------------ 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 | 367.479 | 50.28 | 1.19 | 0.39 | 0.80 | -2.01 | -1.26 | |
短期(1-3) | 234.631 | 3.79 | 0.41 | 0.03 | 0.38 | -0.29 | -0.79 | |
中期(3-7) | 337.838 | 23.83 | 1.01 | 0.38 | 0.63 | -0.49 | -1.65 | |
長期(7- ) | 545.822 | 83.42 | 1.60 | 0.54 | 1.06 | -3.46 | -1.24 | |
長期(7-11)*2 | 194.970 | 44.33 | 1.90 | 0.97 | 0.93 | -1.03 | -0.85 | |
超長期(11-)*2 | 243.881 | 106.16 | 1.43 | 0.29 | 1.13 | -4.81 | -1.46 | |
国債 | 378.334 | 52.63 | 1.01 | 0.19 | 0.82 | -2.27 | -1.44 | |
短期(1-3) | 221.248 | 3.72 | 0.32 | -0.05 | 0.37 | -0.36 | -0.86 | |
中期(3-7) | 336.396 | 23.97 | 0.82 | 0.18 | 0.64 | -0.62 | -1.81 | |
長期(7- ) | 556.526 | 85.76 | 1.38 | 0.29 | 1.09 | -3.75 | -1.48 | |
長期(7-11)*2 | 193.318 | 44.51 | 1.72 | 0.77 | 0.95 | -1.23 | -1.05 | |
超長期(11-)*2 | 242.815 | 109.54 | 1.18 | 0.02 | 1.16 | -5.13 | -1.71 | |
地方債 | 392.031 | 38.93 | 1.91 | 1.31 | 0.60 | -0.63 | -0.68 | |
政保債 | 368.362 | 45.13 | 1.97 | 1.26 | 0.70 | -1.37 | -0.49 | |
金融債 | 273.439 | 11.40 | 0.88 | 0.65 | 0.23 | -0.22 | -0.96 | |
事業債 | 387.607 | 35.69 | 2.70 | 1.98 | 0.71 | -0.44 | 0.27 | |
円建外債 | 391.654 | 20.36 | 2.65 | 1.54 | 1.11 | 1.68 | 1.42 | |
MBS*3 | 125.488 | 40.79 | 1.11 | 0.43 | 0.69 | -0.92 | -1.16 | |
ABS*4 | 113.944 | 28.30 | 1.67 | 0.95 | 0.72 | -0.28 | -0.82 | |
除くMBS | 367.381 | 50.40 | 1.19 | 0.39 | 0.80 | -2.03 | -1.26 | |
短期(1-3) | 234.631 | 3.79 | 0.41 | 0.03 | 0.38 | -0.29 | -0.79 | |
中期(3-7) | 337.838 | 23.83 | 1.01 | 0.38 | 0.63 | -0.49 | -1.65 | |
長期(7- ) | 547.990 | 84.49 | 1.61 | 0.54 | 1.07 | -3.52 | -1.25 | |
長期(7-11)*2 | 194.966 | 44.36 | 1.90 | 0.97 | 0.93 | -1.03 | -0.85 | |
超長期(11-)*2 | 245.970 | 108.74 | 1.44 | 0.29 | 1.15 | -4.96 | -1.48 | |
除くABS | 367.507 | 50.30 | 1.19 | 0.39 | 0.80 | -2.01 | -1.26 | |
短期(1-3) | 234.591 | 3.79 | 0.41 | 0.03 | 0.38 | -0.29 | -0.79 | |
中期(3-7) | 337.835 | 23.84 | 1.01 | 0.38 | 0.63 | -0.49 | -1.65 | |
長期(7- ) | 545.824 | 83.43 | 1.60 | 0.54 | 1.06 | -3.46 | -1.24 | |
長期(7-11)*2 | 194.964 | 44.33 | 1.90 | 0.97 | 0.93 | -1.03 | -0.85 | |
超長期(11-)*2 | 243.879 | 106.17 | 1.43 | 0.29 | 1.13 | -4.81 | -1.46 | |
除くMBS・ABS | 367.409 | 50.42 | 1.19 | 0.39 | 0.80 | -2.03 | -1.26 | |
短期(1-3) | 234.591 | 3.79 | 0.41 | 0.03 | 0.38 | -0.29 | -0.79 | |
中期(3-7) | 337.835 | 23.84 | 1.01 | 0.38 | 0.63 | -0.49 | -1.65 | |
