| ------------ 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 | 327.763 | 109.58 | 7.58 | 6.38 | 1.21 | -4.38 | -5.63 | |
| 短期(1-3) | 234.111 | 7.66 | -0.53 | -1.19 | 0.66 | 1.21 | 0.44 | |
| 中期(3-7) | 323.748 | 44.36 | 0.38 | -0.57 | 0.94 | -0.46 | -1.58 | |
| 長期(7- ) | 443.946 | 203.90 | 16.46 | 14.81 | 1.65 | -9.56 | -11.01 | |
| 長期(7-11)*2 | 175.757 | 119.44 | 5.04 | 3.60 | 1.44 | -6.55 | -6.31 | |
| 超長期(11-)*2 | 185.819 | 261.29 | 24.25 | 22.45 | 1.80 | -11.67 | -14.13 | |
| 国債 | 335.406 | 115.75 | 8.46 | 7.23 | 1.23 | -4.66 | -5.87 | |
| 短期(1-3) | 220.552 | 7.24 | -0.61 | -1.25 | 0.65 | 1.15 | 0.39 | |
| 中期(3-7) | 321.924 | 44.89 | 0.30 | -0.65 | 0.95 | -0.55 | -1.65 | |
| 長期(7- ) | 450.588 | 210.62 | 17.83 | 16.15 | 1.69 | -9.71 | -11.08 | |
| 長期(7-11)*2 | 174.193 | 119.11 | 5.02 | 3.60 | 1.43 | -6.57 | -6.30 | |
| 超長期(11-)*2 | 183.840 | 271.07 | 26.33 | 24.47 | 1.86 | -11.87 | -14.18 | |
| 地方債 | 361.646 | 78.04 | 3.82 | 2.91 | 0.91 | -3.11 | -4.25 | |
| 政保債 | 331.665 | 95.47 | 5.98 | 4.88 | 1.10 | -4.17 | -5.44 | |
| 金融債 | 269.729 | 22.74 | -0.29 | -1.16 | 0.87 | 0.76 | -0.08 | |
| 事業債 | 363.640 | 68.53 | 3.56 | 2.40 | 1.16 | -1.58 | -2.75 | |
| 円建外債 | 391.476 | 46.65 | 2.41 | 0.92 | 1.49 | 0.52 | -0.04 | |
| MBS*3 | 103.780 | 95.84 | -12.76 | -13.62 | 0.87 | -8.43 | -14.79 | |
| ABS*4 | 109.659 | 50.60 | 1.84 | 0.94 | 0.89 | -0.85 | -1.62 | |
| 除くMBS | 327.946 | 109.72 | 7.80 | 6.59 | 1.21 | -4.33 | -5.53 | |
| 短期(1-3) | 234.111 | 7.66 | -0.53 | -1.19 | 0.66 | 1.21 | 0.44 | |
| 中期(3-7) | 323.747 | 44.36 | 0.38 | -0.57 | 0.94 | -0.47 | -1.58 | |
| 長期(7- ) | 445.518 | 206.34 | 17.13 | 15.46 | 1.67 | -9.58 | -10.93 | |
| 長期(7-11)*2 | 175.743 | 119.48 | 5.04 | 3.60 | 1.44 | -6.55 | -6.31 | |
| 超長期(11-)*2 | 186.825 | 267.60 | 25.69 | 23.85 | 1.84 | -11.79 | -14.10 | |
| 除くABS | 327.774 | 109.61 | 7.59 | 6.38 | 1.21 | -4.38 | -5.64 | |
| 短期(1-3) | 234.069 | 7.65 | -0.53 | -1.19 | 0.66 | 1.21 | 0.44 | |
| 中期(3-7) | 323.741 | 44.36 | 0.38 | -0.57 | 0.94 | -0.47 | -1.58 | |
| 長期(7- ) | 443.937 | 203.91 | 16.46 | 14.81 | 1.65 | -9.56 | -11.02 | |
| 長期(7-11)*2 | 175.751 | 119.44 | 5.04 | 3.60 | 1.44 | -6.55 | -6.31 | |
| 超長期(11-)*2 | 185.815 | 261.30 | 24.25 | 22.45 | 1.80 | -11.67 | -14.13 | |
| 除くMBS・ABS | 327.957 | 109.75 | 7.80 | 6.59 | 1.21 | -4.33 | -5.54 | |
| 短期(1-3) | 234.069 | 7.65 | -0.53 | -1.19 | 0.66 | 1.21 | 0.44 | |
