| ------------ 各時点からの投資収益率(%) ------------ | ||||||||
|---|---|---|---|---|---|---|---|---|
| 累積投資 | -------- 前月末 -------- | 前年度末 | 前年末 | |||||
| 収益指数 | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
| 総合 | 326.604 | 0.13 | -1.08 | 1.21 | -4.62 | -5.63 | ||
| 短期(1-3) | 233.739 | 1.48 | 0.82 | 0.66 | 1.57 | 0.69 | ||
| 中期(3-7) | 323.988 | 2.36 | 1.42 | 0.95 | 0.40 | -1.04 | ||
| 長期(7- ) | 439.829 | -2.04 | -3.70 | 1.66 | -10.83 | -11.46 | ||
| 長期(7-11)*2 | 175.396 | 1.13 | -0.32 | 1.45 | -5.63 | -5.87 | ||
| 超長期(11-)*2 | 183.145 | -4.20 | -6.01 | 1.81 | -14.40 | -15.15 | ||
| 国債 | 334.344 | 0.08 | -1.16 | 1.24 | -4.99 | -5.91 | ||
| 短期(1-3) | 220.878 | 1.42 | 0.77 | 0.65 | 1.52 | 0.65 | ||
| 中期(3-7) | 322.534 | 2.29 | 1.34 | 0.95 | 0.32 | -1.11 | ||
| 長期(7- ) | 446.764 | -1.94 | -3.64 | 1.70 | -11.13 | -11.60 | ||
| 長期(7-11)*2 | 174.024 | 1.09 | -0.35 | 1.44 | -5.66 | -5.87 | ||
| 超長期(11-)*2 | 181.371 | -3.96 | -5.82 | 1.87 | -14.78 | -15.30 | ||
| 地方債 | 361.416 | 0.94 | 0.03 | 0.91 | -2.75 | -3.95 | ||
| 政保債 | 331.079 | 0.60 | -0.51 | 1.10 | -4.05 | -5.25 | ||
| 金融債 | 270.225 | 1.97 | 1.10 | 0.88 | 1.35 | 0.30 | ||
| 事業債 | 366.250 | 1.50 | 0.34 | 1.16 | -1.30 | -2.50 | ||
| 円建外債 | 356.293 | 1.54 | 0.14 | 1.41 | 0.76 | 0.23 | ||
| MBS*3 | 103.343 | -10.36 | -11.24 | 0.88 | -8.42 | -14.12 | ||
| ABS*4 | 109.731 | 2.14 | 1.24 | 0.90 | -0.21 | -1.23 | ||
| 除くMBS | 326.791 | 0.24 | -0.98 | 1.21 | -4.58 | -5.53 | ||
| 短期(1-3) | 233.739 | 1.48 | 0.82 | 0.66 | 1.57 | 0.69 | ||
| 中期(3-7) | 323.987 | 2.36 | 1.42 | 0.95 | 0.40 | -1.04 | ||
| 長期(7- ) | 441.349 | -1.85 | -3.53 | 1.68 | -10.89 | -11.40 | ||
| 長期(7-11)*2 | 175.382 | 1.13 | -0.32 | 1.45 | -5.63 | -5.87 | ||
| 超長期(11-)*2 | 184.075 | -3.96 | -5.80 | 1.85 | -14.62 | -15.18 | ||
| 除くABS | 326.615 | 0.13 | -1.08 | 1.21 | -4.62 | -5.63 | ||
| 短期(1-3) | 233.702 | 1.48 | 0.82 | 0.66 | 1.57 | 0.69 | ||
| 中期(3-7) | 323.977 | 2.36 | 1.42 | 0.95 | 0.40 | -1.04 | ||
| 長期(7- ) | 439.820 | -2.04 | -3.70 | 1.66 | -10.84 | -11.46 | ||
| 長期(7-11)*2 | 175.390 | 1.13 | -0.32 | 1.45 | -5.63 | -5.87 | ||
| 超長期(11-)*2 | 183.141 | -4.20 | -6.01 | 1.81 | -14.40 | -15.15 | ||
| 除くMBS・ABS | 326.802 | 0.24 | -0.98 | 1.21 | -4.58 | -5.53 | ||
| 短期(1-3) | 233.702 | 1.48 | 0.82 | 0.66 | 1.57 | 0.69 | ||
| 中期(3-7) | 323.976 | 2.36 | 1.42 | 0.95 | 0.40 | -1.04 | ||
| 長期(7- ) | 441.340 | -1.85 | -3.53 | 1.68 | -10.89 | -11.40 | ||
| 長期(7-11)*2 | 175.376 | 1.13 | -0.32 | 1.45 | -5.63 | -5.87 | ||
| 超長期(11-)*2 | 184.071 | -3.96 | -5.80 | 1.85 | -14.62 | -15.18 | ||
