| ------------ 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 | 330.786 | 43.42 | 0.96 | -0.19 | 1.15 | 0.96 | -5.62 | |
| 短期(1-3) | 233.690 | 1.52 | 1.51 | 0.90 | 0.61 | 1.51 | 0.06 | |
| 中期(3-7) | 323.920 | 2.66 | -0.97 | -1.87 | 0.90 | -0.97 | -2.26 | |
| 長期(7- ) | 452.959 | 89.96 | 1.94 | 0.38 | 1.57 | 1.94 | -10.40 | |
| 長期(7-11)*2 | 177.674 | 23.08 | -5.69 | -7.05 | 1.36 | -5.69 | -6.11 | |
| 超長期(11-)*2 | 190.820 | 135.61 | 7.17 | 5.46 | 1.71 | 7.17 | -13.18 | |
| 国債 | 338.712 | 47.54 | 1.10 | -0.08 | 1.18 | 1.10 | -5.78 | |
| 短期(1-3) | 220.179 | 1.71 | 1.48 | 0.88 | 0.60 | 1.48 | 0.02 | |
| 中期(3-7) | 322.150 | 3.11 | -0.98 | -1.89 | 0.91 | -0.98 | -2.31 | |
| 長期(7- ) | 459.928 | 95.08 | 2.20 | 0.60 | 1.60 | 2.20 | -10.36 | |
| 長期(7-11)*2 | 176.106 | 23.49 | -5.62 | -6.97 | 1.35 | -5.62 | -6.07 | |
| 超長期(11-)*2 | 188.888 | 142.83 | 7.43 | 5.67 | 1.77 | 7.43 | -13.08 | |
| 地方債 | 363.650 | 18.55 | -1.75 | -2.61 | 0.86 | -1.75 | -4.70 | |
| 政保債 | 334.506 | 33.17 | 0.37 | -0.68 | 1.05 | 0.37 | -5.54 | |
| 金融債 | 269.384 | 1.72 | 0.59 | -0.19 | 0.78 | 0.59 | -0.56 | |
| 事業債 | 364.882 | 19.35 | 0.60 | -0.50 | 1.10 | 0.60 | -3.09 | |
| 円建外債 | 391.164 | -2.74 | 0.61 | -0.80 | 1.41 | 0.61 | -0.34 | |
| MBS*3 | 105.895 | 32.04 | 7.71 | 6.86 | 0.84 | 7.71 | -16.33 | |
| ABS*4 | 109.832 | 9.05 | -0.31 | -1.19 | 0.88 | -0.31 | -1.97 | |
| 除くMBS | 330.933 | 43.54 | 0.89 | -0.27 | 1.15 | 0.89 | -5.50 | |
| 短期(1-3) | 233.690 | 1.52 | 1.51 | 0.90 | 0.61 | 1.51 | 0.06 | |
| 中期(3-7) | 323.919 | 2.66 | -0.97 | -1.87 | 0.90 | -0.97 | -2.26 | |
| 長期(7- ) | 454.560 | 91.26 | 1.81 | 0.23 | 1.58 | 1.81 | -10.26 | |
| 長期(7-11)*2 | 177.660 | 23.09 | -5.69 | -7.05 | 1.36 | -5.69 | -6.12 | |
| 超長期(11-)*2 | 191.898 | 139.57 | 7.15 | 5.40 | 1.74 | 7.15 | -13.06 | |
| 除くABS | 330.799 | 43.44 | 0.96 | -0.19 | 1.15 | 0.96 | -5.62 | |
| 短期(1-3) | 233.648 | 1.52 | 1.51 | 0.90 | 0.61 | 1.51 | 0.06 | |
| 中期(3-7) | 323.913 | 2.66 | -0.97 | -1.87 | 0.90 | -0.97 | -2.26 | |
| 長期(7- ) | 452.951 | 89.97 | 1.95 | 0.38 | 1.57 | 1.95 | -10.40 | |
| 長期(7-11)*2 | 177.667 | 23.08 | -5.69 | -7.05 | 1.36 | -5.69 | -6.11 | |
| 超長期(11-)*2 | 190.816 | 135.62 | 7.17 | 5.46 | 1.71 | 7.17 | -13.18 | |
| 除くMBS・ABS | 330.945 | 43.56 | 0.89 | -0.27 | 1.15 | 0.89 | -5.50 | |
| 短期(1-3) | 233.648 | 1.52 | 1.51 | 0.90 | 0.61 | 1.51 | 0.06 | |
| 中期(3-7) | 323.913 | 2.66 | -0.97 | -1.87 | 0.90 | -0.97 | -2.26 | |
