| ------------ 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 | 322.023 | -9.48 | -10.73 | 1.24 | -6.06 | -6.24 | ||
| 短期(1-3) | 232.924 | -3.06 | -3.73 | 0.68 | 0.10 | -0.01 | ||
| 中期(3-7) | 320.929 | -7.45 | -8.42 | 0.97 | -2.02 | -2.18 | ||
| 長期(7- ) | 430.014 | -14.05 | -15.76 | 1.71 | -11.62 | -11.70 | ||
| 長期(7-11)*2 | 172.854 | -9.95 | -11.44 | 1.49 | -6.76 | -6.48 | ||
| 超長期(11-)*2 | 178.062 | -16.93 | -18.80 | 1.87 | -14.95 | -15.14 | ||
| 国債 | 329.489 | -9.80 | -11.07 | 1.27 | -6.39 | -6.51 | ||
| 短期(1-3) | 220.105 | -3.06 | -3.72 | 0.66 | 0.06 | -0.04 | ||
| 中期(3-7) | 319.447 | -7.52 | -8.49 | 0.97 | -2.10 | -2.25 | ||
| 長期(7- ) | 436.616 | -14.35 | -16.09 | 1.74 | -11.89 | -11.86 | ||
| 長期(7-11)*2 | 171.503 | -9.98 | -11.46 | 1.48 | -6.77 | -6.48 | ||
| 超長期(11-)*2 | 176.243 | -17.34 | -19.26 | 1.92 | -15.29 | -15.32 | ||
| 地方債 | 357.367 | -7.97 | -8.93 | 0.96 | -4.29 | -4.59 | ||
| 政保債 | 326.933 | -8.41 | -9.58 | 1.18 | -5.37 | -5.74 | ||
| 金融債 | 268.680 | -4.78 | -5.73 | 0.95 | -0.57 | -0.64 | ||
| 事業債 | 362.664 | -7.12 | -8.34 | 1.22 | -3.10 | -3.31 | ||
| 円建外債 | 354.359 | -3.85 | -5.32 | 1.47 | -0.84 | -0.64 | ||
| MBS*3 | 101.094 | -10.92 | -11.84 | 0.92 | -10.09 | -13.55 | ||
| ABS*4 | 108.860 | -6.18 | -7.10 | 0.92 | -2.02 | -2.10 | ||
| 除くMBS | 322.234 | -9.47 | -10.72 | 1.25 | -6.01 | -6.16 | ||
| 短期(1-3) | 232.924 | -3.06 | -3.73 | 0.68 | 0.10 | -0.01 | ||
| 中期(3-7) | 320.928 | -7.45 | -8.42 | 0.97 | -2.02 | -2.18 | ||
| 長期(7- ) | 431.497 | -14.12 | -15.85 | 1.73 | -11.66 | -11.65 | ||
| 長期(7-11)*2 | 172.840 | -9.95 | -11.45 | 1.49 | -6.76 | -6.48 | ||
| 超長期(11-)*2 | 178.927 | -17.16 | -19.06 | 1.90 | -15.13 | -15.19 | ||
| 除くABS | 322.033 | -9.48 | -10.73 | 1.24 | -6.06 | -6.24 | ||
| 短期(1-3) | 232.887 | -3.06 | -3.73 | 0.68 | 0.10 | -0.01 | ||
| 中期(3-7) | 320.918 | -7.45 | -8.42 | 0.97 | -2.02 | -2.18 | ||
| 長期(7- ) | 430.005 | -14.05 | -15.76 | 1.71 | -11.62 | -11.70 | ||
| 長期(7-11)*2 | 172.848 | -9.95 | -11.44 | 1.49 | -6.76 | -6.48 | ||
| 超長期(11-)*2 | 178.059 | -16.93 | -18.80 | 1.87 | -14.95 | -15.14 | ||
| 除くMBS・ABS | 322.243 | -9.47 | -10.72 | 1.25 | -6.02 | -6.16 | ||
| 短期(1-3) | 232.887 | -3.06 | -3.73 | 0.68 | 0.10 | -0.01 | ||
| 中期(3-7) | 320.916 | -7.45 | -8.42 | 0.97 | -2.02 | -2.18 | ||
| 長期(7- ) | 431.487 | -14.12 | -15.85 | 1.73 | -11.66 | -11.65 | ||
| 長期(7-11)*2 | 172.834 | -9.95 | -11.45 | 1.49 | -6.76 | -6.48 | ||
| 超長期(11-)*2 | 178.923 | -17.16 | -19.06 | 1.90 | -15.13 | -15.19 | ||
| 除く国債* | 156.325 | -7.70 | -8.79 | 1.10 | -4.14 | -4.64 | ||
