|
| ------------ 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 | 311.895 | 32.15 | -1.86 | -3.40 | 1.54 | -0.28 | 1.62 | |
| 短期(1-3) | 227.855 | 4.09 | -0.73 | -1.96 | 1.24 | 0.34 | 0.71 | |
| 中期(3-7) | 306.935 | 26.76 | -3.84 | -5.25 | 1.40 | -1.04 | 1.14 | |
| 長期(7- ) | 407.504 | 59.06 | -0.73 | -2.64 | 1.91 | -0.03 | 2.77 | |
| 長期(7-11)*2 | 156.595 | 62.65 | -2.84 | -4.61 | 1.78 | -1.23 | 2.82 | |
| 超長期(11-)*2 | 173.537 | 54.69 | 1.85 | -0.23 | 2.08 | 1.55 | 2.67 | |
| 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 | 332.430 | 29.42 | -1.84 | -3.58 | 1.74 | 0.10 | 1.16 | |
| 円建外債 | 310.253 | -222.80 | -67.71 | -69.70 | 2.00 | -7.36 | -7.55 | |
| 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 | 311.873 | 32.07 | -1.88 | -3.41 | 1.54 | -0.29 | 1.61 | |
| 短期(1-3) | 227.855 | 4.09 | -0.73 | -1.96 | 1.24 | 0.34 | 0.71 | |
| 中期(3-7) | 306.935 | 26.76 | -3.84 | -5.25 | 1.40 | -1.04 | 1.14 | |
| 長期(7- ) | 407.680 | 59.84 | -0.75 | -2.66 | 1.91 | -0.04 | 2.80 | |
| 長期(7-11)*2 | 156.595 | 62.65 | -2.84 | -4.61 | 1.78 | -1.23 | 2.82 | |
| 超長期(11-)*2 | 173.491 | 56.13 | 2.02 | -0.08 | 2.10 | 1.66 | 2.74 | |
| 除くABS | 311.904 | 32.15 | -1.83 | -3.37 | 1.54 | -0.27 | 0.00 | |
| 短期(1-3) | 227.860 | 4.07 | -0.71 | -1.94 | 1.23 | 0.35 | 0.00 | |
| 中期(3-7) | 306.947 | 26.75 | -3.79 | -5.19 | 1.40 | -1.03 | 0.00 | |
| 長期(7- ) | 407.509 | 59.06 | -0.72 | -2.64 | 1.91 | -0.03 | 0.00 | |
| 長期(7-11)*2 | 156.597 | 62.66 | -2.83 | -4.60 | 1.78 | -1.23 | 0.00 | |
| 超長期(11-)*2 | 173.538 | 54.67 | 1.85 | -0.24 | 2.08 | 1.55 | 0.00 | |
| 除くMBS・ABS | 311.882 | 32.07 | -1.85 | -3.39 | 1.54 | -0.28 | 0.00 | |
| 短期(1-3) | 227.860 | 4.07 | -0.71 | -1.94 | 1.23 | 0.35 | 0.00 | |
| 中期(3-7) | 306.947 | 26.75 | -3.79 | -5.19 | 1.40 | -1.03 | 0.00 | |
| 長期(7- ) | 407.686 | 59.84 | -0.74 | -2.66 | 1.91 | -0.04 | 0.00 | |
| 長期(7-11)*2 | 156.597 | 62.66 | -2.83 | -4.60 | 1.78 | -1.23 | 0.00 | |
| 超長期(11-)*2 | 173.492 | 56.11 | 2.02 | -0.08 | 2.10 | 1.66 | 0.00 | |
| 除く国債* | 147.590 | 22.69 | -4.33 | -5.92 | 1.59 | -0.30 | 1.20 | |
| 短期(1-3)* | 125.534 | -3.76 | -2.64 | -3.97 | 1.33 | 0.37 | 0.44 | |
| 中期(3-7)* | 147.683 | 17.12 | -6.45 | -7.92 | 1.47 | -0.90 | 0.72 | |
| 長期(7- )* | 183.018 | 51.47 | -3.20 | -5.15 | 1.95 | -0.20 | 2.37 | |
| 長期(7-11)*2 | 159.367 | 56.04 | -4.60 | -6.46 | 1.87 | -0.97 | 2.44 | |
| 超長期(11-)*2 | 181.053 | 41.78 | -0.24 | -2.37 | 2.13 | 1.60 | 2.15 | |
| 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 | 544347 | 101.84 | 102.38 | 6.92 | 1.58 | 1.24 | 1.24 | 6.20 | 6.15 | 6.17 | 12 | |
| 短期(1-3) | 151966 | 100.85 | 101.29 | 2.05 | 1.25 | 0.87 | 0.87 | 2.02 | 2.01 | 2.02 | 15 | |
| 中期(3-7) | 197432 | 101.57 | 102.07 | 4.83 | 1.44 | 1.12 | 1.12 | 4.66 | 4.63 | 4.66 | 13 | |
| 長期(7- ) | 194949 | 102.89 | 103.55 | 12.84 | 1.99 | 1.63 | 1.65 | 10.92 | 10.82 | 10.85 | 8 | |