| 中期(3-7) | 323.740 | 44.37 | 0.38 | -0.57 | 0.94 | -0.47 | -1.58 | |
| 長期(7- ) | 445.509 | 206.35 | 17.13 | 15.46 | 1.67 | -9.58 | -10.93 | |
| 長期(7-11)*2 | 175.737 | 119.48 | 5.04 | 3.60 | 1.44 | -6.55 | -6.31 | |
| 超長期(11-)*2 | 186.821 | 267.60 | 25.69 | 23.85 | 1.84 | -11.79 | -14.10 | |
| 除く国債* | 158.606 | 74.81 | 2.63 | 1.59 | 1.04 | -2.76 | -4.30 | |
| 短期(1-3)* | 134.548 | 9.50 | -0.19 | -0.90 | 0.71 | 1.49 | 0.64 | |
| 中期(3-7)* | 161.436 | 41.73 | 0.75 | -0.17 | 0.91 | -0.03 | -1.24 | |
| 長期(7- )* | 199.039 | 155.16 | 6.53 | 5.13 | 1.41 | -8.40 | -10.54 | |
| 長期(7-11)*2 | 181.522 | 121.53 | 5.12 | 3.62 | 1.50 | -6.40 | -6.36 | |
| 超長期(11-)*2 | 193.644 | 183.13 | 7.71 | 6.38 | 1.33 | -10.04 | -13.78 | |
| 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 | 1171831 | 85.98 | 86.31 | 10.24 | 1.04 | 2.54 | 2.35 | 7.86 | 7.75 | 7.81 | 6 | |
| 短期(1-3) | 234135 | 98.34 | 98.54 | 2.04 | 0.65 | 1.46 | 1.45 | 2.02 | 2.00 | 2.02 | 6 | |
| 中期(3-7) | 328665 | 94.88 | 95.17 | 4.91 | 0.90 | 2.00 | 1.95 | 4.77 | 4.73 | 4.77 | 5 | |
| 長期(7- ) | 609030 | 76.43 | 76.82 | 16.26 | 1.26 | 3.44 | 3.06 | 12.81 | 12.61 | 12.69 | 7 | |
| 長期(7-11) | 207708 | 90.50 | 90.93 | 8.76 | 1.31 | 2.63 | 2.51 | 8.21 | 8.10 | 8.20 | 5 | |
| 超長期(11-) | 401323 | 69.14 | 69.51 | 20.14 | 1.24 | 3.99 | 3.43 | 15.93 | 15.65 | 15.74 | 9 | |
| 国債 | 1000469 | 85.53 | 85.87 | 10.76 | 1.06 | 2.56 | 2.33 | 8.21 | 8.10 | 8.15 | 1 | |
| 短期(1-3) | 190861 | 98.42 | 98.63 | 2.03 | 0.64 | 1.40 | 1.39 | 2.02 | 2.00 | 2.02 | 0 | |
| 中期(3-7) | 272224 | 95.05 | 95.36 | 4.96 | 0.90 | 1.96 | 1.91 | 4.81 | 4.77 | 4.81 | 0 | |
| 長期(7- ) | 537384 | 76.12 | 76.54 | 16.80 | 1.28 | 3.48 | 3.03 | 13.20 | 12.99 | 13.06 | 1 | |
| 長期(7-11) | 178974 | 90.73 | 91.18 | 8.78 | 1.30 | 2.59 | 2.47 | 8.22 | 8.12 | 8.21 | 1 | |
| 超長期(11-) | 358411 | 68.83 | 69.22 | 20.81 | 1.27 | 4.07 | 3.40 | 16.47 | 16.19 | 16.25 | 2 | |
| 地方債 | 66211 | 89.39 | 89.60 | 7.04 | 0.81 | 2.34 | 2.29 | 6.11 | 6.03 | 6.09 | 19 | |
| 政保債 | 14395 | 86.61 | 86.84 | 8.90 | 0.95 | 2.52 | 2.30 | 6.94 | 6.84 | 6.90 | 15 | |
| 金融債 | 3001 | 96.62 | 96.85 | 3.25 | 0.85 | 1.95 | 1.92 | 3.14 | 3.11 | 3.14 | 32 | |
| 事業債 | 69986 | 89.56 | 89.82 | 7.11 | 1.04 | 2.56 | 2.40 | 5.60 | 5.52 | 5.57 | 42 | |
| 円建外債 | 3972 | 96.68 | 96.99 | 3.50 | 1.44 | 2.36 | 2.32 | 3.15 | 3.11 | 3.15 | 73 | |
| MBS | 13223 | 77.83 | 77.84 | 8.27 | 0.71 | 1.92 | 3.95 | 6.76 | 6.63 | 7.24 | 135 | |
