| ------------ 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 | 357.857 | -1.24 | -2.10 | 0.86 | -3.20 | -2.91 | ||
| 短期(1-3) | 233.830 | 1.07 | 0.66 | 0.41 | -0.46 | -0.53 | ||
| 中期(3-7) | 334.002 | -0.61 | -1.28 | 0.67 | -1.48 | -1.53 | ||
| 長期(7- ) | 522.157 | -2.56 | -3.71 | 1.15 | -5.25 | -4.60 | ||
| 長期(7-11)*2 | 191.375 | -3.81 | -4.84 | 1.03 | -2.25 | -2.04 | ||
| 超長期(11-)*2 | 229.743 | -1.79 | -3.02 | 1.23 | -7.01 | -6.10 | ||
| 国債 | 367.797 | -1.29 | -2.17 | 0.88 | -3.40 | -3.11 | ||
| 短期(1-3) | 220.414 | 1.01 | 0.60 | 0.41 | -0.51 | -0.58 | ||
| 中期(3-7) | 332.423 | -0.72 | -1.39 | 0.68 | -1.54 | -1.61 | ||
| 長期(7- ) | 531.474 | -2.48 | -3.66 | 1.18 | -5.44 | -4.82 | ||
| 長期(7-11)*2 | 189.686 | -3.85 | -4.89 | 1.03 | -2.29 | -2.12 | ||
| 超長期(11-)*2 | 228.178 | -1.66 | -2.92 | 1.26 | -7.29 | -6.39 | ||
| 地方債 | 385.259 | -1.56 | -2.20 | 0.64 | -2.14 | -1.88 | ||
| 政保債 | 359.987 | -0.96 | -1.75 | 0.78 | -2.80 | -2.38 | ||
| 金融債 | 272.169 | 1.06 | 0.72 | 0.34 | -0.61 | -0.70 | ||
| 事業債 | 381.467 | -0.21 | -1.01 | 0.80 | -1.95 | -1.51 | ||
| 円建外債 | 392.723 | -0.14 | -1.24 | 1.09 | 0.39 | 0.62 | ||
| MBS*3 | 122.702 | -2.74 | -3.42 | 0.68 | -2.78 | -2.49 | ||
| ABS*4 | 112.965 | -0.33 | -1.11 | 0.77 | -1.05 | -1.05 | ||
| 除くMBS | 357.743 | -1.22 | -2.08 | 0.86 | -3.21 | -2.91 | ||
| 短期(1-3) | 233.830 | 1.07 | 0.66 | 0.41 | -0.46 | -0.53 | ||
| 中期(3-7) | 334.002 | -0.61 | -1.28 | 0.67 | -1.48 | -1.53 | ||
| 長期(7- ) | 523.947 | -2.55 | -3.71 | 1.16 | -5.31 | -4.66 | ||
| 長期(7-11)*2 | 191.368 | -3.82 | -4.85 | 1.03 | -2.25 | -2.04 | ||
| 超長期(11-)*2 | 231.372 | -1.75 | -3.00 | 1.25 | -7.18 | -6.24 | ||
| 除くABS | 357.881 | -1.24 | -2.10 | 0.86 | -3.20 | -2.91 | ||
| 短期(1-3) | 233.790 | 1.07 | 0.66 | 0.41 | -0.46 | -0.53 | ||
| 中期(3-7) | 333.997 | -0.61 | -1.28 | 0.67 | -1.48 | -1.53 | ||
| 長期(7- ) | 522.154 | -2.56 | -3.71 | 1.15 | -5.25 | -4.60 | ||
| 長期(7-11)*2 | 191.368 | -3.81 | -4.84 | 1.03 | -2.25 | -2.04 | ||
| 超長期(11-)*2 | 229.740 | -1.79 | -3.02 | 1.23 | -7.01 | -6.10 | ||
| 除くMBS・ABS | 357.767 | -1.22 | -2.08 | 0.86 | -3.21 | -2.91 | ||
| 短期(1-3) | 233.790 | 1.07 | 0.66 | 0.41 | -0.46 | -0.53 | ||
| 中期(3-7) | 333.997 | -0.61 | -1.28 | 0.67 | -1.48 | -1.53 | ||
| 長期(7- ) | 523.945 | -2.55 | -3.71 | 1.16 | -5.31 | -4.66 | ||
