| ------------ 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 | 360.756 | -5.95 | -6.79 | 0.84 | -2.76 | -2.54 | ||
| 短期(1-3) | 234.244 | -0.67 | -1.08 | 0.40 | -0.29 | -0.43 | ||
| 中期(3-7) | 336.293 | -2.81 | -3.46 | 0.65 | -0.74 | -1.03 | ||
| 長期(7- ) | 528.115 | -9.84 | -10.96 | 1.12 | -4.85 | -4.21 | ||
| 長期(7-11)*2 | 193.659 | -4.03 | -5.03 | 1.00 | -0.89 | -1.05 | ||
| 超長期(11-)*2 | 232.291 | -13.36 | -14.56 | 1.20 | -7.19 | -6.06 | ||
| 国債 | 370.841 | -6.31 | -7.18 | 0.86 | -2.99 | -2.77 | ||
| 短期(1-3) | 220.814 | -0.70 | -1.10 | 0.40 | -0.34 | -0.48 | ||
| 中期(3-7) | 334.742 | -2.86 | -3.52 | 0.66 | -0.80 | -1.11 | ||
| 長期(7- ) | 537.559 | -10.24 | -11.38 | 1.15 | -5.10 | -4.47 | ||
| 長期(7-11)*2 | 191.969 | -4.05 | -5.06 | 1.01 | -0.93 | -1.14 | ||
| 超長期(11-)*2 | 230.711 | -13.96 | -15.19 | 1.23 | -7.54 | -6.40 | ||
| 地方債 | 388.443 | -3.88 | -4.51 | 0.63 | -1.36 | -1.29 | ||
| 政保債 | 362.695 | -5.19 | -5.95 | 0.76 | -2.33 | -1.97 | ||
| 金融債 | 273.039 | -1.25 | -1.57 | 0.31 | -0.24 | -0.46 | ||
| 事業債 | 383.739 | -3.80 | -4.57 | 0.77 | -1.50 | -1.11 | ||
| 円建外債 | 393.887 | -1.70 | -2.78 | 1.09 | 1.00 | 1.10 | ||
| MBS*3 | 123.849 | -4.69 | -5.35 | 0.67 | -2.01 | -1.89 | ||
| ABS*4 | 113.629 | -2.46 | -3.22 | 0.75 | -0.36 | -0.57 | ||
| 除くMBS | 360.636 | -5.97 | -6.81 | 0.84 | -2.77 | -2.55 | ||
| 短期(1-3) | 234.244 | -0.67 | -1.08 | 0.40 | -0.29 | -0.43 | ||
| 中期(3-7) | 336.293 | -2.81 | -3.46 | 0.65 | -0.74 | -1.03 | ||
| 長期(7- ) | 529.951 | -9.97 | -11.10 | 1.13 | -4.92 | -4.27 | ||
| 長期(7-11)*2 | 193.655 | -4.04 | -5.04 | 1.00 | -0.89 | -1.05 | ||
| 超長期(11-)*2 | 233.953 | -13.70 | -14.92 | 1.22 | -7.39 | -6.22 | ||
| 除くABS | 360.780 | -5.95 | -6.79 | 0.84 | -2.76 | -2.54 | ||
| 短期(1-3) | 234.203 | -0.67 | -1.08 | 0.40 | -0.29 | -0.43 | ||
| 中期(3-7) | 336.289 | -2.81 | -3.46 | 0.65 | -0.74 | -1.03 | ||
| 長期(7- ) | 528.112 | -9.84 | -10.97 | 1.12 | -4.85 | -4.21 | ||
| 長期(7-11)*2 | 193.653 | -4.03 | -5.03 | 1.00 | -0.89 | -1.05 | ||
| 超長期(11-)*2 | 232.288 | -13.37 | -14.56 | 1.20 | -7.19 | -6.06 | ||
| 除くMBS・ABS | 360.660 | -5.97 | -6.81 | 0.84 | -2.77 | -2.55 | ||
| 短期(1-3) | 234.203 | -0.67 | -1.08 | 0.40 | -0.29 | -0.43 | ||
| 中期(3-7) | 336.289 | -2.81 | -3.46 | 0.65 | -0.74 | -1.03 | ||
| 長期(7- ) | 529.949 | -9.97 | -11.10 | 1.13 | -4.92 | -4.27 | ||
