------------ 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 | 350.090 | 112.74 | 35.62 | 34.70 | 0.92 | 35.62 | -8.52 | |
短期(1-3) | 233.257 | 13.20 | 2.78 | 2.33 | 0.45 | 2.78 | -0.96 | |
中期(3-7) | 329.689 | 45.87 | 14.72 | 14.00 | 0.72 | 14.72 | -5.07 | |
長期(7- ) | 504.100 | 194.25 | 61.80 | 60.55 | 1.24 | 61.80 | -13.57 | |
長期(7-11)*2 | 186.559 | 88.26 | 22.06 | 20.96 | 1.11 | 22.06 | -9.88 | |
超長期(11-)*2 | 220.491 | 259.95 | 86.40 | 85.07 | 1.33 | 86.40 | -15.80 | |
国債 | 359.598 | 120.24 | 38.12 | 37.16 | 0.95 | 38.12 | -8.75 | |
短期(1-3) | 219.871 | 13.28 | 2.79 | 2.35 | 0.44 | 2.79 | -0.97 | |
中期(3-7) | 328.125 | 46.39 | 14.85 | 14.12 | 0.74 | 14.85 | -5.07 | |
長期(7- ) | 512.971 | 202.89 | 64.76 | 63.49 | 1.27 | 64.76 | -13.66 | |
長期(7-11)*2 | 184.943 | 89.27 | 22.46 | 21.35 | 1.11 | 22.46 | -9.81 | |
超長期(11-)*2 | 218.897 | 272.74 | 90.73 | 89.36 | 1.37 | 90.73 | -15.96 | |
地方債 | 377.254 | 72.00 | 21.80 | 21.11 | 0.69 | 21.80 | -8.16 | |
政保債 | 351.760 | 87.67 | 25.86 | 25.01 | 0.85 | 25.86 | -8.97 | |
金融債 | 270.518 | 25.91 | 7.38 | 6.97 | 0.41 | 7.38 | -2.38 | |
事業債 | 375.622 | 71.00 | 21.96 | 21.11 | 0.85 | 21.96 | -6.01 | |
円建外債 | 391.617 | 22.12 | 9.79 | 8.64 | 1.15 | 9.79 | -1.10 | |
MBS*3 | 119.419 | 73.38 | 22.47 | 21.77 | 0.70 | 22.47 | -10.50 | |
ABS*4 | 111.534 | 53.08 | 16.17 | 15.35 | 0.82 | 16.17 | -4.97 | |
除くMBS | 350.000 | 113.21 | 35.78 | 34.85 | 0.93 | 35.78 | -8.49 | |
短期(1-3) | 233.257 | 13.20 | 2.78 | 2.33 | 0.45 | 2.78 | -0.96 | |
中期(3-7) | 329.689 | 45.87 | 14.72 | 14.00 | 0.72 | 14.72 | -5.07 | |
長期(7- ) | 505.730 | 197.15 | 62.74 | 61.48 | 1.26 | 62.74 | -13.65 | |
長期(7-11)*2 | 186.550 | 88.32 | 22.07 | 20.97 | 1.11 | 22.07 | -9.88 | |
超長期(11-)*2 | 221.937 | 267.20 | 88.88 | 87.52 | 1.36 | 88.88 | -16.00 | |
除くABS | 350.111 | 112.78 | 35.63 | 34.71 | 0.92 | 35.63 | -8.52 | |
短期(1-3) | 233.216 | 13.20 | 2.78 | 2.33 | 0.45 | 2.78 | -0.96 | |
中期(3-7) | 329.684 | 45.87 | 14.72 | 14.00 | 0.72 | 14.72 | -5.07 | |
長期(7- ) | 504.097 | 194.27 | 61.80 | 60.56 | 1.24 | 61.80 | -13.57 | |
長期(7-11)*2 | 186.553 | 88.26 | 22.06 | 20.96 | 1.11 | 22.06 | -9.88 | |
超長期(11-)*2 | 220.489 | 259.96 | 86.40 | 85.07 | 1.33 | 86.40 | -15.80 | |
除くMBS・ABS | 350.021 | 113.24 | 35.79 | 34.86 | 0.93 | 35.79 | -8.50 | |
短期(1-3) | 233.216 | 13.20 | 2.78 | 2.33 | 0.45 | 2.78 | -0.96 | |