| 長期(7-11)*2 | 191.362 | -3.82 | -4.85 | 1.03 | -2.25 | -2.04 | ||
| 超長期(11-)*2 | 231.369 | -1.75 | -3.00 | 1.25 | -7.18 | -6.24 | ||
| 除く国債* | 168.986 | -0.97 | -1.69 | 0.72 | -2.08 | -1.74 | ||
| 短期(1-3)* | 134.037 | 1.38 | 0.94 | 0.44 | -0.24 | -0.29 | ||
| 中期(3-7)* | 165.835 | -0.15 | -0.77 | 0.63 | -1.22 | -1.17 | ||
| 長期(7- )* | 229.309 | -3.08 | -4.06 | 0.98 | -3.85 | -3.06 | ||
| 長期(7-11)*2 | 197.553 | -3.52 | -4.53 | 1.00 | -1.94 | -1.47 | ||
| 超長期(11-)*2 | 232.519 | -2.79 | -3.76 | 0.97 | -5.03 | -4.03 | ||
| 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 | 1144227 | 95.32 | 95.47 | 10.25 | 0.83 | 1.14 | 1.10 | 8.70 | 8.64 | 8.66 | 5 | |
| 短期(1-3) | 231065 | 99.65 | 99.72 | 1.99 | 0.41 | 0.60 | 0.60 | 1.98 | 1.97 | 1.98 | 5 | |
| 中期(3-7) | 311263 | 99.57 | 99.69 | 4.86 | 0.67 | 0.77 | 0.76 | 4.77 | 4.76 | 4.77 | 5 | |
| 長期(7- ) | 601898 | 91.46 | 91.66 | 16.21 | 1.07 | 1.57 | 1.51 | 13.72 | 13.60 | 13.63 | 4 | |
| 長期(7-11) | 207076 | 100.39 | 100.56 | 8.75 | 1.05 | 1.01 | 1.02 | 8.36 | 8.32 | 8.35 | 3 | |
| 超長期(11-) | 394822 | 86.78 | 86.99 | 20.13 | 1.08 | 1.91 | 1.80 | 16.97 | 16.81 | 16.83 | 4 | |
| 国債 | 970600 | 95.23 | 95.38 | 10.77 | 0.85 | 1.14 | 1.09 | 9.10 | 9.03 | 9.04 | 1 | |
| 短期(1-3) | 189830 | 99.73 | 99.80 | 1.98 | 0.41 | 0.55 | 0.55 | 1.97 | 1.97 | 1.97 | 0 | |
| 中期(3-7) | 252456 | 99.88 | 99.98 | 4.88 | 0.68 | 0.72 | 0.72 | 4.79 | 4.78 | 4.79 | 1 | |
| 長期(7- ) | 528313 | 91.40 | 91.60 | 16.75 | 1.09 | 1.59 | 1.50 | 14.13 | 14.01 | 14.03 | 1 | |
| 長期(7-11) | 180067 | 100.70 | 100.86 | 8.77 | 1.06 | 0.98 | 0.99 | 8.37 | 8.33 | 8.37 | 0 | |
| 超長期(11-) | 348246 | 86.59 | 86.81 | 20.87 | 1.10 | 1.95 | 1.81 | 17.59 | 17.42 | 17.43 | 1 | |
| 地方債 | 66798 | 96.45 | 96.59 | 7.32 | 0.62 | 1.01 | 1.02 | 6.74 | 6.69 | 6.72 | 12 | |
| 政保債 | 14373 | 95.40 | 95.62 | 9.24 | 0.75 | 1.12 | 1.07 | 7.94 | 7.88 | 7.91 | 7 | |
| 金融債 | 3376 | 98.40 | 98.47 | 3.11 | 0.33 | 0.87 | 0.87 | 3.07 | 3.05 | 3.07 | 26 | |
| 事業債 | 70593 | 95.36 | 95.54 | 7.39 | 0.77 | 1.30 | 1.25 | 6.29 | 6.24 | 6.26 | 39 | |
| 円建外債 | 3950 | 98.72 | 98.97 | 3.69 | 1.09 | 1.47 | 1.46 | 3.51 | 3.48 | 3.51 | 81 | |
| MBS | 13882 | 93.96 | 94.00 | 7.44 | 0.63 | 0.89 | 1.42 | 6.89 | 6.84 | 7.23 | 23 | |
| ABS | 655 | 95.24 | 95.41 | 5.85 | 0.74 | 1.50 | 1.46 | 5.42 | 5.38 | 5.42 | 68 | |
