| ------------ 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 | 368.001 | -8.46 | -9.23 | 0.76 | -4.44 | 0.48 | ||
| 短期(1-3) | 234.953 | -0.56 | -0.96 | 0.40 | -0.37 | 0.17 | ||
| 中期(3-7) | 338.102 | -1.74 | -2.31 | 0.57 | -0.98 | 0.80 | ||
| 長期(7- ) | 546.820 | -15.04 | -16.05 | 1.00 | -7.78 | 0.42 | ||
| 長期(7-11)*2 | 194.308 | -1.87 | -2.74 | 0.87 | -3.24 | 0.32 | ||
| 超長期(11-)*2 | 245.058 | -22.50 | -23.58 | 1.08 | -10.30 | 0.47 | ||
| 国債 | 379.098 | -9.30 | -10.08 | 0.79 | -4.91 | 0.42 | ||
| 短期(1-3) | 221.638 | -0.61 | -1.01 | 0.40 | -0.44 | 0.12 | ||
| 中期(3-7) | 336.877 | -1.93 | -2.51 | 0.57 | -1.13 | 0.72 | ||
| 長期(7- ) | 557.899 | -16.06 | -17.09 | 1.03 | -8.33 | 0.37 | ||
| 長期(7-11)*2 | 192.799 | -2.26 | -3.15 | 0.89 | -3.55 | 0.21 | ||
| 超長期(11-)*2 | 244.125 | -23.77 | -24.88 | 1.11 | -10.96 | 0.44 | ||
| 地方債 | 391.224 | -3.11 | -3.69 | 0.58 | -1.99 | 0.82 | ||
| 政保債 | 367.657 | -7.10 | -7.77 | 0.67 | -3.70 | 0.14 | ||
| 金融債 | 273.527 | -1.01 | -1.19 | 0.17 | -0.44 | 0.32 | ||
| 事業債 | 386.676 | -3.76 | -4.43 | 0.68 | -1.61 | 1.07 | ||
| 円建外債 | 388.035 | -1.40 | -2.46 | 1.05 | 1.74 | 2.90 | ||
| MBS*3 | 125.918 | -5.73 | -6.37 | 0.63 | -1.37 | 0.45 | ||
| ABS*4 | 113.616 | -2.20 | -2.91 | 0.71 | -1.35 | 0.74 | ||
| 除くMBS | 367.894 | -8.50 | -9.26 | 0.76 | -4.48 | 0.48 | ||
| 短期(1-3) | 234.953 | -0.56 | -0.96 | 0.40 | -0.37 | 0.17 | ||
| 中期(3-7) | 338.102 | -1.74 | -2.31 | 0.57 | -0.98 | 0.80 | ||
| 長期(7- ) | 548.975 | -15.28 | -16.29 | 1.01 | -7.94 | 0.42 | ||
| 長期(7-11)*2 | 194.304 | -1.87 | -2.74 | 0.87 | -3.24 | 0.32 | ||
| 超長期(11-)*2 | 247.175 | -23.16 | -24.26 | 1.10 | -10.65 | 0.47 | ||
| 除くABS | 368.030 | -8.47 | -9.23 | 0.76 | -4.44 | 0.48 | ||
| 短期(1-3) | 234.913 | -0.56 | -0.96 | 0.40 | -0.37 | 0.17 | ||
| 中期(3-7) | 338.099 | -1.74 | -2.31 | 0.57 | -0.98 | 0.80 | ||
| 長期(7- ) | 546.823 | -15.05 | -16.05 | 1.00 | -7.78 | 0.42 | ||
| 長期(7-11)*2 | 194.303 | -1.87 | -2.74 | 0.87 | -3.24 | 0.32 | ||
| 超長期(11-)*2 | 245.056 | -22.50 | -23.58 | 1.08 | -10.31 | 0.47 | ||
| 除くMBS・ABS | 367.923 | -8.50 | -9.27 | 0.76 | -4.48 | 0.48 | ||
| 短期(1-3) | 234.913 | -0.56 | -0.96 | 0.40 | -0.37 | 0.17 | ||
| 中期(3-7) | 338.099 | -1.74 | -2.31 | 0.57 | -0.98 | 0.80 | ||
| 長期(7- ) | 548.979 | -15.29 | -16.30 | 1.01 | -7.94 | 0.42 | ||
