|
| ------------ 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 | 315.905 | 19.33 | 6.94 | 5.37 | 1.56 | -0.77 | -1.96 | |
| 短期(1-3) | 230.565 | 3.83 | 2.17 | 0.89 | 1.29 | 2.69 | 1.20 | |
| 中期(3-7) | 312.008 | -7.58 | 8.59 | 7.18 | 1.41 | 2.17 | 0.32 | |
| 長期(7- ) | 411.690 | 56.82 | 8.91 | 6.99 | 1.91 | -6.02 | -6.36 | |
| 長期(7-11)*2 | 158.274 | 34.87 | 16.35 | 14.61 | 1.74 | -2.47 | -2.73 | |
| 超長期(11-)*2 | 175.214 | 81.01 | 0.74 | -1.37 | 2.10 | -10.00 | -10.44 | |
| 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 | 336.174 | 16.98 | 12.37 | 10.58 | 1.80 | 6.07 | 1.56 | |
| 円建外債 | 300.488 | -35.48 | 8.55 | 6.34 | 2.21 | 20.11 | -5.99 | |
| MBS*3 | 105.483 | 29.15 | 6.20 | 4.16 | 2.04 | 4.01 | -3.71 | |
| ABS*4 | 94.876 | 5.06 | 7.74 | 5.91 | 1.83 | 7.14 | 1.35 | |
| 除くMBS | 315.924 | 19.21 | 6.94 | 5.39 | 1.56 | -0.83 | -1.94 | |
| 短期(1-3) | 230.565 | 3.83 | 2.17 | 0.89 | 1.29 | 2.69 | 1.20 | |
| 中期(3-7) | 312.008 | -7.58 | 8.59 | 7.18 | 1.41 | 2.17 | 0.32 | |
| 長期(7- ) | 411.989 | 57.80 | 9.00 | 7.09 | 1.91 | -6.37 | -6.46 | |
| 長期(7-11)*2 | 158.274 | 34.87 | 16.35 | 14.61 | 1.74 | -2.47 | -2.73 | |
| 超長期(11-)*2 | 175.284 | 85.04 | 0.31 | -1.79 | 2.11 | -11.09 | -10.96 | |
| 除くABS | 315.938 | 19.36 | 6.93 | 5.37 | 1.56 | -0.78 | -1.97 | |
| 短期(1-3) | 230.587 | 3.84 | 2.17 | 0.88 | 1.29 | 2.68 | 1.19 | |
| 中期(3-7) | 312.056 | -7.58 | 8.59 | 7.19 | 1.41 | 2.15 | 0.32 | |
| 長期(7- ) | 411.714 | 56.84 | 8.90 | 6.98 | 1.91 | -6.02 | -6.36 | |
| 長期(7-11)*2 | 158.286 | 34.86 | 16.34 | 14.60 | 1.74 | -2.47 | -2.72 | |
| 超長期(11-)*2 | 175.219 | 81.03 | 0.74 | -1.37 | 2.10 | -10.00 | -10.44 | |
| 除くMBS・ABS | 315.958 | 19.23 | 6.94 | 5.39 | 1.55 | -0.84 | -1.95 | |
| 短期(1-3) | 230.587 | 3.84 | 2.17 | 0.88 | 1.29 | 2.68 | 1.19 | |
| 中期(3-7) | 312.056 | -7.58 | 8.59 | 7.19 | 1.41 | 2.15 | 0.32 | |
| 長期(7- ) | 412.013 | 57.82 | 8.99 | 7.08 | 1.91 | -6.38 | -6.46 | |
| 長期(7-11)*2 | 158.286 | 34.86 | 16.34 | 14.60 | 1.74 | -2.47 | -2.72 | |
| 超長期(11-)*2 | 175.290 | 85.06 | 0.31 | -1.80 | 2.11 | -11.09 | -10.96 | |
| 除く国債* | 149.216 | 12.31 | 10.54 | 8.89 | 1.64 | 4.09 | 0.15 | |
| 短期(1-3)* | 126.799 | 5.01 | 3.75 | 2.34 | 1.41 | 6.10 | 2.44 | |
| 中期(3-7)* | 149.779 | -7.11 | 10.94 | 9.43 | 1.51 | 5.84 | 1.52 | |
| 長期(7- )* | 184.548 | 40.47 | 15.40 | 13.42 | 1.98 | 0.53 | -3.17 | |
| 長期(7-11)*2 | 161.151 | 31.85 | 19.65 | 17.78 | 1.87 | 1.25 | -1.34 | |
| 超長期(11-)*2 | 181.511 | 58.08 | 6.72 | 4.51 | 2.20 | -0.91 | -6.89 | |
| 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 | 569799 | 101.98 | 102.45 | 7.15 | 1.60 | 1.12 | 1.12 | 6.34 | 6.29 | 6.31 | 14 | |
| 短期(1-3) | 157930 | 101.55 | 101.94 | 2.06 | 1.31 | 0.56 | 0.55 | 2.03 | 2.02 | 2.03 | 21 | |
| 中期(3-7) | 201045 | 102.57 | 102.99 | 4.84 | 1.44 | 0.91 | 0.91 | 4.67 | 4.64 | 4.66 | 13 | |
