|
| ------------ 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 | 315.743 | 19.38 | 6.91 | 5.35 | 1.56 | -0.86 | -1.99 | |
| 短期(1-3) | 230.100 | 3.65 | 2.12 | 0.84 | 1.28 | 2.51 | 1.15 | |
| 中期(3-7) | 311.751 | -7.55 | 8.54 | 7.14 | 1.40 | 2.07 | 0.31 | |
| 長期(7- ) | 411.179 | 56.89 | 8.91 | 6.99 | 1.91 | -6.03 | -6.37 | |
| 長期(7-11)*2 | 158.101 | 34.98 | 16.35 | 14.61 | 1.74 | -2.48 | -2.73 | |
| 超長期(11-)*2 | 174.938 | 81.05 | 0.73 | -1.37 | 2.10 | -10.01 | -10.45 | |
| 国債 | 324.004 | 21.86 | 5.64 | 4.11 | 1.53 | -2.50 | -2.72 | |
| 短期(1-3) | 220.028 | 3.42 | 1.63 | 0.39 | 1.25 | 1.49 | 0.77 | |
| 中期(3-7) | 313.730 | -7.77 | 7.62 | 6.25 | 1.37 | 0.69 | -0.16 | |
| 長期(7- ) | 416.920 | 62.10 | 6.81 | 4.92 | 1.89 | -8.09 | -7.37 | |
| 長期(7-11)*2 | 157.312 | 36.24 | 14.85 | 13.16 | 1.68 | -4.10 | -3.34 | |
| 超長期(11-)*2 | 173.406 | 85.66 | -0.47 | -2.56 | 2.08 | -11.82 | -11.15 | |
| 地方債 | 334.417 | 14.05 | 13.27 | 11.73 | 1.55 | 1.28 | -0.85 | |
| 政保債 | 330.803 | 9.42 | 8.01 | 6.57 | 1.44 | 0.23 | -0.65 | |
| 金融債 | 258.295 | 2.42 | 3.48 | 2.21 | 1.27 | 7.28 | 3.46 | |
| 事業債 | 338.827 | 16.93 | 12.30 | 10.52 | 1.78 | 5.35 | 1.39 | |
| 円建外債 | 274.683 | -32.58 | 8.70 | 6.46 | 2.24 | 20.19 | -6.25 | |
| MBS*3 | 105.483 | 29.15 | 6.20 | 4.16 | 2.04 | 4.01 | -3.71 | |
| ABS*4 | 95.100 | 5.06 | 7.74 | 5.91 | 1.83 | 7.14 | 1.35 | |
| 除くMBS | 315.764 | 19.26 | 6.92 | 5.37 | 1.55 | -0.93 | -1.97 | |
| 短期(1-3) | 230.100 | 3.65 | 2.12 | 0.84 | 1.28 | 2.51 | 1.15 | |
| 中期(3-7) | 311.751 | -7.55 | 8.54 | 7.14 | 1.40 | 2.07 | 0.31 | |
| 長期(7- ) | 411.479 | 57.88 | 9.00 | 7.09 | 1.91 | -6.38 | -6.46 | |
| 長期(7-11)*2 | 158.101 | 34.98 | 16.35 | 14.61 | 1.74 | -2.48 | -2.73 | |
| 超長期(11-)*2 | 175.008 | 85.08 | 0.31 | -1.80 | 2.11 | -11.09 | -10.97 | |
| 除くABS | 315.775 | 19.41 | 6.91 | 5.35 | 1.56 | -0.88 | -2.00 | |
| 短期(1-3) | 230.121 | 3.67 | 2.12 | 0.84 | 1.28 | 2.49 | 1.14 | |
| 中期(3-7) | 311.799 | -7.55 | 8.55 | 7.14 | 1.40 | 2.06 | 0.30 | |
| 長期(7- ) | 411.203 | 56.92 | 8.90 | 6.98 | 1.91 | -6.03 | -6.37 | |
| 長期(7-11)*2 | 158.113 | 34.97 | 16.35 | 14.61 | 1.74 | -2.48 | -2.72 | |
| 超長期(11-)*2 | 174.944 | 81.07 | 0.73 | -1.37 | 2.10 | -10.01 | -10.44 | |
| 除くMBS・ABS | 315.796 | 19.28 | 6.92 | 5.37 | 1.55 | -0.94 | -1.97 | |
| 短期(1-3) | 230.121 | 3.67 | 2.12 | 0.84 | 1.28 | 2.49 | 1.14 | |
| 中期(3-7) | 311.799 | -7.55 | 8.55 | 7.14 | 1.40 | 2.06 | 0.30 | |