| 長期(7- ) | 454.552 | 91.27 | 1.82 | 0.23 | 1.58 | 1.82 | -10.26 | |
| 長期(7-11)*2 | 177.654 | 23.09 | -5.69 | -7.05 | 1.36 | -5.69 | -6.12 | |
| 超長期(11-)*2 | 191.894 | 139.58 | 7.15 | 5.40 | 1.74 | 7.15 | -13.06 | |
| 除く国債* | 159.498 | 20.13 | 0.16 | -0.83 | 0.99 | 0.16 | -4.75 | |
| 短期(1-3)* | 134.241 | 0.68 | 1.65 | 0.98 | 0.67 | 1.65 | 0.20 | |
| 中期(3-7)* | 161.384 | 0.47 | -0.93 | -1.79 | 0.87 | -0.93 | -2.03 | |
| 長期(7- )* | 202.447 | 52.54 | 0.06 | -1.27 | 1.33 | 0.06 | -10.69 | |
| 長期(7-11)*2 | 183.412 | 20.39 | -6.14 | -7.53 | 1.40 | -6.14 | -6.36 | |
| 超長期(11-)*2 | 198.025 | 78.53 | 5.08 | 3.80 | 1.27 | 5.08 | -14.01 | |
| 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 | 1176564 | 87.01 | 87.20 | 10.21 | 1.00 | 2.38 | 2.21 | 7.94 | 7.83 | 7.89 | 6 | |
| 短期(1-3) | 234034 | 98.43 | 98.56 | 1.97 | 0.60 | 1.39 | 1.38 | 1.95 | 1.94 | 1.95 | 6 | |
| 中期(3-7) | 327369 | 95.32 | 95.50 | 4.84 | 0.86 | 1.88 | 1.84 | 4.71 | 4.67 | 4.71 | 5 | |
| 長期(7- ) | 615161 | 78.24 | 78.45 | 16.20 | 1.23 | 3.16 | 2.84 | 12.89 | 12.70 | 12.78 | 7 | |
| 長期(7-11) | 212529 | 91.73 | 91.98 | 8.71 | 1.25 | 2.40 | 2.30 | 8.20 | 8.11 | 8.20 | 5 | |
| 超長期(11-) | 402632 | 71.12 | 71.31 | 20.16 | 1.22 | 3.69 | 3.21 | 16.08 | 15.82 | 15.90 | 8 | |
| 国債 | 1004427 | 86.61 | 86.80 | 10.73 | 1.02 | 2.39 | 2.19 | 8.30 | 8.18 | 8.23 | 1 | |
| 短期(1-3) | 190415 | 98.52 | 98.65 | 1.95 | 0.59 | 1.33 | 1.33 | 1.94 | 1.93 | 1.94 | 1 | |
| 中期(3-7) | 271015 | 95.53 | 95.71 | 4.87 | 0.87 | 1.84 | 1.80 | 4.74 | 4.70 | 4.74 | 0 | |
| 長期(7- ) | 542996 | 77.99 | 78.20 | 16.74 | 1.25 | 3.20 | 2.82 | 13.28 | 13.08 | 13.14 | 1 | |
| 長期(7-11) | 183810 | 91.99 | 92.24 | 8.72 | 1.25 | 2.35 | 2.26 | 8.22 | 8.13 | 8.21 | 1 | |
| 超長期(11-) | 359186 | 70.82 | 71.01 | 20.84 | 1.25 | 3.77 | 3.19 | 16.64 | 16.37 | 16.42 | 1 | |
| 地方債 | 66229 | 90.03 | 90.19 | 7.06 | 0.78 | 2.21 | 2.16 | 6.18 | 6.11 | 6.16 | 19 | |
| 政保債 | 14569 | 87.67 | 87.93 | 8.89 | 0.92 | 2.36 | 2.17 | 7.01 | 6.91 | 6.97 | 14 | |
| 金融債 | 3001 | 96.60 | 96.79 | 3.22 | 0.75 | 1.87 | 1.84 | 3.12 | 3.09 | 3.12 | 32 | |
| 事業債 | 70402 | 90.09 | 90.33 | 7.10 | 0.99 | 2.43 | 2.29 | 5.64 | 5.56 | 5.61 | 42 | |
| 円建外債 | 4038 | 96.84 | 97.21 | 3.50 | 1.36 | 2.28 | 2.24 | 3.18 | 3.13 | 3.17 | 72 | |
| MBS | 13311 | 79.70 | 79.71 | 8.22 | 0.70 | 1.78 | 3.61 | 6.82 | 6.69 | 7.33 | 119 | |
