| ------------ 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 | 352.852 | -8.67 | -9.55 | 0.88 | -4.11 | -8.51 | ||
| 短期(1-3) | 233.175 | -1.19 | -1.62 | 0.43 | -0.68 | -1.71 | ||
| 中期(3-7) | 330.529 | -5.13 | -5.82 | 0.68 | -2.33 | -6.33 | ||
| 長期(7- ) | 511.410 | -13.73 | -14.92 | 1.18 | -6.46 | -12.52 | ||
| 長期(7-11)*2 | 187.759 | -11.33 | -12.39 | 1.06 | -3.86 | -11.49 | ||
| 超長期(11-)*2 | 224.775 | -15.21 | -16.47 | 1.26 | -7.99 | -13.15 | ||
| 国債 | 362.534 | -8.95 | -9.86 | 0.91 | -4.31 | -8.70 | ||
| 短期(1-3) | 219.789 | -1.20 | -1.62 | 0.42 | -0.72 | -1.73 | ||
| 中期(3-7) | 328.927 | -5.22 | -5.91 | 0.69 | -2.39 | -6.40 | ||
| 長期(7- ) | 520.487 | -13.88 | -15.09 | 1.21 | -6.62 | -12.58 | ||
| 長期(7-11)*2 | 186.084 | -11.39 | -12.45 | 1.06 | -3.91 | -11.55 | ||
| 超長期(11-)*2 | 223.226 | -15.39 | -16.69 | 1.30 | -8.21 | -13.20 | ||
| 地方債 | 380.075 | -7.90 | -8.55 | 0.66 | -3.20 | -8.19 | ||
| 政保債 | 355.033 | -8.69 | -9.50 | 0.80 | -3.76 | -8.37 | ||
| 金融債 | 270.641 | -2.66 | -3.03 | 0.37 | -1.11 | -3.41 | ||
| 事業債 | 377.409 | -6.01 | -6.83 | 0.82 | -2.74 | -6.47 | ||
| 円建外債 | 391.534 | -1.10 | -2.25 | 1.15 | -0.01 | -1.84 | ||
| MBS*3 | 120.631 | -10.04 | -10.71 | 0.67 | -4.08 | -10.27 | ||
| ABS*4 | 111.852 | -5.09 | -5.88 | 0.79 | -1.93 | -6.00 | ||
| 除くMBS | 352.752 | -8.65 | -9.54 | 0.89 | -4.11 | -8.49 | ||
| 短期(1-3) | 233.175 | -1.19 | -1.62 | 0.43 | -0.68 | -1.71 | ||
| 中期(3-7) | 330.529 | -5.13 | -5.82 | 0.68 | -2.33 | -6.33 | ||
| 長期(7- ) | 513.117 | -13.82 | -15.02 | 1.20 | -6.51 | -12.57 | ||
| 長期(7-11)*2 | 187.751 | -11.34 | -12.40 | 1.06 | -3.87 | -11.50 | ||
| 超長期(11-)*2 | 226.329 | -15.40 | -16.69 | 1.28 | -8.14 | -13.26 | ||
| 除くABS | 352.875 | -8.67 | -9.56 | 0.88 | -4.11 | -8.51 | ||
| 短期(1-3) | 233.134 | -1.19 | -1.62 | 0.43 | -0.68 | -1.71 | ||
| 中期(3-7) | 330.524 | -5.14 | -5.82 | 0.68 | -2.33 | -6.33 | ||
| 長期(7- ) | 511.407 | -13.73 | -14.92 | 1.18 | -6.46 | -12.52 | ||
| 長期(7-11)*2 | 187.753 | -11.33 | -12.39 | 1.06 | -3.86 | -11.49 | ||
| 超長期(11-)*2 | 224.773 | -15.21 | -16.47 | 1.26 | -7.99 | -13.15 | ||
| 除くMBS・ABS | 352.775 | -8.66 | -9.54 | 0.89 | -4.12 | -8.49 | ||
| 短期(1-3) | 233.134 | -1.19 | -1.62 | 0.43 | -0.68 | -1.71 | ||
| 中期(3-7) | 330.524 | -5.14 | -5.82 | 0.68 | -2.33 | -6.33 | ||
| 長期(7- ) | 513.115 | -13.82 | -15.02 | 1.20 | -6.52 | -12.57 | ||