| 短期(1-3)* | 133.343 | -3.06 | -3.80 | 0.74 | 0.27 | 0.15 | ||
| 中期(3-7)* | 159.884 | -7.09 | -8.06 | 0.97 | -1.62 | -1.84 | ||
| 長期(7- )* | 193.348 | -11.83 | -13.32 | 1.49 | -9.68 | -10.53 | ||
| 長期(7-11)*2 | 178.084 | -9.74 | -11.34 | 1.60 | -6.65 | -6.49 | ||
| 超長期(11-)*2 | 186.000 | -13.64 | -15.03 | 1.39 | -12.18 | -13.70 | ||
| SDGs債*5 | 92.024 | -7.37 | -8.48 | 1.11 | -3.56 | -3.68 | ||
| SDGs債 (除くABS)*5 | 92.061 | -7.38 | -8.50 | 1.12 | -3.58 | -3.70 | ||
| SDGs債／E*5 | 92.997 | -7.14 | -8.25 | 1.11 | -3.28 | -3.41 | ||
| SDGs債／E (除くABS)*5 | 93.072 | -7.15 | -8.26 | 1.11 | -3.30 | -3.43 | ||
| 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 | 1187267 | 84.48 | 84.83 | 10.06 | 1.06 | 2.86 | 2.62 | 7.56 | 7.44 | 7.51 | 7 | |
| 短期(1-3) | 235234 | 97.98 | 98.18 | 1.87 | 0.67 | 1.75 | 1.74 | 1.85 | 1.84 | 1.85 | 6 | |
| 中期(3-7) | 333863 | 94.04 | 94.32 | 4.72 | 0.92 | 2.28 | 2.22 | 4.58 | 4.53 | 4.58 | 5 | |
| 長期(7- ) | 618170 | 74.18 | 74.62 | 16.06 | 1.29 | 3.81 | 3.35 | 12.46 | 12.24 | 12.33 | 8 | |
| 長期(7-11) | 213592 | 89.07 | 89.49 | 8.59 | 1.35 | 2.94 | 2.78 | 8.03 | 7.92 | 8.02 | 5 | |
| 超長期(11-) | 404578 | 66.32 | 66.76 | 20.00 | 1.26 | 4.43 | 3.75 | 15.59 | 15.29 | 15.38 | 10 | |
| 国債 | 1016038 | 83.99 | 84.36 | 10.56 | 1.08 | 2.88 | 2.60 | 7.88 | 7.76 | 7.82 | 1 | |
| 短期(1-3) | 191428 | 98.09 | 98.29 | 1.84 | 0.65 | 1.70 | 1.68 | 1.82 | 1.81 | 1.82 | 1 | |
| 中期(3-7) | 278132 | 94.21 | 94.51 | 4.74 | 0.92 | 2.23 | 2.17 | 4.60 | 4.55 | 4.60 | 0 | |
| 長期(7- ) | 546478 | 73.84 | 74.31 | 16.58 | 1.31 | 3.86 | 3.31 | 12.82 | 12.60 | 12.68 | 1 | |
| 長期(7-11) | 184465 | 89.28 | 89.72 | 8.59 | 1.34 | 2.89 | 2.74 | 8.04 | 7.93 | 8.03 | 1 | |
| 超長期(11-) | 362013 | 65.98 | 66.45 | 20.65 | 1.30 | 4.53 | 3.71 | 16.11 | 15.81 | 15.88 | 1 | |
| 地方債 | 66811 | 88.23 | 88.44 | 6.91 | 0.85 | 2.66 | 2.58 | 5.94 | 5.86 | 5.92 | 20 | |
| 政保債 | 14200 | 84.99 | 85.21 | 8.93 | 1.01 | 2.87 | 2.60 | 6.86 | 6.75 | 6.82 | 14 | |
| 金融債 | 2994 | 96.08 | 96.30 | 3.15 | 0.92 | 2.26 | 2.22 | 3.04 | 3.01 | 3.04 | 32 | |
| 事業債 | 70343 | 88.52 | 88.79 | 6.99 | 1.09 | 2.87 | 2.68 | 5.42 | 5.34 | 5.40 | 42 | |
| 円建外債 | 3207 | 96.06 | 96.41 | 3.23 | 1.42 | 2.68 | 2.62 | 2.90 | 2.85 | 2.89 | 76 | |
| MBS | 13117 | 75.46 | 75.50 | 8.29 | 0.72 | 2.12 | 4.44 | 6.65 | 6.50 | 7.08 | 155 | |
| ABS | 556 | 89.39 | 89.60 | 5.24 | 0.83 | 2.99 | 2.82 | 4.65 | 4.58 | 4.65 | 66 | |
| 除くMBS | 1174149 | 84.58 | 84.93 | 10.08 | 1.07 | 2.87 | 2.61 | 7.57 | 7.45 | 7.51 | 5 | |
| 短期(1-3) | 235234 | 97.98 | 98.18 | 1.87 | 0.67 | 1.75 | 1.74 | 1.85 | 1.84 | 1.85 | 6 | |
