| ------------ 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 | 362.589 | 3.32 | 2.50 | 0.81 | -2.23 | -2.17 | ||
| 短期(1-3) | 234.378 | 0.24 | -0.15 | 0.39 | -0.23 | -0.40 | ||
| 中期(3-7) | 337.099 | 0.90 | 0.26 | 0.64 | -0.39 | -0.83 | ||
| 長期(7- ) | 532.566 | 5.92 | 4.84 | 1.09 | -4.05 | -3.61 | ||
| 長期(7-11)*2 | 194.325 | 4.54 | 3.56 | 0.98 | -0.36 | -0.71 | ||
| 超長期(11-)*2 | 234.958 | 6.76 | 5.61 | 1.16 | -6.22 | -5.30 | ||
| 国債 | 372.840 | 3.50 | 2.66 | 0.84 | -2.44 | -2.38 | ||
| 短期(1-3) | 220.946 | 0.20 | -0.18 | 0.38 | -0.28 | -0.46 | ||
| 中期(3-7) | 335.557 | 0.92 | 0.27 | 0.64 | -0.45 | -0.92 | ||
| 長期(7- ) | 542.274 | 6.10 | 4.99 | 1.11 | -4.28 | -3.86 | ||
| 長期(7-11)*2 | 192.631 | 4.61 | 3.62 | 0.99 | -0.41 | -0.81 | ||
| 超長期(11-)*2 | 233.479 | 7.00 | 5.81 | 1.19 | -6.54 | -5.62 | ||
| 地方債 | 389.729 | 2.35 | 1.74 | 0.61 | -0.94 | -1.00 | ||
| 政保債 | 364.301 | 2.84 | 2.09 | 0.75 | -1.86 | -1.62 | ||
| 金融債 | 273.331 | 0.80 | 0.50 | 0.30 | -0.07 | -0.37 | ||
| 事業債 | 384.980 | 2.20 | 1.44 | 0.76 | -1.12 | -0.81 | ||
| 円建外債 | 394.456 | 1.37 | 0.32 | 1.05 | 1.45 | 1.41 | ||
| MBS*3 | 124.344 | 2.80 | 2.15 | 0.65 | -1.56 | -1.58 | ||
| ABS*4 | 113.867 | 2.60 | 1.86 | 0.74 | -0.01 | -0.36 | ||
| 除くMBS | 362.473 | 3.32 | 2.51 | 0.82 | -2.24 | -2.17 | ||
| 短期(1-3) | 234.378 | 0.24 | -0.15 | 0.39 | -0.23 | -0.40 | ||
| 中期(3-7) | 337.099 | 0.90 | 0.26 | 0.64 | -0.39 | -0.83 | ||
| 長期(7- ) | 534.475 | 6.00 | 4.90 | 1.10 | -4.11 | -3.66 | ||
| 長期(7-11)*2 | 194.321 | 4.54 | 3.56 | 0.98 | -0.36 | -0.71 | ||
| 超長期(11-)*2 | 236.708 | 6.92 | 5.74 | 1.17 | -6.41 | -5.44 | ||
| 除くABS | 362.614 | 3.32 | 2.50 | 0.81 | -2.23 | -2.17 | ||
| 短期(1-3) | 234.337 | 0.24 | -0.15 | 0.39 | -0.23 | -0.40 | ||
| 中期(3-7) | 337.095 | 0.90 | 0.26 | 0.64 | -0.40 | -0.83 | ||
| 長期(7- ) | 532.564 | 5.92 | 4.84 | 1.09 | -4.05 | -3.61 | ||
| 長期(7-11)*2 | 194.318 | 4.54 | 3.56 | 0.98 | -0.36 | -0.71 | ||
| 超長期(11-)*2 | 234.955 | 6.76 | 5.61 | 1.16 | -6.22 | -5.30 | ||
| 除くMBS・ABS | 362.498 | 3.32 | 2.51 | 0.82 | -2.24 | -2.17 | ||
| 短期(1-3) | 234.337 | 0.24 | -0.15 | 0.39 | -0.23 | -0.40 | ||
| 中期(3-7) | 337.095 | 0.90 | 0.26 | 0.64 | -0.40 | -0.83 | ||
| 長期(7- ) | 534.474 | 6.00 | 4.90 | 1.10 | -4.11 | -3.66 | ||
| 長期(7-11)*2 | 194.314 | 4.54 | 3.56 | 0.98 | -0.36 | -0.71 | ||