| ABS | 587 | 90.90 | 91.11 | 5.36 | 0.80 | 2.56 | 2.43 | 4.82 | 4.75 | 4.82 | 66 | |
| 除くMBS | 1163253 | 87.09 | 87.28 | 10.23 | 1.00 | 2.38 | 2.20 | 7.95 | 7.85 | 7.89 | 5 | |
| 短期(1-3) | 234034 | 98.43 | 98.56 | 1.97 | 0.60 | 1.39 | 1.38 | 1.95 | 1.94 | 1.95 | 6 | |
| 中期(3-7) | 327325 | 95.32 | 95.50 | 4.84 | 0.86 | 1.88 | 1.84 | 4.71 | 4.67 | 4.71 | 5 | |
| 長期(7- ) | 601894 | 78.21 | 78.43 | 16.38 | 1.24 | 3.20 | 2.83 | 13.03 | 12.83 | 12.90 | 4 | |
| 長期(7-11) | 212452 | 91.73 | 91.98 | 8.71 | 1.25 | 2.40 | 2.30 | 8.21 | 8.11 | 8.20 | 5 | |
| 超長期(11-) | 389442 | 70.84 | 71.03 | 20.56 | 1.24 | 3.76 | 3.20 | 16.43 | 16.17 | 16.22 | 4 | |
| 除くABS | 1175977 | 87.01 | 87.20 | 10.21 | 1.00 | 2.38 | 2.21 | 7.94 | 7.83 | 7.89 | 6 | |
| 短期(1-3) | 233870 | 98.43 | 98.56 | 1.97 | 0.60 | 1.39 | 1.38 | 1.95 | 1.94 | 1.95 | 6 | |
| 中期(3-7) | 327080 | 95.32 | 95.51 | 4.84 | 0.86 | 1.88 | 1.84 | 4.71 | 4.67 | 4.71 | 5 | |
| 長期(7- ) | 615027 | 78.24 | 78.45 | 16.21 | 1.23 | 3.16 | 2.84 | 12.89 | 12.70 | 12.78 | 7 | |
| 長期(7-11) | 212440 | 91.73 | 91.99 | 8.71 | 1.25 | 2.40 | 2.30 | 8.20 | 8.11 | 8.20 | 5 | |
| 超長期(11-) | 402587 | 71.12 | 71.31 | 20.16 | 1.22 | 3.69 | 3.21 | 16.08 | 15.82 | 15.90 | 8 | |
| 除くMBS・ABS | 1162666 | 87.09 | 87.28 | 10.24 | 1.01 | 2.38 | 2.20 | 7.95 | 7.85 | 7.89 | 5 | |
| 短期(1-3) | 233870 | 98.43 | 98.56 | 1.97 | 0.60 | 1.39 | 1.38 | 1.95 | 1.94 | 1.95 | 6 | |
| 中期(3-7) | 327036 | 95.32 | 95.51 | 4.84 | 0.86 | 1.88 | 1.84 | 4.71 | 4.67 | 4.71 | 5 | |
| 長期(7- ) | 601760 | 78.21 | 78.43 | 16.38 | 1.24 | 3.20 | 2.83 | 13.03 | 12.83 | 12.90 | 4 | |
| 長期(7-11) | 212363 | 91.73 | 91.98 | 8.71 | 1.25 | 2.40 | 2.30 | 8.21 | 8.11 | 8.20 | 5 | |
| 超長期(11-) | 389397 | 70.84 | 71.04 | 20.56 | 1.24 | 3.76 | 3.20 | 16.43 | 16.17 | 16.22 | 4 | |
| 除く国債 | 172137 | 89.34 | 89.53 | 7.16 | 0.89 | 2.28 | 2.31 | 5.93 | 5.85 | 5.94 | 37 | |
| 短期(1-3) | 43618 | 98.03 | 98.19 | 2.04 | 0.66 | 1.64 | 1.63 | 2.02 | 2.01 | 2.02 | 29 | |
| 中期(3-7) | 56354 | 94.34 | 94.53 | 4.68 | 0.82 | 2.12 | 2.07 | 4.57 | 4.52 | 4.57 | 30 | |
| 長期(7- ) | 72165 | 80.17 | 80.39 | 12.20 | 1.07 | 2.89 | 3.04 | 10.07 | 9.91 | 10.10 | 49 | |
| 長期(7-11) | 28719 | 90.05 | 90.34 | 8.62 | 1.26 | 2.67 | 2.56 | 8.10 | 8.00 | 8.09 | 31 | |
| 超長期(11-) | 43446 | 73.64 | 73.81 | 14.56 | 0.95 | 3.07 | 3.42 | 11.66 | 11.46 | 11.72 | 64 | |
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