------------ 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 | 367.236 | 50.31 | 1.19 | 0.39 | 0.80 | -2.01 | -1.26 | |
短期(1-3) | 233.919 | 3.79 | 0.41 | 0.03 | 0.38 | -0.30 | -0.79 | |
中期(3-7) | 337.450 | 23.84 | 1.01 | 0.38 | 0.63 | -0.49 | -1.66 | |
長期(7- ) | 545.156 | 83.42 | 1.60 | 0.54 | 1.06 | -3.46 | -1.24 | |
長期(7-11)*2 | 194.754 | 44.32 | 1.90 | 0.97 | 0.93 | -1.03 | -0.85 | |
超長期(11-)*2 | 243.506 | 106.16 | 1.43 | 0.29 | 1.13 | -4.81 | -1.46 | |
国債 | 378.334 | 52.63 | 1.01 | 0.19 | 0.82 | -2.27 | -1.44 | |
短期(1-3) | 221.248 | 3.72 | 0.32 | -0.05 | 0.37 | -0.36 | -0.86 | |
中期(3-7) | 336.396 | 23.97 | 0.82 | 0.18 | 0.64 | -0.62 | -1.81 | |
長期(7- ) | 556.526 | 85.76 | 1.38 | 0.29 | 1.09 | -3.75 | -1.48 | |
長期(7-11)*2 | 193.318 | 44.51 | 1.72 | 0.77 | 0.95 | -1.23 | -1.05 | |
超長期(11-)*2 | 242.815 | 109.54 | 1.18 | 0.02 | 1.16 | -5.13 | -1.71 | |
地方債 | 392.031 | 38.93 | 1.91 | 1.31 | 0.60 | -0.63 | -0.68 | |
政保債 | 368.362 | 45.13 | 1.97 | 1.26 | 0.70 | -1.37 | -0.49 | |
金融債 | 273.439 | 11.40 | 0.88 | 0.65 | 0.23 | -0.22 | -0.96 | |
事業債 | 390.590 | 35.86 | 2.70 | 1.99 | 0.71 | -0.45 | 0.28 | |
円建外債 | 355.342 | 20.30 | 2.66 | 1.55 | 1.11 | 1.64 | 1.46 | |
MBS*3 | 125.488 | 40.79 | 1.11 | 0.43 | 0.69 | -0.92 | -1.16 | |
ABS*4 | 113.886 | 28.30 | 1.67 | 0.95 | 0.72 | -0.28 | -0.82 | |
除くMBS | 367.138 | 50.43 | 1.19 | 0.39 | 0.80 | -2.03 | -1.26 | |
短期(1-3) | 233.919 | 3.79 | 0.41 | 0.03 | 0.38 | -0.30 | -0.79 | |
中期(3-7) | 337.450 | 23.84 | 1.01 | 0.38 | 0.63 | -0.49 | -1.66 | |
長期(7- ) | 547.324 | 84.49 | 1.61 | 0.54 | 1.07 | -3.52 | -1.25 | |
長期(7-11)*2 | 194.750 | 44.36 | 1.90 | 0.97 | 0.93 | -1.03 | -0.85 | |
超長期(11-)*2 | 245.592 | 108.74 | 1.44 | 0.29 | 1.15 | -4.96 | -1.48 | |
除くABS | 367.264 | 50.33 | 1.19 | 0.39 | 0.80 | -2.02 | -1.26 | |
短期(1-3) | 233.884 | 3.79 | 0.41 | 0.03 | 0.38 | -0.30 | -0.79 | |
中期(3-7) | 337.442 | 23.84 | 1.01 | 0.38 | 0.63 | -0.49 | -1.66 | |
長期(7- ) | 545.158 | 83.43 | 1.60 | 0.54 | 1.06 | -3.46 | -1.24 | |
長期(7-11)*2 | 194.748 | 44.32 | 1.90 | 0.97 | 0.93 | -1.03 | -0.85 | |
超長期(11-)*2 | 243.504 | 106.17 | 1.43 | 0.29 | 1.13 | -4.81 | -1.46 | |
除くMBS・ABS | 367.167 | 50.45 | 1.19 | 0.39 | 0.80 | -2.03 | -1.27 | |
短期(1-3) | 233.884 | 3.79 | 0.41 | 0.03 | 0.38 | -0.30 | -0.79 | |
中期(3-7) | 337.442 | 23.84 | 1.01 | 0.38 | 0.63 | -0.49 | -1.66 | |
長期(7- ) | 547.326 | 84.50 | 1.61 | 0.54 | 1.07 | -3.52 | -1.25 | |
長期(7-11)*2 | 194.744 | 44.36 | 1.90 | 0.97 | 0.93 | -1.03 | -0.85 | |
超長期(11-)*2 | 245.591 | 108.75 | 1.44 | 0.29 | 1.15 | -4.96 | -1.48 | |
