|
| ------------ 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 | 311.670 | 32.22 | -1.81 | -3.35 | 1.54 | -0.26 | 1.65 | |
| 短期(1-3) | 227.349 | 4.03 | -0.69 | -1.92 | 1.23 | 0.38 | 0.76 | |
| 中期(3-7) | 306.566 | 26.81 | -3.76 | -5.16 | 1.40 | -1.02 | 1.17 | |
| 長期(7- ) | 406.980 | 59.07 | -0.72 | -2.64 | 1.91 | -0.02 | 2.78 | |
| 長期(7-11)*2 | 156.413 | 62.70 | -2.82 | -4.60 | 1.78 | -1.22 | 2.84 | |
| 超長期(11-)*2 | 173.261 | 54.67 | 1.84 | -0.24 | 2.08 | 1.56 | 2.69 | |
| 国債 | 319.675 | 35.63 | -0.95 | -2.47 | 1.53 | -0.27 | 1.77 | |
| 短期(1-3) | 217.292 | 6.97 | -0.03 | -1.23 | 1.20 | 0.33 | 0.81 | |
| 中期(3-7) | 308.342 | 30.75 | -2.76 | -4.14 | 1.38 | -1.08 | 1.31 | |
| 長期(7- ) | 412.429 | 61.53 | 0.08 | -1.82 | 1.90 | 0.02 | 2.90 | |
| 長期(7-11)*2 | 155.685 | 65.53 | -2.07 | -3.80 | 1.74 | -1.35 | 2.99 | |
| 超長期(11-)*2 | 171.493 | 57.42 | 2.29 | 0.22 | 2.08 | 1.54 | 2.78 | |
| 地方債 | 329.420 | 43.13 | -2.27 | -3.78 | 1.51 | -0.24 | 2.04 | |
| 政保債 | 325.640 | 36.95 | -1.45 | -2.88 | 1.43 | -0.32 | 1.97 | |
| 金融債 | 254.765 | 1.03 | -1.74 | -2.89 | 1.15 | 0.79 | 0.91 | |
| 事業債 | 334.451 | 30.01 | -1.39 | -3.11 | 1.72 | 0.32 | 1.45 | |
| 円建外債 | 283.423 | -229.19 | -69.49 | -71.49 | 2.00 | -7.60 | -7.70 | |
| MBS*3 | 105.203 | 37.87 | -0.16 | -2.08 | 1.92 | 0.23 | 1.87 | |
| ABS*4 | 98.217 | 32.72 | -19.71 | -21.43 | 1.71 | -3.85 | 0.00 | |
| 除くMBS | 311.648 | 32.15 | -1.83 | -3.37 | 1.53 | -0.27 | 1.64 | |
| 短期(1-3) | 227.349 | 4.03 | -0.69 | -1.92 | 1.23 | 0.38 | 0.76 | |
| 中期(3-7) | 306.566 | 26.81 | -3.76 | -5.16 | 1.40 | -1.02 | 1.17 | |
| 長期(7- ) | 407.157 | 59.86 | -0.74 | -2.66 | 1.91 | -0.03 | 2.82 | |
| 長期(7-11)*2 | 156.413 | 62.70 | -2.82 | -4.60 | 1.78 | -1.22 | 2.84 | |
| 超長期(11-)*2 | 173.215 | 56.11 | 2.01 | -0.08 | 2.10 | 1.67 | 2.75 | |
| 除くABS | 311.678 | 32.22 | -1.78 | -3.32 | 1.54 | -0.26 | 0.00 | |
| 短期(1-3) | 227.354 | 4.01 | -0.67 | -1.90 | 1.23 | 0.39 | 0.00 | |
| 中期(3-7) | 306.578 | 26.79 | -3.70 | -5.10 | 1.40 | -1.01 | 0.00 | |
| 長期(7- ) | 406.986 | 59.07 | -0.72 | -2.63 | 1.91 | -0.02 | 0.00 | |
| 長期(7-11)*2 | 156.415 | 62.71 | -2.81 | -4.59 | 1.77 | -1.22 | 0.00 | |
| 超長期(11-)*2 | 173.262 | 54.65 | 1.84 | -0.25 | 2.08 | 1.56 | 0.00 | |
| 除くMBS・ABS | 311.657 | 32.14 | -1.80 | -3.34 | 1.53 | -0.26 | 0.00 | |
| 短期(1-3) | 227.354 | 4.01 | -0.67 | -1.90 | 1.23 | 0.39 | 0.00 | |
| 中期(3-7) | 306.578 | 26.79 | -3.70 | -5.10 | 1.40 | -1.01 | 0.00 | |
