| ------------ 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 | 320.550 | -5.57 | -6.82 | 1.25 | -5.95 | -6.14 | ||
| 短期(1-3) | 232.438 | -2.54 | -3.25 | 0.71 | -0.33 | -0.28 | ||
| 中期(3-7) | 319.125 | -6.84 | -7.83 | 0.99 | -2.80 | -2.68 | ||
| 長期(7- ) | 427.808 | -6.24 | -7.96 | 1.71 | -10.69 | -11.04 | ||
| 長期(7-11)*2 | 171.721 | -7.98 | -9.49 | 1.51 | -6.92 | -6.61 | ||
| 超長期(11-)*2 | 177.327 | -5.02 | -6.88 | 1.85 | -13.27 | -13.97 | ||
| 国債 | 327.972 | -5.60 | -6.88 | 1.28 | -6.24 | -6.39 | ||
| 短期(1-3) | 219.643 | -2.56 | -3.25 | 0.70 | -0.37 | -0.32 | ||
| 中期(3-7) | 317.636 | -6.89 | -7.88 | 0.99 | -2.87 | -2.75 | ||
| 長期(7- ) | 434.390 | -6.20 | -7.95 | 1.74 | -10.90 | -11.18 | ||
| 長期(7-11)*2 | 170.373 | -8.01 | -9.51 | 1.49 | -6.94 | -6.61 | ||
| 超長期(11-)*2 | 175.522 | -4.98 | -6.89 | 1.91 | -13.55 | -14.13 | ||
| 地方債 | 355.519 | -6.29 | -7.26 | 0.97 | -4.60 | -4.76 | ||
| 政保債 | 325.415 | -5.65 | -6.86 | 1.21 | -5.39 | -5.70 | ||
| 金融債 | 267.769 | -4.13 | -5.13 | 1.00 | -1.15 | -1.02 | ||
| 事業債 | 361.108 | -5.22 | -6.48 | 1.26 | -3.44 | -3.51 | ||
| 円建外債 | 353.681 | -2.33 | -3.88 | 1.55 | -1.09 | -0.82 | ||
| MBS*3 | 100.935 | -1.92 | -2.85 | 0.94 | -8.74 | -12.26 | ||
| ABS*4 | 108.402 | -5.12 | -6.05 | 0.93 | -2.52 | -2.42 | ||
| 除くMBS | 320.749 | -5.61 | -6.86 | 1.26 | -5.92 | -6.07 | ||
| 短期(1-3) | 232.438 | -2.54 | -3.25 | 0.71 | -0.33 | -0.28 | ||
| 中期(3-7) | 319.124 | -6.84 | -7.83 | 0.99 | -2.80 | -2.68 | ||
| 長期(7- ) | 429.249 | -6.34 | -8.07 | 1.73 | -10.73 | -11.02 | ||
| 長期(7-11)*2 | 171.706 | -7.98 | -9.50 | 1.51 | -6.92 | -6.61 | ||
| 超長期(11-)*2 | 178.170 | -5.14 | -7.03 | 1.89 | -13.44 | -14.03 | ||
| 除くABS | 320.559 | -5.57 | -6.82 | 1.25 | -5.95 | -6.14 | ||
| 短期(1-3) | 232.401 | -2.54 | -3.25 | 0.71 | -0.33 | -0.28 | ||
| 中期(3-7) | 319.113 | -6.84 | -7.83 | 0.99 | -2.80 | -2.68 | ||
| 長期(7- ) | 427.799 | -6.24 | -7.96 | 1.71 | -10.69 | -11.05 | ||
| 長期(7-11)*2 | 171.714 | -7.98 | -9.49 | 1.51 | -6.92 | -6.61 | ||
| 超長期(11-)*2 | 177.323 | -5.02 | -6.88 | 1.85 | -13.27 | -13.97 | ||
| 除くMBS・ABS | 320.759 | -5.61 | -6.86 | 1.26 | -5.93 | -6.07 | ||
| 短期(1-3) | 232.401 | -2.54 | -3.25 | 0.71 | -0.33 | -0.28 | ||
| 中期(3-7) | 319.112 | -6.84 | -7.83 | 0.99 | -2.80 | -2.68 | ||
| 長期(7- ) | 429.239 | -6.34 | -8.07 | 1.73 | -10.73 | -11.02 | ||
| 長期(7-11)*2 | 171.700 | -7.98 | -9.50 | 1.51 | -6.92 | -6.61 | ||
| 超長期(11-)*2 | 178.166 | -5.14 | -7.03 | 1.89 | -13.44 | -14.04 | ||
| 除く国債* | 155.635 | -5.38 | -6.50 | 1.12 | -4.33 | -4.70 | ||
