| ------------ 各時点からの投資収益率(%) ------------ | ||||||||
|---|---|---|---|---|---|---|---|---|
| 累積投資 | -------- 前月末 -------- | 前年度末 | 前年末 | |||||
| 収益指数 | TOTAL | CAPITAL | INCOME | TOTAL | TOTAL | |||
| 総合 | 358.235 | -8.80 | -9.64 | 0.85 | -3.45 | -3.06 | ||
| 短期(1-3) | 233.617 | -3.37 | -3.77 | 0.41 | -0.65 | -0.68 | ||
| 中期(3-7) | 334.175 | -7.93 | -8.58 | 0.65 | -1.59 | -1.62 | ||
| 長期(7- ) | 523.293 | -11.49 | -12.62 | 1.13 | -5.60 | -4.80 | ||
| 長期(7-11)*2 | 191.996 | -10.81 | -11.81 | 1.00 | -2.06 | -1.88 | ||
| 超長期(11-)*2 | 230.093 | -11.91 | -13.12 | 1.21 | -7.69 | -6.51 | ||
| 国債 | 368.199 | -8.96 | -9.83 | 0.87 | -3.68 | -3.29 | ||
| 短期(1-3) | 220.225 | -3.35 | -3.76 | 0.40 | -0.70 | -0.73 | ||
| 中期(3-7) | 332.626 | -7.96 | -8.62 | 0.66 | -1.64 | -1.70 | ||
| 長期(7- ) | 532.596 | -11.62 | -12.78 | 1.16 | -5.83 | -5.05 | ||
| 長期(7-11)*2 | 190.309 | -10.88 | -11.88 | 1.00 | -2.10 | -1.97 | ||
| 超長期(11-)*2 | 228.499 | -12.07 | -13.32 | 1.25 | -8.01 | -6.84 | ||
| 地方債 | 385.771 | -8.66 | -9.29 | 0.63 | -2.22 | -1.91 | ||
| 政保債 | 360.281 | -8.37 | -9.13 | 0.76 | -3.04 | -2.51 | ||
| 金融債 | 271.924 | -5.14 | -5.46 | 0.32 | -0.82 | -0.86 | ||
| 事業債 | 381.536 | -7.22 | -8.00 | 0.78 | -2.17 | -1.63 | ||
| 円建外債 | 392.771 | -3.57 | -4.64 | 1.07 | 0.45 | 0.69 | ||
| MBS*3 | 122.988 | -8.75 | -9.40 | 0.65 | -2.79 | -2.47 | ||
| ABS*4 | 112.997 | -7.00 | -7.76 | 0.76 | -1.14 | -1.12 | ||
| 除くMBS | 358.115 | -8.80 | -9.65 | 0.85 | -3.46 | -3.07 | ||
| 短期(1-3) | 233.617 | -3.37 | -3.77 | 0.41 | -0.65 | -0.68 | ||
| 中期(3-7) | 334.175 | -7.93 | -8.58 | 0.65 | -1.59 | -1.62 | ||
| 長期(7- ) | 525.085 | -11.56 | -12.70 | 1.14 | -5.67 | -4.86 | ||
| 長期(7-11)*2 | 191.991 | -10.81 | -11.81 | 1.00 | -2.06 | -1.88 | ||
| 超長期(11-)*2 | 231.717 | -12.03 | -13.27 | 1.24 | -7.88 | -6.67 | ||
| 除くABS | 358.258 | -8.80 | -9.64 | 0.85 | -3.46 | -3.06 | ||
| 短期(1-3) | 233.576 | -3.37 | -3.77 | 0.41 | -0.65 | -0.68 | ||
| 中期(3-7) | 334.170 | -7.93 | -8.58 | 0.65 | -1.59 | -1.62 | ||
| 長期(7- ) | 523.290 | -11.49 | -12.62 | 1.13 | -5.60 | -4.80 | ||
| 長期(7-11)*2 | 191.990 | -10.81 | -11.81 | 1.00 | -2.06 | -1.88 | ||
| 超長期(11-)*2 | 230.090 | -11.91 | -13.12 | 1.21 | -7.69 | -6.51 | ||
| 除くMBS・ABS | 358.139 | -8.80 | -9.65 | 0.85 | -3.46 | -3.07 | ||
| 短期(1-3) | 233.576 | -3.37 | -3.77 | 0.41 | -0.65 | -0.68 | ||
| 中期(3-7) | 334.170 | -7.93 | -8.58 | 0.65 | -1.59 | -1.62 | ||