長期(7- ) | 547.992 | 84.50 | 1.61 | 0.54 | 1.07 | -3.52 | -1.25 | |
長期(7-11)*2 | 194.960 | 44.36 | 1.90 | 0.97 | 0.93 | -1.03 | -0.85 | |
超長期(11-)*2 | 245.969 | 108.75 | 1.44 | 0.29 | 1.15 | -4.96 | -1.48 | |
除く国債* | 171.878 | 37.31 | 2.16 | 1.49 | 0.67 | -0.59 | -0.29 | |
短期(1-3)* | 134.274 | 4.13 | 0.83 | 0.43 | 0.40 | 0.03 | -0.47 | |
中期(3-7)* | 167.402 | 23.27 | 1.84 | 1.26 | 0.58 | 0.07 | -0.98 | |
長期(7- )* | 236.791 | 67.23 | 3.16 | 2.28 | 0.88 | -1.42 | 0.36 | |
長期(7-11)*2 | 200.775 | 43.08 | 3.11 | 2.29 | 0.82 | 0.29 | 0.50 | |
超長期(11-)*2 | 242.520 | 82.21 | 3.19 | 2.27 | 0.92 | -2.45 | 0.29 | |
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 | 1124835 | 98.60 | 98.70 | 10.21 | 0.78 | 0.72 | 0.70 | 8.95 | 8.90 | 8.92 | 4 | |
短期(1-3) | 230966 | 100.35 | 100.41 | 2.00 | 0.38 | 0.19 | 0.19 | 1.99 | 1.99 | 1.99 | 5 | |
中期(3-7) | 303252 | 101.31 | 101.42 | 4.86 | 0.63 | 0.37 | 0.37 | 4.79 | 4.78 | 4.78 | 5 | |
長期(7- ) | 590617 | 96.52 | 96.64 | 16.17 | 1.02 | 1.11 | 1.09 | 14.03 | 13.94 | 13.96 | 4 | |
長期(7-11) | 203923 | 102.82 | 102.97 | 8.77 | 0.95 | 0.64 | 0.64 | 8.42 | 8.39 | 8.42 | 4 | |
超長期(11-) | 386694 | 93.19 | 93.31 | 20.07 | 1.05 | 1.39 | 1.35 | 17.29 | 17.17 | 17.18 | 4 | |
国債 | 951212 | 98.70 | 98.81 | 10.72 | 0.80 | 0.71 | 0.69 | 9.36 | 9.31 | 9.31 | 0 | |
短期(1-3) | 190180 | 100.44 | 100.50 | 1.99 | 0.37 | 0.15 | 0.15 | 1.99 | 1.99 | 1.99 | 0 | |
中期(3-7) | 245862 | 101.63 | 101.73 | 4.88 | 0.64 | 0.32 | 0.33 | 4.81 | 4.80 | 4.81 | 0 | |
長期(7- ) | 515170 | 96.67 | 96.79 | 16.72 | 1.04 | 1.12 | 1.09 | 14.47 | 14.37 | 14.39 | 1 | |
長期(7-11) | 176304 | 103.27 | 103.42 | 8.81 | 0.97 | 0.60 | 0.61 | 8.45 | 8.42 | 8.45 | 0 | |
超長期(11-) | 338866 | 93.23 | 93.34 | 20.84 | 1.08 | 1.41 | 1.36 | 17.93 | 17.81 | 17.81 | 1 | |
地方債 | 67366 | 98.70 | 98.79 | 7.43 | 0.59 | 0.63 | 0.64 | 6.94 | 6.91 | 6.92 | 12 | |
政保債 | 14396 | 98.26 | 98.45 | 9.18 | 0.69 | 0.69 | 0.67 | 8.07 | 8.03 | 8.05 | 7 | |
金融債 | 3455 | 99.13 | 99.17 | 3.17 | 0.23 | 0.48 | 0.48 | 3.13 | 3.12 | 3.13 | 26 | |
事業債 | 69672 | 97.44 | 97.60 | 7.54 | 0.69 | 0.89 | 0.87 | 6.60 | 6.56 | 6.57 | 39 | |
円建外債 | 3652 | 99.33 | 99.62 | 3.84 | 1.10 | 1.22 | 1.21 | 3.66 | 3.64 | 3.66 | 95 | |
MBS | 14373 | 96.76 | 96.79 | 7.03 | 0.64 | 0.75 | 1.00 | 6.64 | 6.60 | 6.81 | 22 | |