| 長期(7-11)*2 | 194.299 | -1.87 | -2.74 | 0.87 | -3.24 | 0.32 | ||
| 超長期(11-)*2 | 247.174 | -23.16 | -24.26 | 1.10 | -10.65 | 0.47 | ||
| 除く国債* | 171.566 | -3.85 | -4.48 | 0.63 | -1.84 | 0.85 | ||
| 短期(1-3)* | 134.213 | -0.29 | -0.70 | 0.40 | -0.03 | 0.43 | ||
| 中期(3-7)* | 167.053 | -0.88 | -1.43 | 0.55 | -0.34 | 1.15 | ||
| 長期(7- )* | 236.203 | -8.07 | -8.88 | 0.82 | -3.96 | 0.82 | ||
| 長期(7-11)*2 | 199.169 | 0.68 | -0.05 | 0.73 | -1.24 | 1.05 | ||
| 超長期(11-)*2 | 242.740 | -13.43 | -14.30 | 0.87 | -5.61 | 0.72 | ||
| 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 | 1112963 | 99.27 | 99.52 | 10.10 | 0.76 | 0.61 | 0.60 | 8.91 | 8.86 | 8.87 | 5 | |
| 短期(1-3) | 221605 | 100.66 | 100.78 | 1.88 | 0.40 | 0.04 | 0.04 | 1.87 | 1.87 | 1.87 | 6 | |
| 中期(3-7) | 302745 | 101.59 | 101.77 | 4.68 | 0.58 | 0.25 | 0.25 | 4.61 | 4.61 | 4.61 | 5 | |
| 長期(7- ) | 588612 | 97.55 | 97.89 | 15.98 | 0.99 | 1.02 | 1.01 | 13.93 | 13.85 | 13.86 | 4 | |
| 長期(7-11) | 204247 | 102.81 | 103.09 | 8.63 | 0.89 | 0.57 | 0.58 | 8.30 | 8.27 | 8.29 | 4 | |
| 超長期(11-) | 384366 | 94.76 | 95.13 | 19.89 | 1.05 | 1.28 | 1.25 | 17.18 | 17.06 | 17.07 | 4 | |
| 国債 | 940324 | 99.46 | 99.73 | 10.59 | 0.79 | 0.60 | 0.58 | 9.30 | 9.25 | 9.26 | 1 | |
| 短期(1-3) | 181657 | 100.76 | 100.89 | 1.86 | 0.40 | -0.01 | -0.01 | 1.85 | 1.85 | 1.85 | 1 | |
| 中期(3-7) | 246363 | 101.91 | 102.10 | 4.67 | 0.59 | 0.19 | 0.20 | 4.60 | 4.59 | 4.60 | 0 | |
| 長期(7- ) | 512303 | 97.82 | 98.18 | 16.53 | 1.03 | 1.02 | 1.00 | 14.36 | 14.27 | 14.28 | 1 | |
| 長期(7-11) | 176030 | 103.38 | 103.67 | 8.65 | 0.92 | 0.53 | 0.54 | 8.32 | 8.29 | 8.31 | 0 | |
| 超長期(11-) | 336273 | 94.91 | 95.31 | 20.65 | 1.08 | 1.30 | 1.26 | 17.80 | 17.68 | 17.68 | 1 | |
| 地方債 | 67791 | 98.90 | 99.04 | 7.47 | 0.57 | 0.55 | 0.56 | 6.99 | 6.96 | 6.96 | 14 | |
| 政保債 | 14996 | 98.65 | 98.78 | 8.94 | 0.67 | 0.60 | 0.58 | 7.89 | 7.85 | 7.86 | 11 | |
| 金融債 | 3445 | 99.31 | 99.35 | 3.21 | 0.17 | 0.34 | 0.34 | 3.18 | 3.17 | 3.18 | 25 | |
| 事業債 | 67716 | 97.58 | 97.75 | 7.62 | 0.66 | 0.81 | 0.79 | 6.69 | 6.65 | 6.67 | 42 | |
| 円建外債 | 3313 | 98.96 | 99.21 | 3.83 | 1.04 | 1.23 | 1.22 | 3.63 | 3.61 | 3.63 | 109 | |
| MBS | 14647 | 97.53 | 97.56 | 6.89 | 0.64 | 0.73 | 0.88 | 6.54 | 6.51 | 6.56 | 18 | |
| ABS | 731 | 97.21 | 97.39 | 5.97 | 0.69 | 0.96 | 0.94 | 5.58 | 5.54 | 5.57 | 65 | |
