| ------------ 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 | 326.567 | -6.74 | -7.91 | 1.17 | -7.20 | -6.85 | ||
| 短期(1-3) | 233.436 | 2.07 | 1.44 | 0.62 | 1.62 | 0.53 | ||
| 中期(3-7) | 323.318 | 1.89 | 0.98 | 0.92 | -0.67 | -1.76 | ||
| 長期(7- ) | 440.617 | -16.64 | -18.24 | 1.60 | -15.63 | -13.49 | ||
| 長期(7-11)*2 | 175.223 | -7.33 | -8.71 | 1.39 | -9.28 | -7.35 | ||
| 超長期(11-)*2 | 183.822 | -23.09 | -24.84 | 1.75 | -20.00 | -17.55 | ||
| 国債 | 334.320 | -7.43 | -8.62 | 1.20 | -7.75 | -7.19 | ||
| 短期(1-3) | 220.603 | 1.97 | 1.36 | 0.61 | 1.57 | 0.49 | ||
| 中期(3-7) | 321.887 | 1.78 | 0.86 | 0.92 | -0.76 | -1.83 | ||
| 長期(7- ) | 447.526 | -17.32 | -18.95 | 1.63 | -16.14 | -13.69 | ||
| 長期(7-11)*2 | 173.858 | -7.40 | -8.78 | 1.38 | -9.31 | -7.34 | ||
| 超長期(11-)*2 | 182.002 | -24.04 | -25.84 | 1.80 | -20.73 | -17.78 | ||
| 地方債 | 361.117 | -2.72 | -3.61 | 0.89 | -4.75 | -5.00 | ||
| 政保債 | 330.906 | -5.84 | -6.93 | 1.09 | -6.56 | -6.49 | ||
| 金融債 | 269.759 | 2.44 | 1.61 | 0.83 | 1.01 | -0.06 | ||
| 事業債 | 365.770 | -1.45 | -2.57 | 1.12 | -2.82 | -3.35 | ||
| 円建外債 | 355.812 | 1.09 | -0.31 | 1.39 | 0.34 | -0.05 | ||
| MBS*3 | 104.290 | -10.68 | -11.58 | 0.90 | -7.44 | -15.05 | ||
| ABS*4 | 109.526 | 0.32 | -0.58 | 0.89 | -1.49 | -1.95 | ||
| 除くMBS | 326.723 | -6.70 | -7.87 | 1.17 | -7.19 | -6.76 | ||
| 短期(1-3) | 233.436 | 2.07 | 1.44 | 0.62 | 1.62 | 0.53 | ||
| 中期(3-7) | 323.317 | 1.89 | 0.98 | 0.92 | -0.67 | -1.76 | ||
| 長期(7- ) | 442.066 | -16.77 | -18.39 | 1.62 | -15.81 | -13.46 | ||
| 長期(7-11)*2 | 175.209 | -7.33 | -8.72 | 1.39 | -9.29 | -7.36 | ||
| 超長期(11-)*2 | 184.716 | -23.57 | -25.35 | 1.78 | -20.48 | -17.64 | ||
| 除くABS | 326.578 | -6.74 | -7.91 | 1.17 | -7.20 | -6.85 | ||
| 短期(1-3) | 233.399 | 2.06 | 1.44 | 0.62 | 1.62 | 0.53 | ||
| 中期(3-7) | 323.307 | 1.89 | 0.98 | 0.92 | -0.67 | -1.76 | ||
| 長期(7- ) | 440.608 | -16.64 | -18.24 | 1.60 | -15.63 | -13.49 | ||
| 長期(7-11)*2 | 175.217 | -7.33 | -8.71 | 1.39 | -9.28 | -7.35 | ||
| 超長期(11-)*2 | 183.818 | -23.10 | -24.84 | 1.75 | -20.01 | -17.55 | ||
| 除くMBS・ABS | 326.734 | -6.70 | -7.88 | 1.17 | -7.20 | -6.76 | ||
| 短期(1-3) | 233.399 | 2.06 | 1.44 | 0.62 | 1.62 | 0.53 | ||
| 中期(3-7) | 323.306 | 1.89 | 0.98 | 0.92 | -0.67 | -1.76 | ||
| 長期(7- ) | 442.057 | -16.77 | -18.39 | 1.62 | -15.82 | -13.46 | ||
| 長期(7-11)*2 | 175.203 | -7.33 | -8.72 | 1.39 | -9.29 | -7.36 | ||
| 超長期(11-)*2 | 184.712 | -23.57 | -25.35 | 1.78 | -20.48 | -17.64 | ||
| 除く国債* | 158.041 | -2.82 | -3.83 | 1.01 | -4.06 | -4.96 | ||
