| ------------ 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 | 322.304 | 39.87 | 0.23 | -1.05 | 1.29 | -5.39 | -5.79 | |
| 短期(1-3) | 233.449 | 15.47 | -1.71 | -2.43 | 0.72 | -0.09 | -0.12 | |
| 中期(3-7) | 320.752 | 32.85 | -3.52 | -4.54 | 1.01 | -2.17 | -2.27 | |
| 長期(7- ) | 431.354 | 57.17 | 3.81 | 2.05 | 1.76 | -10.02 | -10.65 | |
| 長期(7-11)*2 | 172.898 | 49.33 | -1.75 | -3.30 | 1.55 | -6.22 | -6.15 | |
| 超長期(11-)*2 | 179.016 | 62.64 | 7.70 | 5.79 | 1.91 | -12.61 | -13.62 | |
| 国債 | 329.568 | 40.01 | 0.48 | -0.83 | 1.31 | -5.67 | -6.04 | |
| 短期(1-3) | 219.918 | 14.85 | -1.73 | -2.44 | 0.71 | -0.12 | -0.16 | |
| 中期(3-7) | 318.892 | 32.46 | -3.52 | -4.53 | 1.01 | -2.24 | -2.33 | |
| 長期(7- ) | 437.507 | 56.81 | 4.14 | 2.34 | 1.79 | -10.22 | -10.78 | |
| 長期(7-11)*2 | 171.352 | 48.42 | -1.78 | -3.31 | 1.53 | -6.24 | -6.15 | |
| 超長期(11-)*2 | 176.951 | 62.48 | 8.15 | 6.18 | 1.97 | -12.88 | -13.76 | |
| 地方債 | 356.970 | 40.65 | -2.25 | -3.23 | 0.98 | -4.07 | -4.43 | |
| 政保債 | 326.759 | 41.82 | -1.08 | -2.29 | 1.21 | -4.91 | -5.41 | |
| 金融債 | 268.352 | 24.89 | -2.47 | -3.49 | 1.01 | -0.77 | -0.76 | |
| 事業債 | 359.812 | 37.33 | -1.46 | -2.73 | 1.27 | -2.91 | -3.17 | |
| 円建外債 | 389.383 | 21.62 | 0.17 | -1.45 | 1.61 | -0.92 | -0.77 | |
| MBS*3 | 101.423 | 48.79 | 6.60 | 5.67 | 0.92 | -8.36 | -12.21 | |
| ABS*4 | 108.794 | 33.17 | -2.26 | -3.20 | 0.93 | -2.04 | -2.11 | |
| 除くMBS | 322.504 | 39.78 | 0.17 | -1.12 | 1.29 | -5.36 | -5.72 | |
| 短期(1-3) | 233.449 | 15.47 | -1.71 | -2.43 | 0.72 | -0.09 | -0.12 | |
| 中期(3-7) | 320.750 | 32.85 | -3.52 | -4.54 | 1.01 | -2.17 | -2.27 | |
| 長期(7- ) | 432.826 | 57.36 | 3.75 | 1.96 | 1.78 | -10.05 | -10.61 | |
| 長期(7-11)*2 | 172.883 | 49.34 | -1.75 | -3.30 | 1.55 | -6.23 | -6.15 | |
| 超長期(11-)*2 | 179.888 | 63.16 | 7.74 | 5.79 | 1.95 | -12.77 | -13.67 | |
| 除くABS | 322.313 | 39.88 | 0.23 | -1.05 | 1.29 | -5.39 | -5.79 | |
| 短期(1-3) | 233.406 | 15.47 | -1.71 | -2.43 | 0.72 | -0.09 | -0.12 | |
| 中期(3-7) | 320.744 | 32.85 | -3.52 | -4.54 | 1.01 | -2.17 | -2.27 | |
| 長期(7- ) | 431.344 | 57.17 | 3.81 | 2.05 | 1.76 | -10.02 | -10.65 | |
| 長期(7-11)*2 | 172.891 | 49.33 | -1.75 | -3.30 | 1.55 | -6.22 | -6.15 | |
| 超長期(11-)*2 | 179.012 | 62.64 | 7.70 | 5.79 | 1.91 | -12.61 | -13.62 | |
| 除くMBS・ABS | 322.514 | 39.79 | 0.17 | -1.12 | 1.29 | -5.36 | -5.72 | |
| 短期(1-3) | 233.406 | 15.47 | -1.71 | -2.43 | 0.72 | -0.09 | -0.12 | |