| 長期(7-11)*2 | 187.745 | -11.34 | -12.40 | 1.06 | -3.87 | -11.50 | ||
| 超長期(11-)*2 | 226.326 | -15.40 | -16.69 | 1.28 | -8.14 | -13.26 | ||
| 除く国債* | 166.928 | -7.08 | -7.82 | 0.74 | -3.01 | -7.41 | ||
| 短期(1-3)* | 133.682 | -1.14 | -1.60 | 0.45 | -0.49 | -1.61 | ||
| 中期(3-7)* | 164.198 | -4.76 | -5.41 | 0.64 | -2.07 | -6.00 | ||
| 長期(7- )* | 224.741 | -12.69 | -13.69 | 1.00 | -5.26 | -12.12 | ||
| 長期(7-11)*2 | 193.954 | -10.93 | -11.97 | 1.04 | -3.55 | -11.08 | ||
| 超長期(11-)*2 | 227.629 | -13.83 | -14.81 | 0.98 | -6.33 | -12.79 | ||
| 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 | 1161609 | 93.89 | 94.17 | 10.18 | 0.84 | 1.37 | 1.32 | 8.56 | 8.48 | 8.52 | 4 | |
| 短期(1-3) | 230216 | 99.30 | 99.42 | 1.87 | 0.43 | 0.80 | 0.80 | 1.86 | 1.85 | 1.86 | 5 | |
| 中期(3-7) | 317393 | 98.43 | 98.64 | 4.71 | 0.68 | 1.03 | 1.02 | 4.62 | 4.60 | 4.62 | 5 | |
| 長期(7- ) | 613999 | 89.52 | 89.88 | 16.12 | 1.08 | 1.79 | 1.71 | 13.56 | 13.44 | 13.49 | 4 | |
| 長期(7-11) | 213437 | 98.30 | 98.62 | 8.63 | 1.05 | 1.28 | 1.27 | 8.23 | 8.18 | 8.22 | 3 | |
| 超長期(11-) | 400562 | 84.85 | 85.23 | 20.11 | 1.09 | 2.10 | 1.97 | 16.85 | 16.68 | 16.73 | 4 | |
| 国債 | 987096 | 93.78 | 94.07 | 10.69 | 0.86 | 1.36 | 1.31 | 8.94 | 8.86 | 8.89 | 1 | |
| 短期(1-3) | 189023 | 99.38 | 99.51 | 1.85 | 0.42 | 0.75 | 0.75 | 1.84 | 1.83 | 1.84 | 0 | |
| 中期(3-7) | 257733 | 98.73 | 98.94 | 4.71 | 0.69 | 0.98 | 0.97 | 4.63 | 4.60 | 4.63 | 0 | |
| 長期(7- ) | 540340 | 89.46 | 89.85 | 16.63 | 1.10 | 1.81 | 1.70 | 13.95 | 13.82 | 13.86 | 1 | |
| 長期(7-11) | 186237 | 98.58 | 98.91 | 8.64 | 1.06 | 1.25 | 1.25 | 8.23 | 8.18 | 8.23 | 1 | |
| 超長期(11-) | 354104 | 84.67 | 85.08 | 20.83 | 1.12 | 2.15 | 1.97 | 17.45 | 17.27 | 17.31 | 1 | |
| 地方債 | 66926 | 95.04 | 95.20 | 7.28 | 0.64 | 1.26 | 1.27 | 6.65 | 6.60 | 6.63 | 12 | |
| 政保債 | 14386 | 93.96 | 94.10 | 9.23 | 0.76 | 1.37 | 1.31 | 7.87 | 7.81 | 7.85 | 8 | |
| 金融債 | 3336 | 97.77 | 97.86 | 3.09 | 0.36 | 1.12 | 1.11 | 3.04 | 3.02 | 3.04 | 26 | |
| 事業債 | 71110 | 94.24 | 94.43 | 7.29 | 0.78 | 1.54 | 1.48 | 6.15 | 6.09 | 6.12 | 39 | |
| 円建外債 | 4277 | 98.32 | 98.61 | 3.63 | 1.13 | 1.65 | 1.64 | 3.42 | 3.39 | 3.42 | 75 | |
| MBS | 13819 | 92.23 | 92.26 | 7.60 | 0.64 | 0.98 | 1.68 | 6.96 | 6.91 | 7.30 | 25 | |
| ABS | 659 | 94.19 | 94.37 | 5.79 | 0.76 | 1.74 | 1.68 | 5.34 | 5.29 | 5.33 | 66 | |
