| ------------ 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 | 332.016 | -6.66 | -15.41 | -16.49 | 1.08 | -5.98 | -15.41 | |
| 短期(1-3) | 233.466 | -5.27 | -0.96 | -1.53 | 0.57 | 0.13 | -0.96 | |
| 中期(3-7) | 324.801 | -15.86 | -4.69 | -5.54 | 0.84 | -1.68 | -4.69 | |
| 長期(7- ) | 456.003 | -1.47 | -28.81 | -30.27 | 1.46 | -11.09 | -28.81 | |
| 長期(7-11)*2 | 179.051 | -40.51 | -12.33 | -13.59 | 1.26 | -4.69 | -12.33 | |
| 超長期(11-)*2 | 191.935 | 25.11 | -39.75 | -41.34 | 1.59 | -15.06 | -39.75 | |
| 国債 | 339.931 | -3.82 | -16.11 | -17.22 | 1.11 | -6.33 | -16.11 | |
| 短期(1-3) | 219.983 | -5.28 | -1.00 | -1.55 | 0.55 | 0.08 | -1.00 | |
| 中期(3-7) | 323.054 | -15.78 | -4.76 | -5.62 | 0.85 | -1.76 | -4.76 | |
| 長期(7- ) | 462.784 | 3.96 | -29.29 | -30.78 | 1.49 | -11.36 | -29.29 | |
| 長期(7-11)*2 | 177.444 | -40.53 | -12.38 | -13.64 | 1.26 | -4.73 | -12.38 | |
| 超長期(11-)*2 | 189.844 | 33.66 | -40.29 | -41.94 | 1.65 | -15.42 | -40.29 | |
| 地方債 | 365.372 | -26.09 | -10.93 | -11.75 | 0.81 | -3.64 | -10.93 | |
| 政保債 | 336.291 | -8.63 | -13.17 | -14.15 | 0.98 | -5.12 | -13.17 | |
| 金融債 | 269.313 | -8.19 | -2.31 | -2.98 | 0.67 | -0.49 | -2.31 | |
| 事業債 | 365.634 | -8.49 | -8.43 | -9.45 | 1.02 | -3.05 | -8.43 | |
| 円建外債 | 390.903 | -4.50 | -2.00 | -3.31 | 1.31 | -0.15 | -2.00 | |
| MBS*3 | 107.935 | -111.59 | -35.38 | -36.16 | 0.79 | -11.41 | -35.38 | |
| ABS*4 | 109.928 | -15.80 | -5.92 | -6.78 | 0.86 | -1.62 | -5.92 | |
| 除くMBS | 332.109 | -5.52 | -15.19 | -16.27 | 1.08 | -5.91 | -15.19 | |
| 短期(1-3) | 233.466 | -5.27 | -0.96 | -1.53 | 0.57 | 0.13 | -0.96 | |
| 中期(3-7) | 324.801 | -15.87 | -4.69 | -5.54 | 0.84 | -1.68 | -4.69 | |
| 長期(7- ) | 457.487 | 1.08 | -28.65 | -30.13 | 1.48 | -11.08 | -28.65 | |
| 長期(7-11)*2 | 179.038 | -40.52 | -12.34 | -13.60 | 1.26 | -4.70 | -12.34 | |
| 超長期(11-)*2 | 192.920 | 30.50 | -39.90 | -41.52 | 1.63 | -15.19 | -39.90 | |
| 除くABS | 332.029 | -6.66 | -15.41 | -16.49 | 1.08 | -5.98 | -15.41 | |
| 短期(1-3) | 233.425 | -5.27 | -0.96 | -1.53 | 0.57 | 0.13 | -0.96 | |
| 中期(3-7) | 324.795 | -15.87 | -4.69 | -5.54 | 0.84 | -1.69 | -4.69 | |
| 長期(7- ) | 455.995 | -1.46 | -28.81 | -30.27 | 1.46 | -11.09 | -28.81 | |
| 長期(7-11)*2 | 179.045 | -40.51 | -12.33 | -13.59 | 1.26 | -4.69 | -12.33 | |
| 超長期(11-)*2 | 191.931 | 25.11 | -39.75 | -41.34 | 1.59 | -15.06 | -39.75 | |
| 除くMBS・ABS | 332.122 | -5.52 | -15.19 | -16.27 | 1.08 | -5.92 | -15.19 | |
| 短期(1-3) | 233.425 | -5.27 | -0.96 | -1.53 | 0.57 | 0.13 | -0.96 | |
