| ------------ 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 | 347.696 | -42.74 | -41.03 | -41.94 | 0.91 | -5.43 | -14.20 | |
| 短期(1-3) | 232.950 | -10.10 | -2.70 | -3.14 | 0.44 | -0.76 | -1.88 | |
| 中期(3-7) | 328.406 | -35.02 | -18.03 | -18.74 | 0.71 | -2.90 | -8.38 | |
| 長期(7- ) | 498.603 | -61.35 | -70.31 | -71.53 | 1.22 | -8.68 | -22.55 | |
| 長期(7-11)*2 | 185.341 | -69.35 | -36.16 | -37.25 | 1.09 | -5.02 | -15.76 | |
| 超長期(11-)*2 | 217.494 | -56.41 | -90.95 | -92.24 | 1.29 | -10.83 | -26.66 | |
| 国債 | 356.979 | -43.13 | -43.02 | -43.96 | 0.93 | -5.69 | -14.71 | |
| 短期(1-3) | 219.581 | -10.00 | -2.66 | -3.09 | 0.43 | -0.79 | -1.89 | |
| 中期(3-7) | 326.825 | -35.35 | -17.94 | -18.67 | 0.73 | -2.95 | -8.42 | |
| 長期(7- ) | 507.097 | -60.76 | -72.23 | -73.47 | 1.24 | -8.90 | -22.93 | |
| 長期(7-11)*2 | 183.709 | -69.49 | -35.84 | -36.93 | 1.09 | -5.05 | -15.75 | |
| 超長期(11-)*2 | 215.753 | -55.43 | -93.99 | -95.32 | 1.33 | -11.14 | -27.23 | |
| 地方債 | 375.617 | -45.31 | -32.93 | -33.61 | 0.68 | -4.27 | -12.51 | |
| 政保債 | 349.648 | -39.92 | -42.58 | -43.41 | 0.83 | -5.15 | -14.36 | |
| 金融債 | 269.853 | -18.89 | -8.18 | -8.57 | 0.39 | -1.37 | -4.25 | |
| 事業債 | 373.930 | -34.26 | -25.88 | -26.73 | 0.84 | -3.58 | -9.88 | |
| 円建外債 | 390.631 | -49.20 | -6.47 | -7.63 | 1.16 | -0.25 | -2.66 | |
| MBS*3 | 119.064 | -54.07 | -36.48 | -37.30 | 0.82 | -5.23 | -14.83 | |
| ABS*4 | 111.035 | -34.93 | -20.52 | -21.32 | 0.81 | -2.61 | -8.55 | |
| 除くMBS | 347.591 | -42.61 | -41.08 | -41.99 | 0.91 | -5.43 | -14.19 | |
| 短期(1-3) | 232.950 | -10.10 | -2.70 | -3.14 | 0.44 | -0.76 | -1.88 | |
| 中期(3-7) | 328.406 | -35.02 | -18.03 | -18.74 | 0.71 | -2.90 | -8.38 | |
| 長期(7- ) | 500.118 | -61.53 | -71.13 | -72.36 | 1.23 | -8.76 | -22.74 | |
| 長期(7-11)*2 | 185.331 | -69.40 | -36.19 | -37.28 | 1.09 | -5.02 | -15.77 | |
| 超長期(11-)*2 | 218.828 | -56.48 | -93.05 | -94.36 | 1.31 | -11.04 | -27.11 | |
| 除くABS | 347.717 | -42.75 | -41.04 | -41.95 | 0.91 | -5.43 | -14.20 | |
| 短期(1-3) | 232.910 | -10.10 | -2.70 | -3.14 | 0.44 | -0.76 | -1.88 | |
| 中期(3-7) | 328.402 | -35.03 | -18.03 | -18.74 | 0.71 | -2.90 | -8.38 | |
| 長期(7- ) | 498.599 | -61.35 | -70.32 | -71.53 | 1.22 | -8.68 | -22.56 | |
| 長期(7-11)*2 | 185.335 | -69.35 | -36.16 | -37.25 | 1.09 | -5.02 | -15.76 | |
| 超長期(11-)*2 | 217.491 | -56.41 | -90.95 | -92.25 | 1.29 | -10.83 | -26.66 | |
| 除くMBS・ABS | 347.611 | -42.61 | -41.09 | -42.00 | 0.91 | -5.43 | -14.19 | |
