------------ 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 | 359.657 | -77.81 | -12.30 | -13.14 | 0.84 | -3.29 | -2.90 | |
短期(1-3) | 233.413 | -13.31 | -1.78 | -2.18 | 0.40 | -0.39 | -0.50 | |
中期(3-7) | 335.391 | -35.13 | -6.49 | -7.14 | 0.65 | -1.04 | -1.24 | |
長期(7- ) | 525.565 | -128.04 | -19.80 | -20.92 | 1.12 | -5.68 | -4.76 | |
長期(7-11)*2 | 192.716 | -73.64 | -11.90 | -12.91 | 1.00 | -1.59 | -1.53 | |
超長期(11-)*2 | 231.118 | -161.21 | -24.59 | -25.79 | 1.20 | -8.09 | -6.65 | |
国債 | 369.941 | -82.05 | -12.90 | -13.76 | 0.86 | -3.54 | -3.14 | |
短期(1-3) | 220.705 | -13.36 | -1.81 | -2.20 | 0.40 | -0.44 | -0.56 | |
中期(3-7) | 334.228 | -35.36 | -6.57 | -7.23 | 0.66 | -1.10 | -1.33 | |
長期(7- ) | 535.607 | -132.70 | -20.40 | -21.54 | 1.15 | -5.94 | -5.03 | |
長期(7-11)*2 | 191.242 | -73.92 | -11.96 | -12.97 | 1.01 | -1.63 | -1.63 | |
超長期(11-)*2 | 229.895 | -168.23 | -25.47 | -26.70 | 1.23 | -8.46 | -7.01 | |
地方債 | 387.528 | -55.62 | -9.37 | -10.00 | 0.63 | -1.83 | -1.61 | |
政保債 | 361.872 | -67.71 | -11.06 | -11.82 | 0.76 | -2.83 | -2.30 | |
金融債 | 272.779 | -21.72 | -3.35 | -3.66 | 0.31 | -0.41 | -0.59 | |
事業債 | 385.959 | -53.14 | -8.36 | -9.13 | 0.77 | -1.89 | -1.37 | |
円建外債 | 357.165 | -15.24 | -2.86 | -3.93 | 1.07 | 0.94 | 1.07 | |
MBS*3 | 123.557 | -54.01 | -10.49 | -11.17 | 0.67 | -2.50 | -2.23 | |
ABS*4 | 113.340 | -42.10 | -6.85 | -7.60 | 0.75 | -0.74 | -0.83 | |
除くMBS | 359.537 | -78.10 | -12.32 | -13.17 | 0.84 | -3.30 | -2.91 | |
短期(1-3) | 233.413 | -13.31 | -1.78 | -2.18 | 0.40 | -0.39 | -0.50 | |
中期(3-7) | 335.391 | -35.13 | -6.49 | -7.14 | 0.65 | -1.04 | -1.24 | |
長期(7- ) | 527.379 | -129.84 | -20.03 | -21.16 | 1.13 | -5.76 | -4.83 | |
長期(7-11)*2 | 192.711 | -73.69 | -11.91 | -12.91 | 1.00 | -1.59 | -1.54 | |
超長期(11-)*2 | 232.762 | -165.39 | -25.14 | -26.35 | 1.22 | -8.31 | -6.82 | |
除くABS | 359.681 | -77.83 | -12.31 | -13.14 | 0.84 | -3.29 | -2.90 | |
短期(1-3) | 233.378 | -13.31 | -1.78 | -2.18 | 0.40 | -0.39 | -0.50 | |
中期(3-7) | 335.383 | -35.12 | -6.49 | -7.14 | 0.65 | -1.04 | -1.24 | |
長期(7- ) | 525.562 | -128.05 | -19.80 | -20.93 | 1.12 | -5.68 | -4.76 | |
長期(7-11)*2 | 192.710 | -73.64 | -11.90 | -12.91 | 1.00 | -1.59 | -1.53 | |
超長期(11-)*2 | 231.116 | -161.22 | -24.59 | -25.79 | 1.20 | -8.09 | -6.65 | |
除くMBS・ABS | 359.561 | -78.12 | -12.33 | -13.17 | 0.84 | -3.30 | -2.91 | |
短期(1-3) | 233.378 | -13.31 | -1.78 | -2.18 | 0.40 | -0.39 | -0.50 | |
中期(3-7) | 335.383 | -35.12 | -6.49 | -7.14 | 0.65 | -1.04 | -1.24 | |
長期(7- ) | 527.376 | -129.85 | -20.03 | -21.16 | 1.13 | -5.76 | -4.83 | |
長期(7-11)*2 | 192.705 | -73.69 | -11.91 | -12.91 | 1.00 | -1.59 | -1.54 | |