| 短期(1-3)* | 133.072 | -2.47 | -3.22 | 0.75 | -0.18 | -0.14 | ||
| 中期(3-7)* | 159.021 | -6.56 | -7.57 | 1.01 | -2.42 | -2.34 | ||
| 長期(7- )* | 192.313 | -6.51 | -8.03 | 1.52 | -9.12 | -10.04 | ||
| 長期(7-11)*2 | 176.946 | -7.78 | -9.43 | 1.65 | -6.80 | -6.60 | ||
| 超長期(11-)*2 | 185.175 | -5.40 | -6.80 | 1.40 | -11.02 | -12.74 | ||
| SDGs債*5 | 91.590 | -5.74 | -6.91 | 1.17 | -3.90 | -3.89 | ||
| SDGs債 (除くABS)*5 | 91.626 | -5.74 | -6.91 | 1.17 | -3.92 | -3.91 | ||
| SDGs債／E*5 | 92.568 | -5.61 | -6.77 | 1.16 | -3.65 | -3.64 | ||
| SDGs債／E (除くABS)*5 | 92.642 | -5.61 | -6.77 | 1.16 | -3.66 | -3.65 | ||
| 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 | 1176375 | 83.86 | 84.02 | 10.14 | 1.09 | 3.03 | 2.78 | 7.65 | 7.52 | 7.60 | 7 | |
| 短期(1-3) | 236397 | 97.52 | 97.66 | 1.98 | 0.71 | 1.98 | 1.96 | 1.96 | 1.94 | 1.96 | 6 | |
| 中期(3-7) | 331104 | 93.19 | 93.35 | 4.86 | 0.95 | 2.50 | 2.42 | 4.71 | 4.66 | 4.71 | 5 | |
| 長期(7- ) | 608874 | 73.48 | 73.66 | 16.18 | 1.31 | 3.94 | 3.45 | 12.60 | 12.37 | 12.48 | 8 | |
| 長期(7-11) | 208966 | 88.19 | 88.42 | 8.71 | 1.38 | 3.10 | 2.93 | 8.14 | 8.03 | 8.13 | 5 | |
| 超長期(11-) | 399908 | 65.80 | 65.95 | 20.09 | 1.28 | 4.53 | 3.82 | 15.72 | 15.42 | 15.53 | 9 | |
| 国債 | 1005042 | 83.34 | 83.49 | 10.66 | 1.11 | 3.05 | 2.76 | 7.99 | 7.86 | 7.93 | 1 | |
| 短期(1-3) | 192365 | 97.61 | 97.75 | 1.97 | 0.70 | 1.93 | 1.91 | 1.95 | 1.94 | 1.95 | 1 | |
| 中期(3-7) | 275051 | 93.33 | 93.48 | 4.89 | 0.96 | 2.45 | 2.37 | 4.75 | 4.69 | 4.75 | 1 | |
| 長期(7- ) | 537626 | 73.12 | 73.29 | 16.72 | 1.33 | 3.99 | 3.41 | 12.99 | 12.76 | 12.85 | 1 | |
| 長期(7-11) | 179760 | 88.36 | 88.58 | 8.72 | 1.37 | 3.06 | 2.88 | 8.16 | 8.05 | 8.15 | 1 | |
| 超長期(11-) | 357866 | 65.46 | 65.60 | 20.74 | 1.31 | 4.62 | 3.78 | 16.26 | 15.95 | 16.04 | 1 | |
| 地方債 | 66531 | 87.66 | 87.80 | 6.92 | 0.87 | 2.83 | 2.74 | 5.94 | 5.85 | 5.92 | 20 | |
| 政保債 | 14188 | 84.50 | 84.76 | 8.93 | 1.03 | 3.04 | 2.76 | 6.85 | 6.74 | 6.82 | 15 | |
| 金融債 | 2986 | 95.68 | 95.90 | 3.19 | 0.98 | 2.47 | 2.42 | 3.07 | 3.03 | 3.07 | 33 | |
| 事業債 | 70923 | 88.14 | 88.40 | 6.99 | 1.13 | 3.06 | 2.85 | 5.43 | 5.34 | 5.41 | 43 | |
| 円建外債 | 3074 | 95.63 | 96.04 | 3.31 | 1.50 | 2.91 | 2.85 | 2.96 | 2.92 | 2.96 | 78 | |
| MBS | 13083 | 75.20 | 75.24 | 8.29 | 0.72 | 2.16 | 4.51 | 6.64 | 6.49 | 7.03 | 150 | |
| ABS | 549 | 88.83 | 89.03 | 5.23 | 0.84 | 3.18 | 2.99 | 4.64 | 4.57 | 4.64 | 66 | |
| 除くMBS | 1163292 | 83.96 | 84.12 | 10.16 | 1.09 | 3.04 | 2.76 | 7.66 | 7.53 | 7.60 | 5 | |
| 短期(1-3) | 236397 | 97.52 | 97.66 | 1.98 | 0.71 | 1.98 | 1.96 | 1.96 | 1.94 | 1.96 | 6 | |
