| ------------ 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 | 345.207 | -11.98 | -12.94 | 0.96 | -3.60 | -6.06 | ||
| 短期(1-3) | 234.051 | -0.91 | -1.39 | 0.48 | 1.07 | 0.16 | ||
| 中期(3-7) | 330.956 | -4.22 | -4.97 | 0.75 | 1.39 | -1.56 | ||
| 長期(7- ) | 488.184 | -21.38 | -22.68 | 1.29 | -8.46 | -11.15 | ||
| 長期(7-11)*2 | 186.786 | -8.75 | -9.88 | 1.13 | 0.73 | -4.11 | ||
| 超長期(11-)*2 | 209.072 | -29.41 | -30.81 | 1.40 | -14.15 | -15.42 | ||
| 国債 | 353.954 | -12.83 | -13.82 | 0.99 | -4.08 | -6.45 | ||
| 短期(1-3) | 220.590 | -0.96 | -1.43 | 0.47 | 1.02 | 0.14 | ||
| 中期(3-7) | 329.359 | -4.30 | -5.06 | 0.76 | 1.37 | -1.58 | ||
| 長期(7- ) | 495.723 | -22.35 | -23.67 | 1.32 | -9.03 | -11.53 | ||
| 長期(7-11)*2 | 185.179 | -8.80 | -9.93 | 1.13 | 0.75 | -4.07 | ||
| 超長期(11-)*2 | 206.877 | -30.85 | -32.30 | 1.44 | -15.02 | -16.00 | ||
| 地方債 | 376.429 | -7.21 | -7.92 | 0.72 | -0.30 | -3.93 | ||
| 政保債 | 348.025 | -10.18 | -11.08 | 0.91 | -2.76 | -5.69 | ||
| 金融債 | 271.421 | -1.62 | -2.11 | 0.49 | 1.12 | -0.47 | ||
| 事業債 | 374.010 | -6.67 | -7.57 | 0.91 | -0.93 | -3.35 | ||
| 円建外債 | 393.336 | -2.26 | -3.44 | 1.18 | 1.47 | 0.27 | ||
| MBS*3 | 118.219 | -9.46 | -10.18 | 0.72 | -2.64 | -6.26 | ||
| ABS*4 | 111.912 | -4.41 | -5.22 | 0.82 | 1.28 | -1.60 | ||
| 除くMBS | 345.103 | -12.01 | -12.97 | 0.96 | -3.61 | -6.05 | ||
| 短期(1-3) | 234.051 | -0.91 | -1.39 | 0.48 | 1.07 | 0.16 | ||
| 中期(3-7) | 330.956 | -4.22 | -4.97 | 0.75 | 1.39 | -1.56 | ||
| 長期(7- ) | 489.506 | -21.66 | -22.97 | 1.31 | -8.60 | -11.26 | ||
| 長期(7-11)*2 | 186.777 | -8.75 | -9.88 | 1.13 | 0.73 | -4.11 | ||
| 超長期(11-)*2 | 210.089 | -30.18 | -31.61 | 1.43 | -14.59 | -15.76 | ||
| 除くABS | 345.225 | -11.98 | -12.95 | 0.96 | -3.60 | -6.06 | ||
| 短期(1-3) | 234.010 | -0.91 | -1.39 | 0.48 | 1.06 | 0.16 | ||
| 中期(3-7) | 330.950 | -4.22 | -4.97 | 0.75 | 1.39 | -1.56 | ||
| 長期(7- ) | 488.177 | -21.38 | -22.68 | 1.29 | -8.47 | -11.15 | ||
| 長期(7-11)*2 | 186.780 | -8.75 | -9.88 | 1.13 | 0.73 | -4.11 | ||
| 超長期(11-)*2 | 209.068 | -29.41 | -30.81 | 1.40 | -14.15 | -15.42 | ||
| 除くMBS・ABS | 345.120 | -12.01 | -12.98 | 0.96 | -3.61 | -6.06 | ||
| 短期(1-3) | 234.010 | -0.91 | -1.39 | 0.48 | 1.06 | 0.16 | ||
| 中期(3-7) | 330.950 | -4.22 | -4.97 | 0.75 | 1.39 | -1.56 | ||
| 長期(7- ) | 489.500 | -21.67 | -22.98 | 1.31 | -8.60 | -11.27 | ||
