| ------------ 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 | 394.450 | -48.81 | -17.64 | -18.44 | 0.79 | 2.84 | 3.69 | |
| 短期(1-3) | 236.073 | 4.61 | -0.13 | -0.72 | 0.59 | 0.23 | 0.19 | |
| 中期(3-7) | 344.427 | 4.30 | -1.81 | -2.41 | 0.60 | 0.93 | 0.89 | |
| 長期(7- ) | 615.217 | -94.08 | -31.49 | -32.45 | 0.96 | 4.76 | 6.44 | |
| 長期(7-11)*2 | 203.614 | -11.37 | -7.26 | -8.04 | 0.78 | 2.11 | 2.45 | |
| 超長期(11-)*2 | 286.176 | -133.16 | -42.74 | -43.79 | 1.04 | 6.08 | 8.45 | |
| 国債 | 409.261 | -54.22 | -20.04 | -20.85 | 0.81 | 3.10 | 4.04 | |
| 短期(1-3) | 223.887 | 5.55 | -0.17 | -0.75 | 0.58 | 0.24 | 0.20 | |
| 中期(3-7) | 344.735 | 5.64 | -2.23 | -2.84 | 0.61 | 1.05 | 1.02 | |
| 長期(7- ) | 632.537 | -101.68 | -34.61 | -35.59 | 0.98 | 5.03 | 6.84 | |
| 長期(7-11)*2 | 202.823 | -11.40 | -8.53 | -9.32 | 0.79 | 2.41 | 2.73 | |
| 超長期(11-)*2 | 287.602 | -141.76 | -45.98 | -47.04 | 1.05 | 6.26 | 8.78 | |
| 地方債 | 405.537 | -17.50 | -2.49 | -3.21 | 0.72 | 1.38 | 1.79 | |
| 政保債 | 385.947 | -30.32 | -9.31 | -10.01 | 0.70 | 1.29 | 1.85 | |
| 金融債 | 274.326 | 0.03 | 0.38 | 0.26 | 0.12 | 0.37 | 0.33 | |
| 事業債 | 405.196 | -33.68 | -7.83 | -8.57 | 0.74 | 1.90 | 2.22 | |
| 円建外債 | 348.690 | -2.73 | -1.16 | -1.88 | 0.71 | 1.87 | 1.86 | |
| MBS*3 | 129.893 | 12.61 | -4.44 | -5.26 | 0.82 | 1.43 | 1.83 | |
| ABS*4 | 115.146 | -3.16 | -6.04 | -6.65 | 0.61 | 0.80 | 1.09 | |
| 除くMBS | 394.547 | -49.64 | -17.82 | -18.62 | 0.79 | 2.86 | 3.71 | |
| 短期(1-3) | 236.073 | 4.61 | -0.13 | -0.72 | 0.59 | 0.23 | 0.19 | |
| 中期(3-7) | 344.427 | 4.30 | -1.81 | -2.41 | 0.60 | 0.93 | 0.89 | |
| 長期(7- ) | 619.068 | -96.79 | -32.17 | -33.13 | 0.96 | 4.84 | 6.56 | |
| 長期(7-11)*2 | 203.614 | -11.37 | -7.26 | -8.04 | 0.78 | 2.11 | 2.45 | |
| 超長期(11-)*2 | 290.106 | -138.66 | -44.16 | -45.21 | 1.05 | 6.26 | 8.71 | |
| 除くABS | 394.499 | -48.84 | -17.65 | -18.45 | 0.79 | 2.85 | 3.69 | |
| 短期(1-3) | 236.044 | 4.61 | -0.13 | -0.72 | 0.59 | 0.23 | 0.19 | |
| 中期(3-7) | 344.427 | 4.30 | -1.81 | -2.41 | 0.60 | 0.93 | 0.89 | |
| 長期(7- ) | 615.239 | -94.11 | -31.50 | -32.46 | 0.96 | 4.76 | 6.44 | |
| 長期(7-11)*2 | 203.612 | -11.37 | -7.26 | -8.04 | 0.78 | 2.11 | 2.45 | |
| 超長期(11-)*2 | 286.177 | -133.16 | -42.74 | -43.78 | 1.04 | 6.08 | 8.45 | |
| 除くMBS・ABS | 394.596 | -49.67 | -17.83 | -18.62 | 0.79 | 2.86 | 3.71 | |
| 短期(1-3) | 236.044 | 4.61 | -0.13 | -0.72 | 0.59 | 0.23 | 0.19 | |
| 中期(3-7) | 344.427 | 4.30 | -1.81 | -2.41 | 0.60 | 0.93 | 0.89 | |