| 長期(7- ) | 210824 | 101.73 | 102.30 | 13.16 | 1.95 | 1.73 | 1.75 | 11.17 | 11.07 | 11.08 | 9 | |
| 長期(7-11) | 109467 | 102.74 | 103.25 | 8.62 | 1.79 | 1.42 | 1.44 | 7.99 | 7.93 | 7.98 | 11 | |
| 超長期(11-) | 101356 | 100.65 | 101.27 | 18.06 | 2.13 | 2.08 | 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 | 56259 | 101.30 | 101.77 | 6.17 | 1.82 | 1.59 | 1.56 | 5.51 | 5.46 | 5.49 | 68 | |
| 円建外債 | 5436 | 90.73 | 91.26 | 4.43 | 2.00 | 4.81 | 4.52 | 3.75 | 3.66 | 3.74 | 389 | |
| 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 | 562345 | 102.02 | 102.49 | 7.13 | 1.59 | 1.10 | 1.11 | 6.33 | 6.28 | 6.30 | 13 | |
| 短期(1-3) | 157930 | 101.55 | 101.94 | 2.06 | 1.31 | 0.56 | 0.55 | 2.03 | 2.02 | 2.03 | 21 | |
| 中期(3-7) | 201045 | 102.57 | 102.99 | 4.84 | 1.44 | 0.91 | 0.91 | 4.67 | 4.64 | 4.66 | 13 | |
| 長期(7- ) | 203370 | 101.83 | 102.42 | 13.33 | 1.95 | 1.72 | 1.73 | 11.30 | 11.19 | 11.22 | 8 | |
| 長期(7-11) | 109467 | 102.74 | 103.25 | 8.62 | 1.79 | 1.42 | 1.44 | 7.99 | 7.93 | 7.98 | 11 | |
| 超長期(11-) | 93903 | 100.78 | 101.44 | 18.81 | 2.14 | 2.08 | 2.08 | 15.22 | 15.06 | 15.05 | 4 | |
| 除くABS | 568905 | 101.99 | 102.45 | 7.15 | 1.60 | 1.11 | 1.12 | 6.34 | 6.30 | 6.31 | 14 | |
| 短期(1-3) | 157588 | 101.56 | 101.95 | 2.06 | 1.31 | 0.55 | 0.54 | 2.03 | 2.02 | 2.03 | 20 | |
| 中期(3-7) | 200745 | 102.58 | 103.00 | 4.84 | 1.44 | 0.90 | 0.91 | 4.67 | 4.64 | 4.67 | 13 | |
| 長期(7- ) | 210572 | 101.74 | 102.31 | 13.17 | 1.95 | 1.73 | 1.74 | 11.17 | 11.07 | 11.09 | 9 | |
| 長期(7-11) | 109234 | 102.75 | 103.27 | 8.62 | 1.79 | 1.42 | 1.43 | 7.99 | 7.93 | 7.98 | 11 | |
| 超長期(11-) | 101337 | 100.65 | 101.28 | 18.06 | 2.13 | 2.08 | 2.09 | 14.67 | 14.51 | 14.50 | 7 | |
| 除くMBS・ABS | 561451 | 102.03 | 102.50 | 7.13 | 1.59 | 1.10 | 1.10 | 6.33 | 6.28 | 6.30 | 13 | |
| 短期(1-3) | 157588 | 101.56 | 101.95 | 2.06 | 1.31 | 0.55 | 0.54 | 2.03 | 2.02 | 2.03 | 20 | |
| 中期(3-7) | 200745 | 102.58 | 103.00 | 4.84 | 1.44 | 0.90 | 0.91 | 4.67 | 4.64 | 4.67 | 13 | |
| 長期(7- ) | 203118 | 101.84 | 102.43 | 13.33 | 1.95 | 1.72 | 1.73 | 11.30 | 11.20 | 11.22 | 8 | |
| 長期(7-11) | 109234 | 102.75 | 103.27 | 8.62 | 1.79 | 1.42 | 1.43 | 7.99 | 7.93 | 7.98 | 11 | |
| 超長期(11-) | 93884 | 100.78 | 101.45 | 18.81 | 2.14 | 2.08 | 2.08 | 15.22 | 15.06 | 15.05 | 4 | |
| 除く国債 | 152387 | 100.97 | 101.38 | 6.08 | 1.65 | 1.44 | 1.42 | 5.51 | 5.46 | 5.48 | 51 | |
| 短期(1-3) | 40860 | 100.42 | 100.77 | 2.06 | 1.41 | 1.21 | 1.16 | 2.03 | 2.01 | 2.02 | 82 | |
| 中期(3-7) | 59585 | 101.46 | 101.84 | 4.84 | 1.52 | 1.23 | 1.22 | 4.66 | 4.63 | 4.66 | 44 | |
| 長期(7- ) | 51942 | 100.84 | 101.33 | 10.66 | 2.00 | 1.84 | 1.86 | 9.21 | 9.12 | 9.14 | 35 | |
| 長期(7-11) | 34504 | 101.93 | 102.42 | 8.54 | 1.90 | 1.63 | 1.64 | 7.89 | 7.83 | 7.88 | 33 | |
| 超長期(11-) | 17438 | 98.70 | 99.16 | 14.84 | 2.18 | 2.28 | 2.30 | 11.91 | 11.77 | 11.73 | 41 | |
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