------------ 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 | 357.801 | 38.73 | 0.17 | -0.66 | 0.83 | -7.48 | -5.10 | |
短期(1-3) | 234.125 | -2.55 | -0.71 | -1.10 | 0.39 | -0.68 | -0.71 | |
中期(3-7) | 334.616 | 2.86 | -1.39 | -2.03 | 0.64 | -2.87 | -2.36 | |
長期(7- ) | 521.196 | 76.13 | 1.41 | 0.29 | 1.12 | -12.71 | -8.35 | |
長期(7-11)*2 | 190.745 | 31.56 | 0.25 | -0.73 | 0.97 | -6.20 | -4.12 | |
超長期(11-)*2 | 229.524 | 103.35 | 2.12 | 0.91 | 1.21 | -16.54 | -10.82 | |
国債 | 367.717 | 41.22 | 0.21 | -0.64 | 0.85 | -7.96 | -5.48 | |
短期(1-3) | 220.727 | -2.53 | -0.75 | -1.14 | 0.38 | -0.74 | -0.78 | |
中期(3-7) | 333.063 | 2.67 | -1.50 | -2.15 | 0.65 | -2.98 | -2.49 | |
長期(7- ) | 530.428 | 78.65 | 1.49 | 0.34 | 1.14 | -13.20 | -8.75 | |
長期(7-11)*2 | 189.049 | 31.28 | 0.18 | -0.80 | 0.98 | -6.33 | -4.28 | |
超長期(11-)*2 | 227.923 | 107.38 | 2.28 | 1.04 | 1.24 | -17.23 | -11.35 | |
地方債 | 385.526 | 25.26 | 0.27 | -0.35 | 0.62 | -4.75 | -3.17 | |
政保債 | 360.010 | 35.70 | 0.49 | -0.26 | 0.75 | -6.48 | -4.15 | |
金融債 | 272.209 | -0.51 | -0.61 | -0.87 | 0.26 | -1.36 | -1.19 | |
事業債 | 381.323 | 23.06 | -0.56 | -1.31 | 0.76 | -4.64 | -2.70 | |
円建外債 | 392.276 | 0.32 | 1.91 | 0.84 | 1.07 | 0.55 | 0.88 | |
MBS*3 | 122.844 | 34.17 | -0.23 | -0.91 | 0.67 | -6.10 | -4.15 | |
ABS*4 | 112.698 | 13.98 | -0.01 | -0.75 | 0.74 | -3.16 | -2.25 | |
除くMBS | 357.681 | 38.79 | 0.17 | -0.66 | 0.83 | -7.49 | -5.12 | |
短期(1-3) | 234.125 | -2.55 | -0.71 | -1.10 | 0.39 | -0.68 | -0.71 | |
中期(3-7) | 334.616 | 2.86 | -1.39 | -2.03 | 0.64 | -2.87 | -2.36 | |
長期(7- ) | 522.944 | 77.18 | 1.45 | 0.32 | 1.13 | -12.87 | -8.45 | |
長期(7-11)*2 | 190.738 | 31.59 | 0.25 | -0.73 | 0.98 | -6.21 | -4.12 | |
超長期(11-)*2 | 231.132 | 106.11 | 2.21 | 0.99 | 1.23 | -16.95 | -11.08 | |
除くABS | 357.825 | 38.74 | 0.17 | -0.66 | 0.83 | -7.48 | -5.11 | |
短期(1-3) | 234.085 | -2.55 | -0.71 | -1.10 | 0.39 | -0.68 | -0.71 | |
中期(3-7) | 334.612 | 2.86 | -1.39 | -2.03 | 0.64 | -2.87 | -2.36 | |
長期(7- ) | 521.194 | 76.14 | 1.41 | 0.29 | 1.12 | -12.71 | -8.35 | |
長期(7-11)*2 | 190.739 | 31.56 | 0.25 | -0.73 | 0.97 | -6.20 | -4.12 | |
超長期(11-)*2 | 229.522 | 103.36 | 2.12 | 0.91 | 1.21 | -16.55 | -10.82 | |
除くMBS・ABS | 357.705 | 38.80 | 0.17 | -0.66 | 0.83 | -7.50 | -5.12 | |
短期(1-3) | 234.085 | -2.55 | -0.71 | -1.10 | 0.39 | -0.68 | -0.71 | |