| 超長期(11-)*2 | 236.705 | 6.92 | 5.74 | 1.17 | -6.41 | -5.44 | ||
| 除く国債* | 170.757 | 2.31 | 1.62 | 0.69 | -1.07 | -0.96 | ||
| 短期(1-3)* | 134.308 | 0.43 | 0.02 | 0.41 | 0.03 | -0.12 | ||
| 中期(3-7)* | 167.261 | 0.81 | 0.20 | 0.60 | -0.14 | -0.43 | ||
| 長期(7- )* | 233.245 | 4.67 | 3.74 | 0.93 | -2.45 | -1.86 | ||
| 長期(7-11)*2 | 200.452 | 4.04 | 3.12 | 0.93 | -0.05 | -0.05 | ||
| 超長期(11-)*2 | 236.885 | 5.07 | 4.14 | 0.93 | -3.94 | -2.98 | ||
| 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 | 1138196 | 96.80 | 96.92 | 10.24 | 0.81 | 0.92 | 0.89 | 8.78 | 8.72 | 8.74 | 4 | |
| 短期(1-3) | 230968 | 100.01 | 100.08 | 1.99 | 0.40 | 0.39 | 0.39 | 1.98 | 1.97 | 1.98 | 6 | |
| 中期(3-7) | 307657 | 100.69 | 100.80 | 4.85 | 0.66 | 0.52 | 0.52 | 4.77 | 4.76 | 4.77 | 5 | |
| 長期(7- ) | 599572 | 93.57 | 93.70 | 16.19 | 1.05 | 1.36 | 1.31 | 13.79 | 13.69 | 13.70 | 4 | |
| 長期(7-11) | 206862 | 102.15 | 102.32 | 8.75 | 1.02 | 0.77 | 0.78 | 8.37 | 8.34 | 8.37 | 3 | |
| 超長期(11-) | 392710 | 89.04 | 89.16 | 20.11 | 1.06 | 1.71 | 1.62 | 17.07 | 16.92 | 16.93 | 4 | |
| 国債 | 964488 | 96.76 | 96.88 | 10.76 | 0.83 | 0.92 | 0.89 | 9.18 | 9.12 | 9.13 | 1 | |
| 短期(1-3) | 189668 | 100.10 | 100.16 | 1.98 | 0.39 | 0.34 | 0.34 | 1.97 | 1.97 | 1.97 | 1 | |
| 中期(3-7) | 249785 | 100.99 | 101.09 | 4.87 | 0.67 | 0.47 | 0.48 | 4.79 | 4.78 | 4.79 | 0 | |
| 長期(7- ) | 525035 | 93.55 | 93.69 | 16.74 | 1.07 | 1.37 | 1.31 | 14.22 | 14.11 | 14.11 | 1 | |
| 長期(7-11) | 179102 | 102.54 | 102.70 | 8.77 | 1.03 | 0.74 | 0.75 | 8.39 | 8.36 | 8.39 | 0 | |
| 超長期(11-) | 345933 | 88.90 | 89.02 | 20.86 | 1.09 | 1.74 | 1.64 | 17.69 | 17.54 | 17.53 | 1 | |
| 地方債 | 66950 | 97.75 | 97.85 | 7.34 | 0.61 | 0.78 | 0.80 | 6.80 | 6.76 | 6.77 | 11 | |
| 政保債 | 14221 | 96.70 | 96.89 | 9.28 | 0.73 | 0.90 | 0.86 | 8.02 | 7.97 | 7.99 | 7 | |
| 金融債 | 3441 | 98.92 | 98.98 | 3.13 | 0.30 | 0.66 | 0.66 | 3.09 | 3.08 | 3.09 | 26 | |
| 事業債 | 70842 | 96.45 | 96.62 | 7.41 | 0.74 | 1.07 | 1.04 | 6.36 | 6.32 | 6.33 | 39 | |
| 円建外債 | 3576 | 99.40 | 99.70 | 3.75 | 1.05 | 1.23 | 1.22 | 3.58 | 3.55 | 3.57 | 78 | |
| MBS | 14018 | 95.44 | 95.47 | 7.27 | 0.63 | 0.82 | 1.20 | 6.80 | 6.76 | 7.07 | 22 | |
| ABS | 662 | 96.22 | 96.39 | 5.84 | 0.72 | 1.26 | 1.23 | 5.43 | 5.39 | 5.43 | 67 | |
