| ------------ 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 | 357.755 | 3.58 | 2.76 | 0.82 | -9.83 | -5.91 | ||
| 短期(1-3) | 234.252 | 2.19 | 1.82 | 0.38 | -0.67 | -0.71 | ||
| 中期(3-7) | 334.973 | 4.10 | 3.46 | 0.64 | -3.33 | -2.51 | ||
| 長期(7- ) | 520.633 | 3.89 | 2.78 | 1.11 | -17.04 | -9.84 | ||
| 長期(7-11)*2 | 190.709 | 4.46 | 3.49 | 0.97 | -8.19 | -4.79 | ||
| 超長期(11-)*2 | 229.152 | 3.54 | 2.34 | 1.20 | -22.25 | -12.79 | ||
| 国債 | 367.658 | 3.54 | 2.69 | 0.85 | -10.47 | -6.35 | ||
| 短期(1-3) | 220.855 | 2.12 | 1.75 | 0.37 | -0.74 | -0.78 | ||
| 中期(3-7) | 333.447 | 4.04 | 3.39 | 0.65 | -3.43 | -2.64 | ||
| 長期(7- ) | 529.824 | 3.84 | 2.70 | 1.14 | -17.70 | -10.32 | ||
| 長期(7-11)*2 | 189.023 | 4.39 | 3.41 | 0.98 | -8.33 | -4.96 | ||
| 超長期(11-)*2 | 227.526 | 3.52 | 2.28 | 1.23 | -23.19 | -13.42 | ||
| 地方債 | 385.446 | 4.17 | 3.56 | 0.62 | -6.30 | -3.70 | ||
| 政保債 | 359.874 | 3.60 | 2.88 | 0.73 | -8.62 | -4.86 | ||
| 金融債 | 272.337 | 3.12 | 2.87 | 0.25 | -1.59 | -1.28 | ||
| 事業債 | 381.486 | 3.88 | 3.14 | 0.74 | -5.89 | -3.03 | ||
| 円建外債 | 391.703 | 3.65 | 2.61 | 1.04 | 0.13 | 0.72 | ||
| MBS*3 | 122.865 | 2.51 | 1.86 | 0.65 | -7.91 | -4.75 | ||
| ABS*4 | 112.698 | 3.99 | 3.25 | 0.73 | -4.13 | -2.59 | ||
| 除くMBS | 357.634 | 3.60 | 2.77 | 0.82 | -9.85 | -5.93 | ||
| 短期(1-3) | 234.252 | 2.19 | 1.82 | 0.38 | -0.67 | -0.71 | ||
| 中期(3-7) | 334.973 | 4.10 | 3.46 | 0.64 | -3.33 | -2.51 | ||
| 長期(7- ) | 522.362 | 3.92 | 2.80 | 1.12 | -17.26 | -9.97 | ||
| 長期(7-11)*2 | 190.702 | 4.46 | 3.49 | 0.97 | -8.19 | -4.80 | ||
| 超長期(11-)*2 | 230.741 | 3.58 | 2.36 | 1.22 | -22.80 | -13.10 | ||
| 除くABS | 357.778 | 3.58 | 2.76 | 0.82 | -9.83 | -5.92 | ||
| 短期(1-3) | 234.212 | 2.19 | 1.82 | 0.38 | -0.67 | -0.71 | ||
| 中期(3-7) | 334.969 | 4.10 | 3.46 | 0.64 | -3.33 | -2.51 | ||
| 長期(7- ) | 520.631 | 3.89 | 2.78 | 1.11 | -17.04 | -9.84 | ||
| 長期(7-11)*2 | 190.702 | 4.46 | 3.49 | 0.97 | -8.19 | -4.79 | ||
| 超長期(11-)*2 | 229.150 | 3.54 | 2.34 | 1.20 | -22.25 | -12.79 | ||
| 除くMBS・ABS | 357.658 | 3.60 | 2.77 | 0.82 | -9.85 | -5.93 | ||
| 短期(1-3) | 234.212 | 2.19 | 1.82 | 0.38 | -0.67 | -0.71 | ||