超長期(11-)*2 | 232.760 | -165.40 | -25.14 | -26.36 | 1.22 | -8.31 | -6.82 | |
除く国債* | 169.461 | -53.99 | -8.94 | -9.64 | 0.70 | -1.91 | -1.55 | |
短期(1-3)* | 133.243 | -13.06 | -1.63 | -2.05 | 0.42 | -0.15 | -0.24 | |
中期(3-7)* | 166.178 | -34.06 | -6.15 | -6.75 | 0.61 | -0.78 | -0.85 | |
長期(7- )* | 230.022 | -94.74 | -15.54 | -16.49 | 0.95 | -3.83 | -2.86 | |
長期(7-11)*2 | 198.315 | -71.71 | -11.54 | -12.49 | 0.95 | -1.27 | -0.90 | |
超長期(11-)*2 | 232.401 | -109.64 | -18.12 | -19.06 | 0.94 | -5.41 | -4.07 | |
SDGs債*5 | 98.569 | -54.39 | -8.88 | -9.48 | 0.61 | -1.91 | -1.58 | |
SDGs債 (除くABS)*5 | 98.642 | -54.49 | -8.89 | -9.50 | 0.61 | -1.93 | -1.59 | |
SDGs債/E*5 | 99.155 | -51.36 | -8.37 | -8.96 | 0.59 | -1.73 | -1.44 | |
SDGs債/E (除くABS)*5 | 99.258 | -51.40 | -8.37 | -8.96 | 0.59 | -1.75 | -1.45 | |
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 | 1145392 | 96.06 | 96.22 | 10.22 | 0.81 | 1.01 | 0.98 | 8.70 | 8.64 | 8.65 | 4 | |
短期(1-3) | 230318 | 99.89 | 99.98 | 1.95 | 0.40 | 0.46 | 0.46 | 1.94 | 1.94 | 1.94 | 6 | |
中期(3-7) | 311167 | 100.24 | 100.38 | 4.80 | 0.65 | 0.61 | 0.61 | 4.72 | 4.71 | 4.72 | 5 | |
長期(7- ) | 603907 | 92.44 | 92.64 | 16.16 | 1.05 | 1.46 | 1.40 | 13.70 | 13.59 | 13.61 | 4 | |
長期(7-11) | 208915 | 101.38 | 101.61 | 8.72 | 1.03 | 0.87 | 0.88 | 8.33 | 8.30 | 8.33 | 3 | |
超長期(11-) | 394992 | 87.72 | 87.90 | 20.09 | 1.07 | 1.82 | 1.72 | 16.98 | 16.83 | 16.84 | 4 | |
国債 | 972942 | 95.99 | 96.16 | 10.72 | 0.84 | 1.01 | 0.97 | 9.08 | 9.02 | 9.03 | 1 | |
短期(1-3) | 189459 | 99.97 | 100.05 | 1.94 | 0.40 | 0.41 | 0.41 | 1.93 | 1.93 | 1.93 | 1 | |
中期(3-7) | 253407 | 100.53 | 100.68 | 4.81 | 0.66 | 0.56 | 0.56 | 4.73 | 4.72 | 4.73 | 0 | |
長期(7- ) | 530076 | 92.40 | 92.61 | 16.68 | 1.08 | 1.47 | 1.40 | 14.10 | 13.99 | 14.00 | 1 | |
長期(7-11) | 181701 | 101.73 | 101.96 | 8.73 | 1.04 | 0.84 | 0.85 | 8.34 | 8.31 | 8.34 | 0 | |
超長期(11-) | 348374 | 87.54 | 87.73 | 20.83 | 1.10 | 1.85 | 1.73 | 17.59 | 17.43 | 17.43 | 1 | |
地方債 | 66928 | 97.16 | 97.28 | 7.34 | 0.61 | 0.87 | 0.89 | 6.77 | 6.73 | 6.75 | 11 | |
政保債 | 14198 | 96.01 | 96.22 | 9.31 | 0.74 | 0.99 | 0.95 | 8.00 | 7.95 | 7.97 | 7 | |
金融債 | 3426 | 98.71 | 98.80 | 3.14 | 0.31 | 0.75 | 0.74 | 3.10 | 3.09 | 3.10 | 27 | |
事業債 | 70172 | 95.90 | 96.09 | 7.43 | 0.75 | 1.16 | 1.12 | 6.34 | 6.29 | 6.31 | 39 | |
円建外債 | 3125 | 99.17 | 99.44 | 3.64 | 1.07 | 1.31 | 1.31 | 3.48 | 3.45 | 3.47 | 79 | |
MBS | 13951 | 94.77 | 94.79 | 7.35 | 0.63 | 0.85 | 1.30 | 6.85 | 6.80 | 7.14 | 22 | |
ABS | 651 | 95.72 | 95.92 | 5.91 | 0.73 | 1.36 | 1.32 | 5.49 | 5.45 | 5.48 | 67 | |
