| ------------ 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 | 351.928 | 15.25 | -16.08 | -16.97 | 0.88 | -4.48 | -11.41 | |
| 短期(1-3) | 233.066 | 7.33 | -2.39 | -2.82 | 0.43 | -0.75 | -2.25 | |
| 中期(3-7) | 329.763 | 39.90 | -10.86 | -11.54 | 0.68 | -2.63 | -8.74 | |
| 長期(7- ) | 509.526 | 4.56 | -24.65 | -25.83 | 1.18 | -6.98 | -16.66 | |
| 長期(7-11)*2 | 186.928 | 64.86 | -22.74 | -23.80 | 1.06 | -4.42 | -16.00 | |
| 超長期(11-)*2 | 224.051 | -32.47 | -25.82 | -27.08 | 1.26 | -8.49 | -17.06 | |
| 国債 | 361.580 | 12.83 | -16.48 | -17.39 | 0.91 | -4.68 | -11.64 | |
| 短期(1-3) | 219.692 | 7.18 | -2.37 | -2.79 | 0.42 | -0.79 | -2.26 | |
| 中期(3-7) | 328.172 | 39.79 | -10.93 | -11.62 | 0.69 | -2.69 | -8.81 | |
| 長期(7- ) | 518.582 | 0.86 | -24.80 | -26.00 | 1.21 | -7.15 | -16.71 | |
| 長期(7-11)*2 | 185.263 | 64.61 | -22.79 | -23.85 | 1.06 | -4.46 | -16.06 | |
| 超長期(11-)*2 | 222.512 | -37.97 | -26.02 | -27.32 | 1.30 | -8.72 | -17.10 | |
| 地方債 | 378.991 | 36.64 | -15.46 | -16.12 | 0.66 | -3.57 | -11.21 | |
| 政保債 | 354.116 | 10.58 | -16.05 | -16.86 | 0.81 | -4.12 | -11.23 | |
| 金融債 | 270.310 | 21.58 | -5.68 | -6.04 | 0.37 | -1.26 | -4.70 | |
| 事業債 | 376.509 | 24.98 | -12.14 | -12.95 | 0.82 | -3.06 | -8.95 | |
| 円建外債 | 391.001 | 27.61 | -3.84 | -4.98 | 1.15 | -0.16 | -3.02 | |
| MBS*3 | 120.330 | 31.74 | -17.69 | -18.35 | 0.67 | -4.43 | -13.31 | |
| ABS*4 | 111.525 | 35.91 | -11.84 | -12.64 | 0.79 | -2.29 | -8.78 | |
| 除くMBS | 351.828 | 15.05 | -16.06 | -16.95 | 0.89 | -4.48 | -11.39 | |
| 短期(1-3) | 233.066 | 7.33 | -2.39 | -2.82 | 0.43 | -0.75 | -2.25 | |
| 中期(3-7) | 329.763 | 39.90 | -10.86 | -11.54 | 0.68 | -2.63 | -8.74 | |
| 長期(7- ) | 511.213 | 3.91 | -24.81 | -26.01 | 1.20 | -7.04 | -16.74 | |
| 長期(7-11)*2 | 186.919 | 64.90 | -22.76 | -23.82 | 1.06 | -4.42 | -16.01 | |
| 超長期(11-)*2 | 225.593 | -34.95 | -26.12 | -27.41 | 1.29 | -8.64 | -17.20 | |
| 除くABS | 351.950 | 15.24 | -16.08 | -16.97 | 0.88 | -4.48 | -11.41 | |
| 短期(1-3) | 233.025 | 7.33 | -2.39 | -2.82 | 0.43 | -0.75 | -2.25 | |
| 中期(3-7) | 329.758 | 39.89 | -10.86 | -11.54 | 0.68 | -2.63 | -8.74 | |
| 長期(7- ) | 509.524 | 4.55 | -24.65 | -25.83 | 1.18 | -6.98 | -16.66 | |
| 長期(7-11)*2 | 186.921 | 64.86 | -22.74 | -23.80 | 1.06 | -4.42 | -16.00 | |
| 超長期(11-)*2 | 224.048 | -32.48 | -25.82 | -27.08 | 1.26 | -8.49 | -17.06 | |
| 除くMBS・ABS | 351.850 | 15.04 | -16.07 | -16.95 | 0.89 | -4.48 | -11.39 | |
| 短期(1-3) | 233.025 | 7.33 | -2.39 | -2.82 | 0.43 | -0.75 | -2.25 | |