| 長期(7- ) | 619.091 | -96.81 | -32.17 | -33.14 | 0.96 | 4.84 | 6.56 | |
| 長期(7-11)*2 | 203.612 | -11.37 | -7.26 | -8.04 | 0.78 | 2.11 | 2.45 | |
| 超長期(11-)*2 | 290.108 | -138.67 | -44.16 | -45.21 | 1.05 | 6.26 | 8.71 | |
| 除く国債* | 177.523 | -21.16 | -5.29 | -6.00 | 0.72 | 1.52 | 1.89 | |
| 短期(1-3)* | 133.027 | 0.62 | 0.06 | -0.59 | 0.65 | 0.16 | 0.15 | |
| 中期(3-7)* | 167.521 | -1.16 | -0.09 | -0.66 | 0.56 | 0.43 | 0.36 | |
| 長期(7- )* | 254.196 | -46.24 | -11.61 | -12.47 | 0.86 | 3.00 | 3.96 | |
| 長期(7-11)*2 | 205.259 | -11.21 | -1.17 | -1.88 | 0.71 | 0.64 | 1.10 | |
| 超長期(11-)*2 | 267.747 | -70.07 | -18.66 | -19.61 | 0.96 | 4.68 | 6.02 | |
| 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 |
| 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 | 962484 | 110.54 | 110.66 | 9.80 | 0.92 | -0.09 | -0.10 | 9.49 | 9.49 | 9.47 | 5 | |
| 短期(1-3) | 198729 | 101.75 | 101.85 | 2.01 | 0.62 | -0.24 | -0.24 | 2.01 | 2.01 | 2.01 | 6 | |
| 中期(3-7) | 275442 | 104.55 | 104.64 | 4.86 | 0.65 | -0.26 | -0.26 | 4.80 | 4.80 | 4.80 | 8 | |
| 長期(7- ) | 488314 | 117.49 | 117.63 | 15.75 | 1.20 | 0.04 | 0.03 | 14.49 | 14.48 | 14.44 | 4 | |
| 長期(7-11) | 167785 | 110.09 | 110.22 | 8.76 | 0.89 | -0.20 | -0.21 | 8.46 | 8.47 | 8.46 | 6 | |
| 超長期(11-) | 320528 | 121.37 | 121.51 | 19.41 | 1.36 | 0.16 | 0.14 | 17.36 | 17.34 | 17.28 | 3 | |
| 国債 | 796605 | 111.68 | 111.79 | 10.33 | 0.96 | -0.14 | -0.14 | 9.97 | 9.97 | 9.95 | 0 | |
| 短期(1-3) | 160283 | 101.87 | 101.95 | 2.01 | 0.61 | -0.30 | -0.31 | 2.00 | 2.00 | 2.00 | -1 | |
| 中期(3-7) | 220185 | 105.07 | 105.15 | 4.88 | 0.67 | -0.34 | -0.34 | 4.82 | 4.83 | 4.82 | 0 | |
| 長期(7- ) | 416137 | 118.96 | 119.09 | 16.41 | 1.24 | 0.00 | 0.01 | 15.00 | 14.99 | 14.96 | 0 | |
| 長期(7-11) | 137566 | 111.05 | 111.17 | 8.78 | 0.92 | -0.27 | -0.28 | 8.47 | 8.49 | 8.47 | -1 | |
| 超長期(11-) | 278571 | 122.86 | 123.00 | 20.18 | 1.40 | 0.12 | 0.13 | 17.91 | 17.90 | 17.86 | 0 | |
| 地方債 | 63205 | 105.76 | 105.93 | 7.56 | 0.78 | 0.06 | 0.06 | 7.41 | 7.40 | 7.39 | 29 | |
| 政保債 | 24803 | 105.58 | 105.77 | 7.53 | 0.75 | 0.02 | 0.02 | 7.38 | 7.37 | 7.36 | 24 | |
| 金融債 | 5028 | 100.24 | 100.27 | 2.95 | 0.12 | 0.04 | 0.04 | 2.94 | 2.94 | 2.94 | 35 | |
| 事業債 | 53296 | 105.18 | 105.36 | 7.84 | 0.79 | 0.18 | 0.19 | 7.58 | 7.57 | 7.57 | 41 | |
| 円建外債 | 5149 | 101.61 | 101.80 | 4.58 | 0.73 | 0.41 | 0.42 | 4.47 | 4.46 | 4.47 | 73 | |
| MBS | 13669 | 103.65 | 103.68 | 5.63 | 0.88 | 0.72 | 0.06 | 5.54 | 5.53 | 5.13 | 25 | |