| 中期(3-7) | 334.969 | 4.10 | 3.46 | 0.64 | -3.33 | -2.51 | ||
| 長期(7- ) | 522.361 | 3.92 | 2.80 | 1.12 | -17.26 | -9.97 | ||
| 長期(7-11)*2 | 190.695 | 4.46 | 3.49 | 0.97 | -8.20 | -4.80 | ||
| 超長期(11-)*2 | 230.739 | 3.58 | 2.36 | 1.22 | -22.81 | -13.10 | ||
| 除く国債* | 169.024 | 3.84 | 3.16 | 0.68 | -6.22 | -3.47 | ||
| 短期(1-3)* | 134.158 | 2.52 | 2.12 | 0.40 | -0.38 | -0.41 | ||
| 中期(3-7)* | 166.193 | 4.38 | 3.78 | 0.60 | -2.85 | -1.93 | ||
| 長期(7- )* | 228.931 | 4.19 | 3.27 | 0.92 | -12.31 | -6.48 | ||
| 長期(7-11)*2 | 196.886 | 4.93 | 4.05 | 0.88 | -7.23 | -3.64 | ||
| 超長期(11-)*2 | 232.396 | 3.71 | 2.78 | 0.94 | -15.46 | -8.24 | ||
| 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 | 1131025 | 95.70 | 95.85 | 10.24 | 0.79 | 1.00 | 0.97 | 8.72 | 8.66 | 8.68 | 4 | |
| 短期(1-3) | 231952 | 100.06 | 100.12 | 2.00 | 0.38 | 0.34 | 0.34 | 1.99 | 1.99 | 1.99 | 5 | |
| 中期(3-7) | 304392 | 100.25 | 100.35 | 4.86 | 0.65 | 0.60 | 0.60 | 4.78 | 4.77 | 4.78 | 5 | |
| 長期(7- ) | 594681 | 91.68 | 91.87 | 16.21 | 1.03 | 1.51 | 1.45 | 13.79 | 13.68 | 13.70 | 4 | |
| 長期(7-11) | 204805 | 100.34 | 100.49 | 8.76 | 0.98 | 0.95 | 0.96 | 8.40 | 8.35 | 8.39 | 3 | |
| 超長期(11-) | 389876 | 87.13 | 87.34 | 20.12 | 1.05 | 1.85 | 1.74 | 17.05 | 16.89 | 16.91 | 4 | |
| 国債 | 958319 | 95.62 | 95.76 | 10.75 | 0.82 | 1.01 | 0.97 | 9.11 | 9.05 | 9.06 | 1 | |
| 短期(1-3) | 190678 | 100.14 | 100.20 | 2.00 | 0.38 | 0.30 | 0.30 | 1.99 | 1.98 | 1.99 | 1 | |
| 中期(3-7) | 247505 | 100.54 | 100.63 | 4.89 | 0.66 | 0.55 | 0.56 | 4.80 | 4.79 | 4.80 | 0 | |
| 長期(7- ) | 520137 | 91.63 | 91.82 | 16.76 | 1.05 | 1.53 | 1.45 | 14.21 | 14.10 | 14.12 | 1 | |
| 長期(7-11) | 177373 | 100.72 | 100.86 | 8.80 | 1.00 | 0.92 | 0.93 | 8.42 | 8.38 | 8.42 | 0 | |
| 超長期(11-) | 342763 | 86.92 | 87.13 | 20.87 | 1.08 | 1.89 | 1.76 | 17.68 | 17.52 | 17.53 | 1 | |
| 地方債 | 66869 | 96.83 | 96.96 | 7.39 | 0.60 | 0.86 | 0.87 | 6.80 | 6.76 | 6.77 | 10 | |
| 政保債 | 14390 | 95.78 | 95.98 | 9.13 | 0.70 | 0.95 | 0.91 | 7.82 | 7.76 | 7.79 | 7 | |
| 金融債 | 3439 | 98.62 | 98.67 | 3.12 | 0.25 | 0.67 | 0.66 | 3.07 | 3.06 | 3.07 | 26 | |