| ABS | 574 | 90.44 | 90.63 | 5.30 | 0.81 | 2.67 | 2.52 | 4.74 | 4.67 | 4.73 | 66 | |
| 除くMBS | 1158608 | 86.07 | 86.40 | 10.26 | 1.04 | 2.55 | 2.33 | 7.87 | 7.76 | 7.81 | 5 | |
| 短期(1-3) | 234135 | 98.34 | 98.54 | 2.04 | 0.65 | 1.46 | 1.45 | 2.02 | 2.00 | 2.02 | 6 | |
| 中期(3-7) | 328624 | 94.88 | 95.17 | 4.91 | 0.90 | 2.00 | 1.95 | 4.77 | 4.73 | 4.77 | 5 | |
| 長期(7- ) | 595849 | 76.40 | 76.80 | 16.44 | 1.28 | 3.47 | 3.04 | 12.94 | 12.74 | 12.81 | 5 | |
| 長期(7-11) | 207634 | 90.50 | 90.93 | 8.76 | 1.31 | 2.63 | 2.51 | 8.21 | 8.11 | 8.20 | 5 | |
| 超長期(11-) | 388216 | 68.85 | 69.24 | 20.54 | 1.26 | 4.06 | 3.41 | 16.27 | 15.99 | 16.06 | 4 | |
| 除くABS | 1171257 | 85.98 | 86.31 | 10.24 | 1.04 | 2.54 | 2.35 | 7.86 | 7.75 | 7.81 | 6 | |
| 短期(1-3) | 233982 | 98.34 | 98.54 | 2.04 | 0.65 | 1.46 | 1.45 | 2.02 | 2.00 | 2.02 | 6 | |
| 中期(3-7) | 328376 | 94.89 | 95.18 | 4.91 | 0.90 | 2.00 | 1.95 | 4.77 | 4.73 | 4.77 | 5 | |
| 長期(7- ) | 608898 | 76.43 | 76.82 | 16.26 | 1.26 | 3.44 | 3.06 | 12.81 | 12.61 | 12.69 | 7 | |
| 長期(7-11) | 207616 | 90.50 | 90.94 | 8.76 | 1.31 | 2.63 | 2.51 | 8.21 | 8.10 | 8.20 | 5 | |
| 超長期(11-) | 401282 | 69.14 | 69.52 | 20.14 | 1.24 | 3.99 | 3.43 | 15.93 | 15.65 | 15.74 | 9 | |
| 除くMBS・ABS | 1158034 | 86.07 | 86.40 | 10.26 | 1.04 | 2.55 | 2.33 | 7.88 | 7.76 | 7.82 | 5 | |
| 短期(1-3) | 233982 | 98.34 | 98.54 | 2.04 | 0.65 | 1.46 | 1.45 | 2.02 | 2.00 | 2.02 | 6 | |
| 中期(3-7) | 328335 | 94.89 | 95.18 | 4.91 | 0.90 | 2.00 | 1.95 | 4.77 | 4.73 | 4.77 | 5 | |
| 長期(7- ) | 595717 | 76.40 | 76.80 | 16.44 | 1.28 | 3.47 | 3.04 | 12.95 | 12.74 | 12.82 | 5 | |
| 長期(7-11) | 207541 | 90.50 | 90.94 | 8.76 | 1.31 | 2.63 | 2.51 | 8.21 | 8.11 | 8.20 | 5 | |
| 超長期(11-) | 388175 | 68.85 | 69.24 | 20.54 | 1.26 | 4.06 | 3.41 | 16.27 | 15.99 | 16.06 | 4 | |
| 除く国債 | 171361 | 88.63 | 88.85 | 7.16 | 0.92 | 2.41 | 2.44 | 5.88 | 5.79 | 5.89 | 38 | |
| 短期(1-3) | 43274 | 97.98 | 98.17 | 2.06 | 0.69 | 1.69 | 1.68 | 2.04 | 2.02 | 2.04 | 29 | |
| 中期(3-7) | 56441 | 94.07 | 94.29 | 4.70 | 0.86 | 2.22 | 2.16 | 4.58 | 4.53 | 4.58 | 30 | |
| 長期(7- ) | 71646 | 78.70 | 78.94 | 12.19 | 1.11 | 3.13 | 3.27 | 9.98 | 9.82 | 10.01 | 52 | |
| 長期(7-11) | 28734 | 89.06 | 89.38 | 8.66 | 1.33 | 2.90 | 2.76 | 8.10 | 7.99 | 8.09 | 31 | |
| 超長期(11-) | 42912 | 71.76 | 71.95 | 14.55 | 0.96 | 3.31 | 3.69 | 11.55 | 11.34 | 11.60 | 70 | |
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