| ------------ 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 | 338.273 | -21.38 | -17.26 | -18.32 | 1.05 | -4.54 | -5.76 | |
| 短期(1-3) | 233.937 | -8.28 | -3.05 | -3.60 | 0.56 | 0.44 | 0.05 | |
| 中期(3-7) | 327.486 | -30.33 | -13.39 | -14.22 | 0.83 | -0.84 | -2.05 | |
| 長期(7- ) | 471.326 | -21.91 | -26.20 | -27.63 | 1.42 | -8.82 | -10.24 | |
| 長期(7-11)*2 | 182.344 | -65.52 | -26.77 | -28.00 | 1.23 | -3.05 | -4.96 | |
| 超長期(11-)*2 | 200.366 | 6.83 | -25.83 | -27.38 | 1.55 | -12.40 | -13.45 | |
| 国債 | 346.584 | -19.26 | -17.45 | -18.53 | 1.08 | -4.87 | -6.07 | |
| 短期(1-3) | 220.437 | -8.47 | -3.06 | -3.61 | 0.54 | 0.39 | 0.01 | |
| 中期(3-7) | 325.766 | -31.14 | -13.61 | -14.45 | 0.84 | -0.91 | -2.11 | |
| 長期(7- ) | 478.526 | -17.03 | -25.85 | -27.30 | 1.45 | -9.10 | -10.48 | |
| 長期(7-11)*2 | 180.723 | -66.16 | -26.85 | -28.08 | 1.22 | -3.08 | -4.97 | |
| 超長期(11-)*2 | 198.266 | 14.73 | -25.20 | -26.80 | 1.60 | -12.80 | -13.79 | |
| 地方債 | 370.735 | -33.68 | -17.08 | -17.87 | 0.79 | -2.30 | -3.97 | |
| 政保債 | 342.082 | -26.27 | -16.80 | -17.77 | 0.98 | -3.73 | -5.23 | |
| 金融債 | 270.457 | -14.28 | -6.82 | -7.45 | 0.63 | 0.03 | -0.66 | |
| 事業債 | 369.772 | -20.14 | -12.63 | -13.64 | 1.01 | -2.05 | -3.22 | |
| 円建外債 | 392.473 | -14.34 | -7.32 | -8.55 | 1.23 | 0.39 | -0.07 | |
| MBS*3 | 112.204 | -123.50 | -36.43 | -37.23 | 0.80 | -8.45 | -9.00 | |
| ABS*4 | 110.915 | -27.57 | -13.22 | -14.06 | 0.84 | -0.67 | -1.91 | |
| 除くMBS | 338.293 | -20.24 | -17.05 | -18.10 | 1.06 | -4.50 | -5.72 | |
| 短期(1-3) | 233.937 | -8.28 | -3.05 | -3.60 | 0.56 | 0.44 | 0.05 | |
| 中期(3-7) | 327.485 | -30.33 | -13.39 | -14.22 | 0.83 | -0.84 | -2.05 | |
| 長期(7- ) | 472.796 | -19.52 | -25.96 | -27.40 | 1.44 | -8.83 | -10.27 | |
| 長期(7-11)*2 | 182.333 | -65.56 | -26.79 | -28.02 | 1.23 | -3.05 | -4.97 | |
| 超長期(11-)*2 | 201.424 | 12.00 | -25.40 | -26.98 | 1.58 | -12.55 | -13.61 | |
| 除くABS | 338.288 | -21.37 | -17.26 | -18.32 | 1.05 | -4.55 | -5.76 | |
| 短期(1-3) | 233.895 | -8.28 | -3.05 | -3.60 | 0.56 | 0.44 | 0.05 | |
| 中期(3-7) | 327.480 | -30.33 | -13.39 | -14.22 | 0.83 | -0.84 | -2.05 | |
| 長期(7- ) | 471.318 | -21.91 | -26.20 | -27.63 | 1.42 | -8.82 | -10.24 | |
| 長期(7-11)*2 | 182.338 | -65.52 | -26.77 | -28.00 | 1.23 | -3.05 | -4.96 | |
| 超長期(11-)*2 | 200.363 | 6.84 | -25.83 | -27.38 | 1.55 | -12.40 | -13.45 | |
| 除くMBS・ABS | 338.308 | -20.23 | -17.05 | -18.11 | 1.06 | -4.50 | -5.72 | |