| 中期(3-7) | 320.743 | 32.85 | -3.52 | -4.54 | 1.01 | -2.17 | -2.27 | |
| 長期(7- ) | 432.816 | 57.36 | 3.75 | 1.97 | 1.78 | -10.06 | -10.61 | |
| 長期(7-11)*2 | 172.877 | 49.34 | -1.75 | -3.30 | 1.55 | -6.23 | -6.15 | |
| 超長期(11-)*2 | 179.884 | 63.16 | 7.74 | 5.79 | 1.95 | -12.77 | -13.67 | |
| 除く国債* | 156.639 | 39.11 | -1.19 | -2.32 | 1.13 | -3.81 | -4.39 | |
| 短期(1-3)* | 134.193 | 18.18 | -1.66 | -2.42 | 0.76 | 0.07 | 0.03 | |
| 中期(3-7)* | 160.071 | 34.76 | -3.54 | -4.55 | 1.02 | -1.82 | -1.95 | |
| 長期(7- )* | 194.361 | 59.79 | 1.43 | -0.10 | 1.53 | -8.52 | -9.72 | |
| 長期(7-11)*2 | 178.614 | 55.02 | -1.56 | -3.22 | 1.66 | -6.11 | -6.15 | |
| 超長期(11-)*2 | 187.894 | 63.99 | 4.06 | 2.65 | 1.41 | -10.50 | -12.51 | |
| 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 | 1177272 | 84.30 | 84.70 | 10.17 | 1.09 | 2.93 | 2.70 | 7.67 | 7.55 | 7.62 | 7 | |
| 短期(1-3) | 236961 | 97.66 | 97.89 | 2.02 | 0.71 | 1.89 | 1.87 | 2.00 | 1.98 | 2.00 | 6 | |
| 中期(3-7) | 331316 | 93.59 | 93.92 | 4.89 | 0.96 | 2.39 | 2.32 | 4.74 | 4.68 | 4.74 | 6 | |
| 長期(7- ) | 608995 | 74.05 | 74.55 | 16.21 | 1.31 | 3.85 | 3.38 | 12.59 | 12.37 | 12.47 | 8 | |
| 長期(7-11) | 209030 | 88.74 | 89.23 | 8.74 | 1.38 | 3.00 | 2.84 | 8.15 | 8.04 | 8.14 | 5 | |
| 超長期(11-) | 399965 | 66.36 | 66.87 | 20.12 | 1.28 | 4.44 | 3.76 | 15.68 | 15.39 | 15.50 | 10 | |
| 国債 | 1005042 | 83.78 | 84.20 | 10.70 | 1.11 | 2.96 | 2.68 | 8.02 | 7.89 | 7.95 | 1 | |
| 短期(1-3) | 192365 | 97.76 | 98.00 | 2.01 | 0.70 | 1.83 | 1.81 | 1.98 | 1.97 | 1.98 | 1 | |
| 中期(3-7) | 275051 | 93.73 | 94.08 | 4.93 | 0.96 | 2.34 | 2.27 | 4.77 | 4.72 | 4.77 | 1 | |
| 長期(7- ) | 537626 | 73.68 | 74.21 | 16.76 | 1.33 | 3.90 | 3.35 | 12.97 | 12.75 | 12.84 | 1 | |
| 長期(7-11) | 179760 | 88.92 | 89.42 | 8.76 | 1.37 | 2.96 | 2.80 | 8.17 | 8.05 | 8.16 | 1 | |
| 超長期(11-) | 357866 | 66.03 | 66.57 | 20.78 | 1.31 | 4.53 | 3.72 | 16.22 | 15.92 | 16.00 | 1 | |
| 地方債 | 66555 | 88.05 | 88.30 | 6.95 | 0.87 | 2.73 | 2.65 | 5.97 | 5.89 | 5.95 | 20 | |
| 政保債 | 14188 | 84.89 | 85.14 | 8.96 | 1.03 | 2.94 | 2.67 | 6.90 | 6.79 | 6.86 | 15 | |
| 金融債 | 2986 | 95.92 | 96.20 | 3.22 | 0.98 | 2.37 | 2.33 | 3.11 | 3.07 | 3.10 | 33 | |
| 事業債 | 71141 | 88.52 | 88.80 | 7.01 | 1.13 | 2.96 | 2.76 | 5.46 | 5.37 | 5.44 | 43 | |
| 円建外債 | 3729 | 95.58 | 96.00 | 3.51 | 1.56 | 2.88 | 2.81 | 3.13 | 3.08 | 3.12 | 82 | |
| MBS | 13083 | 75.60 | 75.61 | 8.29 | 0.72 | 2.12 | 4.43 | 6.67 | 6.52 | 7.09 | 150 | |