| 長期(7-11)*2 | 193.648 | -4.04 | -5.04 | 1.00 | -0.89 | -1.05 | ||
| 超長期(11-)*2 | 233.950 | -13.70 | -14.92 | 1.22 | -7.39 | -6.22 | ||
| 除く国債* | 170.189 | -3.92 | -4.62 | 0.70 | -1.47 | -1.25 | ||
| 短期(1-3)* | 134.246 | -0.54 | -0.96 | 0.43 | -0.05 | -0.16 | ||
| 中期(3-7)* | 166.891 | -2.61 | -3.22 | 0.61 | -0.49 | -0.65 | ||
| 長期(7- )* | 231.857 | -7.01 | -7.95 | 0.95 | -3.09 | -2.37 | ||
| 長期(7-11)*2 | 199.783 | -3.93 | -4.89 | 0.95 | -0.61 | -0.44 | ||
| 超長期(11-)*2 | 235.077 | -8.99 | -9.93 | 0.94 | -4.64 | -3.57 | ||
| 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 | 1146370 | 96.27 | 96.45 | 10.19 | 0.81 | 0.98 | 0.95 | 8.68 | 8.62 | 8.63 | 4 | |
| 短期(1-3) | 230762 | 99.92 | 100.02 | 1.93 | 0.40 | 0.44 | 0.44 | 1.92 | 1.91 | 1.92 | 6 | |
| 中期(3-7) | 311595 | 100.37 | 100.53 | 4.78 | 0.65 | 0.58 | 0.58 | 4.70 | 4.69 | 4.70 | 5 | |
| 長期(7- ) | 604013 | 92.75 | 92.98 | 16.13 | 1.05 | 1.43 | 1.37 | 13.67 | 13.56 | 13.58 | 4 | |
| 長期(7-11) | 208967 | 101.74 | 101.99 | 8.69 | 1.03 | 0.83 | 0.83 | 8.31 | 8.27 | 8.31 | 3 | |
| 超長期(11-) | 395047 | 88.00 | 88.21 | 20.07 | 1.07 | 1.79 | 1.69 | 16.95 | 16.80 | 16.80 | 4 | |
| 国債 | 972942 | 96.21 | 96.39 | 10.69 | 0.84 | 0.98 | 0.94 | 9.06 | 9.00 | 9.00 | 1 | |
| 短期(1-3) | 189459 | 100.01 | 100.10 | 1.91 | 0.40 | 0.39 | 0.39 | 1.90 | 1.90 | 1.90 | 1 | |
| 中期(3-7) | 253407 | 100.67 | 100.83 | 4.79 | 0.66 | 0.53 | 0.54 | 4.71 | 4.69 | 4.71 | 0 | |
| 長期(7- ) | 530076 | 92.71 | 92.94 | 16.66 | 1.08 | 1.44 | 1.37 | 14.07 | 13.96 | 13.97 | 1 | |
| 長期(7-11) | 181701 | 102.09 | 102.35 | 8.70 | 1.04 | 0.79 | 0.80 | 8.32 | 8.29 | 8.31 | 0 | |
| 超長期(11-) | 348374 | 87.82 | 88.04 | 20.80 | 1.10 | 1.83 | 1.71 | 17.56 | 17.40 | 17.39 | 1 | |
| 地方債 | 66923 | 97.37 | 97.50 | 7.32 | 0.61 | 0.84 | 0.86 | 6.75 | 6.72 | 6.73 | 11 | |
| 政保債 | 14198 | 96.21 | 96.44 | 9.29 | 0.74 | 0.96 | 0.93 | 7.99 | 7.93 | 7.95 | 7 | |
| 金融債 | 3426 | 98.80 | 98.87 | 3.12 | 0.31 | 0.72 | 0.72 | 3.08 | 3.07 | 3.08 | 27 | |
| 事業債 | 70684 | 96.07 | 96.25 | 7.38 | 0.75 | 1.13 | 1.10 | 6.30 | 6.25 | 6.27 | 39 | |
| 円建外債 | 3596 | 99.17 | 99.49 | 3.80 | 1.09 | 1.32 | 1.32 | 3.61 | 3.58 | 3.61 | 81 | |
| MBS | 13951 | 94.98 | 95.02 | 7.33 | 0.63 | 0.84 | 1.27 | 6.83 | 6.79 | 7.11 | 22 | |
| ABS | 651 | 95.90 | 96.08 | 5.89 | 0.73 | 1.33 | 1.29 | 5.47 | 5.43 | 5.46 | 68 | |
