| ------------ 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 | 343.023 | 9.57 | -6.36 | -7.37 | 1.01 | -3.39 | -5.25 | |
| 短期(1-3) | 234.241 | 6.27 | 4.11 | 3.59 | 0.52 | 0.81 | 0.22 | |
| 中期(3-7) | 330.435 | 17.01 | 7.95 | 7.16 | 0.78 | 0.57 | -1.35 | |
| 長期(7- ) | 482.161 | 6.53 | -19.62 | -20.99 | 1.37 | -7.46 | -9.71 | |
| 長期(7-11)*2 | 185.961 | 27.53 | 5.72 | 4.53 | 1.19 | -0.37 | -3.58 | |
| 超長期(11-)*2 | 205.406 | -7.31 | -36.13 | -37.61 | 1.48 | -11.86 | -13.43 | |
| 国債 | 351.564 | 9.07 | -7.59 | -8.63 | 1.04 | -3.76 | -5.59 | |
| 短期(1-3) | 220.738 | 6.15 | 4.03 | 3.52 | 0.51 | 0.76 | 0.19 | |
| 中期(3-7) | 328.773 | 17.06 | 7.94 | 7.15 | 0.79 | 0.52 | -1.39 | |
| 長期(7- ) | 489.475 | 5.75 | -21.14 | -22.53 | 1.39 | -7.86 | -10.01 | |
| 長期(7-11)*2 | 184.329 | 27.49 | 5.69 | 4.50 | 1.19 | -0.39 | -3.58 | |
| 超長期(11-)*2 | 203.195 | -8.39 | -38.36 | -39.89 | 1.53 | -12.44 | -13.88 | |
| 地方債 | 375.284 | 16.70 | 2.56 | 1.80 | 0.76 | -0.75 | -3.28 | |
| 政保債 | 346.099 | 11.28 | -3.67 | -4.61 | 0.94 | -2.72 | -4.89 | |
| 金融債 | 271.535 | 10.57 | 5.65 | 5.07 | 0.57 | 0.77 | -0.30 | |
| 事業債 | 373.195 | 12.43 | 0.79 | -0.17 | 0.97 | -0.98 | -2.75 | |
| 円建外債 | 394.088 | 12.83 | 8.61 | 7.37 | 1.24 | 1.27 | 0.44 | |
| MBS*3 | 115.952 | -9.15 | -10.16 | -10.93 | 0.77 | -5.16 | -6.97 | |
| ABS*4 | 111.859 | 15.64 | 5.51 | 4.66 | 0.84 | 0.70 | -1.24 | |
| 除くMBS | 342.970 | 9.78 | -6.32 | -7.33 | 1.01 | -3.37 | -5.23 | |
| 短期(1-3) | 234.241 | 6.27 | 4.11 | 3.59 | 0.52 | 0.81 | 0.22 | |
| 中期(3-7) | 330.435 | 17.01 | 7.95 | 7.16 | 0.78 | 0.57 | -1.35 | |
| 長期(7- ) | 483.548 | 6.90 | -19.84 | -21.22 | 1.38 | -7.52 | -9.77 | |
| 長期(7-11)*2 | 185.952 | 27.54 | 5.72 | 4.53 | 1.19 | -0.37 | -3.59 | |
| 超長期(11-)*2 | 206.421 | -7.23 | -37.13 | -38.64 | 1.51 | -12.11 | -13.67 | |
| 除くABS | 343.039 | 9.57 | -6.37 | -7.38 | 1.01 | -3.39 | -5.26 | |
| 短期(1-3) | 234.200 | 6.27 | 4.11 | 3.59 | 0.52 | 0.81 | 0.22 | |
| 中期(3-7) | 330.429 | 17.01 | 7.95 | 7.16 | 0.78 | 0.57 | -1.35 | |
| 長期(7- ) | 482.153 | 6.53 | -19.63 | -20.99 | 1.37 | -7.47 | -9.71 | |
| 長期(7-11)*2 | 185.955 | 27.53 | 5.72 | 4.53 | 1.19 | -0.37 | -3.59 | |
| 超長期(11-)*2 | 205.402 | -7.32 | -36.13 | -37.61 | 1.48 | -11.86 | -13.43 | |
| 除くMBS・ABS | 342.986 | 9.78 | -6.33 | -7.34 | 1.02 | -3.37 | -5.24 | |
| 短期(1-3) | 234.200 | 6.27 | 4.11 | 3.59 | 0.52 | 0.81 | 0.22 | |