| 短期(1-3) | 232.910 | -10.10 | -2.70 | -3.14 | 0.44 | -0.76 | -1.88 | |
| 中期(3-7) | 328.402 | -35.03 | -18.03 | -18.74 | 0.71 | -2.90 | -8.38 | |
| 長期(7- ) | 500.115 | -61.52 | -71.13 | -72.36 | 1.23 | -8.76 | -22.74 | |
| 長期(7-11)*2 | 185.325 | -69.40 | -36.19 | -37.28 | 1.09 | -5.02 | -15.77 | |
| 超長期(11-)*2 | 218.825 | -56.48 | -93.05 | -94.36 | 1.31 | -11.04 | -27.11 | |
| 除く国債* | 165.149 | -40.59 | -29.91 | -30.69 | 0.77 | -3.98 | -11.35 | |
| 短期(1-3)* | 133.544 | -10.56 | -2.89 | -3.37 | 0.48 | -0.58 | -1.84 | |
| 中期(3-7)* | 163.122 | -33.61 | -18.41 | -19.07 | 0.66 | -2.66 | -8.18 | |
| 長期(7- )* | 220.217 | -65.52 | -56.51 | -57.57 | 1.06 | -7.07 | -19.82 | |
| 長期(7-11)*2 | 191.303 | -68.39 | -38.39 | -39.46 | 1.08 | -4.80 | -15.82 | |
| 超長期(11-)*2 | 222.091 | -63.62 | -68.32 | -69.36 | 1.05 | -8.49 | -22.42 | |
| 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 | 1148885 | 92.42 | 92.72 | 10.33 | 0.85 | 1.54 | 1.47 | 8.57 | 8.49 | 8.53 | 5 | |
| 短期(1-3) | 231577 | 99.08 | 99.22 | 2.04 | 0.44 | 0.88 | 0.88 | 2.03 | 2.02 | 2.03 | 6 | |
| 中期(3-7) | 312523 | 97.74 | 97.97 | 4.91 | 0.70 | 1.18 | 1.17 | 4.81 | 4.78 | 4.81 | 5 | |
| 長期(7- ) | 604785 | 87.13 | 87.52 | 16.30 | 1.09 | 2.02 | 1.90 | 13.59 | 13.45 | 13.50 | 4 | |
| 長期(7-11) | 207475 | 96.96 | 97.32 | 8.79 | 1.08 | 1.47 | 1.45 | 8.35 | 8.29 | 8.35 | 4 | |
| 超長期(11-) | 397309 | 81.99 | 82.41 | 20.22 | 1.10 | 2.36 | 2.18 | 16.81 | 16.63 | 16.68 | 4 | |
| 国債 | 975134 | 92.24 | 92.56 | 10.86 | 0.88 | 1.54 | 1.46 | 8.96 | 8.88 | 8.91 | 1 | |
| 短期(1-3) | 190474 | 99.16 | 99.30 | 2.05 | 0.43 | 0.83 | 0.83 | 2.04 | 2.03 | 2.04 | 1 | |
| 中期(3-7) | 253256 | 98.04 | 98.29 | 4.95 | 0.72 | 1.13 | 1.12 | 4.85 | 4.82 | 4.85 | 0 | |
| 長期(7- ) | 531404 | 86.99 | 87.41 | 16.83 | 1.11 | 2.04 | 1.90 | 13.99 | 13.85 | 13.90 | 1 | |
| 長期(7-11) | 180464 | 97.24 | 97.61 | 8.81 | 1.08 | 1.44 | 1.42 | 8.37 | 8.31 | 8.37 | 0 | |
| 超長期(11-) | 350940 | 81.72 | 82.17 | 20.96 | 1.13 | 2.41 | 2.18 | 17.43 | 17.23 | 17.27 | 1 | |
| 地方債 | 66509 | 93.87 | 94.05 | 7.32 | 0.64 | 1.43 | 1.43 | 6.64 | 6.58 | 6.62 | 15 | |
| 政保債 | 14320 | 92.47 | 92.64 | 9.33 | 0.78 | 1.55 | 1.47 | 7.85 | 7.77 | 7.82 | 11 | |
| 金融債 | 3308 | 97.44 | 97.54 | 3.17 | 0.38 | 1.22 | 1.20 | 3.11 | 3.09 | 3.11 | 26 | |
| 事業債 | 70844 | 93.32 | 93.52 | 7.33 | 0.79 | 1.68 | 1.60 | 6.12 | 6.06 | 6.09 | 39 | |
| 円建外債 | 4345 | 98.07 | 98.36 | 3.60 | 1.13 | 1.71 | 1.69 | 3.38 | 3.35 | 3.38 | 72 | |