| 短期(1-3) | 233.895 | -8.28 | -3.05 | -3.60 | 0.56 | 0.44 | 0.05 | |
| 中期(3-7) | 327.479 | -30.33 | -13.39 | -14.22 | 0.83 | -0.84 | -2.05 | |
| 長期(7- ) | 472.788 | -19.51 | -25.96 | -27.40 | 1.44 | -8.83 | -10.27 | |
| 長期(7-11)*2 | 182.327 | -65.56 | -26.79 | -28.02 | 1.23 | -3.05 | -4.97 | |
| 超長期(11-)*2 | 201.421 | 12.01 | -25.39 | -26.98 | 1.58 | -12.55 | -13.62 | |
| 除く国債* | 162.576 | -33.20 | -16.21 | -17.12 | 0.91 | -2.67 | -3.99 | |
| 短期(1-3)* | 134.314 | -7.42 | -2.97 | -3.59 | 0.62 | 0.66 | 0.22 | |
| 中期(3-7)* | 162.997 | -26.54 | -12.35 | -13.12 | 0.78 | -0.51 | -1.80 | |
| 長期(7- )* | 210.847 | -57.06 | -28.76 | -29.98 | 1.21 | -6.72 | -8.47 | |
| 長期(7-11)*2 | 188.320 | -61.33 | -26.24 | -27.51 | 1.26 | -2.86 | -4.92 | |
| 超長期(11-)*2 | 208.531 | -53.83 | -30.66 | -31.84 | 1.18 | -9.37 | -10.85 | |
| 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 | 1163157 | 89.22 | 89.52 | 10.30 | 0.95 | 1.97 | 1.85 | 8.17 | 8.08 | 8.11 | 6 | |
| 短期(1-3) | 234388 | 98.88 | 99.06 | 2.06 | 0.55 | 1.09 | 1.08 | 2.04 | 2.03 | 2.04 | 6 | |
| 中期(3-7) | 319417 | 96.72 | 96.98 | 4.93 | 0.81 | 1.50 | 1.47 | 4.81 | 4.78 | 4.81 | 5 | |
| 長期(7- ) | 609351 | 81.58 | 81.95 | 16.29 | 1.18 | 2.67 | 2.43 | 13.11 | 12.94 | 12.99 | 6 | |
| 長期(7-11) | 209099 | 94.38 | 94.78 | 8.78 | 1.18 | 1.92 | 1.87 | 8.30 | 8.22 | 8.29 | 5 | |
| 超長期(11-) | 400253 | 74.90 | 75.25 | 20.21 | 1.18 | 3.16 | 2.80 | 16.27 | 16.04 | 16.08 | 6 | |
| 国債 | 990920 | 88.85 | 89.16 | 10.83 | 0.97 | 1.98 | 1.83 | 8.53 | 8.43 | 8.46 | 1 | |
| 短期(1-3) | 191621 | 98.96 | 99.14 | 2.04 | 0.54 | 1.03 | 1.03 | 2.03 | 2.02 | 2.03 | 1 | |
| 中期(3-7) | 262264 | 96.96 | 97.23 | 4.97 | 0.82 | 1.45 | 1.43 | 4.84 | 4.81 | 4.84 | 1 | |
| 長期(7- ) | 537035 | 81.28 | 81.67 | 16.82 | 1.20 | 2.70 | 2.42 | 13.49 | 13.32 | 13.36 | 1 | |
| 長期(7-11) | 180953 | 94.63 | 95.04 | 8.79 | 1.17 | 1.88 | 1.83 | 8.31 | 8.23 | 8.30 | 1 | |
| 超長期(11-) | 356082 | 74.50 | 74.87 | 20.90 | 1.21 | 3.24 | 2.80 | 16.84 | 16.60 | 16.62 | 2 | |
| 地方債 | 66376 | 92.10 | 92.30 | 7.18 | 0.74 | 1.78 | 1.76 | 6.38 | 6.31 | 6.35 | 15 | |
| 政保債 | 14415 | 89.89 | 90.10 | 9.11 | 0.88 | 1.93 | 1.79 | 7.36 | 7.27 | 7.32 | 10 | |
| 金融債 | 3036 | 97.23 | 97.39 | 3.22 | 0.62 | 1.52 | 1.50 | 3.13 | 3.11 | 3.13 | 31 | |
| 事業債 | 70501 | 91.65 | 91.89 | 7.25 | 0.94 | 2.04 | 1.94 | 5.86 | 5.80 | 5.83 | 42 | |
| 円建外債 | 3904 | 97.52 | 97.80 | 3.49 | 1.21 | 1.92 | 1.90 | 3.21 | 3.18 | 3.21 | 71 | |