| 除くMBS | 1132419 | 96.28 | 96.47 | 10.22 | 0.82 | 0.98 | 0.95 | 8.70 | 8.64 | 8.65 | 4 | |
| 短期(1-3) | 230762 | 99.92 | 100.02 | 1.93 | 0.40 | 0.44 | 0.44 | 1.92 | 1.91 | 1.92 | 6 | |
| 中期(3-7) | 311595 | 100.37 | 100.53 | 4.78 | 0.65 | 0.58 | 0.58 | 4.70 | 4.69 | 4.70 | 5 | |
| 長期(7- ) | 590062 | 92.70 | 92.93 | 16.34 | 1.06 | 1.44 | 1.37 | 13.83 | 13.73 | 13.73 | 3 | |
| 長期(7-11) | 208789 | 101.74 | 101.99 | 8.70 | 1.03 | 0.83 | 0.83 | 8.31 | 8.28 | 8.31 | 3 | |
| 超長期(11-) | 381273 | 87.75 | 87.97 | 20.52 | 1.08 | 1.83 | 1.71 | 17.34 | 17.18 | 17.18 | 3 | |
| 除くABS | 1145719 | 96.27 | 96.45 | 10.19 | 0.81 | 0.98 | 0.95 | 8.68 | 8.62 | 8.63 | 4 | |
| 短期(1-3) | 230588 | 99.93 | 100.02 | 1.93 | 0.40 | 0.44 | 0.44 | 1.92 | 1.91 | 1.92 | 5 | |
| 中期(3-7) | 311297 | 100.37 | 100.53 | 4.78 | 0.65 | 0.58 | 0.58 | 4.70 | 4.69 | 4.70 | 5 | |
| 長期(7- ) | 603834 | 92.75 | 92.98 | 16.13 | 1.05 | 1.43 | 1.37 | 13.67 | 13.56 | 13.58 | 4 | |
| 長期(7-11) | 208865 | 101.74 | 101.99 | 8.69 | 1.03 | 0.83 | 0.83 | 8.31 | 8.27 | 8.31 | 3 | |
| 超長期(11-) | 394968 | 88.00 | 88.21 | 20.07 | 1.07 | 1.79 | 1.69 | 16.95 | 16.80 | 16.80 | 4 | |
| 除くMBS・ABS | 1131768 | 96.28 | 96.47 | 10.22 | 0.82 | 0.98 | 0.95 | 8.70 | 8.64 | 8.65 | 4 | |
| 短期(1-3) | 230588 | 99.93 | 100.02 | 1.93 | 0.40 | 0.44 | 0.44 | 1.92 | 1.91 | 1.92 | 5 | |
| 中期(3-7) | 311297 | 100.37 | 100.53 | 4.78 | 0.65 | 0.58 | 0.58 | 4.70 | 4.69 | 4.70 | 5 | |
| 長期(7- ) | 589882 | 92.70 | 92.93 | 16.34 | 1.06 | 1.44 | 1.37 | 13.84 | 13.73 | 13.73 | 3 | |
| 長期(7-11) | 208688 | 101.74 | 101.99 | 8.70 | 1.03 | 0.83 | 0.83 | 8.31 | 8.28 | 8.31 | 3 | |
| 超長期(11-) | 381194 | 87.75 | 87.97 | 20.53 | 1.08 | 1.83 | 1.71 | 17.34 | 17.19 | 17.18 | 3 | |
| 除く国債 | 173428 | 96.61 | 96.77 | 7.34 | 0.68 | 0.98 | 1.00 | 6.53 | 6.49 | 6.53 | 25 | |
| 短期(1-3) | 41302 | 99.55 | 99.65 | 1.99 | 0.43 | 0.66 | 0.66 | 1.98 | 1.97 | 1.98 | 27 | |
| 中期(3-7) | 58188 | 99.08 | 99.22 | 4.75 | 0.61 | 0.79 | 0.79 | 4.68 | 4.66 | 4.68 | 25 | |
| 長期(7- ) | 73938 | 93.03 | 93.23 | 12.37 | 0.89 | 1.33 | 1.38 | 10.80 | 10.72 | 10.79 | 24 | |
| 長期(7-11) | 27265 | 99.37 | 99.60 | 8.60 | 0.96 | 1.05 | 1.05 | 8.25 | 8.20 | 8.24 | 25 | |
| 超長期(11-) | 46673 | 89.33 | 89.51 | 14.57 | 0.85 | 1.52 | 1.60 | 12.46 | 12.35 | 12.45 | 23 | |
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