| 除く国債* | 158.097 | 0.40 | -0.63 | 1.04 | -2.49 | -4.02 | ||
| 短期(1-3)* | 133.801 | 1.73 | 1.04 | 0.70 | 1.83 | 0.89 | ||
| 中期(3-7)* | 161.300 | 2.70 | 1.79 | 0.91 | 0.81 | -0.71 | ||
| 長期(7- )* | 197.170 | -2.75 | -4.16 | 1.41 | -8.67 | -10.43 | ||
| 長期(7-11)*2 | 180.703 | 1.35 | -0.14 | 1.50 | -5.44 | -5.88 | ||
| 超長期(11-)*2 | 190.477 | -6.15 | -7.48 | 1.34 | -11.32 | -13.98 | ||
| SDGs債*5 | 92.968 | 1.24 | 0.17 | 1.06 | -1.92 | -2.93 | ||
| SDGs債 (除くABS)*5 | 93.008 | 1.22 | 0.16 | 1.07 | -1.95 | -2.95 | ||
| SDGs債／E*5 | 93.914 | 1.33 | 0.28 | 1.05 | -1.62 | -2.64 | ||
| SDGs債／E (除くABS)*5 | 93.991 | 1.32 | 0.26 | 1.05 | -1.64 | -2.66 | ||
| 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 | 1170907 | 85.68 | 85.87 | 10.19 | 1.04 | 2.56 | 2.36 | 7.78 | 7.67 | 7.73 | 6 | |
| 短期(1-3) | 233553 | 98.45 | 98.58 | 1.99 | 0.64 | 1.42 | 1.41 | 1.97 | 1.96 | 1.97 | 5 | |
| 中期(3-7) | 328445 | 95.02 | 95.17 | 4.86 | 0.90 | 1.97 | 1.93 | 4.73 | 4.69 | 4.73 | 5 | |
| 長期(7- ) | 608909 | 75.74 | 75.98 | 16.21 | 1.26 | 3.53 | 3.12 | 12.74 | 12.53 | 12.62 | 8 | |
| 長期(7-11) | 207644 | 90.35 | 90.58 | 8.71 | 1.30 | 2.66 | 2.54 | 8.18 | 8.08 | 8.17 | 5 | |
| 超長期(11-) | 401265 | 68.18 | 68.43 | 20.09 | 1.24 | 4.12 | 3.52 | 15.86 | 15.58 | 15.66 | 9 | |
| 国債 | 1000469 | 85.20 | 85.39 | 10.71 | 1.06 | 2.59 | 2.34 | 8.13 | 8.01 | 8.06 | 1 | |
| 短期(1-3) | 190861 | 98.53 | 98.65 | 1.99 | 0.64 | 1.37 | 1.36 | 1.97 | 1.96 | 1.97 | 0 | |
| 中期(3-7) | 272224 | 95.19 | 95.33 | 4.91 | 0.90 | 1.93 | 1.89 | 4.77 | 4.73 | 4.77 | 0 | |
| 長期(7- ) | 537384 | 75.41 | 75.65 | 16.75 | 1.28 | 3.57 | 3.09 | 13.13 | 12.92 | 12.99 | 1 | |
| 長期(7-11) | 178974 | 90.58 | 90.79 | 8.73 | 1.30 | 2.62 | 2.50 | 8.20 | 8.10 | 8.19 | 1 | |
| 超長期(11-) | 358411 | 67.83 | 68.09 | 20.76 | 1.27 | 4.21 | 3.49 | 16.41 | 16.12 | 16.18 | 1 | |
| 地方債 | 66188 | 89.28 | 89.47 | 6.99 | 0.81 | 2.35 | 2.29 | 6.05 | 5.97 | 6.03 | 19 | |
| 政保債 | 14395 | 86.41 | 86.67 | 8.85 | 0.95 | 2.53 | 2.30 | 6.86 | 6.75 | 6.82 | 15 | |
| 金融債 | 3001 | 96.76 | 96.93 | 3.20 | 0.85 | 1.92 | 1.89 | 3.09 | 3.06 | 3.09 | 32 | |
| 事業債 | 69750 | 89.48 | 89.73 | 7.08 | 1.04 | 2.55 | 2.38 | 5.54 | 5.46 | 5.51 | 42 | |
| 円建外債 | 3307 | 96.89 | 97.23 | 3.24 | 1.36 | 2.30 | 2.26 | 2.94 | 2.90 | 2.93 | 72 | |
| MBS | 13223 | 77.47 | 77.51 | 8.25 | 0.71 | 1.95 | 4.03 | 6.71 | 6.58 | 7.17 | 139 | |
| ABS | 574 | 90.51 | 90.70 | 5.25 | 0.81 | 2.65 | 2.50 | 4.68 | 4.62 | 4.68 | 66 | |
| 除くMBS | 1157684 | 85.77 | 85.97 | 10.21 | 1.04 | 2.57 | 2.34 | 7.80 | 7.68 | 7.73 | 5 | |