| MBS | 13407 | 84.95 | 84.95 | 8.08 | 0.67 | 1.41 | 2.75 | 7.00 | 6.91 | 7.51 | 71 | |
| ABS | 598 | 92.21 | 92.40 | 5.58 | 0.79 | 2.18 | 2.09 | 5.07 | 5.01 | 5.07 | 66 | |
| 除くMBS | 1149749 | 89.27 | 89.58 | 10.33 | 0.95 | 1.97 | 1.84 | 8.18 | 8.09 | 8.12 | 5 | |
| 短期(1-3) | 234388 | 98.88 | 99.06 | 2.06 | 0.55 | 1.09 | 1.08 | 2.04 | 2.03 | 2.04 | 6 | |
| 中期(3-7) | 319399 | 96.72 | 96.98 | 4.93 | 0.81 | 1.50 | 1.47 | 4.81 | 4.78 | 4.81 | 5 | |
| 長期(7- ) | 595962 | 81.51 | 81.88 | 16.47 | 1.19 | 2.70 | 2.43 | 13.25 | 13.08 | 13.12 | 4 | |
| 長期(7-11) | 208983 | 94.38 | 94.77 | 8.79 | 1.18 | 1.92 | 1.87 | 8.30 | 8.22 | 8.29 | 5 | |
| 超長期(11-) | 386979 | 74.55 | 74.92 | 20.62 | 1.20 | 3.23 | 2.80 | 16.63 | 16.39 | 16.41 | 4 | |
| 除くABS | 1162559 | 89.22 | 89.52 | 10.30 | 0.95 | 1.97 | 1.85 | 8.17 | 8.08 | 8.12 | 6 | |
| 短期(1-3) | 234218 | 98.88 | 99.06 | 2.06 | 0.55 | 1.08 | 1.08 | 2.04 | 2.03 | 2.04 | 6 | |
| 中期(3-7) | 319128 | 96.72 | 96.98 | 4.93 | 0.81 | 1.50 | 1.47 | 4.81 | 4.78 | 4.81 | 5 | |
| 長期(7- ) | 609212 | 81.58 | 81.95 | 16.29 | 1.18 | 2.67 | 2.43 | 13.11 | 12.94 | 12.99 | 6 | |
| 長期(7-11) | 209006 | 94.38 | 94.78 | 8.78 | 1.18 | 1.92 | 1.87 | 8.30 | 8.22 | 8.29 | 5 | |
| 超長期(11-) | 400207 | 74.90 | 75.25 | 20.21 | 1.18 | 3.16 | 2.80 | 16.27 | 16.04 | 16.08 | 6 | |
| 除くMBS・ABS | 1149151 | 89.27 | 89.58 | 10.33 | 0.95 | 1.97 | 1.84 | 8.19 | 8.09 | 8.12 | 5 | |
| 短期(1-3) | 234218 | 98.88 | 99.06 | 2.06 | 0.55 | 1.08 | 1.08 | 2.04 | 2.03 | 2.04 | 6 | |
| 中期(3-7) | 319110 | 96.72 | 96.98 | 4.93 | 0.81 | 1.50 | 1.47 | 4.81 | 4.78 | 4.81 | 5 | |
| 長期(7- ) | 595823 | 81.51 | 81.88 | 16.47 | 1.19 | 2.70 | 2.43 | 13.25 | 13.08 | 13.12 | 4 | |
| 長期(7-11) | 208891 | 94.38 | 94.78 | 8.79 | 1.18 | 1.92 | 1.87 | 8.30 | 8.22 | 8.29 | 5 | |
| 超長期(11-) | 386933 | 74.55 | 74.92 | 20.62 | 1.20 | 3.23 | 2.80 | 16.63 | 16.39 | 16.41 | 4 | |
| 除く国債 | 172237 | 91.39 | 91.59 | 7.28 | 0.84 | 1.87 | 1.90 | 6.15 | 6.08 | 6.16 | 32 | |
| 短期(1-3) | 42768 | 98.55 | 98.72 | 2.12 | 0.62 | 1.32 | 1.31 | 2.10 | 2.08 | 2.10 | 28 | |
| 中期(3-7) | 57152 | 95.63 | 95.82 | 4.77 | 0.75 | 1.72 | 1.68 | 4.67 | 4.63 | 4.66 | 28 | |
| 長期(7- ) | 72317 | 83.80 | 84.03 | 12.32 | 1.03 | 2.40 | 2.52 | 10.31 | 10.17 | 10.34 | 37 | |
| 長期(7-11) | 28145 | 92.78 | 93.08 | 8.70 | 1.19 | 2.17 | 2.10 | 8.21 | 8.13 | 8.21 | 29 | |
| 超長期(11-) | 44171 | 78.08 | 78.26 | 14.63 | 0.93 | 2.57 | 2.83 | 11.89 | 11.72 | 11.95 | 44 | |
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