中期(3-7) | 334.612 | 2.86 | -1.39 | -2.03 | 0.64 | -2.87 | -2.36 | |
長期(7- ) | 522.942 | 77.18 | 1.45 | 0.32 | 1.13 | -12.87 | -8.45 | |
長期(7-11)*2 | 190.732 | 31.59 | 0.25 | -0.73 | 0.98 | -6.21 | -4.12 | |
超長期(11-)*2 | 231.130 | 106.12 | 2.21 | 0.99 | 1.23 | -16.95 | -11.08 | |
除く国債* | 169.015 | 24.85 | -0.07 | -0.76 | 0.69 | -4.77 | -3.02 | |
短期(1-3)* | 134.107 | -2.63 | -0.50 | -0.91 | 0.41 | -0.41 | -0.42 | |
中期(3-7)* | 166.078 | 3.69 | -0.90 | -1.50 | 0.60 | -2.39 | -1.79 | |
長期(7- )* | 229.085 | 58.50 | 0.88 | -0.06 | 0.93 | -9.21 | -5.50 | |
長期(7-11)*2 | 196.993 | 33.48 | 0.71 | -0.20 | 0.90 | -5.37 | -3.06 | |
超長期(11-)*2 | 232.572 | 74.57 | 0.99 | 0.03 | 0.95 | -11.60 | -7.01 | |
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 | 1138133 | 95.66 | 95.85 | 10.19 | 0.79 | 1.02 | 0.99 | 8.68 | 8.62 | 8.64 | 4 | |
短期(1-3) | 231360 | 99.98 | 100.07 | 1.95 | 0.39 | 0.39 | 0.38 | 1.94 | 1.94 | 1.94 | 5 | |
中期(3-7) | 307045 | 100.08 | 100.22 | 4.80 | 0.65 | 0.63 | 0.63 | 4.72 | 4.70 | 4.72 | 5 | |
長期(7- ) | 599728 | 91.73 | 91.99 | 16.14 | 1.03 | 1.51 | 1.45 | 13.72 | 13.60 | 13.63 | 4 | |
長期(7-11) | 207971 | 100.25 | 100.48 | 8.71 | 0.98 | 0.96 | 0.97 | 8.34 | 8.30 | 8.34 | 3 | |
超長期(11-) | 391757 | 87.20 | 87.48 | 20.07 | 1.05 | 1.84 | 1.74 | 16.99 | 16.84 | 16.86 | 4 | |
国債 | 965641 | 95.58 | 95.78 | 10.69 | 0.82 | 1.03 | 0.98 | 9.06 | 8.99 | 9.01 | 1 | |
短期(1-3) | 190464 | 100.06 | 100.15 | 1.93 | 0.38 | 0.34 | 0.34 | 1.93 | 1.92 | 1.93 | 1 | |
中期(3-7) | 249992 | 100.36 | 100.51 | 4.81 | 0.66 | 0.59 | 0.59 | 4.73 | 4.71 | 4.73 | 0 | |
長期(7- ) | 525186 | 91.68 | 91.95 | 16.67 | 1.05 | 1.53 | 1.45 | 14.12 | 14.01 | 14.03 | 1 | |
長期(7-11) | 180561 | 100.61 | 100.83 | 8.74 | 0.99 | 0.93 | 0.94 | 8.36 | 8.32 | 8.36 | 0 | |
超長期(11-) | 344625 | 87.00 | 87.29 | 20.82 | 1.08 | 1.88 | 1.75 | 17.61 | 17.45 | 17.47 | 1 | |
地方債 | 67046 | 96.80 | 96.97 | 7.36 | 0.60 | 0.88 | 0.89 | 6.78 | 6.74 | 6.75 | 9 | |
政保債 | 14162 | 95.68 | 95.77 | 9.28 | 0.71 | 0.99 | 0.95 | 7.97 | 7.91 | 7.94 | 6 | |
金融債 | 3443 | 98.55 | 98.62 | 3.10 | 0.26 | 0.70 | 0.70 | 3.06 | 3.05 | 3.06 | 26 | |
事業債 | 69496 | 95.57 | 95.73 | 7.51 | 0.72 | 1.17 | 1.13 | 6.41 | 6.36 | 6.38 | 38 | |
円建外債 | 3549 | 99.03 | 99.23 | 3.90 | 1.06 | 1.29 | 1.28 | 3.70 | 3.67 | 3.70 | 77 | |
MBS | 14099 | 94.42 | 94.45 | 7.37 | 0.63 | 0.86 | 1.35 | 6.85 | 6.80 | 7.08 | 22 | |
