56 | 6.39 | 0.92 | 2.37 | 2.25 | 5.43 | 5.36 | 5.41 | 26 | |
| SDGs債／E (除くABS) | 27693 | 91.35 | 91.58 | 6.40 | 0.92 | 2.36 | 2.25 | 5.44 | 5.37 | 5.42 | 25 | |
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