| 中期(3-7) | 324.795 | -15.87 | -4.69 | -5.54 | 0.84 | -1.69 | -4.69 | |
| 長期(7- ) | 457.479 | 1.09 | -28.65 | -30.13 | 1.48 | -11.08 | -28.65 | |
| 長期(7-11)*2 | 179.032 | -40.52 | -12.34 | -13.60 | 1.26 | -4.70 | -12.34 | |
| 超長期(11-)*2 | 192.916 | 30.50 | -39.90 | -41.53 | 1.63 | -15.19 | -39.90 | |
| 除く国債* | 160.207 | -22.55 | -11.46 | -12.38 | 0.92 | -3.96 | -11.46 | |
| 短期(1-3)* | 134.071 | -5.26 | -0.82 | -1.46 | 0.64 | 0.34 | -0.82 | |
| 中期(3-7)* | 161.758 | -16.25 | -4.36 | -5.15 | 0.79 | -1.34 | -4.36 | |
| 長期(7- )* | 204.586 | -40.67 | -25.31 | -26.55 | 1.24 | -9.05 | -25.31 | |
| 長期(7-11)*2 | 185.021 | -40.34 | -12.00 | -13.30 | 1.30 | -4.47 | -12.00 | |
| 超長期(11-)*2 | 200.398 | -40.93 | -35.52 | -36.71 | 1.19 | -12.26 | -35.52 | |
| 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 | 1171880 | 87.50 | 87.75 | 10.20 | 0.96 | 2.23 | 2.08 | 7.95 | 7.84 | 7.89 | 6 | |
| 短期(1-3) | 234875 | 98.61 | 98.74 | 1.94 | 0.56 | 1.27 | 1.26 | 1.93 | 1.92 | 1.93 | 5 | |
| 中期(3-7) | 322319 | 95.85 | 96.04 | 4.81 | 0.81 | 1.72 | 1.69 | 4.69 | 4.65 | 4.69 | 5 | |
| 長期(7- ) | 614686 | 78.89 | 79.20 | 16.17 | 1.19 | 3.01 | 2.71 | 12.88 | 12.70 | 12.76 | 6 | |
| 長期(7-11) | 212167 | 92.56 | 92.85 | 8.67 | 1.18 | 2.20 | 2.12 | 8.19 | 8.11 | 8.19 | 4 | |
| 超長期(11-) | 402518 | 71.68 | 72.01 | 20.13 | 1.19 | 3.56 | 3.11 | 16.07 | 15.82 | 15.88 | 8 | |
| 国債 | 999342 | 87.08 | 87.34 | 10.71 | 0.98 | 2.25 | 2.06 | 8.29 | 8.19 | 8.23 | 1 | |
| 短期(1-3) | 191927 | 98.68 | 98.82 | 1.92 | 0.54 | 1.21 | 1.21 | 1.91 | 1.90 | 1.91 | 0 | |
| 中期(3-7) | 265191 | 96.07 | 96.27 | 4.84 | 0.83 | 1.68 | 1.65 | 4.72 | 4.68 | 4.72 | 0 | |
| 長期(7- ) | 542224 | 78.58 | 78.90 | 16.70 | 1.21 | 3.05 | 2.69 | 13.26 | 13.07 | 13.12 | 1 | |
| 長期(7-11) | 183761 | 92.80 | 93.09 | 8.68 | 1.18 | 2.16 | 2.09 | 8.20 | 8.12 | 8.20 | 1 | |
| 超長期(11-) | 358464 | 71.29 | 71.63 | 20.81 | 1.22 | 3.65 | 3.09 | 16.63 | 16.37 | 16.40 | 2 | |
| 地方債 | 66434 | 90.66 | 90.87 | 7.11 | 0.75 | 2.04 | 2.00 | 6.24 | 6.17 | 6.22 | 16 | |
| 政保債 | 14554 | 88.33 | 88.48 | 8.96 | 0.90 | 2.18 | 2.01 | 7.11 | 7.02 | 7.08 | 11 | |
| 金融債 | 3058 | 96.74 | 96.89 | 3.17 | 0.65 | 1.73 | 1.70 | 3.08 | 3.05 | 3.08 | 31 | |
| 事業債 | 70630 | 90.51 | 90.72 | 7.14 | 0.95 | 2.28 | 2.15 | 5.69 | 5.62 | 5.66 | 41 | |
| 円建外債 | 3886 | 96.94 | 97.21 | 3.47 | 1.29 | 2.17 | 2.13 | 3.18 | 3.14 | 3.17 | 73 | |