| 短期(1-3)* | 133.598 | 2.47 | 1.79 | 0.68 | 1.87 | 0.71 | ||
| 中期(3-7)* | 160.918 | 2.45 | 1.56 | 0.89 | -0.22 | -1.43 | ||
| 長期(7- )* | 197.646 | -11.61 | -12.98 | 1.37 | -11.91 | -12.10 | ||
| 長期(7-11)*2 | 180.489 | -6.83 | -8.26 | 1.44 | -9.11 | -7.42 | ||
| 超長期(11-)*2 | 191.509 | -15.53 | -16.85 | 1.32 | -14.20 | -15.74 | ||
| SDGs債*5 | 92.868 | -1.89 | -2.91 | 1.02 | -3.63 | -3.81 | ||
| SDGs債 (除くABS)*5 | 92.908 | -1.92 | -2.95 | 1.02 | -3.66 | -3.84 | ||
| SDGs債／E*5 | 93.805 | -1.47 | -2.48 | 1.01 | -3.21 | -3.49 | ||
| SDGs債／E (除くABS)*5 | 93.883 | -1.50 | -2.51 | 1.01 | -3.23 | -3.51 | ||
| 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 | 1183792 | 85.91 | 86.20 | 10.11 | 1.01 | 2.51 | 2.32 | 7.71 | 7.60 | 7.66 | 6 | |
| 短期(1-3) | 234093 | 98.55 | 98.73 | 1.87 | 0.61 | 1.37 | 1.37 | 1.86 | 1.84 | 1.86 | 6 | |
| 中期(3-7) | 330580 | 95.19 | 95.45 | 4.73 | 0.87 | 1.94 | 1.90 | 4.60 | 4.56 | 4.60 | 6 | |
| 長期(7- ) | 619119 | 76.18 | 76.53 | 16.09 | 1.24 | 3.45 | 3.06 | 12.64 | 12.44 | 12.52 | 7 | |
| 長期(7-11) | 215166 | 90.51 | 90.90 | 8.61 | 1.27 | 2.61 | 2.50 | 8.09 | 7.99 | 8.08 | 4 | |
| 超長期(11-) | 403953 | 68.55 | 68.88 | 20.07 | 1.23 | 4.05 | 3.47 | 15.84 | 15.57 | 15.64 | 9 | |
| 国債 | 1012586 | 85.46 | 85.77 | 10.61 | 1.03 | 2.54 | 2.30 | 8.05 | 7.93 | 7.98 | 1 | |
| 短期(1-3) | 190873 | 98.65 | 98.83 | 1.85 | 0.60 | 1.32 | 1.31 | 1.83 | 1.82 | 1.83 | 1 | |
| 中期(3-7) | 274404 | 95.39 | 95.66 | 4.75 | 0.88 | 1.89 | 1.85 | 4.62 | 4.58 | 4.62 | 1 | |
| 長期(7- ) | 547309 | 75.88 | 76.25 | 16.61 | 1.26 | 3.50 | 3.04 | 13.01 | 12.80 | 12.87 | 1 | |
| 長期(7-11) | 186451 | 90.77 | 91.17 | 8.62 | 1.27 | 2.57 | 2.46 | 8.10 | 8.00 | 8.09 | 0 | |
| 超長期(11-) | 360858 | 68.19 | 68.54 | 20.73 | 1.26 | 4.14 | 3.44 | 16.38 | 16.10 | 16.15 | 1 | |
| 地方債 | 66249 | 89.30 | 89.49 | 6.98 | 0.79 | 2.32 | 2.26 | 6.06 | 5.98 | 6.03 | 19 | |
| 政保債 | 14535 | 86.57 | 86.76 | 8.83 | 0.94 | 2.50 | 2.28 | 6.85 | 6.75 | 6.82 | 15 | |
| 金融債 | 3026 | 96.68 | 96.87 | 3.18 | 0.80 | 1.90 | 1.86 | 3.08 | 3.05 | 3.08 | 32 | |
| 事業債 | 70102 | 89.50 | 89.76 | 7.04 | 1.00 | 2.52 | 2.35 | 5.51 | 5.43 | 5.49 | 42 | |
| 円建外債 | 3434 | 96.96 | 97.27 | 3.25 | 1.34 | 2.25 | 2.21 | 2.95 | 2.91 | 2.94 | 69 | |
| MBS | 13279 | 78.34 | 78.38 | 8.26 | 0.71 | 1.88 | 3.85 | 6.77 | 6.63 | 7.21 | 125 | |
| ABS | 581 | 90.51 | 90.70 | 5.29 | 0.80 | 2.63 | 2.49 | 4.72 | 4.65 | 4.71 | 66 | |
| 除くMBS | 1170513 | 86.00 | 86.29 | 10.13 | 1.02 | 2.52 | 2.30 | 7.72 | 7.61 | 7.66 | 5 | |
| 短期(1-3) | 234093 | 98.55 | 98.73 | 1.87 | 0.61 | 1.37 | 1.37 | 1.86 | 1.84 | 1.86 | 6 | |