中期(3-7) | 329.684 | 45.87 | 14.72 | 14.00 | 0.72 | 14.72 | -5.07 | |
長期(7- ) | 505.727 | 197.17 | 62.75 | 61.49 | 1.26 | 62.75 | -13.65 | |
長期(7-11)*2 | 186.544 | 88.32 | 22.07 | 20.97 | 1.11 | 22.07 | -9.88 | |
超長期(11-)*2 | 221.934 | 267.22 | 88.88 | 87.53 | 1.36 | 88.88 | -16.01 | |
除く国債* | 165.871 | 70.70 | 21.63 | 20.85 | 0.78 | 21.63 | -7.23 | |
短期(1-3)* | 133.713 | 12.82 | 2.72 | 2.23 | 0.49 | 2.72 | -0.95 | |
中期(3-7)* | 163.708 | 43.56 | 14.13 | 13.47 | 0.67 | 14.13 | -5.03 | |
長期(7- )* | 221.761 | 131.30 | 40.20 | 39.14 | 1.06 | 40.20 | -12.92 | |
長期(7-11)*2 | 192.374 | 81.29 | 19.29 | 18.19 | 1.10 | 19.29 | -10.29 | |
超長期(11-)*2 | 223.854 | 164.27 | 53.98 | 52.94 | 1.03 | 53.98 | -14.62 | |
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 | 1156996 | 93.04 | 93.17 | 10.30 | 0.86 | 1.47 | 1.41 | 8.61 | 8.53 | 8.57 | 5 | |
短期(1-3) | 231703 | 99.18 | 99.26 | 2.01 | 0.45 | 0.85 | 0.85 | 2.00 | 1.99 | 2.00 | 6 | |
中期(3-7) | 315774 | 98.10 | 98.23 | 4.87 | 0.71 | 1.11 | 1.10 | 4.78 | 4.75 | 4.78 | 5 | |
長期(7- ) | 609519 | 88.09 | 88.24 | 16.26 | 1.09 | 1.94 | 1.83 | 13.64 | 13.51 | 13.56 | 4 | |
長期(7-11) | 210012 | 97.54 | 97.72 | 8.76 | 1.08 | 1.40 | 1.39 | 8.34 | 8.28 | 8.34 | 4 | |
超長期(11-) | 399507 | 83.12 | 83.26 | 20.20 | 1.10 | 2.27 | 2.11 | 16.91 | 16.73 | 16.78 | 4 | |
国債 | 983525 | 92.91 | 93.03 | 10.82 | 0.88 | 1.47 | 1.40 | 9.00 | 8.92 | 8.95 | 1 | |
短期(1-3) | 190401 | 99.27 | 99.34 | 2.01 | 0.44 | 0.80 | 0.80 | 2.00 | 1.99 | 2.00 | 0 | |
中期(3-7) | 256614 | 98.42 | 98.54 | 4.89 | 0.73 | 1.06 | 1.05 | 4.80 | 4.77 | 4.80 | 0 | |
長期(7- ) | 536510 | 88.01 | 88.16 | 16.78 | 1.12 | 1.96 | 1.82 | 14.04 | 13.90 | 13.95 | 1 | |
長期(7-11) | 183139 | 97.83 | 98.01 | 8.77 | 1.08 | 1.37 | 1.35 | 8.35 | 8.30 | 8.35 | 1 | |
超長期(11-) | 353371 | 82.92 | 83.05 | 20.93 | 1.13 | 2.32 | 2.11 | 17.52 | 17.33 | 17.38 | 1 | |
地方債 | 66318 | 94.22 | 94.33 | 7.31 | 0.65 | 1.38 | 1.39 | 6.65 | 6.60 | 6.63 | 16 | |
政保債 | 14389 | 93.00 | 93.20 | 9.35 | 0.79 | 1.49 | 1.42 | 7.90 | 7.83 | 7.87 | 11 | |
金融債 | 3274 | 97.64 | 97.73 | 3.19 | 0.40 | 1.18 | 1.17 | 3.13 | 3.11 | 3.13 | 27 | |
事業債 | 70696 | 93.69 | 93.87 | 7.33 | 0.80 | 1.62 | 1.56 | 6.15 | 6.09 | 6.12 | 40 | |
円建外債 | 4345 | 98.26 | 98.57 | 3.55 | 1.13 | 1.67 | 1.66 | 3.34 | 3.30 | 3.33 | 73 | |
MBS | 13792 | 91.21 | 91.25 | 7.71 | 0.64 | 1.03 | 1.83 | 7.01 | 6.95 | 7.36 | 28 | |