| ABS | 549 | 89.13 | 89.35 | 5.26 | 0.84 | 3.08 | 2.90 | 4.68 | 4.61 | 4.67 | 66 | |
| 除くMBS | 1164189 | 84.40 | 84.80 | 10.19 | 1.09 | 2.94 | 2.68 | 7.68 | 7.56 | 7.63 | 5 | |
| 短期(1-3) | 236961 | 97.66 | 97.89 | 2.02 | 0.71 | 1.89 | 1.87 | 2.00 | 1.98 | 2.00 | 6 | |
| 中期(3-7) | 331267 | 93.59 | 93.92 | 4.89 | 0.96 | 2.39 | 2.32 | 4.74 | 4.68 | 4.74 | 6 | |
| 長期(7- ) | 595960 | 74.01 | 74.53 | 16.39 | 1.33 | 3.89 | 3.36 | 12.72 | 12.50 | 12.59 | 5 | |
| 長期(7-11) | 208971 | 88.74 | 89.23 | 8.75 | 1.38 | 3.00 | 2.84 | 8.15 | 8.04 | 8.14 | 5 | |
| 超長期(11-) | 386989 | 66.06 | 66.58 | 20.51 | 1.29 | 4.53 | 3.73 | 16.03 | 15.73 | 15.81 | 4 | |
| 除くABS | 1176723 | 84.30 | 84.70 | 10.17 | 1.09 | 2.93 | 2.70 | 7.68 | 7.55 | 7.62 | 7 | |
| 短期(1-3) | 236807 | 97.66 | 97.89 | 2.02 | 0.71 | 1.89 | 1.87 | 2.00 | 1.98 | 2.00 | 6 | |
| 中期(3-7) | 331045 | 93.59 | 93.92 | 4.89 | 0.96 | 2.39 | 2.32 | 4.74 | 4.68 | 4.74 | 6 | |
| 長期(7- ) | 608871 | 74.05 | 74.55 | 16.22 | 1.31 | 3.85 | 3.38 | 12.59 | 12.37 | 12.47 | 8 | |
| 長期(7-11) | 208946 | 88.75 | 89.24 | 8.74 | 1.38 | 3.00 | 2.84 | 8.15 | 8.04 | 8.14 | 5 | |
| 超長期(11-) | 399925 | 66.37 | 66.87 | 20.12 | 1.28 | 4.44 | 3.76 | 15.68 | 15.39 | 15.50 | 10 | |
| 除くMBS・ABS | 1163640 | 84.39 | 84.80 | 10.19 | 1.09 | 2.94 | 2.68 | 7.69 | 7.56 | 7.63 | 5 | |
| 短期(1-3) | 236807 | 97.66 | 97.89 | 2.02 | 0.71 | 1.89 | 1.87 | 2.00 | 1.98 | 2.00 | 6 | |
| 中期(3-7) | 330997 | 93.59 | 93.92 | 4.89 | 0.96 | 2.39 | 2.32 | 4.74 | 4.68 | 4.74 | 6 | |
| 長期(7- ) | 595836 | 74.01 | 74.53 | 16.39 | 1.33 | 3.89 | 3.36 | 12.72 | 12.50 | 12.59 | 5 | |
| 長期(7-11) | 208887 | 88.74 | 89.24 | 8.75 | 1.38 | 3.00 | 2.84 | 8.15 | 8.04 | 8.14 | 5 | |
| 超長期(11-) | 386949 | 66.06 | 66.59 | 20.51 | 1.29 | 4.53 | 3.73 | 16.03 | 15.73 | 15.81 | 4 | |
| 除く国債 | 172230 | 87.34 | 87.59 | 7.10 | 1.00 | 2.80 | 2.82 | 5.75 | 5.66 | 5.76 | 40 | |
| 短期(1-3) | 44596 | 97.24 | 97.44 | 2.06 | 0.75 | 2.14 | 2.12 | 2.04 | 2.02 | 2.04 | 30 | |
| 中期(3-7) | 56265 | 92.90 | 93.14 | 4.72 | 0.95 | 2.63 | 2.54 | 4.57 | 4.52 | 4.57 | 30 | |
| 長期(7- ) | 71369 | 76.77 | 77.06 | 12.12 | 1.19 | 3.49 | 3.63 | 9.81 | 9.63 | 9.82 | 56 | |
| 長期(7-11) | 29270 | 87.68 | 88.07 | 8.68 | 1.47 | 3.28 | 3.11 | 8.05 | 7.93 | 8.04 | 33 | |
| 超長期(11-) | 42100 | 69.18 | 69.41 | 14.51 | 0.99 | 3.68 | 4.09 | 11.35 | 11.13 | 11.39 | 77 | |
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