| 除くMBS | 1098316 | 99.29 | 99.55 | 10.14 | 0.77 | 0.61 | 0.60 | 8.94 | 8.89 | 8.90 | 4 | |
| 短期(1-3) | 221605 | 100.66 | 100.78 | 1.88 | 0.40 | 0.04 | 0.04 | 1.87 | 1.87 | 1.87 | 6 | |
| 中期(3-7) | 302745 | 101.59 | 101.77 | 4.68 | 0.58 | 0.25 | 0.25 | 4.61 | 4.61 | 4.61 | 5 | |
| 長期(7- ) | 573965 | 97.55 | 97.90 | 16.21 | 1.00 | 1.03 | 1.01 | 14.12 | 14.04 | 14.05 | 3 | |
| 長期(7-11) | 204013 | 102.82 | 103.09 | 8.63 | 0.89 | 0.57 | 0.58 | 8.30 | 8.28 | 8.30 | 4 | |
| 超長期(11-) | 369952 | 94.65 | 95.04 | 20.39 | 1.06 | 1.31 | 1.27 | 17.60 | 17.48 | 17.49 | 3 | |
| 除くABS | 1112232 | 99.27 | 99.52 | 10.10 | 0.76 | 0.61 | 0.60 | 8.91 | 8.87 | 8.87 | 5 | |
| 短期(1-3) | 221401 | 100.66 | 100.78 | 1.88 | 0.40 | 0.04 | 0.04 | 1.87 | 1.87 | 1.87 | 6 | |
| 中期(3-7) | 302469 | 101.59 | 101.77 | 4.68 | 0.58 | 0.25 | 0.25 | 4.61 | 4.61 | 4.61 | 5 | |
| 長期(7- ) | 588362 | 97.56 | 97.89 | 15.98 | 1.00 | 1.02 | 1.00 | 13.93 | 13.85 | 13.86 | 4 | |
| 長期(7-11) | 204085 | 102.82 | 103.09 | 8.63 | 0.89 | 0.57 | 0.58 | 8.30 | 8.27 | 8.29 | 4 | |
| 超長期(11-) | 384277 | 94.76 | 95.13 | 19.89 | 1.05 | 1.28 | 1.25 | 17.18 | 17.06 | 17.07 | 4 | |
| 除くMBS・ABS | 1097585 | 99.29 | 99.55 | 10.14 | 0.77 | 0.61 | 0.60 | 8.94 | 8.90 | 8.90 | 4 | |
| 短期(1-3) | 221401 | 100.66 | 100.78 | 1.88 | 0.40 | 0.04 | 0.04 | 1.87 | 1.87 | 1.87 | 6 | |
| 中期(3-7) | 302469 | 101.59 | 101.77 | 4.68 | 0.58 | 0.25 | 0.25 | 4.61 | 4.61 | 4.61 | 5 | |
| 長期(7- ) | 573715 | 97.56 | 97.90 | 16.22 | 1.00 | 1.03 | 1.01 | 14.12 | 14.04 | 14.05 | 3 | |
| 長期(7-11) | 203851 | 102.82 | 103.10 | 8.63 | 0.89 | 0.57 | 0.58 | 8.30 | 8.28 | 8.30 | 4 | |
| 超長期(11-) | 369864 | 94.65 | 95.04 | 20.39 | 1.06 | 1.31 | 1.27 | 17.60 | 17.48 | 17.49 | 3 | |
| 除く国債 | 172640 | 98.25 | 98.39 | 7.45 | 0.62 | 0.68 | 0.69 | 6.77 | 6.73 | 6.75 | 27 | |
| 短期(1-3) | 39949 | 100.19 | 100.29 | 1.97 | 0.40 | 0.28 | 0.28 | 1.96 | 1.96 | 1.96 | 29 | |
| 中期(3-7) | 56382 | 100.21 | 100.35 | 4.73 | 0.55 | 0.50 | 0.50 | 4.67 | 4.65 | 4.67 | 30 | |
| 長期(7- ) | 76309 | 95.77 | 95.95 | 12.32 | 0.79 | 1.05 | 1.06 | 11.02 | 10.95 | 10.98 | 24 | |
| 長期(7-11) | 28216 | 99.29 | 99.47 | 8.45 | 0.72 | 0.82 | 0.82 | 8.18 | 8.15 | 8.18 | 29 | |
| 超長期(11-) | 48093 | 93.71 | 93.88 | 14.59 | 0.83 | 1.18 | 1.21 | 12.78 | 12.70 | 12.71 | 21 | |
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