ABS | 710 | 96.93 | 97.12 | 5.76 | 0.70 | 1.06 | 1.04 | 5.38 | 5.34 | 5.37 | 66 | |
除くMBS | 1110462 | 98.62 | 98.73 | 10.25 | 0.78 | 0.72 | 0.70 | 8.98 | 8.93 | 8.94 | 4 | |
短期(1-3) | 230966 | 100.35 | 100.41 | 2.00 | 0.38 | 0.19 | 0.19 | 1.99 | 1.99 | 1.99 | 5 | |
中期(3-7) | 303252 | 101.31 | 101.42 | 4.86 | 0.63 | 0.37 | 0.37 | 4.79 | 4.78 | 4.78 | 5 | |
長期(7- ) | 576244 | 96.51 | 96.64 | 16.39 | 1.02 | 1.12 | 1.09 | 14.21 | 14.12 | 14.13 | 3 | |
長期(7-11) | 203719 | 102.82 | 102.97 | 8.78 | 0.95 | 0.64 | 0.64 | 8.43 | 8.40 | 8.42 | 4 | |
超長期(11-) | 372525 | 93.06 | 93.18 | 20.56 | 1.06 | 1.42 | 1.37 | 17.71 | 17.58 | 17.59 | 3 | |
除くABS | 1124125 | 98.60 | 98.71 | 10.21 | 0.78 | 0.72 | 0.70 | 8.96 | 8.91 | 8.92 | 4 | |
短期(1-3) | 230762 | 100.35 | 100.41 | 2.00 | 0.38 | 0.19 | 0.19 | 1.99 | 1.99 | 1.99 | 5 | |
中期(3-7) | 302969 | 101.32 | 101.42 | 4.86 | 0.63 | 0.37 | 0.37 | 4.79 | 4.78 | 4.78 | 5 | |
長期(7- ) | 590394 | 96.52 | 96.65 | 16.17 | 1.02 | 1.11 | 1.09 | 14.03 | 13.94 | 13.96 | 4 | |
長期(7-11) | 203786 | 102.82 | 102.97 | 8.77 | 0.95 | 0.63 | 0.64 | 8.42 | 8.39 | 8.42 | 4 | |
超長期(11-) | 386608 | 93.20 | 93.31 | 20.07 | 1.05 | 1.39 | 1.35 | 17.29 | 17.17 | 17.18 | 4 | |
除くMBS・ABS | 1109752 | 98.62 | 98.73 | 10.25 | 0.78 | 0.72 | 0.70 | 8.98 | 8.94 | 8.94 | 4 | |
短期(1-3) | 230762 | 100.35 | 100.41 | 2.00 | 0.38 | 0.19 | 0.19 | 1.99 | 1.99 | 1.99 | 5 | |
中期(3-7) | 302969 | 101.32 | 101.42 | 4.86 | 0.63 | 0.37 | 0.37 | 4.79 | 4.78 | 4.78 | 5 | |
長期(7- ) | 576021 | 96.51 | 96.64 | 16.40 | 1.02 | 1.12 | 1.09 | 14.21 | 14.12 | 14.14 | 3 | |
長期(7-11) | 203582 | 102.83 | 102.98 | 8.78 | 0.95 | 0.64 | 0.64 | 8.43 | 8.40 | 8.42 | 4 | |
超長期(11-) | 372439 | 93.06 | 93.18 | 20.56 | 1.06 | 1.42 | 1.37 | 17.71 | 17.58 | 17.59 | 3 | |
除く国債 | 173622 | 98.01 | 98.14 | 7.42 | 0.65 | 0.76 | 0.77 | 6.72 | 6.68 | 6.71 | 25 | |
短期(1-3) | 40786 | 99.91 | 100.00 | 2.01 | 0.40 | 0.42 | 0.42 | 2.00 | 1.99 | 2.00 | 27 | |
中期(3-7) | 57389 | 99.96 | 100.09 | 4.76 | 0.58 | 0.58 | 0.58 | 4.69 | 4.68 | 4.69 | 26 | |
長期(7- ) | 75447 | 95.49 | 95.65 | 12.36 | 0.83 | 1.09 | 1.13 | 11.00 | 10.93 | 10.98 | 24 | |
長期(7-11) | 27619 | 99.93 | 100.09 | 8.52 | 0.82 | 0.85 | 0.85 | 8.22 | 8.19 | 8.22 | 26 | |
超長期(11-) | 47828 | 92.94 | 93.08 | 14.58 | 0.84 | 1.24 | 1.30 | 12.72 | 12.63 | 12.70 | 22 | |
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