| 長期(7- ) | 525.083 | -11.56 | -12.70 | 1.14 | -5.67 | -4.86 | ||
| 長期(7-11)*2 | 191.984 | -10.81 | -11.81 | 1.00 | -2.06 | -1.88 | ||
| 超長期(11-)*2 | 231.714 | -12.03 | -13.27 | 1.24 | -7.88 | -6.67 | ||
| 除く国債* | 169.125 | -7.87 | -8.57 | 0.71 | -2.22 | -1.82 | ||
| 短期(1-3)* | 133.880 | -3.43 | -3.86 | 0.43 | -0.45 | -0.44 | ||
| 中期(3-7)* | 165.856 | -7.81 | -8.42 | 0.61 | -1.36 | -1.26 | ||
| 長期(7- )* | 229.910 | -10.57 | -11.52 | 0.95 | -3.95 | -3.06 | ||
| 長期(7-11)*2 | 198.146 | -10.31 | -11.28 | 0.97 | -1.75 | -1.29 | ||
| 超長期(11-)*2 | 233.072 | -10.73 | -11.68 | 0.94 | -5.32 | -4.16 | ||
| 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 | 1156141 | 95.54 | 95.78 | 10.15 | 0.82 | 1.11 | 1.07 | 8.61 | 8.55 | 8.57 | 4 | |
| 短期(1-3) | 230590 | 99.62 | 99.75 | 1.87 | 0.41 | 0.61 | 0.61 | 1.86 | 1.85 | 1.86 | 6 | |
| 中期(3-7) | 315609 | 99.71 | 99.90 | 4.72 | 0.66 | 0.73 | 0.73 | 4.64 | 4.62 | 4.64 | 5 | |
| 長期(7- ) | 609942 | 91.85 | 92.14 | 16.10 | 1.05 | 1.52 | 1.46 | 13.60 | 13.49 | 13.52 | 4 | |
| 長期(7-11) | 211563 | 100.72 | 101.03 | 8.64 | 1.02 | 0.95 | 0.95 | 8.26 | 8.22 | 8.26 | 3 | |
| 超長期(11-) | 398378 | 87.14 | 87.42 | 20.05 | 1.07 | 1.87 | 1.77 | 16.88 | 16.73 | 16.74 | 4 | |
| 国債 | 981997 | 95.47 | 95.72 | 10.65 | 0.84 | 1.10 | 1.06 | 8.99 | 8.92 | 8.94 | 1 | |
| 短期(1-3) | 189298 | 99.71 | 99.84 | 1.85 | 0.40 | 0.56 | 0.56 | 1.84 | 1.83 | 1.84 | 1 | |
| 中期(3-7) | 256590 | 100.01 | 100.21 | 4.71 | 0.67 | 0.69 | 0.69 | 4.63 | 4.62 | 4.63 | 0 | |
| 長期(7- ) | 536109 | 91.80 | 92.11 | 16.61 | 1.08 | 1.53 | 1.45 | 13.99 | 13.88 | 13.89 | 1 | |
| 長期(7-11) | 184416 | 101.04 | 101.36 | 8.65 | 1.03 | 0.91 | 0.92 | 8.26 | 8.22 | 8.26 | 0 | |
| 超長期(11-) | 351693 | 86.96 | 87.26 | 20.78 | 1.10 | 1.91 | 1.78 | 17.48 | 17.32 | 17.32 | 1 | |
| 地方債 | 66945 | 96.65 | 96.80 | 7.30 | 0.62 | 0.98 | 0.99 | 6.73 | 6.68 | 6.70 | 12 | |
| 政保債 | 14230 | 95.52 | 95.68 | 9.31 | 0.75 | 1.10 | 1.06 | 8.00 | 7.94 | 7.97 | 7 | |
| 金融債 | 3391 | 98.36 | 98.43 | 3.10 | 0.32 | 0.89 | 0.88 | 3.06 | 3.04 | 3.06 | 27 | |
| 事業債 | 71165 | 95.48 | 95.68 | 7.33 | 0.75 | 1.28 | 1.24 | 6.24 | 6.19 | 6.21 | 39 | |
| 円建外債 | 3847 | 98.84 | 99.11 | 3.69 | 1.08 | 1.43 | 1.42 | 3.51 | 3.48 | 3.51 | 77 | |
| MBS | 13914 | 94.25 | 94.28 | 7.39 | 0.63 | 0.88 | 1.38 | 6.86 | 6.81 | 7.20 | 22 | |
