| ------------ 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 | 345.213 | 0.62 | 0.62 | -0.36 | 0.98 | -3.56 | -6.03 | |
| 短期(1-3) | 234.102 | 7.84 | 7.84 | 7.34 | 0.50 | 1.12 | 0.20 | |
| 中期(3-7) | 331.078 | 13.42 | 13.42 | 12.66 | 0.76 | 1.49 | -1.49 | |
| 長期(7- ) | 488.047 | -10.22 | -10.22 | -11.54 | 1.33 | -8.48 | -11.14 | |
| 長期(7-11)*2 | 186.818 | 6.21 | 6.21 | 5.07 | 1.14 | 0.77 | -4.06 | |
| 超長期(11-)*2 | 208.952 | -20.97 | -20.97 | -22.42 | 1.44 | -14.20 | -15.44 | |
| 国債 | 353.948 | -0.68 | -0.68 | -1.69 | 1.01 | -4.05 | -6.42 | |
| 短期(1-3) | 220.637 | 7.71 | 7.71 | 7.22 | 0.49 | 1.08 | 0.17 | |
| 中期(3-7) | 329.477 | 13.13 | 13.13 | 12.36 | 0.77 | 1.47 | -1.51 | |
| 長期(7- ) | 495.562 | -11.83 | -11.83 | -13.19 | 1.35 | -9.05 | -11.52 | |
| 長期(7-11)*2 | 185.209 | 5.96 | 5.96 | 4.82 | 1.14 | 0.79 | -4.03 | |
| 超長期(11-)*2 | 206.744 | -23.34 | -23.34 | -24.83 | 1.49 | -15.08 | -16.02 | |
| 地方債 | 376.513 | 8.18 | 8.18 | 7.45 | 0.73 | -0.23 | -3.87 | |
| 政保債 | 348.061 | 3.73 | 3.73 | 2.83 | 0.90 | -2.70 | -5.65 | |
| 金融債 | 271.506 | 11.45 | 11.45 | 10.94 | 0.51 | 1.20 | -0.42 | |
| 事業債 | 374.099 | 8.76 | 8.76 | 7.85 | 0.92 | -0.85 | -3.29 | |
| 円建外債 | 393.412 | 7.10 | 7.10 | 5.90 | 1.19 | 1.52 | 0.30 | |
| MBS*3 | 118.240 | 6.47 | 6.47 | 5.74 | 0.72 | -2.57 | -6.20 | |
| ABS*4 | 111.946 | 11.00 | 11.00 | 10.18 | 0.82 | 1.36 | -1.54 | |
| 除くMBS | 345.108 | 0.55 | 0.55 | -0.43 | 0.98 | -3.57 | -6.02 | |
| 短期(1-3) | 234.102 | 7.84 | 7.84 | 7.34 | 0.50 | 1.12 | 0.20 | |
| 中期(3-7) | 331.078 | 13.42 | 13.42 | 12.66 | 0.76 | 1.49 | -1.49 | |
| 長期(7- ) | 489.364 | -10.61 | -10.61 | -11.95 | 1.34 | -8.62 | -11.26 | |
| 長期(7-11)*2 | 186.809 | 6.21 | 6.21 | 5.06 | 1.14 | 0.77 | -4.06 | |
| 超長期(11-)*2 | 209.962 | -22.05 | -22.05 | -23.52 | 1.47 | -14.64 | -15.78 | |
| 除くABS | 345.230 | 0.61 | 0.61 | -0.37 | 0.98 | -3.57 | -6.03 | |
| 短期(1-3) | 234.060 | 7.84 | 7.84 | 7.34 | 0.50 | 1.12 | 0.20 | |
| 中期(3-7) | 331.072 | 13.42 | 13.42 | 12.66 | 0.76 | 1.49 | -1.49 | |
| 長期(7- ) | 488.041 | -10.22 | -10.22 | -11.54 | 1.33 | -8.48 | -11.14 | |
| 長期(7-11)*2 | 186.811 | 6.21 | 6.21 | 5.07 | 1.14 | 0.77 | -4.06 | |
| 超長期(11-)*2 | 208.948 | -20.97 | -20.97 | -22.42 | 1.44 | -14.20 | -15.44 | |
| 除くMBS・ABS | 345.125 | 0.55 | 0.55 | -0.44 | 0.98 | -3.58 | -6.03 | |
| 短期(1-3) | 234.060 | 7.84 | 7.84 | 7.34 | 0.50 | 1.12 | 0.20 | |