| 中期(3-7) | 333812 | 94.04 | 94.32 | 4.72 | 0.92 | 2.28 | 2.22 | 4.58 | 4.53 | 4.58 | 5 | |
| 長期(7- ) | 605103 | 74.15 | 74.60 | 16.23 | 1.31 | 3.85 | 3.32 | 12.58 | 12.36 | 12.45 | 4 | |
| 長期(7-11) | 213532 | 89.07 | 89.49 | 8.59 | 1.35 | 2.94 | 2.78 | 8.04 | 7.92 | 8.03 | 5 | |
| 超長期(11-) | 391572 | 66.02 | 66.48 | 20.39 | 1.28 | 4.52 | 3.72 | 15.92 | 15.62 | 15.69 | 4 | |
| 除くABS | 1186711 | 84.47 | 84.82 | 10.06 | 1.06 | 2.86 | 2.62 | 7.56 | 7.45 | 7.51 | 7 | |
| 短期(1-3) | 235082 | 97.98 | 98.18 | 1.87 | 0.67 | 1.75 | 1.74 | 1.85 | 1.84 | 1.85 | 6 | |
| 中期(3-7) | 333584 | 94.04 | 94.33 | 4.72 | 0.92 | 2.28 | 2.22 | 4.58 | 4.53 | 4.58 | 5 | |
| 長期(7- ) | 618044 | 74.18 | 74.62 | 16.06 | 1.29 | 3.81 | 3.35 | 12.46 | 12.24 | 12.33 | 8 | |
| 長期(7-11) | 213506 | 89.07 | 89.50 | 8.59 | 1.35 | 2.94 | 2.78 | 8.03 | 7.92 | 8.02 | 5 | |
| 超長期(11-) | 404538 | 66.32 | 66.76 | 20.00 | 1.26 | 4.43 | 3.75 | 15.59 | 15.30 | 15.38 | 10 | |
| 除くMBS・ABS | 1173593 | 84.58 | 84.93 | 10.08 | 1.07 | 2.87 | 2.61 | 7.57 | 7.45 | 7.51 | 5 | |
| 短期(1-3) | 235082 | 97.98 | 98.18 | 1.87 | 0.67 | 1.75 | 1.74 | 1.85 | 1.84 | 1.85 | 6 | |
| 中期(3-7) | 333534 | 94.04 | 94.32 | 4.72 | 0.92 | 2.28 | 2.22 | 4.58 | 4.53 | 4.58 | 5 | |
| 長期(7- ) | 604978 | 74.15 | 74.60 | 16.23 | 1.31 | 3.85 | 3.32 | 12.58 | 12.37 | 12.45 | 4 | |
| 長期(7-11) | 213446 | 89.07 | 89.49 | 8.59 | 1.35 | 2.94 | 2.78 | 8.04 | 7.92 | 8.03 | 5 | |
| 超長期(11-) | 391531 | 66.02 | 66.48 | 20.39 | 1.28 | 4.52 | 3.72 | 15.92 | 15.62 | 15.69 | 4 | |
| 除く国債 | 171229 | 87.39 | 87.62 | 7.08 | 0.96 | 2.72 | 2.74 | 5.72 | 5.63 | 5.73 | 39 | |
| 短期(1-3) | 43806 | 97.50 | 97.67 | 1.99 | 0.72 | 2.01 | 1.99 | 1.97 | 1.95 | 1.97 | 29 | |
| 中期(3-7) | 55731 | 93.17 | 93.39 | 4.64 | 0.91 | 2.53 | 2.45 | 4.51 | 4.45 | 4.51 | 29 | |
| 長期(7- ) | 71692 | 76.72 | 76.98 | 12.08 | 1.15 | 3.46 | 3.60 | 9.78 | 9.60 | 9.79 | 57 | |
| 長期(7-11) | 29126 | 87.71 | 88.04 | 8.58 | 1.41 | 3.23 | 3.05 | 8.00 | 7.88 | 7.99 | 32 | |
| 超長期(11-) | 42566 | 69.20 | 69.42 | 14.48 | 0.98 | 3.66 | 4.07 | 11.33 | 11.10 | 11.36 | 78 | |
| SDGs債 | 24831 | 90.24 | 90.48 | 6.58 | 1.01 | 2.68 | 2.54 | 5.54 | 5.46 | 5.52 | 24 | |
| SDGs債 (除くABS) | 24499 | 90.25 | 90.49 | 6.60 | 1.01 | 2.68 | 2.53 | 5.55 | 5.47 | 5.53 | 24 | |
| SDGs債／E | 28361 | 90.63 | 90.86 | 6.31 | 1.00 | 2.65 | 2.52 | 5.33 | 5.25 | 5.31 | 25 | |
| SDGs債／E (除くABS) | 28028 | 90.65 | 90.87 | 6.33 | 1.00 | 2.65 | 2.51 | 5.34 | 5.26 | 5.32 | 25 | |
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