| ------------ 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 | 359.551 | -18.17 | -18.95 | 0.78 | -7.02 | -2.37 | ||
| 短期(1-3) | 234.523 | -1.67 | -2.05 | 0.39 | -0.57 | -0.08 | ||
| 中期(3-7) | 334.930 | -5.96 | -6.54 | 0.58 | -2.30 | -0.49 | ||
| 長期(7- ) | 525.707 | -31.36 | -32.40 | 1.04 | -11.93 | -4.30 | ||
| 長期(7-11)*2 | 189.819 | -15.13 | -16.03 | 0.90 | -6.20 | -2.52 | ||
| 超長期(11-)*2 | 233.407 | -40.74 | -41.86 | 1.12 | -15.13 | -5.33 | ||
| 国債 | 369.972 | -19.11 | -19.91 | 0.80 | -7.53 | -2.56 | ||
| 短期(1-3) | 221.219 | -1.69 | -2.08 | 0.38 | -0.64 | -0.13 | ||
| 中期(3-7) | 333.693 | -5.95 | -6.54 | 0.59 | -2.41 | -0.56 | ||
| 長期(7- ) | 535.772 | -32.30 | -33.37 | 1.06 | -12.48 | -4.46 | ||
| 長期(7-11)*2 | 188.324 | -15.11 | -16.03 | 0.92 | -6.44 | -2.61 | ||
| 超長期(11-)*2 | 232.150 | -42.15 | -43.30 | 1.15 | -15.82 | -5.53 | ||
| 地方債 | 384.497 | -12.73 | -13.32 | 0.58 | -4.33 | -1.42 | ||
| 政保債 | 360.606 | -15.62 | -16.30 | 0.68 | -5.87 | -2.19 | ||
| 金融債 | 272.197 | -3.53 | -3.71 | 0.19 | -1.14 | -0.33 | ||
| 事業債 | 380.155 | -13.50 | -14.19 | 0.69 | -4.01 | -1.18 | ||
| 円建外債 | 385.826 | -3.97 | -5.06 | 1.09 | 0.27 | 1.62 | ||
| MBS*3 | 123.591 | -13.69 | -14.35 | 0.65 | -4.11 | -1.86 | ||
| ABS*4 | 112.264 | -8.27 | -8.98 | 0.71 | -2.99 | -0.84 | ||
| 除くMBS | 359.425 | -18.23 | -19.01 | 0.78 | -7.06 | -2.38 | ||
| 短期(1-3) | 234.523 | -1.67 | -2.05 | 0.39 | -0.57 | -0.08 | ||
| 中期(3-7) | 334.930 | -5.96 | -6.54 | 0.58 | -2.30 | -0.49 | ||
| 長期(7- ) | 527.497 | -31.81 | -32.86 | 1.05 | -12.13 | -4.36 | ||
| 長期(7-11)*2 | 189.811 | -15.14 | -16.04 | 0.90 | -6.21 | -2.52 | ||
| 超長期(11-)*2 | 235.137 | -41.83 | -42.96 | 1.13 | -15.55 | -5.47 | ||
| 除くABS | 359.577 | -18.18 | -18.95 | 0.78 | -7.02 | -2.38 | ||
| 短期(1-3) | 234.483 | -1.67 | -2.05 | 0.39 | -0.58 | -0.08 | ||
| 中期(3-7) | 334.927 | -5.96 | -6.54 | 0.58 | -2.30 | -0.49 | ||
| 長期(7- ) | 525.707 | -31.37 | -32.40 | 1.04 | -11.93 | -4.30 | ||
| 長期(7-11)*2 | 189.813 | -15.13 | -16.03 | 0.90 | -6.20 | -2.52 | ||
| 超長期(11-)*2 | 233.406 | -40.74 | -41.86 | 1.12 | -15.13 | -5.33 | ||
| 除くMBS・ABS | 359.451 | -18.23 | -19.01 | 0.78 | -7.06 | -2.38 | ||
| 短期(1-3) | 234.483 | -1.67 | -2.05 | 0.39 | -0.58 | -0.08 | ||
| 中期(3-7) | 334.927 | -5.96 | -6.54 | 0.58 | -2.30 | -0.49 | ||
| 長期(7- ) | 527.497 | -31.82 | -32.87 | 1.05 | -12.13 | -4.36 | ||