除くMBS | 1131441 | 96.07 | 96.24 | 10.25 | 0.82 | 1.01 | 0.97 | 8.72 | 8.66 | 8.67 | 4 | |
短期(1-3) | 230318 | 99.89 | 99.98 | 1.95 | 0.40 | 0.46 | 0.46 | 1.94 | 1.94 | 1.94 | 6 | |
中期(3-7) | 311167 | 100.24 | 100.38 | 4.80 | 0.65 | 0.61 | 0.61 | 4.72 | 4.71 | 4.72 | 5 | |
長期(7- ) | 589956 | 92.39 | 92.59 | 16.36 | 1.06 | 1.47 | 1.40 | 13.86 | 13.75 | 13.77 | 3 | |
長期(7-11) | 208737 | 101.38 | 101.61 | 8.72 | 1.03 | 0.87 | 0.88 | 8.34 | 8.30 | 8.33 | 3 | |
超長期(11-) | 381219 | 87.47 | 87.65 | 20.55 | 1.08 | 1.85 | 1.73 | 17.37 | 17.22 | 17.21 | 3 | |
除くABS | 1144741 | 96.06 | 96.22 | 10.22 | 0.81 | 1.01 | 0.98 | 8.70 | 8.64 | 8.65 | 4 | |
短期(1-3) | 230145 | 99.89 | 99.98 | 1.95 | 0.40 | 0.46 | 0.46 | 1.94 | 1.94 | 1.94 | 6 | |
中期(3-7) | 310869 | 100.24 | 100.38 | 4.80 | 0.65 | 0.61 | 0.61 | 4.72 | 4.71 | 4.72 | 5 | |
長期(7- ) | 603727 | 92.44 | 92.64 | 16.16 | 1.05 | 1.46 | 1.40 | 13.70 | 13.59 | 13.61 | 4 | |
長期(7-11) | 208814 | 101.38 | 101.61 | 8.72 | 1.03 | 0.87 | 0.88 | 8.33 | 8.30 | 8.33 | 3 | |
超長期(11-) | 394913 | 87.72 | 87.90 | 20.09 | 1.07 | 1.82 | 1.72 | 16.98 | 16.83 | 16.84 | 4 | |
除くMBS・ABS | 1130790 | 96.07 | 96.24 | 10.25 | 0.82 | 1.01 | 0.97 | 8.72 | 8.66 | 8.67 | 4 | |
短期(1-3) | 230145 | 99.89 | 99.98 | 1.95 | 0.40 | 0.46 | 0.46 | 1.94 | 1.94 | 1.94 | 6 | |
中期(3-7) | 310869 | 100.24 | 100.38 | 4.80 | 0.65 | 0.61 | 0.61 | 4.72 | 4.71 | 4.72 | 5 | |
長期(7- ) | 589776 | 92.39 | 92.59 | 16.37 | 1.06 | 1.47 | 1.40 | 13.87 | 13.75 | 13.77 | 3 | |
長期(7-11) | 208636 | 101.38 | 101.61 | 8.72 | 1.03 | 0.87 | 0.88 | 8.34 | 8.30 | 8.33 | 3 | |
超長期(11-) | 381140 | 87.47 | 87.66 | 20.55 | 1.08 | 1.85 | 1.73 | 17.37 | 17.22 | 17.21 | 3 | |
除く国債 | 172450 | 96.42 | 96.57 | 7.39 | 0.68 | 1.01 | 1.03 | 6.56 | 6.52 | 6.56 | 25 | |
短期(1-3) | 40859 | 99.51 | 99.61 | 2.02 | 0.42 | 0.67 | 0.67 | 2.01 | 2.00 | 2.01 | 27 | |
中期(3-7) | 57760 | 98.95 | 99.09 | 4.78 | 0.60 | 0.82 | 0.81 | 4.70 | 4.68 | 4.70 | 25 | |
長期(7- ) | 73831 | 92.73 | 92.92 | 12.40 | 0.89 | 1.36 | 1.42 | 10.82 | 10.74 | 10.82 | 24 | |
長期(7-11) | 27213 | 99.04 | 99.26 | 8.63 | 0.95 | 1.09 | 1.09 | 8.27 | 8.22 | 8.26 | 25 | |
超長期(11-) | 46618 | 89.05 | 89.22 | 14.60 | 0.85 | 1.54 | 1.63 | 12.48 | 12.37 | 12.48 | 23 | |
SDGs債 | 18772 | 96.81 | 96.96 | 7.24 | 0.59 | 0.99 | 0.97 | 6.54 | 6.50 | 6.52 | 23 | |
SDGs債 (除くABS) | 18449 | 96.84 | 97.00 | 7.26 | 0.59 | 0.99 | 0.96 | 6.55 | 6.51 | 6.53 | 22 | |
SDGs債/E | 22028 | 96.93 | 97.08 | 6.88 | 0.57 | 0.98 | 0.96 | 6.23 | 6.19 | 6.21 | 24 | |
SDGs債/E (除くABS) | 21706 | 96.96 | 97.11 | 6.89 | 0.57 | 0.97 | 0.95 | 6.23 | 6.19 | 6.21 | 23 | |
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