| 長期(7-11)*2 | 186.771 | -8.75 | -9.88 | 1.13 | 0.73 | -4.11 | ||
| 超長期(11-)*2 | 210.085 | -30.19 | -31.61 | 1.43 | -14.59 | -15.76 | ||
| 除く国債* | 165.200 | -7.16 | -7.98 | 0.82 | -0.86 | -3.84 | ||
| 短期(1-3)* | 134.255 | -0.69 | -1.22 | 0.53 | 1.26 | 0.28 | ||
| 中期(3-7)* | 164.400 | -3.82 | -4.52 | 0.70 | 1.50 | -1.48 | ||
| 長期(7- )* | 218.105 | -14.28 | -15.39 | 1.11 | -4.28 | -8.37 | ||
| 長期(7-11)*2 | 192.529 | -8.36 | -9.51 | 1.15 | 0.56 | -4.36 | ||
| 超長期(11-)*2 | 217.583 | -18.40 | -19.48 | 1.08 | -7.52 | -11.01 | ||
| 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 | 1162644 | 91.44 | 91.67 | 10.24 | 0.89 | 1.60 | 1.51 | 8.27 | 8.19 | 8.21 | 5 | |
| 短期(1-3) | 232791 | 99.31 | 99.43 | 1.94 | 0.48 | 0.83 | 0.83 | 1.92 | 1.92 | 1.92 | 5 | |
| 中期(3-7) | 317482 | 98.19 | 98.37 | 4.80 | 0.74 | 1.12 | 1.11 | 4.70 | 4.68 | 4.70 | 5 | |
| 長期(7- ) | 612371 | 84.94 | 85.24 | 16.21 | 1.12 | 2.22 | 2.05 | 13.21 | 13.06 | 13.09 | 5 | |
| 長期(7-11) | 210396 | 97.19 | 97.46 | 8.69 | 1.11 | 1.48 | 1.46 | 8.26 | 8.20 | 8.25 | 4 | |
| 超長期(11-) | 401976 | 78.53 | 78.84 | 20.15 | 1.13 | 2.70 | 2.44 | 16.42 | 16.21 | 16.23 | 5 | |
| 国債 | 990605 | 91.14 | 91.38 | 10.75 | 0.91 | 1.61 | 1.50 | 8.63 | 8.54 | 8.56 | 1 | |
| 短期(1-3) | 191363 | 99.40 | 99.52 | 1.92 | 0.47 | 0.78 | 0.77 | 1.91 | 1.90 | 1.91 | 0 | |
| 中期(3-7) | 259248 | 98.49 | 98.67 | 4.83 | 0.75 | 1.07 | 1.06 | 4.72 | 4.70 | 4.72 | 0 | |
| 長期(7- ) | 539994 | 84.68 | 84.99 | 16.73 | 1.14 | 2.25 | 2.05 | 13.59 | 13.44 | 13.46 | 1 | |
| 長期(7-11) | 183126 | 97.48 | 97.75 | 8.69 | 1.11 | 1.44 | 1.42 | 8.26 | 8.20 | 8.26 | 0 | |
| 超長期(11-) | 356868 | 78.10 | 78.44 | 20.85 | 1.16 | 2.77 | 2.45 | 17.00 | 16.79 | 16.78 | 2 | |
| 地方債 | 66294 | 93.79 | 93.99 | 7.19 | 0.68 | 1.44 | 1.43 | 6.46 | 6.41 | 6.44 | 16 | |
| 政保債 | 14210 | 91.67 | 91.80 | 9.29 | 0.83 | 1.61 | 1.51 | 7.65 | 7.58 | 7.62 | 12 | |
| 金融債 | 3178 | 97.83 | 97.93 | 3.12 | 0.48 | 1.21 | 1.20 | 3.06 | 3.04 | 3.06 | 31 | |
| 事業債 | 70137 | 92.99 | 93.18 | 7.25 | 0.84 | 1.70 | 1.62 | 5.92 | 5.86 | 5.88 | 42 | |
| 円建外債 | 4040 | 98.25 | 98.50 | 3.40 | 1.15 | 1.66 | 1.65 | 3.18 | 3.15 | 3.17 | 73 | |
| MBS | 13534 | 89.91 | 89.95 | 7.79 | 0.65 | 1.11 | 2.00 | 7.01 | 6.94 | 7.41 | 32 | |
| ABS | 646 | 93.82 | 94.00 | 5.57 | 0.77 | 1.82 | 1.75 | 5.10 | 5.04 | 5.09 | 65 | |