| 長期(7- ) | 411.504 | 57.90 | 8.99 | 7.08 | 1.91 | -6.38 | -6.46 | |
| 長期(7-11)*2 | 158.113 | 34.97 | 16.35 | 14.61 | 1.74 | -2.48 | -2.72 | |
| 超長期(11-)*2 | 175.014 | 85.11 | 0.31 | -1.80 | 2.11 | -11.09 | -10.97 | |
| 除く国債* | 148.989 | 12.41 | 10.50 | 8.86 | 1.63 | 3.78 | 0.07 | |
| 短期(1-3)* | 126.350 | 4.35 | 3.59 | 2.21 | 1.39 | 5.48 | 2.27 | |
| 中期(3-7)* | 149.490 | -7.00 | 10.80 | 9.30 | 1.50 | 5.55 | 1.49 | |
| 長期(7- )* | 183.718 | 40.75 | 15.41 | 13.43 | 1.98 | 0.52 | -3.18 | |
| 長期(7-11)*2 | 160.560 | 32.20 | 19.67 | 17.80 | 1.87 | 1.23 | -1.35 | |
| 超長期(11-)*2 | 180.014 | 58.27 | 6.71 | 4.51 | 2.20 | -0.92 | -6.91 | |
| 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 | 567579 | 102.03 | 102.50 | 7.16 | 1.59 | 1.09 | 1.10 | 6.35 | 6.31 | 6.32 | 12 | |
| 短期(1-3) | 156546 | 101.65 | 102.04 | 2.06 | 1.31 | 0.50 | 0.50 | 2.03 | 2.02 | 2.03 | 16 | |
| 中期(3-7) | 200304 | 102.64 | 103.07 | 4.84 | 1.44 | 0.89 | 0.90 | 4.67 | 4.65 | 4.67 | 12 | |
| 長期(7- ) | 210729 | 101.74 | 102.31 | 13.16 | 1.95 | 1.73 | 1.74 | 11.17 | 11.07 | 11.08 | 9 | |
| 長期(7-11) | 109422 | 102.74 | 103.26 | 8.62 | 1.79 | 1.42 | 1.43 | 7.99 | 7.93 | 7.98 | 11 | |
| 超長期(11-) | 101306 | 100.66 | 101.29 | 18.06 | 2.13 | 2.07 | 2.09 | 14.67 | 14.51 | 14.50 | 7 | |
| 国債 | 417412 | 102.35 | 102.84 | 7.54 | 1.57 | 1.00 | 1.01 | 6.64 | 6.59 | 6.61 | 0 | |
| 短期(1-3) | 117071 | 101.95 | 102.35 | 2.06 | 1.28 | 0.33 | 0.34 | 2.03 | 2.02 | 2.03 | 0 | |
| 中期(3-7) | 141460 | 103.04 | 103.48 | 4.84 | 1.41 | 0.77 | 0.78 | 4.67 | 4.65 | 4.67 | 0 | |
| 長期(7- ) | 158881 | 102.02 | 102.62 | 13.98 | 1.94 | 1.70 | 1.71 | 11.80 | 11.69 | 11.71 | 1 | |
| 長期(7-11) | 74963 | 103.11 | 103.64 | 8.66 | 1.74 | 1.32 | 1.34 | 8.04 | 7.98 | 8.03 | 1 | |
| 超長期(11-) | 83919 | 101.05 | 101.71 | 18.73 | 2.12 | 2.04 | 2.05 | 15.22 | 15.07 | 15.06 | 0 | |
| 地方債 | 38813 | 101.68 | 102.09 | 6.97 | 1.57 | 1.18 | 1.19 | 6.32 | 6.27 | 6.30 | 18 | |
| 政保債 | 31135 | 101.89 | 102.26 | 5.77 | 1.45 | 0.95 | 0.96 | 5.40 | 5.37 | 5.39 | 8 | |
| 金融債 | 12396 | 100.97 | 101.28 | 2.84 | 1.29 | 0.95 | 0.95 | 2.78 | 2.76 | 2.78 | 48 | |
| 事業債 | 54318 | 101.79 | 102.26 | 6.28 | 1.81 | 1.41 | 1.42 | 5.59 | 5.55 | 5.57 | 53 | |
| 円建外債 | 5157 | 90.84 | 91.39 | 4.48 | 2.03 | 4.74 | 4.46 | 3.77 | 3.69 | 3.76 | 382 | |
| MBS | 7454 | 98.99 | 99.14 | 8.71 | 2.02 | 2.07 | 2.17 | 7.53 | 7.45 | 7.37 | 49 | |