| MBS | 13774 | 90.97 | 90.97 | 7.74 | 0.64 | 1.05 | 1.86 | 7.03 | 6.96 | 7.36 | 25 | |
| ABS | 651 | 93.42 | 93.62 | 5.81 | 0.76 | 1.87 | 1.80 | 5.33 | 5.28 | 5.33 | 65 | |
| 除くMBS | 1135112 | 92.44 | 92.75 | 10.36 | 0.86 | 1.54 | 1.47 | 8.59 | 8.51 | 8.54 | 5 | |
| 短期(1-3) | 231577 | 99.08 | 99.22 | 2.04 | 0.44 | 0.88 | 0.88 | 2.03 | 2.02 | 2.03 | 6 | |
| 中期(3-7) | 312523 | 97.74 | 97.97 | 4.91 | 0.70 | 1.18 | 1.17 | 4.81 | 4.78 | 4.81 | 5 | |
| 長期(7- ) | 591011 | 87.04 | 87.44 | 16.50 | 1.10 | 2.05 | 1.90 | 13.74 | 13.60 | 13.65 | 4 | |
| 長期(7-11) | 207313 | 96.96 | 97.32 | 8.79 | 1.08 | 1.48 | 1.45 | 8.36 | 8.30 | 8.35 | 4 | |
| 超長期(11-) | 383698 | 81.68 | 82.11 | 20.66 | 1.11 | 2.41 | 2.19 | 17.20 | 17.00 | 17.05 | 3 | |
| 除くABS | 1148234 | 92.42 | 92.72 | 10.33 | 0.85 | 1.53 | 1.47 | 8.57 | 8.49 | 8.53 | 5 | |
| 短期(1-3) | 231407 | 99.08 | 99.22 | 2.04 | 0.44 | 0.88 | 0.88 | 2.03 | 2.02 | 2.03 | 6 | |
| 中期(3-7) | 312197 | 97.74 | 97.98 | 4.91 | 0.70 | 1.18 | 1.17 | 4.81 | 4.78 | 4.81 | 5 | |
| 長期(7- ) | 604630 | 87.13 | 87.52 | 16.30 | 1.09 | 2.02 | 1.90 | 13.59 | 13.45 | 13.50 | 4 | |
| 長期(7-11) | 207385 | 96.96 | 97.32 | 8.79 | 1.08 | 1.47 | 1.45 | 8.35 | 8.29 | 8.35 | 4 | |
| 超長期(11-) | 397245 | 81.99 | 82.41 | 20.22 | 1.10 | 2.36 | 2.18 | 16.81 | 16.63 | 16.68 | 4 | |
| 除くMBS・ABS | 1134461 | 92.44 | 92.75 | 10.36 | 0.86 | 1.54 | 1.47 | 8.59 | 8.51 | 8.55 | 5 | |
| 短期(1-3) | 231407 | 99.08 | 99.22 | 2.04 | 0.44 | 0.88 | 0.88 | 2.03 | 2.02 | 2.03 | 6 | |
| 中期(3-7) | 312197 | 97.74 | 97.98 | 4.91 | 0.70 | 1.18 | 1.17 | 4.81 | 4.78 | 4.81 | 5 | |
| 長期(7- ) | 590856 | 87.04 | 87.44 | 16.50 | 1.10 | 2.05 | 1.90 | 13.75 | 13.60 | 13.65 | 3 | |
| 長期(7-11) | 207223 | 96.96 | 97.32 | 8.79 | 1.08 | 1.47 | 1.45 | 8.36 | 8.30 | 8.35 | 4 | |
| 超長期(11-) | 383633 | 81.68 | 82.11 | 20.66 | 1.11 | 2.41 | 2.19 | 17.20 | 17.00 | 17.05 | 3 | |
| 除く国債 | 173751 | 93.47 | 93.65 | 7.34 | 0.72 | 1.52 | 1.54 | 6.39 | 6.34 | 6.40 | 27 | |
| 短期(1-3) | 41104 | 98.74 | 98.86 | 2.03 | 0.47 | 1.11 | 1.11 | 2.02 | 2.00 | 2.02 | 29 | |
| 中期(3-7) | 59267 | 96.47 | 96.63 | 4.75 | 0.64 | 1.41 | 1.38 | 4.66 | 4.63 | 4.66 | 28 | |
| 長期(7- ) | 73381 | 88.10 | 88.32 | 12.42 | 0.93 | 1.86 | 1.95 | 10.67 | 10.56 | 10.68 | 26 | |
| 長期(7-11) | 27012 | 95.10 | 95.36 | 8.63 | 1.04 | 1.69 | 1.66 | 8.22 | 8.15 | 8.21 | 25 | |
| 超長期(11-) | 46369 | 84.03 | 84.22 | 14.62 | 0.87 | 1.98 | 2.15 | 12.29 | 12.15 | 12.31 | 26 | |
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