| MBS | 13377 | 81.56 | 81.60 | 8.14 | 0.68 | 1.62 | 3.29 | 6.85 | 6.74 | 7.37 | 100 | |
| ABS | 600 | 91.31 | 91.51 | 5.46 | 0.79 | 2.42 | 2.30 | 4.93 | 4.86 | 4.92 | 66 | |
| 除くMBS | 1158502 | 87.57 | 87.82 | 10.22 | 0.96 | 2.24 | 2.06 | 7.96 | 7.86 | 7.90 | 5 | |
| 短期(1-3) | 234875 | 98.61 | 98.74 | 1.94 | 0.56 | 1.27 | 1.26 | 1.93 | 1.92 | 1.93 | 5 | |
| 中期(3-7) | 322282 | 95.85 | 96.04 | 4.81 | 0.81 | 1.72 | 1.69 | 4.69 | 4.65 | 4.69 | 5 | |
| 長期(7- ) | 601346 | 78.83 | 79.15 | 16.35 | 1.20 | 3.04 | 2.70 | 13.02 | 12.83 | 12.89 | 4 | |
| 長期(7-11) | 212073 | 92.56 | 92.85 | 8.67 | 1.19 | 2.20 | 2.12 | 8.20 | 8.11 | 8.19 | 4 | |
| 超長期(11-) | 389272 | 71.35 | 71.68 | 20.53 | 1.21 | 3.64 | 3.10 | 16.42 | 16.16 | 16.20 | 4 | |
| 除くABS | 1171280 | 87.50 | 87.75 | 10.20 | 0.96 | 2.23 | 2.08 | 7.95 | 7.85 | 7.89 | 6 | |
| 短期(1-3) | 234707 | 98.61 | 98.74 | 1.94 | 0.56 | 1.27 | 1.26 | 1.93 | 1.92 | 1.93 | 5 | |
| 中期(3-7) | 322024 | 95.85 | 96.04 | 4.81 | 0.81 | 1.72 | 1.69 | 4.69 | 4.65 | 4.69 | 5 | |
| 長期(7- ) | 614550 | 78.89 | 79.20 | 16.17 | 1.19 | 3.01 | 2.71 | 12.88 | 12.70 | 12.76 | 6 | |
| 長期(7-11) | 212078 | 92.56 | 92.85 | 8.67 | 1.19 | 2.20 | 2.12 | 8.19 | 8.11 | 8.19 | 4 | |
| 超長期(11-) | 402472 | 71.68 | 72.01 | 20.13 | 1.19 | 3.56 | 3.11 | 16.07 | 15.82 | 15.88 | 8 | |
| 除くMBS・ABS | 1157903 | 87.57 | 87.82 | 10.22 | 0.96 | 2.24 | 2.06 | 7.96 | 7.86 | 7.90 | 5 | |
| 短期(1-3) | 234707 | 98.61 | 98.74 | 1.94 | 0.56 | 1.27 | 1.26 | 1.93 | 1.92 | 1.93 | 5 | |
| 中期(3-7) | 321987 | 95.85 | 96.04 | 4.81 | 0.81 | 1.72 | 1.69 | 4.69 | 4.65 | 4.69 | 5 | |
| 長期(7- ) | 601210 | 78.83 | 79.15 | 16.35 | 1.20 | 3.04 | 2.70 | 13.02 | 12.83 | 12.89 | 4 | |
| 長期(7-11) | 211984 | 92.56 | 92.85 | 8.67 | 1.19 | 2.20 | 2.12 | 8.20 | 8.11 | 8.19 | 4 | |
| 超長期(11-) | 389226 | 71.35 | 71.68 | 20.53 | 1.21 | 3.64 | 3.10 | 16.42 | 16.16 | 16.20 | 4 | |
| 除く国債 | 172538 | 89.95 | 90.14 | 7.20 | 0.85 | 2.12 | 2.15 | 5.99 | 5.91 | 6.00 | 34 | |
| 短期(1-3) | 42948 | 98.26 | 98.41 | 2.03 | 0.64 | 1.51 | 1.50 | 2.02 | 2.00 | 2.02 | 28 | |
| 中期(3-7) | 57129 | 94.79 | 94.98 | 4.68 | 0.76 | 1.95 | 1.90 | 4.57 | 4.53 | 4.57 | 28 | |
| 長期(7- ) | 72462 | 81.20 | 81.43 | 12.25 | 1.04 | 2.71 | 2.85 | 10.14 | 9.99 | 10.17 | 44 | |
| 長期(7-11) | 28407 | 91.00 | 91.31 | 8.63 | 1.20 | 2.46 | 2.36 | 8.13 | 8.04 | 8.12 | 29 | |
| 超長期(11-) | 44055 | 74.88 | 75.06 | 14.59 | 0.93 | 2.91 | 3.23 | 11.71 | 11.52 | 11.77 | 55 | |
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