| ABS | 894 | 96.50 | 97.29 | 4.90 | 1.78 | 2.73 | 2.66 | 4.50 | 4.44 | 4.50 | 190 | |
| 除くMBS | 560125 | 102.07 | 102.55 | 7.14 | 1.59 | 1.08 | 1.09 | 6.34 | 6.29 | 6.31 | 12 | |
| 短期(1-3) | 156546 | 101.65 | 102.04 | 2.06 | 1.31 | 0.50 | 0.50 | 2.03 | 2.02 | 2.03 | 16 | |
| 中期(3-7) | 200304 | 102.64 | 103.07 | 4.84 | 1.44 | 0.89 | 0.90 | 4.67 | 4.65 | 4.67 | 12 | |
| 長期(7- ) | 203275 | 101.84 | 102.43 | 13.33 | 1.95 | 1.72 | 1.73 | 11.30 | 11.19 | 11.22 | 7 | |
| 長期(7-11) | 109422 | 102.74 | 103.26 | 8.62 | 1.79 | 1.42 | 1.43 | 7.99 | 7.93 | 7.98 | 11 | |
| 超長期(11-) | 93853 | 100.80 | 101.46 | 18.81 | 2.14 | 2.07 | 2.08 | 15.22 | 15.06 | 15.06 | 3 | |
| 除くABS | 566685 | 102.04 | 102.51 | 7.17 | 1.59 | 1.09 | 1.10 | 6.36 | 6.31 | 6.32 | 12 | |
| 短期(1-3) | 156204 | 101.65 | 102.04 | 2.06 | 1.31 | 0.50 | 0.50 | 2.03 | 2.02 | 2.03 | 16 | |
| 中期(3-7) | 200004 | 102.65 | 103.08 | 4.84 | 1.44 | 0.89 | 0.89 | 4.67 | 4.65 | 4.67 | 11 | |
| 長期(7- ) | 210477 | 101.75 | 102.32 | 13.17 | 1.95 | 1.73 | 1.74 | 11.17 | 11.07 | 11.09 | 9 | |
| 長期(7-11) | 109189 | 102.75 | 103.27 | 8.62 | 1.79 | 1.42 | 1.43 | 7.99 | 7.93 | 7.98 | 11 | |
| 超長期(11-) | 101287 | 100.67 | 101.29 | 18.06 | 2.13 | 2.07 | 2.09 | 14.67 | 14.51 | 14.50 | 7 | |
| 除くMBS・ABS | 559231 | 102.08 | 102.56 | 7.15 | 1.59 | 1.08 | 1.09 | 6.34 | 6.29 | 6.31 | 11 | |
| 短期(1-3) | 156204 | 101.65 | 102.04 | 2.06 | 1.31 | 0.50 | 0.50 | 2.03 | 2.02 | 2.03 | 16 | |
| 中期(3-7) | 200004 | 102.65 | 103.08 | 4.84 | 1.44 | 0.89 | 0.89 | 4.67 | 4.65 | 4.67 | 11 | |
| 長期(7- ) | 203023 | 101.85 | 102.44 | 13.33 | 1.95 | 1.72 | 1.73 | 11.30 | 11.20 | 11.22 | 7 | |
| 長期(7-11) | 109189 | 102.75 | 103.27 | 8.62 | 1.79 | 1.42 | 1.43 | 7.99 | 7.93 | 7.98 | 11 | |
| 超長期(11-) | 93834 | 100.80 | 101.47 | 18.81 | 2.14 | 2.07 | 2.08 | 15.22 | 15.06 | 15.06 | 3 | |
| 除く国債 | 150167 | 101.17 | 101.58 | 6.12 | 1.65 | 1.36 | 1.36 | 5.54 | 5.50 | 5.52 | 45 | |
| 短期(1-3) | 39476 | 100.76 | 101.11 | 2.06 | 1.39 | 1.01 | 1.00 | 2.03 | 2.02 | 2.03 | 66 | |
| 中期(3-7) | 58844 | 101.69 | 102.07 | 4.84 | 1.52 | 1.17 | 1.17 | 4.66 | 4.64 | 4.66 | 39 | |
| 長期(7- ) | 51847 | 100.89 | 101.37 | 10.65 | 1.99 | 1.84 | 1.85 | 9.21 | 9.12 | 9.14 | 35 | |
| 長期(7-11) | 34459 | 101.95 | 102.45 | 8.54 | 1.90 | 1.63 | 1.64 | 7.89 | 7.83 | 7.88 | 32 | |
| 超長期(11-) | 17388 | 98.79 | 99.25 | 14.84 | 2.18 | 2.26 | 2.28 | 11.91 | 11.78 | 11.73 | 40 | |
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