| 除くMBS | 1147790 | 93.92 | 94.19 | 10.21 | 0.84 | 1.37 | 1.32 | 8.57 | 8.50 | 8.53 | 4 | |
| 短期(1-3) | 230216 | 99.30 | 99.42 | 1.87 | 0.43 | 0.80 | 0.80 | 1.86 | 1.85 | 1.86 | 5 | |
| 中期(3-7) | 317393 | 98.43 | 98.64 | 4.71 | 0.68 | 1.03 | 1.02 | 4.62 | 4.60 | 4.62 | 5 | |
| 長期(7- ) | 600180 | 89.46 | 89.83 | 16.31 | 1.09 | 1.81 | 1.71 | 13.72 | 13.59 | 13.63 | 3 | |
| 長期(7-11) | 213271 | 98.30 | 98.62 | 8.64 | 1.05 | 1.28 | 1.27 | 8.23 | 8.18 | 8.23 | 3 | |
| 超長期(11-) | 386909 | 84.59 | 84.98 | 20.54 | 1.11 | 2.15 | 1.98 | 17.23 | 17.05 | 17.09 | 3 | |
| 除くABS | 1160950 | 93.89 | 94.17 | 10.18 | 0.84 | 1.37 | 1.32 | 8.56 | 8.49 | 8.52 | 4 | |
| 短期(1-3) | 230048 | 99.30 | 99.42 | 1.87 | 0.43 | 0.80 | 0.80 | 1.86 | 1.85 | 1.86 | 5 | |
| 中期(3-7) | 317060 | 98.44 | 98.64 | 4.71 | 0.68 | 1.03 | 1.02 | 4.62 | 4.60 | 4.62 | 5 | |
| 長期(7- ) | 613842 | 89.52 | 89.88 | 16.12 | 1.08 | 1.79 | 1.71 | 13.56 | 13.44 | 13.49 | 4 | |
| 長期(7-11) | 213349 | 98.30 | 98.62 | 8.63 | 1.05 | 1.28 | 1.27 | 8.23 | 8.18 | 8.22 | 3 | |
| 超長期(11-) | 400494 | 84.85 | 85.23 | 20.11 | 1.09 | 2.10 | 1.97 | 16.85 | 16.68 | 16.73 | 4 | |
| 除くMBS・ABS | 1147131 | 93.91 | 94.19 | 10.21 | 0.84 | 1.37 | 1.32 | 8.58 | 8.50 | 8.53 | 4 | |
| 短期(1-3) | 230048 | 99.30 | 99.42 | 1.87 | 0.43 | 0.80 | 0.80 | 1.86 | 1.85 | 1.86 | 5 | |
| 中期(3-7) | 317060 | 98.44 | 98.64 | 4.71 | 0.68 | 1.03 | 1.02 | 4.62 | 4.60 | 4.62 | 5 | |
| 長期(7- ) | 600023 | 89.46 | 89.83 | 16.31 | 1.09 | 1.81 | 1.71 | 13.72 | 13.59 | 13.63 | 3 | |
| 長期(7-11) | 213182 | 98.30 | 98.62 | 8.64 | 1.05 | 1.28 | 1.27 | 8.23 | 8.18 | 8.23 | 3 | |
| 超長期(11-) | 386841 | 84.59 | 84.98 | 20.55 | 1.11 | 2.15 | 1.98 | 17.23 | 17.05 | 17.09 | 3 | |
| 除く国債 | 174513 | 94.53 | 94.70 | 7.29 | 0.71 | 1.37 | 1.40 | 6.41 | 6.36 | 6.42 | 26 | |
| 短期(1-3) | 41193 | 98.90 | 99.01 | 1.97 | 0.45 | 1.04 | 1.03 | 1.95 | 1.94 | 1.95 | 27 | |
| 中期(3-7) | 59660 | 97.16 | 97.32 | 4.71 | 0.63 | 1.25 | 1.23 | 4.62 | 4.59 | 4.62 | 26 | |
| 長期(7- ) | 73659 | 89.96 | 90.16 | 12.37 | 0.92 | 1.68 | 1.76 | 10.72 | 10.62 | 10.73 | 25 | |
| 長期(7-11) | 27201 | 96.40 | 96.64 | 8.59 | 1.02 | 1.50 | 1.48 | 8.20 | 8.14 | 8.20 | 24 | |
| 超長期(11-) | 46459 | 86.19 | 86.37 | 14.57 | 0.87 | 1.79 | 1.95 | 12.36 | 12.24 | 12.39 | 25 | |
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