| 短期(1-3) | 233553 | 98.45 | 98.58 | 1.99 | 0.64 | 1.42 | 1.41 | 1.97 | 1.96 | 1.97 | 5 | |
| 中期(3-7) | 328403 | 95.02 | 95.17 | 4.87 | 0.90 | 1.97 | 1.93 | 4.73 | 4.69 | 4.73 | 5 | |
| 長期(7- ) | 595728 | 75.71 | 75.95 | 16.39 | 1.28 | 3.56 | 3.10 | 12.87 | 12.67 | 12.74 | 5 | |
| 長期(7-11) | 207570 | 90.35 | 90.57 | 8.71 | 1.31 | 2.66 | 2.54 | 8.18 | 8.08 | 8.17 | 5 | |
| 超長期(11-) | 388158 | 67.88 | 68.13 | 20.49 | 1.26 | 4.20 | 3.50 | 16.21 | 15.93 | 15.98 | 4 | |
| 除くABS | 1170333 | 85.68 | 85.87 | 10.19 | 1.04 | 2.56 | 2.36 | 7.79 | 7.67 | 7.73 | 6 | |
| 短期(1-3) | 233401 | 98.45 | 98.58 | 1.99 | 0.64 | 1.42 | 1.41 | 1.97 | 1.96 | 1.97 | 5 | |
| 中期(3-7) | 328156 | 95.02 | 95.18 | 4.87 | 0.90 | 1.97 | 1.93 | 4.73 | 4.69 | 4.73 | 5 | |
| 長期(7- ) | 608776 | 75.74 | 75.98 | 16.21 | 1.26 | 3.52 | 3.12 | 12.74 | 12.53 | 12.62 | 8 | |
| 長期(7-11) | 207552 | 90.35 | 90.58 | 8.71 | 1.30 | 2.66 | 2.54 | 8.18 | 8.08 | 8.17 | 5 | |
| 超長期(11-) | 401224 | 68.18 | 68.43 | 20.10 | 1.24 | 4.12 | 3.52 | 15.86 | 15.58 | 15.66 | 9 | |
| 除くMBS・ABS | 1157110 | 85.77 | 85.97 | 10.22 | 1.04 | 2.57 | 2.34 | 7.80 | 7.68 | 7.73 | 5 | |
| 短期(1-3) | 233401 | 98.45 | 98.58 | 1.99 | 0.64 | 1.42 | 1.41 | 1.97 | 1.96 | 1.97 | 5 | |
| 中期(3-7) | 328114 | 95.02 | 95.18 | 4.87 | 0.90 | 1.97 | 1.93 | 4.73 | 4.69 | 4.73 | 5 | |
| 長期(7- ) | 595595 | 75.71 | 75.95 | 16.39 | 1.28 | 3.56 | 3.10 | 12.88 | 12.67 | 12.74 | 5 | |
| 長期(7-11) | 207478 | 90.35 | 90.58 | 8.71 | 1.31 | 2.66 | 2.54 | 8.18 | 8.08 | 8.17 | 5 | |
| 超長期(11-) | 388117 | 67.88 | 68.13 | 20.49 | 1.26 | 4.20 | 3.50 | 16.21 | 15.93 | 15.98 | 4 | |
| 除く国債 | 170438 | 88.49 | 88.70 | 7.14 | 0.92 | 2.41 | 2.44 | 5.82 | 5.74 | 5.83 | 38 | |
| 短期(1-3) | 42692 | 98.10 | 98.26 | 2.00 | 0.68 | 1.65 | 1.64 | 1.99 | 1.97 | 1.99 | 28 | |
| 中期(3-7) | 56221 | 94.22 | 94.43 | 4.66 | 0.86 | 2.19 | 2.13 | 4.53 | 4.48 | 4.53 | 29 | |
| 長期(7- ) | 71525 | 78.24 | 78.49 | 12.15 | 1.11 | 3.18 | 3.32 | 9.92 | 9.75 | 9.93 | 53 | |
| 長期(7-11) | 28670 | 88.93 | 89.25 | 8.61 | 1.33 | 2.93 | 2.79 | 8.06 | 7.95 | 8.05 | 31 | |
| 超長期(11-) | 42854 | 71.10 | 71.28 | 14.51 | 0.96 | 3.40 | 3.77 | 11.47 | 11.26 | 11.52 | 72 | |
| SDGs債 | 24452 | 91.21 | 91.40 | 6.68 | 0.97 | 2.37 | 2.25 | 5.67 | 5.59 | 5.65 | 24 | |
| SDGs債 (除くABS) | 24117 | 91.22 | 91.41 | 6.69 | 0.97 | 2.36 | 2.24 | 5.68 | 5.60 | 5.66 | 24 | |
| SDGs債／E | 28017 | 91.59 | 91.80 | 6.39 | 0.96 | 2.34 | 2.22 | 5.44 | 5.37 | 5.42 | 26 | |
| SDGs債／E (除くABS) | 27682 | 91.61 | 91.81 | 6.40 | 0.96 | 2.33 | 2.22 | 5.44 | 5.37 | 5.43 | 25 | |
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