| 除くMBS | 1130345 | 95.34 | 95.49 | 10.29 | 0.83 | 1.14 | 1.10 | 8.72 | 8.66 | 8.68 | 4 | |
| 短期(1-3) | 231065 | 99.65 | 99.72 | 1.99 | 0.41 | 0.60 | 0.60 | 1.98 | 1.97 | 1.98 | 5 | |
| 中期(3-7) | 311263 | 99.57 | 99.69 | 4.86 | 0.67 | 0.77 | 0.76 | 4.77 | 4.76 | 4.77 | 5 | |
| 長期(7- ) | 588016 | 91.40 | 91.61 | 16.42 | 1.08 | 1.59 | 1.51 | 13.89 | 13.77 | 13.79 | 3 | |
| 長期(7-11) | 206904 | 100.39 | 100.56 | 8.76 | 1.05 | 1.01 | 1.02 | 8.36 | 8.32 | 8.36 | 3 | |
| 超長期(11-) | 381112 | 86.52 | 86.74 | 20.58 | 1.09 | 1.95 | 1.82 | 17.36 | 17.20 | 17.21 | 3 | |
| 除くABS | 1143572 | 95.32 | 95.47 | 10.26 | 0.83 | 1.14 | 1.10 | 8.70 | 8.64 | 8.66 | 5 | |
| 短期(1-3) | 230889 | 99.65 | 99.72 | 1.99 | 0.41 | 0.60 | 0.60 | 1.98 | 1.97 | 1.98 | 5 | |
| 中期(3-7) | 310950 | 99.58 | 99.69 | 4.86 | 0.67 | 0.77 | 0.76 | 4.77 | 4.76 | 4.77 | 5 | |
| 長期(7- ) | 601732 | 91.46 | 91.66 | 16.22 | 1.07 | 1.57 | 1.51 | 13.72 | 13.61 | 13.63 | 4 | |
| 長期(7-11) | 206983 | 100.39 | 100.56 | 8.75 | 1.05 | 1.01 | 1.02 | 8.36 | 8.32 | 8.35 | 3 | |
| 超長期(11-) | 394750 | 86.78 | 86.99 | 20.13 | 1.08 | 1.91 | 1.80 | 16.97 | 16.81 | 16.83 | 4 | |
| 除くMBS・ABS | 1129690 | 95.34 | 95.49 | 10.29 | 0.83 | 1.14 | 1.10 | 8.73 | 8.66 | 8.68 | 4 | |
| 短期(1-3) | 230889 | 99.65 | 99.72 | 1.99 | 0.41 | 0.60 | 0.60 | 1.98 | 1.97 | 1.98 | 5 | |
| 中期(3-7) | 310950 | 99.58 | 99.69 | 4.86 | 0.67 | 0.77 | 0.76 | 4.77 | 4.76 | 4.77 | 5 | |
| 長期(7- ) | 587850 | 91.40 | 91.61 | 16.42 | 1.08 | 1.59 | 1.51 | 13.89 | 13.77 | 13.79 | 3 | |
| 長期(7-11) | 206811 | 100.39 | 100.57 | 8.76 | 1.05 | 1.01 | 1.02 | 8.36 | 8.32 | 8.36 | 3 | |
| 超長期(11-) | 381039 | 86.52 | 86.74 | 20.58 | 1.09 | 1.95 | 1.82 | 17.36 | 17.20 | 17.21 | 3 | |
| 除く国債 | 173627 | 95.80 | 95.96 | 7.35 | 0.70 | 1.14 | 1.16 | 6.51 | 6.47 | 6.52 | 26 | |
| 短期(1-3) | 41235 | 99.27 | 99.37 | 2.03 | 0.44 | 0.82 | 0.81 | 2.02 | 2.01 | 2.02 | 27 | |
| 中期(3-7) | 58807 | 98.26 | 98.41 | 4.77 | 0.62 | 0.98 | 0.97 | 4.69 | 4.67 | 4.69 | 27 | |
| 長期(7- ) | 73585 | 91.90 | 92.10 | 12.39 | 0.91 | 1.46 | 1.53 | 10.79 | 10.70 | 10.80 | 24 | |
| 長期(7-11) | 27009 | 98.29 | 98.55 | 8.63 | 0.99 | 1.22 | 1.21 | 8.25 | 8.20 | 8.25 | 24 | |
| 超長期(11-) | 46576 | 88.19 | 88.36 | 14.57 | 0.86 | 1.62 | 1.73 | 12.43 | 12.31 | 12.45 | 24 | |
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