| 長期(7-11) | 105971 | 104.04 | 104.67 | 8.62 | 1.86 | 1.32 | 1.34 | 7.96 | 7.91 | 7.95 | 10 | |
| 超長期(11-) | 88977 | 101.51 | 102.22 | 17.88 | 2.14 | 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 | 56348 | 101.41 | 101.91 | 6.29 | 1.78 | 1.58 | 1.58 | 5.64 | 5.59 | 5.61 | 51 | |
| 円建外債 | 5779 | 93.00 | 93.49 | 4.67 | 1.94 | 4.10 | 3.75 | 4.15 | 4.07 | 4.14 | 281 | |
| 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 | 537262 | 101.86 | 102.41 | 6.90 | 1.58 | 1.23 | 1.23 | 6.18 | 6.13 | 6.15 | 11 | |
| 短期(1-3) | 151966 | 100.85 | 101.29 | 2.05 | 1.25 | 0.87 | 0.87 | 2.02 | 2.01 | 2.02 | 15 | |
| 中期(3-7) | 197432 | 101.57 | 102.07 | 4.83 | 1.44 | 1.12 | 1.12 | 4.66 | 4.63 | 4.66 | 13 | |
| 長期(7- ) | 187864 | 102.99 | 103.68 | 13.00 | 1.99 | 1.62 | 1.64 | 11.04 | 10.94 | 10.97 | 7 | |
| 長期(7-11) | 105971 | 104.04 | 104.67 | 8.62 | 1.86 | 1.32 | 1.34 | 7.96 | 7.91 | 7.95 | 10 | |
| 超長期(11-) | 81893 | 101.62 | 102.39 | 18.67 | 2.15 | 2.01 | 2.03 | 15.12 | 14.96 | 14.96 | 3 | |
| 除くABS | 543458 | 101.85 | 102.39 | 6.93 | 1.58 | 1.23 | 1.24 | 6.20 | 6.15 | 6.17 | 12 | |
| 短期(1-3) | 151597 | 100.86 | 101.30 | 2.05 | 1.25 | 0.87 | 0.86 | 2.02 | 2.01 | 2.02 | 15 | |
| 中期(3-7) | 197094 | 101.58 | 102.08 | 4.83 | 1.44 | 1.11 | 1.12 | 4.66 | 4.63 | 4.66 | 13 | |
| 長期(7- ) | 194767 | 102.89 | 103.56 | 12.85 | 1.99 | 1.63 | 1.65 | 10.92 | 10.83 | 10.85 | 8 | |
| 長期(7-11) | 105808 | 104.05 | 104.68 | 8.62 | 1.86 | 1.32 | 1.34 | 7.96 | 7.91 | 7.95 | 10 | |
| 超長期(11-) | 88958 | 101.51 | 102.22 | 17.88 | 2.14 | 2.01 | 2.02 | 14.53 | 14.38 | 14.37 | 5 | |
| 除くMBS・ABS | 536373 | 101.87 | 102.42 | 6.90 | 1.58 | 1.22 | 1.23 | 6.18 | 6.14 | 6.16 | 11 | |
| 短期(1-3) | 151597 | 100.86 | 101.30 | 2.05 | 1.25 | 0.87 | 0.86 | 2.02 | 2.01 | 2.02 | 15 | |
| 中期(3-7) | 197094 | 101.58 | 102.08 | 4.83 | 1.44 | 1.11 | 1.12 | 4.66 | 4.63 | 4.66 | 13 | |
| 長期(7- ) | 187682 | 102.99 | 103.68 | 13.00 | 1.99 | 1.62 | 1.64 | 11.04 | 10.95 | 10.97 | 7 | |
| 長期(7-11) | 105808 | 104.05 | 104.68 | 8.62 | 1.86 | 1.32 | 1.34 | 7.96 | 7.91 | 7.95 | 10 | |
| 超長期(11-) | 81874 | 101.63 | 102.40 | 18.67 | 2.15 | 2.01 | 2.03 | 15.12 | 14.96 | 14.96 | 3 | |
| 除く国債 | 147659 | 100.89 | 101.30 | 5.93 | 1.62 | 1.49 | 1.48 | 5.43 | 5.38 | 5.40 | 42 | |
| 短期(1-3) | 40959 | 100.15 | 100.54 | 2.04 | 1.34 | 1.29 | 1.27 | 2.01 | 2.00 | 2.01 | 56 | |
| 中期(3-7) | 58433 | 100.43 | 100.83 | 4.88 | 1.49 | 1.43 | 1.42 | 4.70 | 4.67 | 4.70 | 43 | |
| 長期(7- ) | 48267 | 102.08 | 102.51 | 10.51 | 2.01 | 1.74 | 1.74 | 9.13 | 9.05 | 9.07 | 30 | |
| 長期(7-11) | 32555 | 102.96 | 103.43 | 8.61 | 1.94 | 1.53 | 1.55 | 7.94 | 7.88 | 7.93 | 30 | |
| 超長期(11-) | 15712 | 100.25 | 100.61 | 14.43 | 2.17 | 2.16 | 2.16 | 11.67 | 11.54 | 11.48 | 31 | |
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