| 長期(7-11)*2 | 189.805 | -15.14 | -16.04 | 0.90 | -6.21 | -2.52 | ||
| 超長期(11-)*2 | 235.136 | -41.83 | -42.96 | 1.13 | -15.55 | -5.47 | ||
| 除く国債* | 168.674 | -12.99 | -13.64 | 0.64 | -4.17 | -1.35 | ||
| 短期(1-3)* | 134.006 | -1.55 | -1.94 | 0.39 | -0.29 | 0.16 | ||
| 中期(3-7)* | 165.537 | -6.00 | -6.55 | 0.56 | -1.79 | -0.17 | ||
| 長期(7- )* | 228.783 | -24.90 | -25.75 | 0.84 | -8.10 | -3.12 | ||
| 長期(7-11)*2 | 194.698 | -15.25 | -16.02 | 0.76 | -4.69 | -1.87 | ||
| 超長期(11-)*2 | 233.783 | -30.81 | -31.71 | 0.90 | -10.16 | -3.86 | ||
| 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 | 1112623 | 96.80 | 96.97 | 10.14 | 0.77 | 0.86 | 0.83 | 8.78 | 8.73 | 8.75 | 5 | |
| 短期(1-3) | 224662 | 100.42 | 100.51 | 1.94 | 0.39 | 0.16 | 0.16 | 1.93 | 1.93 | 1.93 | 6 | |
| 中期(3-7) | 301411 | 100.56 | 100.70 | 4.77 | 0.59 | 0.47 | 0.48 | 4.69 | 4.68 | 4.69 | 6 | |
| 長期(7- ) | 586550 | 93.49 | 93.70 | 16.05 | 1.00 | 1.36 | 1.31 | 13.86 | 13.75 | 13.78 | 4 | |
| 長期(7-11) | 202990 | 100.39 | 100.62 | 8.69 | 0.92 | 0.89 | 0.89 | 8.35 | 8.31 | 8.34 | 5 | |
| 超長期(11-) | 383561 | 89.83 | 90.04 | 19.94 | 1.04 | 1.63 | 1.56 | 17.11 | 16.98 | 17.00 | 4 | |
| 国債 | 940238 | 96.87 | 97.05 | 10.63 | 0.79 | 0.85 | 0.82 | 9.16 | 9.10 | 9.12 | 1 | |
| 短期(1-3) | 184235 | 100.53 | 100.62 | 1.93 | 0.39 | 0.10 | 0.10 | 1.92 | 1.92 | 1.92 | 1 | |
| 中期(3-7) | 245159 | 100.89 | 101.03 | 4.76 | 0.60 | 0.42 | 0.42 | 4.68 | 4.67 | 4.68 | 0 | |
| 長期(7- ) | 510843 | 93.62 | 93.84 | 16.58 | 1.03 | 1.36 | 1.30 | 14.28 | 14.17 | 14.20 | 1 | |
| 長期(7-11) | 175277 | 100.93 | 101.16 | 8.72 | 0.95 | 0.85 | 0.85 | 8.36 | 8.33 | 8.36 | 1 | |
| 超長期(11-) | 335567 | 89.81 | 90.02 | 20.69 | 1.07 | 1.66 | 1.57 | 17.74 | 17.60 | 17.63 | 1 | |
| 地方債 | 67529 | 97.06 | 97.18 | 7.46 | 0.57 | 0.78 | 0.79 | 6.89 | 6.85 | 6.86 | 14 | |
| 政保債 | 14801 | 96.59 | 96.79 | 8.97 | 0.67 | 0.82 | 0.79 | 7.75 | 7.70 | 7.72 | 11 | |
| 金融債 | 3436 | 98.76 | 98.80 | 3.22 | 0.18 | 0.50 | 0.49 | 3.17 | 3.16 | 3.17 | 25 | |
| 事業債 | 68174 | 95.78 | 95.94 | 7.71 | 0.67 | 1.06 | 1.02 | 6.64 | 6.59 | 6.61 | 44 | |
| 円建外債 | 3228 | 98.16 | 98.48 | 3.85 | 1.08 | 1.45 | 1.43 | 3.63 | 3.60 | 3.63 | 113 | |
| MBS | 14490 | 95.57 | 95.61 | 7.18 | 0.63 | 0.80 | 1.16 | 6.73 | 6.69 | 6.76 | 17 | |
| ABS | 727 | 95.90 | 96.06 | 5.92 | 0.69 | 1.18 | 1.15 | 5.48 | 5.44 | 5.47 | 65 | |