| ABS | 652 | 95.31 | 95.50 | 5.88 | 0.74 | 1.48 | 1.44 | 5.46 | 5.41 | 5.45 | 68 | |
| 除くMBS | 1142227 | 95.56 | 95.80 | 10.19 | 0.82 | 1.11 | 1.07 | 8.63 | 8.57 | 8.58 | 4 | |
| 短期(1-3) | 230590 | 99.62 | 99.75 | 1.87 | 0.41 | 0.61 | 0.61 | 1.86 | 1.85 | 1.86 | 6 | |
| 中期(3-7) | 315609 | 99.71 | 99.90 | 4.72 | 0.66 | 0.73 | 0.73 | 4.64 | 4.62 | 4.64 | 5 | |
| 長期(7- ) | 596027 | 91.79 | 92.09 | 16.30 | 1.06 | 1.54 | 1.46 | 13.76 | 13.65 | 13.67 | 3 | |
| 長期(7-11) | 211388 | 100.72 | 101.03 | 8.65 | 1.02 | 0.95 | 0.95 | 8.26 | 8.22 | 8.26 | 3 | |
| 超長期(11-) | 384639 | 86.89 | 87.18 | 20.50 | 1.09 | 1.91 | 1.78 | 17.27 | 17.11 | 17.11 | 3 | |
| 除くABS | 1155489 | 95.54 | 95.78 | 10.15 | 0.82 | 1.11 | 1.07 | 8.61 | 8.55 | 8.57 | 4 | |
| 短期(1-3) | 230420 | 99.62 | 99.75 | 1.87 | 0.41 | 0.61 | 0.61 | 1.86 | 1.85 | 1.86 | 6 | |
| 中期(3-7) | 315292 | 99.71 | 99.91 | 4.72 | 0.66 | 0.73 | 0.73 | 4.64 | 4.62 | 4.64 | 5 | |
| 長期(7- ) | 609777 | 91.85 | 92.14 | 16.10 | 1.05 | 1.52 | 1.46 | 13.60 | 13.49 | 13.52 | 4 | |
| 長期(7-11) | 211477 | 100.72 | 101.03 | 8.64 | 1.02 | 0.95 | 0.95 | 8.26 | 8.22 | 8.26 | 3 | |
| 超長期(11-) | 398300 | 87.14 | 87.42 | 20.05 | 1.07 | 1.87 | 1.77 | 16.88 | 16.73 | 16.74 | 4 | |
| 除くMBS・ABS | 1141575 | 95.56 | 95.80 | 10.19 | 0.82 | 1.11 | 1.07 | 8.63 | 8.57 | 8.58 | 4 | |
| 短期(1-3) | 230420 | 99.62 | 99.75 | 1.87 | 0.41 | 0.61 | 0.61 | 1.86 | 1.85 | 1.86 | 6 | |
| 中期(3-7) | 315292 | 99.71 | 99.91 | 4.72 | 0.66 | 0.73 | 0.73 | 4.64 | 4.62 | 4.64 | 5 | |
| 長期(7- ) | 595863 | 91.79 | 92.09 | 16.30 | 1.06 | 1.54 | 1.46 | 13.76 | 13.65 | 13.67 | 3 | |
| 長期(7-11) | 211302 | 100.72 | 101.04 | 8.65 | 1.02 | 0.95 | 0.95 | 8.26 | 8.22 | 8.26 | 3 | |
| 超長期(11-) | 384560 | 86.89 | 87.18 | 20.50 | 1.09 | 1.91 | 1.78 | 17.27 | 17.11 | 17.11 | 3 | |
| 除く国債 | 174144 | 95.96 | 96.13 | 7.32 | 0.69 | 1.12 | 1.14 | 6.49 | 6.45 | 6.49 | 26 | |
| 短期(1-3) | 41292 | 99.23 | 99.34 | 1.97 | 0.43 | 0.84 | 0.83 | 1.96 | 1.95 | 1.96 | 28 | |
| 中期(3-7) | 59019 | 98.39 | 98.55 | 4.73 | 0.61 | 0.95 | 0.94 | 4.65 | 4.63 | 4.65 | 26 | |
| 長期(7- ) | 73833 | 92.19 | 92.39 | 12.37 | 0.90 | 1.42 | 1.49 | 10.78 | 10.69 | 10.79 | 24 | |
| 長期(7-11) | 27148 | 98.55 | 98.80 | 8.60 | 0.97 | 1.17 | 1.16 | 8.23 | 8.19 | 8.23 | 25 | |
| 超長期(11-) | 46685 | 88.50 | 88.66 | 14.57 | 0.85 | 1.59 | 1.69 | 12.43 | 12.32 | 12.45 | 23 | |
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