| 中期(3-7) | 329.758 | 39.89 | -10.86 | -11.54 | 0.68 | -2.63 | -8.74 | |
| 長期(7- ) | 511.210 | 3.90 | -24.81 | -26.01 | 1.20 | -7.04 | -16.74 | |
| 長期(7-11)*2 | 186.913 | 64.90 | -22.76 | -23.82 | 1.06 | -4.42 | -16.01 | |
| 超長期(11-)*2 | 225.590 | -34.96 | -26.12 | -27.41 | 1.29 | -8.64 | -17.20 | |
| 除く国債* | 166.503 | 28.86 | -13.83 | -14.58 | 0.74 | -3.35 | -10.12 | |
| 短期(1-3)* | 133.605 | 8.02 | -2.52 | -2.98 | 0.46 | -0.56 | -2.22 | |
| 中期(3-7)* | 163.801 | 40.39 | -10.54 | -11.18 | 0.64 | -2.37 | -8.45 | |
| 長期(7- )* | 223.874 | 31.60 | -23.56 | -24.56 | 1.01 | -5.78 | -16.32 | |
| 長期(7-11)*2 | 193.075 | 66.65 | -22.39 | -23.44 | 1.04 | -4.11 | -15.61 | |
| 超長期(11-)*2 | 226.852 | 8.74 | -24.32 | -25.30 | 0.98 | -6.82 | -16.79 | |
| 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 | 1161613 | 93.66 | 93.93 | 10.20 | 0.84 | 1.40 | 1.35 | 8.57 | 8.50 | 8.54 | 5 | |
| 短期(1-3) | 230217 | 99.26 | 99.38 | 1.89 | 0.43 | 0.82 | 0.82 | 1.88 | 1.87 | 1.88 | 5 | |
| 中期(3-7) | 317394 | 98.22 | 98.42 | 4.73 | 0.68 | 1.07 | 1.06 | 4.64 | 4.62 | 4.64 | 5 | |
| 長期(7- ) | 614002 | 89.21 | 89.56 | 16.14 | 1.08 | 1.83 | 1.74 | 13.59 | 13.46 | 13.52 | 4 | |
| 長期(7-11) | 213438 | 97.88 | 98.19 | 8.65 | 1.05 | 1.34 | 1.33 | 8.25 | 8.19 | 8.24 | 4 | |
| 超長期(11-) | 400564 | 84.59 | 84.96 | 20.12 | 1.09 | 2.13 | 2.00 | 16.88 | 16.71 | 16.77 | 4 | |
| 国債 | 987096 | 93.55 | 93.83 | 10.71 | 0.86 | 1.40 | 1.34 | 8.96 | 8.88 | 8.91 | 1 | |
| 短期(1-3) | 189023 | 99.35 | 99.47 | 1.87 | 0.42 | 0.77 | 0.77 | 1.86 | 1.85 | 1.86 | 1 | |
| 中期(3-7) | 257733 | 98.51 | 98.72 | 4.73 | 0.69 | 1.02 | 1.02 | 4.64 | 4.62 | 4.64 | 0 | |
| 長期(7- ) | 540340 | 89.16 | 89.52 | 16.65 | 1.10 | 1.84 | 1.73 | 13.98 | 13.85 | 13.90 | 1 | |
| 長期(7-11) | 186237 | 98.16 | 98.47 | 8.66 | 1.06 | 1.31 | 1.30 | 8.25 | 8.20 | 8.25 | 1 | |
| 超長期(11-) | 354104 | 84.42 | 84.81 | 20.85 | 1.12 | 2.17 | 2.00 | 17.48 | 17.30 | 17.35 | 1 | |
| 地方債 | 66930 | 94.78 | 94.98 | 7.30 | 0.64 | 1.30 | 1.30 | 6.66 | 6.61 | 6.64 | 12 | |
| 政保債 | 14386 | 93.73 | 93.89 | 9.25 | 0.76 | 1.40 | 1.34 | 7.88 | 7.82 | 7.86 | 8 | |
| 金融債 | 3336 | 97.65 | 97.75 | 3.11 | 0.36 | 1.14 | 1.13 | 3.05 | 3.03 | 3.05 | 26 | |
| 事業債 | 71110 | 94.03 | 94.25 | 7.31 | 0.78 | 1.57 | 1.52 | 6.17 | 6.11 | 6.14 | 39 | |
| 円建外債 | 4277 | 98.21 | 98.51 | 3.65 | 1.13 | 1.68 | 1.66 | 3.44 | 3.40 | 3.43 | 75 | |
| MBS | 13819 | 92.01 | 92.03 | 7.62 | 0.64 | 0.99 | 1.71 | 6.97 | 6.91 | 7.32 | 24 | |