| 除くMBS | 1098134 | 96.82 | 96.99 | 10.18 | 0.77 | 0.86 | 0.83 | 8.81 | 8.75 | 8.77 | 5 | |
| 短期(1-3) | 224662 | 100.42 | 100.51 | 1.94 | 0.39 | 0.16 | 0.16 | 1.93 | 1.93 | 1.93 | 6 | |
| 中期(3-7) | 301411 | 100.56 | 100.70 | 4.77 | 0.59 | 0.47 | 0.48 | 4.69 | 4.68 | 4.69 | 6 | |
| 長期(7- ) | 572061 | 93.43 | 93.65 | 16.28 | 1.01 | 1.37 | 1.32 | 14.04 | 13.94 | 13.97 | 4 | |
| 長期(7-11) | 202766 | 100.39 | 100.62 | 8.70 | 0.92 | 0.89 | 0.89 | 8.35 | 8.31 | 8.35 | 5 | |
| 超長期(11-) | 369295 | 89.61 | 89.82 | 20.44 | 1.06 | 1.67 | 1.58 | 17.54 | 17.40 | 17.42 | 3 | |
| 除くABS | 1111896 | 96.80 | 96.97 | 10.15 | 0.77 | 0.86 | 0.83 | 8.78 | 8.73 | 8.75 | 5 | |
| 短期(1-3) | 224456 | 100.42 | 100.51 | 1.94 | 0.39 | 0.16 | 0.16 | 1.93 | 1.93 | 1.93 | 6 | |
| 中期(3-7) | 301126 | 100.56 | 100.71 | 4.77 | 0.59 | 0.47 | 0.47 | 4.69 | 4.68 | 4.69 | 6 | |
| 長期(7- ) | 586314 | 93.49 | 93.70 | 16.05 | 1.00 | 1.36 | 1.31 | 13.86 | 13.76 | 13.79 | 4 | |
| 長期(7-11) | 202839 | 100.40 | 100.63 | 8.69 | 0.92 | 0.89 | 0.89 | 8.35 | 8.31 | 8.34 | 5 | |
| 超長期(11-) | 383475 | 89.83 | 90.04 | 19.95 | 1.04 | 1.63 | 1.56 | 17.12 | 16.98 | 17.01 | 4 | |
| 除くMBS・ABS | 1097407 | 96.82 | 96.99 | 10.19 | 0.77 | 0.86 | 0.83 | 8.81 | 8.76 | 8.77 | 5 | |
| 短期(1-3) | 224456 | 100.42 | 100.51 | 1.94 | 0.39 | 0.16 | 0.16 | 1.93 | 1.93 | 1.93 | 6 | |
| 中期(3-7) | 301126 | 100.56 | 100.71 | 4.77 | 0.59 | 0.47 | 0.47 | 4.69 | 4.68 | 4.69 | 6 | |
| 長期(7- ) | 571824 | 93.44 | 93.65 | 16.28 | 1.01 | 1.37 | 1.32 | 14.04 | 13.94 | 13.97 | 4 | |
| 長期(7-11) | 202615 | 100.40 | 100.63 | 8.70 | 0.92 | 0.89 | 0.89 | 8.35 | 8.31 | 8.35 | 5 | |
| 超長期(11-) | 369209 | 89.61 | 89.83 | 20.44 | 1.06 | 1.67 | 1.58 | 17.54 | 17.40 | 17.42 | 3 | |
| 除く国債 | 172386 | 96.44 | 96.58 | 7.51 | 0.63 | 0.90 | 0.92 | 6.71 | 6.67 | 6.69 | 28 | |
| 短期(1-3) | 40427 | 99.93 | 100.03 | 2.02 | 0.40 | 0.40 | 0.40 | 2.01 | 2.01 | 2.01 | 29 | |
| 中期(3-7) | 56252 | 99.15 | 99.28 | 4.80 | 0.56 | 0.73 | 0.72 | 4.72 | 4.70 | 4.72 | 30 | |
| 長期(7- ) | 75707 | 92.56 | 92.73 | 12.45 | 0.80 | 1.34 | 1.38 | 10.99 | 10.91 | 10.95 | 26 | |
| 長期(7-11) | 27713 | 97.02 | 97.19 | 8.51 | 0.75 | 1.15 | 1.13 | 8.22 | 8.18 | 8.22 | 31 | |
| 超長期(11-) | 47994 | 89.99 | 90.16 | 14.72 | 0.83 | 1.45 | 1.53 | 12.72 | 12.61 | 12.64 | 22 | |
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