| ------------ 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 | 366.739 | -1.39 | -2.18 | 0.80 | -2.20 | -2.05 | ||
| 短期(1-3) | 234.647 | 0.48 | 0.10 | 0.38 | -0.29 | -0.76 | ||
| 中期(3-7) | 337.774 | 0.74 | 0.11 | 0.63 | -0.51 | -1.71 | ||
| 長期(7- ) | 543.729 | -3.29 | -4.35 | 1.06 | -3.82 | -2.76 | ||
| 長期(7-11)*2 | 194.683 | -0.02 | -0.95 | 0.93 | -1.17 | -1.43 | ||
| 超長期(11-)*2 | 242.610 | -5.18 | -6.32 | 1.13 | -5.29 | -3.53 | ||
| 国債 | 377.512 | -1.76 | -2.58 | 0.82 | -2.47 | -2.29 | ||
| 短期(1-3) | 221.262 | 0.39 | 0.02 | 0.37 | -0.36 | -0.83 | ||
| 中期(3-7) | 336.327 | 0.53 | -0.10 | 0.64 | -0.64 | -1.87 | ||
| 長期(7- ) | 554.290 | -3.73 | -4.82 | 1.09 | -4.13 | -3.07 | ||
| 長期(7-11)*2 | 193.031 | -0.22 | -1.17 | 0.95 | -1.37 | -1.63 | ||
| 超長期(11-)*2 | 241.486 | -5.75 | -6.92 | 1.16 | -5.64 | -3.88 | ||
| 地方債 | 391.595 | 0.44 | -0.16 | 0.60 | -0.74 | -1.12 | ||
| 政保債 | 367.776 | -0.11 | -0.81 | 0.70 | -1.52 | -1.12 | ||
| 金融債 | 273.423 | 0.77 | 0.54 | 0.23 | -0.22 | -0.98 | ||
| 事業債 | 387.176 | 1.20 | 0.49 | 0.71 | -0.55 | -0.18 | ||
| 円建外債 | 391.578 | 2.31 | 1.20 | 1.11 | 1.66 | 1.32 | ||
| MBS*3 | 125.336 | -0.44 | -1.13 | 0.69 | -1.04 | -1.63 | ||
| ABS*4 | 113.872 | 0.82 | 0.10 | 0.72 | -0.34 | -1.06 | ||
| 除くMBS | 366.638 | -1.40 | -2.20 | 0.80 | -2.22 | -2.06 | ||
| 短期(1-3) | 234.647 | 0.48 | 0.10 | 0.38 | -0.29 | -0.76 | ||
| 中期(3-7) | 337.774 | 0.74 | 0.11 | 0.63 | -0.51 | -1.71 | ||
| 長期(7- ) | 545.852 | -3.36 | -4.43 | 1.07 | -3.89 | -2.79 | ||
| 長期(7-11)*2 | 194.679 | -0.02 | -0.95 | 0.93 | -1.17 | -1.43 | ||
| 超長期(11-)*2 | 244.650 | -5.37 | -6.52 | 1.15 | -5.46 | -3.61 | ||
| 除くABS | 366.767 | -1.39 | -2.19 | 0.80 | -2.20 | -2.05 | ||
| 短期(1-3) | 234.607 | 0.48 | 0.10 | 0.38 | -0.29 | -0.76 | ||
| 中期(3-7) | 337.771 | 0.74 | 0.11 | 0.63 | -0.51 | -1.71 | ||
| 長期(7- ) | 543.730 | -3.29 | -4.35 | 1.06 | -3.82 | -2.76 | ||
| 長期(7-11)*2 | 194.677 | -0.02 | -0.95 | 0.93 | -1.17 | -1.43 | ||
| 超長期(11-)*2 | 242.609 | -5.19 | -6.32 | 1.13 | -5.29 | -3.53 | ||
| 除くMBS・ABS | 366.665 | -1.40 | -2.20 | 0.80 | -2.22 | -2.06 | ||
| 短期(1-3) | 234.607 | 0.48 | 0.10 | 0.38 | -0.29 | -0.76 | ||
| 中期(3-7) | 337.771 | 0.74 | 0.11 | 0.63 | -0.51 | -1.71 | ||
| 長期(7- ) | 545.854 | -3.36 | -4.43 | 1.07 | -3.89 | -2.79 | ||
| 長期(7-11)*2 | 194.673 | -0.02 | -0.95 | 0.93 | -1.17 | -1.43 | ||