除く国債* | 171.508 | 37.42 | 2.16 | 1.49 | 0.66 | -0.60 | -0.29 | |
短期(1-3)* | 133.347 | 4.12 | 0.83 | 0.43 | 0.40 | 0.02 | -0.48 | |
中期(3-7)* | 166.941 | 23.27 | 1.83 | 1.25 | 0.58 | 0.06 | -0.98 | |
長期(7- )* | 235.735 | 67.23 | 3.16 | 2.28 | 0.88 | -1.43 | 0.36 | |
長期(7-11)*2 | 200.031 | 43.06 | 3.11 | 2.28 | 0.82 | 0.28 | 0.50 | |
超長期(11-)*2 | 240.562 | 82.19 | 3.19 | 2.27 | 0.92 | -2.46 | 0.28 | |
SDGs債*5 | 99.768 | 36.69 | 2.42 | 1.91 | 0.52 | -0.63 | -0.35 | |
SDGs債 (除くABS)*5 | 99.853 | 36.72 | 2.44 | 1.92 | 0.51 | -0.63 | -0.34 | |
SDGs債/E*5 | 100.244 | 33.58 | 2.39 | 1.91 | 0.49 | -0.54 | -0.37 | |
SDGs債/E (除くABS)*5 | 100.355 | 33.56 | 2.40 | 1.92 | 0.48 | -0.53 | -0.36 | |
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 | 1123853 | 98.60 | 98.70 | 10.21 | 0.78 | 0.72 | 0.70 | 8.96 | 8.91 | 8.92 | 4 | |
短期(1-3) | 230457 | 100.35 | 100.41 | 2.00 | 0.38 | 0.19 | 0.19 | 1.99 | 1.99 | 1.99 | 5 | |
中期(3-7) | 302891 | 101.32 | 101.42 | 4.86 | 0.63 | 0.37 | 0.37 | 4.79 | 4.78 | 4.79 | 5 | |
長期(7- ) | 590505 | 96.52 | 96.65 | 16.17 | 1.02 | 1.11 | 1.09 | 14.03 | 13.94 | 13.96 | 4 | |
長期(7-11) | 203854 | 102.82 | 102.97 | 8.77 | 0.95 | 0.63 | 0.64 | 8.42 | 8.39 | 8.42 | 4 | |
超長期(11-) | 386651 | 93.20 | 93.31 | 20.07 | 1.05 | 1.39 | 1.35 | 17.29 | 17.17 | 17.18 | 4 | |
国債 | 951212 | 98.70 | 98.81 | 10.72 | 0.80 | 0.71 | 0.69 | 9.36 | 9.31 | 9.31 | 0 | |
短期(1-3) | 190180 | 100.44 | 100.50 | 1.99 | 0.37 | 0.15 | 0.15 | 1.99 | 1.99 | 1.99 | 0 | |
中期(3-7) | 245862 | 101.63 | 101.73 | 4.88 | 0.64 | 0.32 | 0.33 | 4.81 | 4.80 | 4.81 | 0 | |
長期(7- ) | 515170 | 96.67 | 96.79 | 16.72 | 1.04 | 1.12 | 1.09 | 14.47 | 14.37 | 14.39 | 1 | |
長期(7-11) | 176304 | 103.27 | 103.42 | 8.81 | 0.97 | 0.60 | 0.61 | 8.45 | 8.42 | 8.45 | 0 | |
超長期(11-) | 338866 | 93.23 | 93.34 | 20.84 | 1.08 | 1.41 | 1.36 | 17.93 | 17.81 | 17.81 | 1 | |
地方債 | 67366 | 98.70 | 98.79 | 7.43 | 0.59 | 0.63 | 0.64 | 6.94 | 6.91 | 6.92 | 12 | |
政保債 | 14396 | 98.26 | 98.45 | 9.18 | 0.69 | 0.69 | 0.67 | 8.07 | 8.03 | 8.05 | 7 | |
金融債 | 3455 | 99.13 | 99.17 | 3.17 | 0.23 | 0.48 | 0.48 | 3.13 | 3.12 | 3.13 | 26 | |
事業債 | 69075 | 97.43 | 97.59 | 7.57 | 0.69 | 0.89 | 0.86 | 6.62 | 6.58 | 6.60 | 38 | |
円建外債 | 3267 | 99.37 | 99.66 | 3.85 | 1.10 | 1.22 | 1.22 | 3.68 | 3.65 | 3.68 | 95 | |
MBS | 14373 | 96.76 | 96.79 | 7.03 | 0.64 | 0.75 | 1.00 | 6.64 | 6.60 | 6.81 | 22 | |
ABS | 710 | 96.93 | 97.12 | 5.76 | 0.70 | 1.06 | 1.04 | 5.38 | 5.34 | 5.37 | 66 | |
除くMBS | 1109480 | 98.62 | 98.73 | 10.26 | 0.78 | 0.72 | 0.70 | 8.99 | 8.94 | 8.95 | 4 | |