| 中期(3-7) | 330538 | 95.19 | 95.45 | 4.73 | 0.87 | 1.94 | 1.90 | 4.60 | 4.56 | 4.60 | 6 | |
| 長期(7- ) | 605882 | 76.14 | 76.49 | 16.26 | 1.25 | 3.49 | 3.05 | 12.77 | 12.57 | 12.64 | 4 | |
| 長期(7-11) | 215090 | 90.51 | 90.90 | 8.62 | 1.27 | 2.61 | 2.50 | 8.10 | 8.00 | 8.09 | 4 | |
| 超長期(11-) | 390792 | 68.23 | 68.57 | 20.47 | 1.24 | 4.13 | 3.45 | 16.19 | 15.91 | 15.96 | 4 | |
| 除くABS | 1183211 | 85.91 | 86.20 | 10.11 | 1.01 | 2.51 | 2.32 | 7.71 | 7.60 | 7.66 | 6 | |
| 短期(1-3) | 233935 | 98.55 | 98.73 | 1.87 | 0.61 | 1.37 | 1.37 | 1.86 | 1.84 | 1.86 | 6 | |
| 中期(3-7) | 330291 | 95.19 | 95.45 | 4.73 | 0.87 | 1.94 | 1.90 | 4.60 | 4.56 | 4.60 | 5 | |
| 長期(7- ) | 618985 | 76.18 | 76.53 | 16.09 | 1.24 | 3.45 | 3.06 | 12.64 | 12.44 | 12.52 | 7 | |
| 長期(7-11) | 215072 | 90.51 | 90.90 | 8.61 | 1.27 | 2.61 | 2.49 | 8.09 | 7.99 | 8.08 | 4 | |
| 超長期(11-) | 403912 | 68.56 | 68.88 | 20.07 | 1.23 | 4.05 | 3.46 | 15.84 | 15.57 | 15.64 | 9 | |
| 除くMBS・ABS | 1169932 | 86.00 | 86.29 | 10.13 | 1.02 | 2.52 | 2.30 | 7.72 | 7.61 | 7.66 | 5 | |
| 短期(1-3) | 233935 | 98.55 | 98.73 | 1.87 | 0.61 | 1.37 | 1.37 | 1.86 | 1.84 | 1.86 | 6 | |
| 中期(3-7) | 330248 | 95.19 | 95.45 | 4.73 | 0.87 | 1.94 | 1.90 | 4.60 | 4.56 | 4.60 | 5 | |
| 長期(7- ) | 605748 | 76.14 | 76.49 | 16.26 | 1.25 | 3.49 | 3.05 | 12.77 | 12.57 | 12.64 | 4 | |
| 長期(7-11) | 214997 | 90.51 | 90.90 | 8.61 | 1.27 | 2.61 | 2.50 | 8.10 | 7.99 | 8.09 | 4 | |
| 超長期(11-) | 390751 | 68.23 | 68.57 | 20.47 | 1.24 | 4.13 | 3.45 | 16.19 | 15.91 | 15.96 | 4 | |
| 除く国債 | 171206 | 88.59 | 88.80 | 7.11 | 0.89 | 2.38 | 2.40 | 5.82 | 5.73 | 5.82 | 37 | |
| 短期(1-3) | 43220 | 98.12 | 98.29 | 1.98 | 0.66 | 1.63 | 1.62 | 1.96 | 1.95 | 1.96 | 28 | |
| 中期(3-7) | 56176 | 94.19 | 94.41 | 4.63 | 0.83 | 2.18 | 2.12 | 4.51 | 4.46 | 4.51 | 30 | |
| 長期(7- ) | 71810 | 78.47 | 78.70 | 12.14 | 1.08 | 3.13 | 3.26 | 9.94 | 9.77 | 9.95 | 50 | |
| 長期(7-11) | 28715 | 88.81 | 89.12 | 8.57 | 1.28 | 2.89 | 2.75 | 8.04 | 7.93 | 8.03 | 31 | |
| 超長期(11-) | 43094 | 71.58 | 71.76 | 14.52 | 0.95 | 3.32 | 3.68 | 11.51 | 11.30 | 11.54 | 67 | |
| SDGs債 | 24461 | 91.18 | 91.41 | 6.65 | 0.93 | 2.34 | 2.22 | 5.64 | 5.57 | 5.62 | 25 | |
| SDGs債 (除くABS) | 24123 | 91.19 | 91.43 | 6.67 | 0.93 | 2.34 | 2.22 | 5.65 | 5.58 | 5.63 | 24 | |
| SDGs債／E | 28031 | 91.56 | 91.80 | 6.38 | 0.92 | 2.31 | 2.20 | 5.43 | 5.36 | 5.41 | 26 | |
| SDGs債／E (除くABS) | 27693 | 91.58 | 91.81 | 6.39 | 0.92 | 2.31 | 2.20 | 5.43 | 5.36 | 5.42 | 26 | |
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