ABS | 697 | 95.56 | 95.74 | 5.60 | 0.71 | 1.33 | 1.29 | 5.17 | 5.13 | 5.16 | 66 | |
除くMBS | 1124034 | 95.67 | 95.87 | 10.23 | 0.80 | 1.03 | 0.99 | 8.70 | 8.64 | 8.66 | 4 | |
短期(1-3) | 231360 | 99.98 | 100.07 | 1.95 | 0.39 | 0.39 | 0.38 | 1.94 | 1.94 | 1.94 | 5 | |
中期(3-7) | 307045 | 100.08 | 100.22 | 4.80 | 0.65 | 0.63 | 0.63 | 4.72 | 4.70 | 4.72 | 5 | |
長期(7- ) | 585628 | 91.66 | 91.93 | 16.35 | 1.04 | 1.53 | 1.45 | 13.89 | 13.77 | 13.79 | 3 | |
長期(7-11) | 207781 | 100.26 | 100.48 | 8.72 | 0.98 | 0.96 | 0.97 | 8.35 | 8.31 | 8.34 | 3 | |
超長期(11-) | 377847 | 86.94 | 87.23 | 20.54 | 1.07 | 1.88 | 1.76 | 17.39 | 17.23 | 17.25 | 3 | |
除くABS | 1137436 | 95.66 | 95.85 | 10.20 | 0.79 | 1.02 | 0.99 | 8.68 | 8.62 | 8.64 | 4 | |
短期(1-3) | 231133 | 99.98 | 100.07 | 1.95 | 0.39 | 0.38 | 0.38 | 1.94 | 1.94 | 1.94 | 5 | |
中期(3-7) | 306760 | 100.08 | 100.23 | 4.80 | 0.65 | 0.63 | 0.63 | 4.72 | 4.70 | 4.72 | 4 | |
長期(7- ) | 599543 | 91.73 | 91.99 | 16.14 | 1.03 | 1.51 | 1.45 | 13.72 | 13.61 | 13.63 | 4 | |
長期(7-11) | 207869 | 100.26 | 100.48 | 8.71 | 0.98 | 0.96 | 0.97 | 8.34 | 8.30 | 8.34 | 3 | |
超長期(11-) | 391674 | 87.20 | 87.48 | 20.08 | 1.05 | 1.84 | 1.74 | 16.99 | 16.84 | 16.86 | 4 | |
除くMBS・ABS | 1123336 | 95.67 | 95.87 | 10.23 | 0.80 | 1.03 | 0.99 | 8.70 | 8.64 | 8.66 | 4 | |
短期(1-3) | 231133 | 99.98 | 100.07 | 1.95 | 0.39 | 0.38 | 0.38 | 1.94 | 1.94 | 1.94 | 5 | |
中期(3-7) | 306760 | 100.08 | 100.23 | 4.80 | 0.65 | 0.63 | 0.63 | 4.72 | 4.70 | 4.72 | 4 | |
長期(7- ) | 585443 | 91.66 | 91.93 | 16.35 | 1.04 | 1.53 | 1.45 | 13.89 | 13.77 | 13.80 | 3 | |
長期(7-11) | 207680 | 100.26 | 100.48 | 8.72 | 0.98 | 0.96 | 0.97 | 8.35 | 8.31 | 8.34 | 3 | |
超長期(11-) | 377764 | 86.94 | 87.23 | 20.54 | 1.07 | 1.88 | 1.76 | 17.39 | 17.23 | 17.25 | 3 | |
除く国債 | 172492 | 96.09 | 96.24 | 7.42 | 0.66 | 1.01 | 1.03 | 6.58 | 6.54 | 6.58 | 24 | |
短期(1-3) | 40896 | 99.58 | 99.67 | 2.02 | 0.41 | 0.60 | 0.60 | 2.01 | 2.01 | 2.01 | 26 | |
中期(3-7) | 57054 | 98.84 | 98.98 | 4.77 | 0.59 | 0.83 | 0.82 | 4.69 | 4.67 | 4.69 | 24 | |
長期(7- ) | 74542 | 92.08 | 92.26 | 12.40 | 0.86 | 1.41 | 1.47 | 10.85 | 10.76 | 10.83 | 23 | |
長期(7-11) | 27410 | 97.92 | 98.13 | 8.56 | 0.89 | 1.17 | 1.16 | 8.23 | 8.18 | 8.22 | 24 | |
超長期(11-) | 47132 | 88.69 | 88.84 | 14.63 | 0.84 | 1.56 | 1.66 | 12.53 | 12.42 | 12.51 | 22 | |
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