| 超長期(11-)*2 | 244.648 | -5.37 | -6.52 | 1.15 | -5.46 | -3.61 | ||
| 除く国債* | 171.686 | 0.68 | 0.01 | 0.67 | -0.70 | -0.73 | ||
| 短期(1-3)* | 134.285 | 0.90 | 0.50 | 0.40 | 0.04 | -0.43 | ||
| 中期(3-7)* | 167.381 | 1.62 | 1.04 | 0.58 | 0.06 | -1.01 | ||
| 長期(7- )* | 236.179 | -0.21 | -1.09 | 0.88 | -1.67 | -0.68 | ||
| 長期(7-11)*2 | 200.502 | 1.29 | 0.46 | 0.82 | 0.15 | -0.05 | ||
| 超長期(11-)*2 | 241.710 | -1.13 | -2.05 | 0.92 | -2.77 | -1.06 | ||
| 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 | 1124834 | 98.40 | 98.50 | 10.21 | 0.78 | 0.73 | 0.72 | 8.93 | 8.88 | 8.89 | 4 | |
| 短期(1-3) | 230966 | 100.36 | 100.42 | 1.99 | 0.38 | 0.19 | 0.19 | 1.99 | 1.98 | 1.99 | 5 | |
| 中期(3-7) | 303252 | 101.29 | 101.40 | 4.86 | 0.63 | 0.37 | 0.38 | 4.78 | 4.77 | 4.78 | 5 | |
| 長期(7- ) | 590617 | 96.14 | 96.27 | 16.16 | 1.02 | 1.14 | 1.12 | 14.00 | 13.91 | 13.93 | 4 | |
| 長期(7-11) | 203923 | 102.66 | 102.82 | 8.77 | 0.95 | 0.65 | 0.66 | 8.42 | 8.39 | 8.41 | 4 | |
| 超長期(11-) | 386693 | 92.70 | 92.82 | 20.07 | 1.05 | 1.43 | 1.38 | 17.27 | 17.14 | 17.15 | 4 | |
| 国債 | 951212 | 98.49 | 98.59 | 10.72 | 0.80 | 0.72 | 0.70 | 9.33 | 9.28 | 9.29 | 0 | |
| 短期(1-3) | 190180 | 100.45 | 100.51 | 1.99 | 0.37 | 0.14 | 0.14 | 1.98 | 1.98 | 1.98 | 0 | |
| 中期(3-7) | 245862 | 101.61 | 101.71 | 4.88 | 0.64 | 0.33 | 0.33 | 4.80 | 4.79 | 4.80 | 0 | |
| 長期(7- ) | 515170 | 96.27 | 96.40 | 16.72 | 1.04 | 1.15 | 1.11 | 14.44 | 14.35 | 14.36 | 1 | |
| 長期(7-11) | 176304 | 103.11 | 103.27 | 8.81 | 0.97 | 0.62 | 0.63 | 8.45 | 8.42 | 8.44 | 0 | |
| 超長期(11-) | 338866 | 92.72 | 92.83 | 20.84 | 1.08 | 1.45 | 1.39 | 17.91 | 17.78 | 17.78 | 1 | |
| 地方債 | 67365 | 98.58 | 98.68 | 7.43 | 0.59 | 0.64 | 0.65 | 6.93 | 6.90 | 6.91 | 12 | |
| 政保債 | 14396 | 98.11 | 98.29 | 9.18 | 0.69 | 0.70 | 0.68 | 8.05 | 8.01 | 8.02 | 7 | |
| 金融債 | 3455 | 99.12 | 99.17 | 3.16 | 0.23 | 0.48 | 0.48 | 3.13 | 3.12 | 3.13 | 26 | |
| 事業債 | 69672 | 97.33 | 97.49 | 7.54 | 0.69 | 0.90 | 0.87 | 6.58 | 6.54 | 6.55 | 39 | |
| 円建外債 | 3652 | 99.31 | 99.60 | 3.84 | 1.10 | 1.22 | 1.22 | 3.66 | 3.63 | 3.66 | 95 | |
| MBS | 14373 | 96.64 | 96.67 | 7.04 | 0.64 | 0.75 | 1.02 | 6.64 | 6.61 | 6.82 | 22 | |
| ABS | 710 | 96.86 | 97.03 | 5.76 | 0.70 | 1.07 | 1.05 | 5.37 | 5.34 | 5.37 | 66 | |