| 中期(3-7) | 330.429 | 17.01 | 7.95 | 7.16 | 0.78 | 0.57 | -1.35 | |
| 長期(7- ) | 483.540 | 6.90 | -19.85 | -21.23 | 1.38 | -7.52 | -9.77 | |
| 長期(7-11)*2 | 185.945 | 27.54 | 5.72 | 4.53 | 1.19 | -0.37 | -3.59 | |
| 超長期(11-)*2 | 206.417 | -7.24 | -37.14 | -38.64 | 1.51 | -12.12 | -13.67 | |
| 除く国債* | 164.554 | 12.37 | 0.60 | -0.27 | 0.87 | -1.25 | -3.32 | |
| 短期(1-3)* | 134.449 | 6.79 | 4.46 | 3.88 | 0.58 | 1.05 | 0.39 | |
| 中期(3-7)* | 164.294 | 16.76 | 7.97 | 7.23 | 0.75 | 0.81 | -1.18 | |
| 長期(7- )* | 215.846 | 12.19 | -8.54 | -9.71 | 1.16 | -4.55 | -7.44 | |
| 長期(7-11)*2 | 191.907 | 27.78 | 5.93 | 4.72 | 1.21 | -0.25 | -3.62 | |
| 超長期(11-)*2 | 214.212 | 0.85 | -19.00 | -20.13 | 1.13 | -7.46 | -9.98 | |
| 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 | 1166355 | 90.67 | 90.84 | 10.26 | 0.92 | 1.72 | 1.62 | 8.22 | 8.13 | 8.16 | 5 | |
| 短期(1-3) | 232654 | 99.20 | 99.31 | 1.98 | 0.52 | 0.91 | 0.91 | 1.97 | 1.96 | 1.97 | 5 | |
| 中期(3-7) | 319848 | 97.78 | 97.94 | 4.84 | 0.77 | 1.23 | 1.22 | 4.74 | 4.71 | 4.74 | 5 | |
| 長期(7- ) | 613853 | 83.73 | 83.92 | 16.21 | 1.15 | 2.38 | 2.18 | 13.13 | 12.98 | 13.01 | 5 | |
| 長期(7-11) | 212069 | 96.53 | 96.77 | 8.72 | 1.15 | 1.60 | 1.57 | 8.27 | 8.21 | 8.27 | 4 | |
| 超長期(11-) | 401784 | 76.97 | 77.15 | 20.17 | 1.16 | 2.90 | 2.59 | 16.35 | 16.13 | 16.15 | 6 | |
| 国債 | 994165 | 90.33 | 90.50 | 10.77 | 0.94 | 1.73 | 1.61 | 8.58 | 8.48 | 8.50 | 1 | |
| 短期(1-3) | 190358 | 99.29 | 99.39 | 1.96 | 0.51 | 0.86 | 0.86 | 1.95 | 1.94 | 1.95 | 0 | |
| 中期(3-7) | 262232 | 98.05 | 98.21 | 4.86 | 0.78 | 1.18 | 1.17 | 4.76 | 4.73 | 4.76 | 0 | |
| 長期(7- ) | 541575 | 83.44 | 83.64 | 16.73 | 1.18 | 2.41 | 2.18 | 13.51 | 13.35 | 13.37 | 1 | |
| 長期(7-11) | 184409 | 96.81 | 97.04 | 8.73 | 1.15 | 1.56 | 1.54 | 8.28 | 8.22 | 8.28 | 1 | |
| 超長期(11-) | 357166 | 76.54 | 76.72 | 20.86 | 1.19 | 2.97 | 2.60 | 16.93 | 16.70 | 16.69 | 2 | |
| 地方債 | 66460 | 93.37 | 93.51 | 7.19 | 0.71 | 1.54 | 1.53 | 6.43 | 6.37 | 6.40 | 15 | |
| 政保債 | 14372 | 91.07 | 91.32 | 9.15 | 0.86 | 1.71 | 1.60 | 7.46 | 7.38 | 7.42 | 12 | |
| 金融債 | 3142 | 97.76 | 97.90 | 3.17 | 0.56 | 1.31 | 1.29 | 3.10 | 3.08 | 3.10 | 31 | |
| 事業債 | 70163 | 92.61 | 92.83 | 7.27 | 0.90 | 1.81 | 1.72 | 5.91 | 5.85 | 5.88 | 42 | |
| 円建外債 | 3998 | 98.17 | 98.53 | 3.42 | 1.22 | 1.73 | 1.72 | 3.17 | 3.14 | 3.17 | 72 | |
| MBS | 13430 | 87.95 | 87.96 | 7.95 | 0.66 | 1.23 | 2.29 | 7.04 | 6.96 | 7.53 | 49 | |