ABS | 657 | 93.85 | 94.04 | 5.76 | 0.77 | 1.81 | 1.74 | 5.29 | 5.24 | 5.29 | 65 | |
除くMBS | 1143204 | 93.07 | 93.20 | 10.33 | 0.86 | 1.47 | 1.41 | 8.63 | 8.55 | 8.58 | 5 | |
短期(1-3) | 231703 | 99.18 | 99.26 | 2.01 | 0.45 | 0.85 | 0.85 | 2.00 | 1.99 | 2.00 | 6 | |
中期(3-7) | 315774 | 98.10 | 98.23 | 4.87 | 0.71 | 1.11 | 1.10 | 4.78 | 4.75 | 4.78 | 5 | |
長期(7- ) | 595727 | 88.02 | 88.17 | 16.45 | 1.11 | 1.96 | 1.83 | 13.80 | 13.66 | 13.71 | 4 | |
長期(7-11) | 209850 | 97.54 | 97.72 | 8.76 | 1.08 | 1.40 | 1.39 | 8.34 | 8.29 | 8.34 | 4 | |
超長期(11-) | 385877 | 82.84 | 82.98 | 20.64 | 1.12 | 2.32 | 2.12 | 17.29 | 17.11 | 17.15 | 3 | |
除くABS | 1156339 | 93.04 | 93.17 | 10.30 | 0.86 | 1.47 | 1.41 | 8.61 | 8.53 | 8.57 | 5 | |
短期(1-3) | 231525 | 99.19 | 99.26 | 2.01 | 0.45 | 0.85 | 0.85 | 2.00 | 1.99 | 2.00 | 6 | |
中期(3-7) | 315450 | 98.11 | 98.23 | 4.87 | 0.71 | 1.11 | 1.10 | 4.78 | 4.75 | 4.78 | 5 | |
長期(7- ) | 609364 | 88.09 | 88.24 | 16.26 | 1.09 | 1.94 | 1.83 | 13.64 | 13.51 | 13.56 | 4 | |
長期(7-11) | 209920 | 97.54 | 97.73 | 8.76 | 1.08 | 1.40 | 1.39 | 8.34 | 8.28 | 8.33 | 4 | |
超長期(11-) | 399444 | 83.12 | 83.26 | 20.20 | 1.10 | 2.27 | 2.11 | 16.91 | 16.73 | 16.79 | 4 | |
除くMBS・ABS | 1142547 | 93.07 | 93.20 | 10.33 | 0.86 | 1.47 | 1.41 | 8.63 | 8.55 | 8.58 | 5 | |
短期(1-3) | 231525 | 99.19 | 99.26 | 2.01 | 0.45 | 0.85 | 0.85 | 2.00 | 1.99 | 2.00 | 6 | |
中期(3-7) | 315450 | 98.11 | 98.23 | 4.87 | 0.71 | 1.11 | 1.10 | 4.78 | 4.75 | 4.78 | 5 | |
長期(7- ) | 595572 | 88.02 | 88.17 | 16.45 | 1.11 | 1.96 | 1.83 | 13.80 | 13.66 | 13.71 | 4 | |
長期(7-11) | 209758 | 97.54 | 97.73 | 8.76 | 1.08 | 1.40 | 1.39 | 8.34 | 8.29 | 8.34 | 4 | |
超長期(11-) | 385815 | 82.84 | 82.98 | 20.64 | 1.12 | 2.32 | 2.12 | 17.29 | 17.11 | 17.15 | 3 | |
除く国債 | 173472 | 93.83 | 93.97 | 7.34 | 0.73 | 1.47 | 1.50 | 6.42 | 6.36 | 6.42 | 28 | |
短期(1-3) | 41302 | 98.80 | 98.90 | 2.05 | 0.48 | 1.09 | 1.09 | 2.03 | 2.02 | 2.03 | 29 | |
中期(3-7) | 59161 | 96.73 | 96.87 | 4.77 | 0.64 | 1.35 | 1.33 | 4.68 | 4.65 | 4.68 | 29 | |
長期(7- ) | 73009 | 88.66 | 88.83 | 12.42 | 0.94 | 1.81 | 1.90 | 10.71 | 10.60 | 10.72 | 27 | |
長期(7-11) | 26873 | 95.54 | 95.75 | 8.66 | 1.05 | 1.64 | 1.61 | 8.25 | 8.18 | 8.25 | 27 | |
超長期(11-) | 46136 | 84.65 | 84.80 | 14.62 | 0.87 | 1.93 | 2.10 | 12.32 | 12.19 | 12.35 | 28 | |
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