| 除くMBS | 1110461 | 98.42 | 98.53 | 10.25 | 0.78 | 0.73 | 0.71 | 8.96 | 8.91 | 8.92 | 4 | |
| 短期(1-3) | 230966 | 100.36 | 100.42 | 1.99 | 0.38 | 0.19 | 0.19 | 1.99 | 1.98 | 1.99 | 5 | |
| 中期(3-7) | 303252 | 101.29 | 101.40 | 4.86 | 0.63 | 0.37 | 0.38 | 4.78 | 4.77 | 4.78 | 5 | |
| 長期(7- ) | 576244 | 96.13 | 96.26 | 16.39 | 1.02 | 1.15 | 1.12 | 14.19 | 14.10 | 14.11 | 3 | |
| 長期(7-11) | 203719 | 102.67 | 102.82 | 8.77 | 0.95 | 0.65 | 0.66 | 8.42 | 8.39 | 8.42 | 4 | |
| 超長期(11-) | 372524 | 92.56 | 92.68 | 20.56 | 1.06 | 1.45 | 1.39 | 17.68 | 17.55 | 17.56 | 3 | |
| 除くABS | 1124125 | 98.40 | 98.51 | 10.21 | 0.78 | 0.73 | 0.72 | 8.93 | 8.88 | 8.89 | 4 | |
| 短期(1-3) | 230762 | 100.36 | 100.42 | 1.99 | 0.38 | 0.19 | 0.19 | 1.99 | 1.98 | 1.99 | 5 | |
| 中期(3-7) | 302969 | 101.30 | 101.40 | 4.86 | 0.63 | 0.37 | 0.38 | 4.78 | 4.77 | 4.78 | 5 | |
| 長期(7- ) | 590393 | 96.14 | 96.27 | 16.17 | 1.02 | 1.14 | 1.12 | 14.00 | 13.91 | 13.93 | 4 | |
| 長期(7-11) | 203786 | 102.67 | 102.82 | 8.77 | 0.95 | 0.65 | 0.66 | 8.42 | 8.39 | 8.41 | 4 | |
| 超長期(11-) | 386608 | 92.71 | 92.82 | 20.07 | 1.05 | 1.43 | 1.38 | 17.27 | 17.14 | 17.15 | 4 | |
| 除くMBS・ABS | 1109752 | 98.42 | 98.53 | 10.25 | 0.78 | 0.73 | 0.71 | 8.96 | 8.91 | 8.92 | 4 | |
| 短期(1-3) | 230762 | 100.36 | 100.42 | 1.99 | 0.38 | 0.19 | 0.19 | 1.99 | 1.98 | 1.99 | 5 | |
| 中期(3-7) | 302969 | 101.30 | 101.40 | 4.86 | 0.63 | 0.37 | 0.38 | 4.78 | 4.77 | 4.78 | 5 | |
| 長期(7- ) | 576021 | 96.13 | 96.26 | 16.39 | 1.02 | 1.15 | 1.12 | 14.19 | 14.10 | 14.11 | 3 | |
| 長期(7-11) | 203582 | 102.67 | 102.83 | 8.77 | 0.95 | 0.65 | 0.66 | 8.42 | 8.39 | 8.42 | 4 | |
| 超長期(11-) | 372439 | 92.56 | 92.68 | 20.56 | 1.06 | 1.45 | 1.39 | 17.69 | 17.56 | 17.56 | 3 | |
| 除く国債 | 173622 | 97.90 | 98.02 | 7.42 | 0.65 | 0.77 | 0.78 | 6.71 | 6.67 | 6.70 | 25 | |
| 短期(1-3) | 40786 | 99.92 | 100.01 | 2.00 | 0.40 | 0.42 | 0.42 | 2.00 | 1.99 | 2.00 | 27 | |
| 中期(3-7) | 57389 | 99.95 | 100.07 | 4.76 | 0.58 | 0.58 | 0.58 | 4.69 | 4.68 | 4.69 | 26 | |
| 長期(7- ) | 75447 | 95.24 | 95.40 | 12.36 | 0.83 | 1.11 | 1.15 | 10.99 | 10.91 | 10.97 | 24 | |
| 長期(7-11) | 27619 | 99.79 | 99.95 | 8.52 | 0.82 | 0.87 | 0.86 | 8.22 | 8.19 | 8.22 | 26 | |
| 超長期(11-) | 47828 | 92.62 | 92.77 | 14.58 | 0.84 | 1.26 | 1.32 | 12.70 | 12.61 | 12.68 | 22 | |
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