| ABS | 659 | 93.93 | 94.11 | 5.81 | 0.76 | 1.79 | 1.73 | 5.35 | 5.30 | 5.35 | 67 | |
| 除くMBS | 1147794 | 93.68 | 93.95 | 10.23 | 0.84 | 1.40 | 1.35 | 8.59 | 8.52 | 8.55 | 4 | |
| 短期(1-3) | 230217 | 99.26 | 99.38 | 1.89 | 0.43 | 0.82 | 0.82 | 1.88 | 1.87 | 1.88 | 5 | |
| 中期(3-7) | 317394 | 98.22 | 98.42 | 4.73 | 0.68 | 1.07 | 1.06 | 4.64 | 4.62 | 4.64 | 5 | |
| 長期(7- ) | 600183 | 89.15 | 89.50 | 16.33 | 1.09 | 1.85 | 1.74 | 13.75 | 13.62 | 13.67 | 3 | |
| 長期(7-11) | 213272 | 97.88 | 98.19 | 8.66 | 1.05 | 1.34 | 1.33 | 8.25 | 8.20 | 8.25 | 3 | |
| 超長期(11-) | 386911 | 84.33 | 84.71 | 20.56 | 1.11 | 2.17 | 2.01 | 17.26 | 17.08 | 17.13 | 3 | |
| 除くABS | 1160954 | 93.66 | 93.93 | 10.20 | 0.84 | 1.40 | 1.35 | 8.57 | 8.50 | 8.54 | 5 | |
| 短期(1-3) | 230048 | 99.26 | 99.38 | 1.89 | 0.43 | 0.82 | 0.82 | 1.88 | 1.87 | 1.88 | 5 | |
| 中期(3-7) | 317061 | 98.22 | 98.42 | 4.73 | 0.68 | 1.07 | 1.06 | 4.64 | 4.62 | 4.64 | 5 | |
| 長期(7- ) | 613845 | 89.21 | 89.56 | 16.14 | 1.08 | 1.83 | 1.74 | 13.59 | 13.46 | 13.52 | 4 | |
| 長期(7-11) | 213349 | 97.88 | 98.20 | 8.65 | 1.05 | 1.34 | 1.33 | 8.25 | 8.19 | 8.24 | 3 | |
| 超長期(11-) | 400496 | 84.60 | 84.96 | 20.13 | 1.09 | 2.13 | 1.99 | 16.88 | 16.71 | 16.77 | 4 | |
| 除くMBS・ABS | 1147135 | 93.68 | 93.95 | 10.23 | 0.84 | 1.40 | 1.35 | 8.59 | 8.52 | 8.55 | 4 | |
| 短期(1-3) | 230048 | 99.26 | 99.38 | 1.89 | 0.43 | 0.82 | 0.82 | 1.88 | 1.87 | 1.88 | 5 | |
| 中期(3-7) | 317061 | 98.22 | 98.42 | 4.73 | 0.68 | 1.07 | 1.06 | 4.64 | 4.62 | 4.64 | 5 | |
| 長期(7- ) | 600026 | 89.15 | 89.50 | 16.33 | 1.09 | 1.85 | 1.74 | 13.75 | 13.62 | 13.67 | 3 | |
| 長期(7-11) | 213183 | 97.88 | 98.20 | 8.66 | 1.05 | 1.34 | 1.33 | 8.25 | 8.20 | 8.25 | 3 | |
| 超長期(11-) | 386843 | 84.34 | 84.71 | 20.56 | 1.11 | 2.17 | 2.01 | 17.26 | 17.08 | 17.13 | 3 | |
| 除く国債 | 174517 | 94.30 | 94.50 | 7.31 | 0.71 | 1.40 | 1.43 | 6.43 | 6.37 | 6.43 | 26 | |
| 短期(1-3) | 41194 | 98.85 | 98.98 | 1.99 | 0.45 | 1.05 | 1.05 | 1.97 | 1.96 | 1.97 | 28 | |
| 中期(3-7) | 59661 | 96.94 | 97.12 | 4.73 | 0.63 | 1.30 | 1.28 | 4.64 | 4.61 | 4.64 | 27 | |
| 長期(7- ) | 73662 | 89.63 | 89.86 | 12.38 | 0.92 | 1.71 | 1.80 | 10.73 | 10.63 | 10.75 | 25 | |
| 長期(7-11) | 27201 | 95.98 | 96.28 | 8.61 | 1.02 | 1.55 | 1.53 | 8.21 | 8.15 | 8.21 | 24 | |
| 超長期(11-) | 46461 | 85.91 | 86.11 | 14.59 | 0.87 | 1.82 | 1.98 | 12.38 | 12.25 | 12.41 | 25 | |
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