| 中期(3-7) | 331056 | 93.19 | 93.35 | 4.86 | 0.95 | 2.50 | 2.42 | 4.71 | 4.66 | 4.71 | 5 | |
| 長期(7- ) | 595840 | 73.45 | 73.63 | 16.36 | 1.33 | 3.98 | 3.43 | 12.73 | 12.50 | 12.60 | 4 | |
| 長期(7-11) | 208908 | 88.19 | 88.42 | 8.71 | 1.38 | 3.10 | 2.93 | 8.15 | 8.03 | 8.14 | 5 | |
| 超長期(11-) | 386931 | 65.49 | 65.64 | 20.48 | 1.29 | 4.62 | 3.79 | 16.06 | 15.76 | 15.85 | 4 | |
| 除くABS | 1175826 | 83.86 | 84.02 | 10.14 | 1.09 | 3.03 | 2.78 | 7.65 | 7.53 | 7.60 | 7 | |
| 短期(1-3) | 236243 | 97.52 | 97.66 | 1.98 | 0.71 | 1.98 | 1.96 | 1.96 | 1.94 | 1.96 | 6 | |
| 中期(3-7) | 330834 | 93.19 | 93.36 | 4.86 | 0.95 | 2.50 | 2.42 | 4.71 | 4.66 | 4.71 | 5 | |
| 長期(7- ) | 608750 | 73.48 | 73.66 | 16.18 | 1.31 | 3.94 | 3.45 | 12.60 | 12.37 | 12.48 | 8 | |
| 長期(7-11) | 208882 | 88.20 | 88.42 | 8.71 | 1.38 | 3.10 | 2.93 | 8.14 | 8.03 | 8.13 | 5 | |
| 超長期(11-) | 399868 | 65.80 | 65.95 | 20.09 | 1.28 | 4.53 | 3.82 | 15.72 | 15.42 | 15.53 | 9 | |
| 除くMBS・ABS | 1162743 | 83.95 | 84.12 | 10.17 | 1.09 | 3.04 | 2.76 | 7.66 | 7.54 | 7.60 | 5 | |
| 短期(1-3) | 236243 | 97.52 | 97.66 | 1.98 | 0.71 | 1.98 | 1.96 | 1.96 | 1.94 | 1.96 | 6 | |
| 中期(3-7) | 330786 | 93.19 | 93.36 | 4.86 | 0.96 | 2.50 | 2.42 | 4.71 | 4.66 | 4.71 | 5 | |
| 長期(7- ) | 595715 | 73.45 | 73.63 | 16.36 | 1.33 | 3.98 | 3.43 | 12.73 | 12.50 | 12.60 | 4 | |
| 長期(7-11) | 208824 | 88.19 | 88.42 | 8.71 | 1.38 | 3.10 | 2.93 | 8.15 | 8.03 | 8.14 | 5 | |
| 超長期(11-) | 386891 | 65.49 | 65.64 | 20.48 | 1.29 | 4.62 | 3.79 | 16.06 | 15.76 | 15.85 | 4 | |
| 除く国債 | 171334 | 86.93 | 87.13 | 7.08 | 0.99 | 2.89 | 2.90 | 5.73 | 5.63 | 5.73 | 39 | |
| 短期(1-3) | 44032 | 97.10 | 97.25 | 2.03 | 0.74 | 2.23 | 2.20 | 2.01 | 1.99 | 2.01 | 29 | |
| 中期(3-7) | 56054 | 92.52 | 92.73 | 4.68 | 0.95 | 2.73 | 2.64 | 4.54 | 4.48 | 4.54 | 30 | |
| 長期(7- ) | 71248 | 76.25 | 76.48 | 12.09 | 1.18 | 3.57 | 3.71 | 9.78 | 9.60 | 9.79 | 56 | |
| 長期(7-11) | 29206 | 87.14 | 87.44 | 8.64 | 1.47 | 3.38 | 3.19 | 8.03 | 7.90 | 8.02 | 32 | |
| 超長期(11-) | 42042 | 68.68 | 68.86 | 14.49 | 0.99 | 3.74 | 4.16 | 11.32 | 11.09 | 11.35 | 77 | |
| SDGs債 | 25094 | 89.82 | 90.06 | 6.66 | 1.07 | 2.87 | 2.71 | 5.61 | 5.52 | 5.59 | 24 | |
| SDGs債 (除くABS) | 24762 | 89.83 | 90.07 | 6.68 | 1.07 | 2.87 | 2.71 | 5.62 | 5.54 | 5.60 | 24 | |
| SDGs債／E | 28668 | 90.22 | 90.45 | 6.38 | 1.06 | 2.84 | 2.69 | 5.39 | 5.31 | 5.37 | 26 | |
| SDGs債／E (除くABS) | 28337 | 90.24 | 90.47 | 6.39 | 1.06 | 2.84 | 2.69 | 5.40 | 5.31 | 5.38 | 25 | |
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