| 長期(7- ) | 407.163 | 59.86 | -0.74 | -2.65 | 1.91 | -0.03 | 0.00 | |
| 長期(7-11)*2 | 156.415 | 62.71 | -2.81 | -4.59 | 1.77 | -1.22 | 0.00 | |
| 超長期(11-)*2 | 173.216 | 56.09 | 2.01 | -0.09 | 2.10 | 1.67 | 0.00 | |
| 除く国債* | 147.254 | 22.81 | -4.20 | -5.78 | 1.58 | -0.23 | 1.31 | |
| 短期(1-3)* | 124.998 | -4.23 | -2.55 | -3.86 | 1.31 | 0.52 | 0.63 | |
| 中期(3-7)* | 147.211 | 17.12 | -6.20 | -7.66 | 1.46 | -0.84 | 0.82 | |
| 長期(7- )* | 182.162 | 51.51 | -3.19 | -5.14 | 1.95 | -0.16 | 2.42 | |
| 長期(7-11)*2 | 158.747 | 56.19 | -4.55 | -6.42 | 1.86 | -0.92 | 2.48 | |
| 超長期(11-)*2 | 179.546 | 41.62 | -0.30 | -2.42 | 2.12 | 1.63 | 2.21 | |
| 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 | 542006 | 101.87 | 102.41 | 6.94 | 1.58 | 1.23 | 1.23 | 6.21 | 6.16 | 6.18 | 11 | |
| 短期(1-3) | 150751 | 100.89 | 101.32 | 2.05 | 1.25 | 0.85 | 0.84 | 2.02 | 2.02 | 2.02 | 13 | |
| 中期(3-7) | 196426 | 101.61 | 102.10 | 4.83 | 1.43 | 1.11 | 1.11 | 4.66 | 4.63 | 4.66 | 12 | |
| 長期(7- ) | 194829 | 102.90 | 103.57 | 12.85 | 1.99 | 1.63 | 1.65 | 10.92 | 10.83 | 10.85 | 8 | |
| 長期(7-11) | 105901 | 104.06 | 104.68 | 8.62 | 1.86 | 1.32 | 1.34 | 7.96 | 7.91 | 7.95 | 10 | |
| 超長期(11-) | 88927 | 101.52 | 102.24 | 17.88 | 2.13 | 2.01 | 2.02 | 14.53 | 14.38 | 14.37 | 5 | |
| 国債 | 396688 | 102.19 | 102.79 | 7.29 | 1.57 | 1.14 | 1.15 | 6.48 | 6.43 | 6.45 | 1 | |
| 短期(1-3) | 111007 | 101.11 | 101.57 | 2.06 | 1.22 | 0.72 | 0.72 | 2.03 | 2.02 | 2.03 | 1 | |
| 中期(3-7) | 138999 | 102.05 | 102.59 | 4.81 | 1.41 | 0.99 | 1.00 | 4.64 | 4.61 | 4.64 | 1 | |
| 長期(7- ) | 146682 | 103.15 | 103.89 | 13.61 | 1.98 | 1.60 | 1.62 | 11.50 | 11.40 | 11.42 | 0 | |
| 長期(7-11) | 73416 | 104.52 | 105.22 | 8.62 | 1.83 | 1.23 | 1.26 | 7.97 | 7.92 | 7.96 | 1 | |
| 超長期(11-) | 73266 | 101.78 | 102.57 | 18.61 | 2.13 | 1.98 | 2.00 | 15.13 | 14.98 | 14.98 | 0 | |
| 地方債 | 33809 | 101.42 | 101.75 | 6.50 | 1.54 | 1.27 | 1.27 | 6.00 | 5.96 | 5.99 | 20 | |
| 政保債 | 30654 | 101.46 | 101.87 | 5.62 | 1.46 | 1.12 | 1.13 | 5.29 | 5.26 | 5.28 | 12 | |
| 金融債 | 13097 | 100.12 | 100.43 | 2.79 | 1.15 | 1.16 | 1.16 | 2.73 | 2.72 | 2.73 | 35 | |
| 事業債 | 54146 | 101.67 | 102.18 | 6.40 | 1.77 | 1.50 | 1.50 | 5.73 | 5.68 | 5.71 | 42 | |
| 円建外債 | 5640 | 92.88 | 93.37 | 4.70 | 1.94 | 4.14 | 3.78 | 4.16 | 4.09 | 4.15 | 283 | |
| MBS | 7085 | 100.18 | 100.21 | 8.72 | 2.00 | 1.99 | 1.99 | 7.63 | 7.55 | 7.45 | 32 | |