| ABS | 729 | 101.61 | 101.78 | 5.36 | 0.63 | 0.33 | 0.33 | 5.20 | 5.19 | 5.20 | 63 | |
| 除くMBS | 948816 | 110.64 | 110.76 | 9.86 | 0.92 | -0.10 | -0.10 | 9.55 | 9.55 | 9.53 | 5 | |
| 短期(1-3) | 198729 | 101.75 | 101.85 | 2.01 | 0.62 | -0.24 | -0.24 | 2.01 | 2.01 | 2.01 | 6 | |
| 中期(3-7) | 275442 | 104.55 | 104.64 | 4.86 | 0.65 | -0.26 | -0.26 | 4.80 | 4.80 | 4.80 | 8 | |
| 長期(7- ) | 474645 | 117.89 | 118.03 | 16.04 | 1.21 | 0.02 | 0.03 | 14.72 | 14.71 | 14.68 | 4 | |
| 長期(7-11) | 167785 | 110.09 | 110.22 | 8.76 | 0.89 | -0.20 | -0.21 | 8.46 | 8.47 | 8.46 | 6 | |
| 超長期(11-) | 306860 | 122.16 | 122.31 | 20.02 | 1.38 | 0.14 | 0.15 | 17.80 | 17.78 | 17.74 | 2 | |
| 除くABS | 961755 | 110.55 | 110.66 | 9.80 | 0.92 | -0.09 | -0.10 | 9.50 | 9.50 | 9.47 | 5 | |
| 短期(1-3) | 198502 | 101.75 | 101.85 | 2.01 | 0.62 | -0.24 | -0.24 | 2.01 | 2.01 | 2.01 | 6 | |
| 中期(3-7) | 275131 | 104.55 | 104.64 | 4.86 | 0.65 | -0.26 | -0.26 | 4.80 | 4.80 | 4.80 | 8 | |
| 長期(7- ) | 488123 | 117.50 | 117.64 | 15.75 | 1.20 | 0.04 | 0.03 | 14.49 | 14.48 | 14.44 | 4 | |
| 長期(7-11) | 167634 | 110.10 | 110.22 | 8.76 | 0.89 | -0.20 | -0.21 | 8.46 | 8.47 | 8.46 | 6 | |
| 超長期(11-) | 320489 | 121.37 | 121.51 | 19.41 | 1.36 | 0.16 | 0.14 | 17.36 | 17.34 | 17.28 | 3 | |
| 除くMBS・ABS | 948086 | 110.65 | 110.76 | 9.86 | 0.92 | -0.10 | -0.10 | 9.55 | 9.55 | 9.53 | 5 | |
| 短期(1-3) | 198502 | 101.75 | 101.85 | 2.01 | 0.62 | -0.24 | -0.24 | 2.01 | 2.01 | 2.01 | 6 | |
| 中期(3-7) | 275131 | 104.55 | 104.64 | 4.86 | 0.65 | -0.26 | -0.26 | 4.80 | 4.80 | 4.80 | 8 | |
| 長期(7- ) | 474454 | 117.90 | 118.04 | 16.04 | 1.21 | 0.02 | 0.03 | 14.72 | 14.71 | 14.68 | 3 | |
| 長期(7-11) | 167634 | 110.10 | 110.22 | 8.76 | 0.89 | -0.20 | -0.21 | 8.46 | 8.47 | 8.46 | 6 | |
| 超長期(11-) | 306820 | 122.16 | 122.31 | 20.02 | 1.38 | 0.14 | 0.15 | 17.80 | 17.78 | 17.74 | 2 | |
| 除く国債 | 165880 | 105.06 | 105.22 | 7.24 | 0.76 | 0.16 | 0.11 | 7.08 | 7.07 | 7.04 | 34 | |
| 短期(1-3) | 38446 | 101.26 | 101.41 | 2.03 | 0.66 | 0.02 | 0.02 | 2.02 | 2.02 | 2.02 | 33 | |
| 中期(3-7) | 55257 | 102.48 | 102.61 | 4.78 | 0.58 | 0.06 | 0.06 | 4.71 | 4.71 | 4.71 | 40 | |
| 長期(7- ) | 72177 | 109.06 | 109.25 | 11.91 | 0.96 | 0.30 | 0.18 | 11.28 | 11.27 | 11.18 | 29 | |
| 長期(7-11) | 30220 | 105.71 | 105.89 | 8.64 | 0.76 | 0.12 | 0.12 | 8.38 | 8.37 | 8.37 | 40 | |
| 超長期(11-) | 41957 | 111.47 | 111.66 | 14.27 | 1.10 | 0.42 | 0.23 | 13.27 | 13.25 | 13.10 | 22 | |
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