短期(1-3) | 230457 | 100.35 | 100.41 | 2.00 | 0.38 | 0.19 | 0.19 | 1.99 | 1.99 | 1.99 | 5 | |
中期(3-7) | 302891 | 101.32 | 101.42 | 4.86 | 0.63 | 0.37 | 0.37 | 4.79 | 4.78 | 4.79 | 5 | |
長期(7- ) | 576132 | 96.51 | 96.64 | 16.40 | 1.02 | 1.12 | 1.09 | 14.21 | 14.12 | 14.13 | 3 | |
長期(7-11) | 203650 | 102.82 | 102.98 | 8.78 | 0.95 | 0.64 | 0.64 | 8.43 | 8.40 | 8.42 | 4 | |
超長期(11-) | 372482 | 93.06 | 93.18 | 20.56 | 1.06 | 1.42 | 1.37 | 17.71 | 17.58 | 17.59 | 3 | |
除くABS | 1123143 | 98.60 | 98.71 | 10.22 | 0.78 | 0.72 | 0.70 | 8.96 | 8.91 | 8.92 | 4 | |
短期(1-3) | 230253 | 100.35 | 100.41 | 2.00 | 0.38 | 0.19 | 0.19 | 1.99 | 1.99 | 1.99 | 5 | |
中期(3-7) | 302608 | 101.32 | 101.42 | 4.86 | 0.63 | 0.37 | 0.37 | 4.79 | 4.78 | 4.79 | 5 | |
長期(7- ) | 590282 | 96.52 | 96.65 | 16.17 | 1.02 | 1.11 | 1.09 | 14.03 | 13.94 | 13.96 | 4 | |
長期(7-11) | 203717 | 102.82 | 102.98 | 8.77 | 0.95 | 0.63 | 0.64 | 8.42 | 8.39 | 8.42 | 4 | |
超長期(11-) | 386565 | 93.20 | 93.31 | 20.07 | 1.05 | 1.39 | 1.35 | 17.29 | 17.17 | 17.18 | 4 | |
除くMBS・ABS | 1108771 | 98.62 | 98.73 | 10.26 | 0.78 | 0.72 | 0.70 | 8.99 | 8.94 | 8.95 | 4 | |
短期(1-3) | 230253 | 100.35 | 100.41 | 2.00 | 0.38 | 0.19 | 0.19 | 1.99 | 1.99 | 1.99 | 5 | |
中期(3-7) | 302608 | 101.32 | 101.42 | 4.86 | 0.63 | 0.37 | 0.37 | 4.79 | 4.78 | 4.79 | 5 | |
長期(7- ) | 575909 | 96.51 | 96.64 | 16.40 | 1.02 | 1.12 | 1.09 | 14.21 | 14.13 | 14.14 | 3 | |
長期(7-11) | 203513 | 102.83 | 102.98 | 8.78 | 0.95 | 0.63 | 0.64 | 8.43 | 8.40 | 8.42 | 4 | |
超長期(11-) | 372397 | 93.06 | 93.18 | 20.56 | 1.06 | 1.42 | 1.37 | 17.71 | 17.58 | 17.59 | 3 | |
除く国債 | 172641 | 98.01 | 98.13 | 7.44 | 0.65 | 0.76 | 0.77 | 6.74 | 6.70 | 6.73 | 25 | |
短期(1-3) | 40277 | 99.92 | 100.00 | 2.01 | 0.40 | 0.41 | 0.41 | 2.00 | 2.00 | 2.00 | 27 | |
中期(3-7) | 57029 | 99.97 | 100.09 | 4.77 | 0.58 | 0.57 | 0.57 | 4.70 | 4.68 | 4.70 | 25 | |
長期(7- ) | 75336 | 95.50 | 95.65 | 12.37 | 0.83 | 1.09 | 1.13 | 11.00 | 10.93 | 10.99 | 24 | |
長期(7-11) | 27550 | 99.93 | 100.10 | 8.53 | 0.82 | 0.85 | 0.85 | 8.23 | 8.19 | 8.22 | 26 | |
超長期(11-) | 47786 | 92.94 | 93.08 | 14.58 | 0.84 | 1.24 | 1.30 | 12.72 | 12.63 | 12.70 | 22 | |
SDGs債 | 14728 | 97.62 | 97.73 | 7.64 | 0.50 | 0.77 | 0.75 | 6.98 | 6.94 | 6.96 | 24 | |
SDGs債 (除くABS) | 14404 | 97.65 | 97.77 | 7.66 | 0.50 | 0.76 | 0.74 | 6.99 | 6.96 | 6.97 | 24 | |
SDGs債/E | 18136 | 97.78 | 97.89 | 7.08 | 0.47 | 0.73 | 0.72 | 6.48 | 6.45 | 6.46 | 25 | |
SDGs債/E (除くABS) | 17813 | 97.81 | 97.92 | 7.09 | 0.47 | 0.72 | 0.71 | 6.48 | 6.45 | 6.47 | 24 | |
NOMURA-BPIのホームページに戻る