| 除くMBS | 1149110 | 91.45 | 91.69 | 10.26 | 0.89 | 1.60 | 1.50 | 8.28 | 8.20 | 8.22 | 5 | |
| 短期(1-3) | 232791 | 99.31 | 99.43 | 1.94 | 0.48 | 0.83 | 0.83 | 1.92 | 1.92 | 1.92 | 5 | |
| 中期(3-7) | 317462 | 98.19 | 98.37 | 4.80 | 0.74 | 1.12 | 1.11 | 4.70 | 4.68 | 4.70 | 5 | |
| 長期(7- ) | 598858 | 84.82 | 85.13 | 16.40 | 1.13 | 2.25 | 2.05 | 13.36 | 13.21 | 13.23 | 4 | |
| 長期(7-11) | 210267 | 97.19 | 97.46 | 8.69 | 1.11 | 1.48 | 1.46 | 8.26 | 8.20 | 8.25 | 4 | |
| 超長期(11-) | 388591 | 78.14 | 78.46 | 20.57 | 1.15 | 2.77 | 2.45 | 16.79 | 16.58 | 16.57 | 4 | |
| 除くABS | 1161998 | 91.43 | 91.66 | 10.24 | 0.89 | 1.60 | 1.51 | 8.27 | 8.19 | 8.21 | 5 | |
| 短期(1-3) | 232611 | 99.31 | 99.43 | 1.94 | 0.48 | 0.83 | 0.83 | 1.92 | 1.92 | 1.92 | 5 | |
| 中期(3-7) | 317166 | 98.20 | 98.37 | 4.80 | 0.74 | 1.12 | 1.11 | 4.70 | 4.68 | 4.70 | 5 | |
| 長期(7- ) | 612221 | 84.94 | 85.24 | 16.21 | 1.12 | 2.22 | 2.05 | 13.21 | 13.07 | 13.09 | 5 | |
| 長期(7-11) | 210301 | 97.19 | 97.46 | 8.69 | 1.11 | 1.48 | 1.46 | 8.26 | 8.20 | 8.25 | 4 | |
| 超長期(11-) | 401920 | 78.53 | 78.84 | 20.15 | 1.13 | 2.70 | 2.44 | 16.42 | 16.22 | 16.23 | 5 | |
| 除くMBS・ABS | 1148464 | 91.45 | 91.68 | 10.27 | 0.89 | 1.60 | 1.50 | 8.28 | 8.20 | 8.22 | 5 | |
| 短期(1-3) | 232611 | 99.31 | 99.43 | 1.94 | 0.48 | 0.83 | 0.83 | 1.92 | 1.92 | 1.92 | 5 | |
| 中期(3-7) | 317146 | 98.20 | 98.37 | 4.80 | 0.74 | 1.12 | 1.11 | 4.70 | 4.68 | 4.70 | 5 | |
| 長期(7- ) | 598708 | 84.82 | 85.13 | 16.40 | 1.13 | 2.25 | 2.05 | 13.36 | 13.21 | 13.23 | 4 | |
| 長期(7-11) | 210173 | 97.19 | 97.46 | 8.69 | 1.11 | 1.48 | 1.46 | 8.26 | 8.20 | 8.25 | 4 | |
| 超長期(11-) | 388535 | 78.14 | 78.46 | 20.57 | 1.15 | 2.77 | 2.45 | 16.79 | 16.58 | 16.57 | 4 | |
| 除く国債 | 172040 | 93.16 | 93.34 | 7.26 | 0.76 | 1.54 | 1.56 | 6.23 | 6.17 | 6.23 | 29 | |
| 短期(1-3) | 41428 | 98.92 | 99.04 | 1.99 | 0.52 | 1.08 | 1.07 | 1.98 | 1.97 | 1.98 | 29 | |
| 中期(3-7) | 58235 | 96.86 | 97.02 | 4.70 | 0.68 | 1.36 | 1.34 | 4.60 | 4.57 | 4.60 | 29 | |
| 長期(7- ) | 72377 | 86.89 | 87.11 | 12.35 | 0.97 | 1.99 | 2.07 | 10.45 | 10.33 | 10.46 | 29 | |
| 長期(7-11) | 27270 | 95.22 | 95.50 | 8.65 | 1.10 | 1.73 | 1.70 | 8.21 | 8.14 | 8.21 | 28 | |
| 超長期(11-) | 45107 | 81.85 | 82.03 | 14.58 | 0.89 | 2.18 | 2.34 | 12.02 | 11.87 | 12.04 | 30 | |
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