| 除くMBS | 1124178 | 96.82 | 96.93 | 10.28 | 0.81 | 0.92 | 0.89 | 8.81 | 8.75 | 8.76 | 4 | |
| 短期(1-3) | 230968 | 100.01 | 100.08 | 1.99 | 0.40 | 0.39 | 0.39 | 1.98 | 1.97 | 1.98 | 6 | |
| 中期(3-7) | 307657 | 100.69 | 100.80 | 4.85 | 0.66 | 0.52 | 0.52 | 4.77 | 4.76 | 4.77 | 5 | |
| 長期(7- ) | 585554 | 93.52 | 93.66 | 16.40 | 1.06 | 1.37 | 1.31 | 13.96 | 13.86 | 13.87 | 3 | |
| 長期(7-11) | 206680 | 102.16 | 102.33 | 8.76 | 1.02 | 0.77 | 0.78 | 8.38 | 8.35 | 8.37 | 3 | |
| 超長期(11-) | 378874 | 88.81 | 88.93 | 20.58 | 1.08 | 1.74 | 1.64 | 17.47 | 17.32 | 17.31 | 3 | |
| 除くABS | 1137535 | 96.80 | 96.92 | 10.25 | 0.81 | 0.92 | 0.89 | 8.78 | 8.73 | 8.74 | 4 | |
| 短期(1-3) | 230782 | 100.01 | 100.08 | 1.99 | 0.40 | 0.39 | 0.39 | 1.98 | 1.97 | 1.98 | 6 | |
| 中期(3-7) | 307368 | 100.69 | 100.80 | 4.85 | 0.66 | 0.52 | 0.52 | 4.77 | 4.76 | 4.77 | 5 | |
| 長期(7- ) | 599386 | 93.57 | 93.70 | 16.19 | 1.05 | 1.36 | 1.31 | 13.79 | 13.69 | 13.71 | 4 | |
| 長期(7-11) | 206759 | 102.16 | 102.33 | 8.75 | 1.02 | 0.77 | 0.78 | 8.37 | 8.34 | 8.37 | 3 | |
| 超長期(11-) | 392626 | 89.04 | 89.16 | 20.11 | 1.06 | 1.71 | 1.62 | 17.07 | 16.92 | 16.93 | 4 | |
| 除くMBS・ABS | 1123517 | 96.82 | 96.93 | 10.28 | 0.81 | 0.92 | 0.89 | 8.81 | 8.75 | 8.76 | 4 | |
| 短期(1-3) | 230782 | 100.01 | 100.08 | 1.99 | 0.40 | 0.39 | 0.39 | 1.98 | 1.97 | 1.98 | 6 | |
| 中期(3-7) | 307368 | 100.69 | 100.80 | 4.85 | 0.66 | 0.52 | 0.52 | 4.77 | 4.76 | 4.77 | 5 | |
| 長期(7- ) | 585367 | 93.52 | 93.66 | 16.41 | 1.06 | 1.37 | 1.31 | 13.97 | 13.86 | 13.87 | 3 | |
| 長期(7-11) | 206577 | 102.16 | 102.33 | 8.76 | 1.02 | 0.77 | 0.78 | 8.38 | 8.35 | 8.37 | 3 | |
| 超長期(11-) | 378790 | 88.81 | 88.94 | 20.58 | 1.08 | 1.74 | 1.64 | 17.47 | 17.32 | 17.31 | 3 | |
| 除く国債 | 173709 | 97.00 | 97.13 | 7.36 | 0.68 | 0.92 | 0.94 | 6.57 | 6.53 | 6.57 | 25 | |
| 短期(1-3) | 41300 | 99.64 | 99.72 | 2.01 | 0.42 | 0.60 | 0.60 | 2.00 | 1.99 | 2.00 | 27 | |
| 中期(3-7) | 57872 | 99.40 | 99.52 | 4.75 | 0.61 | 0.72 | 0.72 | 4.68 | 4.66 | 4.68 | 25 | |
| 長期(7- ) | 74537 | 93.68 | 93.84 | 12.35 | 0.88 | 1.27 | 1.32 | 10.83 | 10.75 | 10.82 | 24 | |
| 長期(7-11) | 27760 | 99.70 | 99.88 | 8.59 | 0.93 | 0.99 | 0.99 | 8.25 | 8.21 | 8.24 | 25 | |
| 超長期(11-) | 46777 | 90.10 | 90.25 | 14.58 | 0.85 | 1.46 | 1.54 | 12.52 | 12.42 | 12.51 | 23 | |
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