| ABS | 625 | 93.43 | 93.64 | 5.53 | 0.79 | 1.92 | 1.85 | 5.05 | 4.99 | 5.04 | 65 | |
| 除くMBS | 1152925 | 90.70 | 90.87 | 10.28 | 0.92 | 1.73 | 1.61 | 8.23 | 8.14 | 8.16 | 5 | |
| 短期(1-3) | 232654 | 99.20 | 99.31 | 1.98 | 0.52 | 0.91 | 0.91 | 1.97 | 1.96 | 1.97 | 5 | |
| 中期(3-7) | 319829 | 97.78 | 97.94 | 4.84 | 0.77 | 1.23 | 1.22 | 4.74 | 4.71 | 4.74 | 5 | |
| 長期(7- ) | 600442 | 83.63 | 83.84 | 16.40 | 1.17 | 2.41 | 2.18 | 13.28 | 13.12 | 13.14 | 4 | |
| 長期(7-11) | 211950 | 96.53 | 96.77 | 8.72 | 1.15 | 1.60 | 1.57 | 8.28 | 8.21 | 8.27 | 4 | |
| 超長期(11-) | 388492 | 76.60 | 76.78 | 20.59 | 1.17 | 2.96 | 2.60 | 16.71 | 16.49 | 16.48 | 4 | |
| 除くABS | 1165730 | 90.67 | 90.84 | 10.26 | 0.92 | 1.72 | 1.62 | 8.22 | 8.13 | 8.16 | 5 | |
| 短期(1-3) | 232466 | 99.20 | 99.31 | 1.98 | 0.52 | 0.91 | 0.91 | 1.97 | 1.96 | 1.97 | 5 | |
| 中期(3-7) | 319562 | 97.79 | 97.95 | 4.84 | 0.77 | 1.23 | 1.22 | 4.74 | 4.71 | 4.74 | 5 | |
| 長期(7- ) | 613703 | 83.73 | 83.92 | 16.22 | 1.15 | 2.38 | 2.18 | 13.13 | 12.98 | 13.01 | 5 | |
| 長期(7-11) | 211968 | 96.54 | 96.77 | 8.72 | 1.15 | 1.60 | 1.57 | 8.27 | 8.21 | 8.27 | 4 | |
| 超長期(11-) | 401735 | 76.97 | 77.15 | 20.17 | 1.16 | 2.90 | 2.59 | 16.35 | 16.13 | 16.15 | 6 | |
| 除くMBS・ABS | 1152300 | 90.70 | 90.87 | 10.29 | 0.92 | 1.73 | 1.61 | 8.23 | 8.15 | 8.16 | 5 | |
| 短期(1-3) | 232466 | 99.20 | 99.31 | 1.98 | 0.52 | 0.91 | 0.91 | 1.97 | 1.96 | 1.97 | 5 | |
| 中期(3-7) | 319543 | 97.79 | 97.95 | 4.84 | 0.77 | 1.23 | 1.22 | 4.74 | 4.71 | 4.74 | 5 | |
| 長期(7- ) | 600292 | 83.63 | 83.83 | 16.40 | 1.17 | 2.41 | 2.18 | 13.28 | 13.12 | 13.14 | 4 | |
| 長期(7-11) | 211848 | 96.54 | 96.77 | 8.72 | 1.15 | 1.60 | 1.57 | 8.28 | 8.21 | 8.27 | 4 | |
| 超長期(11-) | 388444 | 76.60 | 76.78 | 20.59 | 1.17 | 2.96 | 2.60 | 16.71 | 16.49 | 16.48 | 4 | |
| 除く国債 | 172190 | 92.64 | 92.81 | 7.28 | 0.80 | 1.64 | 1.67 | 6.20 | 6.14 | 6.21 | 30 | |
| 短期(1-3) | 42296 | 98.83 | 98.97 | 2.07 | 0.58 | 1.16 | 1.15 | 2.05 | 2.04 | 2.05 | 28 | |
| 中期(3-7) | 57616 | 96.58 | 96.76 | 4.75 | 0.72 | 1.47 | 1.44 | 4.65 | 4.61 | 4.65 | 29 | |
| 長期(7- ) | 72278 | 85.86 | 86.07 | 12.34 | 1.00 | 2.13 | 2.22 | 10.38 | 10.25 | 10.40 | 32 | |
| 長期(7-11) | 27660 | 94.71 | 94.97 | 8.67 | 1.15 | 1.85 | 1.81 | 8.22 | 8.14 | 8.21 | 28 | |
| 超長期(11-) | 44618 | 80.38 | 80.56 | 14.61 | 0.91 | 2.33 | 2.52 | 11.96 | 11.80 | 12.00 | 36 | |
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