| ABS | 889 | 97.19 | 97.50 | 4.70 | 1.70 | 2.66 | 2.58 | 4.40 | 4.35 | 4.40 | 162 | |
| 除くMBS | 534921 | 101.89 | 102.44 | 6.92 | 1.57 | 1.22 | 1.22 | 6.19 | 6.15 | 6.17 | 10 | |
| 短期(1-3) | 150751 | 100.89 | 101.32 | 2.05 | 1.25 | 0.85 | 0.84 | 2.02 | 2.02 | 2.02 | 13 | |
| 中期(3-7) | 196426 | 101.61 | 102.10 | 4.83 | 1.43 | 1.11 | 1.11 | 4.66 | 4.63 | 4.66 | 12 | |
| 長期(7- ) | 187744 | 103.00 | 103.69 | 13.00 | 1.99 | 1.62 | 1.64 | 11.04 | 10.94 | 10.97 | 7 | |
| 長期(7-11) | 105901 | 104.06 | 104.68 | 8.62 | 1.86 | 1.32 | 1.34 | 7.96 | 7.91 | 7.95 | 10 | |
| 超長期(11-) | 81843 | 101.64 | 102.41 | 18.67 | 2.15 | 2.01 | 2.02 | 15.12 | 14.96 | 14.96 | 3 | |
| 除くABS | 541117 | 101.88 | 102.42 | 6.94 | 1.58 | 1.22 | 1.23 | 6.21 | 6.17 | 6.19 | 10 | |
| 短期(1-3) | 150382 | 100.89 | 101.33 | 2.05 | 1.25 | 0.84 | 0.84 | 2.02 | 2.01 | 2.02 | 13 | |
| 中期(3-7) | 196088 | 101.62 | 102.11 | 4.83 | 1.43 | 1.10 | 1.11 | 4.66 | 4.63 | 4.66 | 12 | |
| 長期(7- ) | 194647 | 102.90 | 103.57 | 12.85 | 1.99 | 1.63 | 1.65 | 10.92 | 10.83 | 10.85 | 8 | |
| 長期(7-11) | 105738 | 104.06 | 104.69 | 8.62 | 1.86 | 1.32 | 1.34 | 7.96 | 7.91 | 7.95 | 10 | |
| 超長期(11-) | 88908 | 101.53 | 102.24 | 17.88 | 2.13 | 2.01 | 2.02 | 14.53 | 14.38 | 14.37 | 5 | |
| 除くMBS・ABS | 534032 | 101.90 | 102.45 | 6.92 | 1.57 | 1.21 | 1.22 | 6.19 | 6.15 | 6.17 | 10 | |
| 短期(1-3) | 150382 | 100.89 | 101.33 | 2.05 | 1.25 | 0.84 | 0.84 | 2.02 | 2.01 | 2.02 | 13 | |
| 中期(3-7) | 196088 | 101.62 | 102.11 | 4.83 | 1.43 | 1.10 | 1.11 | 4.66 | 4.63 | 4.66 | 12 | |
| 長期(7- ) | 187562 | 103.01 | 103.70 | 13.00 | 1.99 | 1.62 | 1.64 | 11.04 | 10.95 | 10.97 | 7 | |
| 長期(7-11) | 105738 | 104.06 | 104.69 | 8.62 | 1.86 | 1.32 | 1.34 | 7.96 | 7.91 | 7.95 | 10 | |
| 超長期(11-) | 81824 | 101.64 | 102.41 | 18.67 | 2.15 | 2.01 | 2.02 | 15.12 | 14.96 | 14.96 | 3 | |
| 除く国債 | 145318 | 100.99 | 101.39 | 5.97 | 1.61 | 1.46 | 1.45 | 5.46 | 5.42 | 5.44 | 39 | |
| 短期(1-3) | 39744 | 100.27 | 100.65 | 2.04 | 1.33 | 1.22 | 1.20 | 2.01 | 2.00 | 2.01 | 49 | |
| 中期(3-7) | 57427 | 100.53 | 100.92 | 4.89 | 1.48 | 1.40 | 1.38 | 4.71 | 4.68 | 4.71 | 40 | |
| 長期(7- ) | 48147 | 102.13 | 102.56 | 10.51 | 2.01 | 1.73 | 1.73 | 9.13 | 9.05 | 9.07 | 30 | |
| 長期(7-11) | 32485 | 103.00 | 103.47 | 8.62 | 1.94 | 1.53 | 1.54 | 7.94 | 7.88 | 7.93 | 30 | |
| 超長期(11-) | 15662 | 100.34 | 100.69 | 14.42 | 2.17 | 2.15 | 2.15 | 11.67 | 11.55 | 11.48 | 30 | |
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