| 中期(3-7) | 331.072 | 13.42 | 13.42 | 12.66 | 0.76 | 1.49 | -1.49 | |
| 長期(7- ) | 489.357 | -10.61 | -10.61 | -11.95 | 1.34 | -8.62 | -11.26 | |
| 長期(7-11)*2 | 186.802 | 6.21 | 6.21 | 5.06 | 1.14 | 0.77 | -4.06 | |
| 超長期(11-)*2 | 209.958 | -22.05 | -22.05 | -23.52 | 1.47 | -14.65 | -15.78 | |
| 除く国債* | 165.236 | 7.97 | 7.97 | 7.14 | 0.83 | -0.79 | -3.78 | |
| 短期(1-3)* | 134.286 | 8.43 | 8.43 | 7.89 | 0.54 | 1.32 | 0.32 | |
| 中期(3-7)* | 164.467 | 14.74 | 14.74 | 14.02 | 0.71 | 1.61 | -1.41 | |
| 長期(7- )* | 218.115 | 1.62 | 1.62 | 0.50 | 1.12 | -4.24 | -8.33 | |
| 長期(7-11)*2 | 192.571 | 7.94 | 7.94 | 6.77 | 1.17 | 0.62 | -4.30 | |
| 超長期(11-)*2 | 217.566 | -2.91 | -2.91 | -4.01 | 1.09 | -7.48 | -10.97 | |
| 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 | 1172310 | 91.50 | 91.73 | 10.25 | 0.90 | 1.59 | 1.51 | 8.28 | 8.20 | 8.22 | 5 | |
| 短期(1-3) | 233359 | 99.33 | 99.44 | 1.95 | 0.49 | 0.82 | 0.82 | 1.94 | 1.93 | 1.94 | 6 | |
| 中期(3-7) | 320896 | 98.25 | 98.43 | 4.81 | 0.75 | 1.11 | 1.10 | 4.71 | 4.68 | 4.71 | 5 | |
| 長期(7- ) | 618054 | 85.04 | 85.34 | 16.21 | 1.13 | 2.22 | 2.05 | 13.20 | 13.05 | 13.08 | 5 | |
| 長期(7-11) | 214163 | 97.22 | 97.50 | 8.71 | 1.11 | 1.48 | 1.46 | 8.27 | 8.21 | 8.27 | 4 | |
| 超長期(11-) | 403890 | 78.57 | 78.89 | 20.19 | 1.14 | 2.71 | 2.44 | 16.43 | 16.23 | 16.24 | 5 | |
| 国債 | 998934 | 91.20 | 91.44 | 10.76 | 0.92 | 1.60 | 1.50 | 8.64 | 8.55 | 8.57 | 1 | |
| 短期(1-3) | 191162 | 99.42 | 99.53 | 1.93 | 0.48 | 0.77 | 0.77 | 1.92 | 1.92 | 1.92 | 0 | |
| 中期(3-7) | 262457 | 98.55 | 98.73 | 4.82 | 0.76 | 1.06 | 1.05 | 4.72 | 4.70 | 4.72 | 0 | |
| 長期(7- ) | 545315 | 84.78 | 85.09 | 16.72 | 1.15 | 2.25 | 2.05 | 13.58 | 13.42 | 13.44 | 1 | |
| 長期(7-11) | 186422 | 97.52 | 97.79 | 8.71 | 1.12 | 1.44 | 1.42 | 8.28 | 8.22 | 8.27 | 1 | |
| 超長期(11-) | 358892 | 78.16 | 78.49 | 20.88 | 1.17 | 2.78 | 2.46 | 17.01 | 16.79 | 16.78 | 2 | |
| 地方債 | 66648 | 93.84 | 94.04 | 7.23 | 0.69 | 1.44 | 1.43 | 6.50 | 6.44 | 6.47 | 16 | |
| 政保債 | 14464 | 91.81 | 91.95 | 9.20 | 0.83 | 1.60 | 1.50 | 7.58 | 7.51 | 7.54 | 12 | |
| 金融債 | 3157 | 97.85 | 97.96 | 3.18 | 0.50 | 1.21 | 1.20 | 3.11 | 3.09 | 3.11 | 31 | |
| 事業債 | 70755 | 93.06 | 93.26 | 7.26 | 0.86 | 1.70 | 1.61 | 5.94 | 5.88 | 5.90 | 42 | |
| 円建外債 | 4146 | 98.30 | 98.56 | 3.46 | 1.17 | 1.66 | 1.65 | 3.22 | 3.19 | 3.22 | 74 | |
| MBS | 13564 | 89.94 | 89.98 | 7.86 | 0.65 | 1.11 | 1.99 | 7.07 | 7.00 | 7.48 | 30 | |
| ABS | 641 | 93.81 | 93.99 | 5.60 | 0.77 | 1.82 | 1.75 | 5.13 | 5.07 | 5.12 | 65 | |
| 除くMBS | 1158746 | 91.52 | 91.75 | 10.28 | 0.90 | 1.60 | 1.50 | 8.29 | 8.21 | 8.23 | 5 | |
| 短期(1-3) | 233359 | 99.33 | 99.44 | 1.95 | 0.49 | 0.82 | 0.82 | 1.94 | 1.93 | 1.94 | 6 | |
| 中期(3-7) | 320876 | 98.25 | 98.43 | 4.81 | 0.75 | 1.11 | 1.10 | 4.71 | 4.68 | 4.71 | 5 | |
| 長期(7- ) | 604511 | 84.93 | 85.23 | 16.40 | 1.14 | 2.25 | 2.05 | 13.35 | 13.20 | 13.21 | 4 | |
| 長期(7-11) | 214035 | 97.22 | 97.50 | 8.71 | 1.12 | 1.48 | 1.46 | 8.28 | 8.22 | 8.27 | 4 | |
| 超長期(11-) | 390476 | 78.18 | 78.51 | 20.61 | 1.16 | 2.77 | 2.46 | 16.80 | 16.59 | 16.58 | 4 | |
| 除くABS | 1171668 | 91.50 | 91.73 | 10.25 | 0.90 | 1.59 | 1.51 | 8.28 | 8.20 | 8.22 | 5 | |
| 短期(1-3) | 233164 | 99.33 | 99.45 | 1.95 | 0.49 | 0.82 | 0.82 | 1.94 | 1.93 | 1.94 | 6 | |
| 中期(3-7) | 320601 | 98.25 | 98.43 | 4.81 | 0.75 | 1.11 | 1.10 | 4.71 | 4.68 | 4.71 | 5 | |
| 長期(7- ) | 617904 | 85.04 | 85.34 | 16.21 | 1.13 | 2.22 | 2.05 | 13.20 | 13.05 | 13.08 | 5 | |
| 長期(7-11) | 214069 | 97.23 | 97.50 | 8.71 | 1.11 | 1.48 | 1.46 | 8.27 | 8.21 | 8.27 | 4 | |
| 超長期(11-) | 403835 | 78.57 | 78.89 | 20.19 | 1.14 | 2.71 | 2.44 | 16.43 | 16.23 | 16.24 | 5 | |
| 除くMBS・ABS | 1158105 | 91.51 | 91.75 | 10.28 | 0.90 | 1.60 | 1.50 | 8.29 | 8.21 | 8.23 | 5 | |
| 短期(1-3) | 233164 | 99.33 | 99.45 | 1.95 | 0.49 | 0.82 | 0.82 | 1.94 | 1.93 | 1.94 | 6 | |
| 中期(3-7) | 320580 | 98.25 | 98.43 | 4.81 | 0.75 | 1.11 | 1.10 | 4.71 | 4.68 | 4.71 | 5 | |
| 長期(7- ) | 604361 | 84.93 | 85.23 | 16.40 | 1.14 | 2.25 | 2.05 | 13.35 | 13.20 | 13.21 | 4 | |
| 長期(7-11) | 213940 | 97.23 | 97.50 | 8.71 | 1.12 | 1.48 | 1.46 | 8.28 | 8.22 | 8.27 | 4 | |
| 超長期(11-) | 390420 | 78.19 | 78.51 | 20.61 | 1.16 | 2.77 | 2.46 | 16.80 | 16.59 | 16.58 | 4 | |
| 除く国債 | 173376 | 93.23 | 93.41 | 7.29 | 0.77 | 1.53 | 1.56 | 6.25 | 6.19 | 6.25 | 29 | |
| 短期(1-3) | 42198 | 98.93 | 99.05 | 2.04 | 0.53 | 1.07 | 1.07 | 2.02 | 2.01 | 2.02 | 29 | |
| 中期(3-7) | 58439 | 96.91 | 97.07 | 4.74 | 0.69 | 1.36 | 1.34 | 4.65 | 4.62 | 4.65 | 29 | |
| 長期(7- ) | 72739 | 86.97 | 87.19 | 12.37 | 0.98 | 2.00 | 2.07 | 10.47 | 10.35 | 10.48 | 29 | |
| 長期(7-11) | 27741 | 95.23 | 95.51 | 8.71 | 1.11 | 1.74 | 1.71 | 8.26 | 8.19 | 8.25 | 29 | |
| 超長期(11-) | 44998 | 81.88 | 82.06 | 14.63 | 0.90 | 2.18 | 2.34 | 12.05 | 11.90 | 12.07 | 29 | |
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