| 事業債 | 69788 | 95.69 | 95.86 | 7.47 | 0.71 | 1.13 | 1.09 | 6.38 | 6.33 | 6.35 | 38 | |
| 円建外債 | 3385 | 98.93 | 99.16 | 3.80 | 1.04 | 1.27 | 1.26 | 3.61 | 3.58 | 3.61 | 80 | |
| MBS | 14137 | 94.50 | 94.53 | 7.35 | 0.63 | 0.86 | 1.33 | 6.83 | 6.79 | 7.06 | 22 | |
| ABS | 699 | 95.63 | 95.79 | 5.64 | 0.70 | 1.30 | 1.26 | 5.21 | 5.17 | 5.20 | 66 | |
| 除くMBS | 1116888 | 95.72 | 95.86 | 10.28 | 0.79 | 1.01 | 0.97 | 8.75 | 8.68 | 8.70 | 4 | |
| 短期(1-3) | 231952 | 100.06 | 100.12 | 2.00 | 0.38 | 0.34 | 0.34 | 1.99 | 1.99 | 1.99 | 5 | |
| 中期(3-7) | 304392 | 100.25 | 100.35 | 4.86 | 0.65 | 0.60 | 0.60 | 4.78 | 4.77 | 4.78 | 5 | |
| 長期(7- ) | 580544 | 91.61 | 91.81 | 16.42 | 1.04 | 1.53 | 1.45 | 13.96 | 13.85 | 13.87 | 3 | |
| 長期(7-11) | 204612 | 100.34 | 100.50 | 8.77 | 0.98 | 0.95 | 0.96 | 8.40 | 8.36 | 8.40 | 3 | |
| 超長期(11-) | 375932 | 86.86 | 87.08 | 20.59 | 1.07 | 1.89 | 1.76 | 17.46 | 17.30 | 17.31 | 3 | |
| 除くABS | 1130326 | 95.70 | 95.85 | 10.24 | 0.79 | 1.00 | 0.97 | 8.72 | 8.66 | 8.68 | 4 | |
| 短期(1-3) | 231743 | 100.06 | 100.12 | 2.00 | 0.38 | 0.34 | 0.34 | 1.99 | 1.99 | 1.99 | 5 | |
| 中期(3-7) | 304093 | 100.25 | 100.36 | 4.86 | 0.65 | 0.60 | 0.60 | 4.78 | 4.77 | 4.78 | 5 | |
| 長期(7- ) | 594490 | 91.68 | 91.87 | 16.21 | 1.03 | 1.51 | 1.45 | 13.79 | 13.68 | 13.70 | 4 | |
| 長期(7-11) | 204700 | 100.34 | 100.50 | 8.76 | 0.98 | 0.95 | 0.96 | 8.40 | 8.36 | 8.39 | 3 | |
| 超長期(11-) | 389791 | 87.13 | 87.34 | 20.12 | 1.05 | 1.85 | 1.74 | 17.05 | 16.89 | 16.92 | 4 | |
| 除くMBS・ABS | 1116189 | 95.72 | 95.86 | 10.28 | 0.79 | 1.00 | 0.97 | 8.75 | 8.69 | 8.70 | 4 | |
| 短期(1-3) | 231743 | 100.06 | 100.12 | 2.00 | 0.38 | 0.34 | 0.34 | 1.99 | 1.99 | 1.99 | 5 | |
| 中期(3-7) | 304093 | 100.25 | 100.36 | 4.86 | 0.65 | 0.60 | 0.60 | 4.78 | 4.77 | 4.78 | 5 | |
| 長期(7- ) | 580353 | 91.61 | 91.81 | 16.43 | 1.04 | 1.53 | 1.45 | 13.96 | 13.85 | 13.87 | 3 | |
| 長期(7-11) | 204507 | 100.34 | 100.50 | 8.77 | 0.98 | 0.95 | 0.96 | 8.40 | 8.36 | 8.40 | 3 | |
| 超長期(11-) | 375847 | 86.86 | 87.08 | 20.59 | 1.07 | 1.89 | 1.76 | 17.46 | 17.30 | 17.31 | 3 | |
| 除く国債 | 172706 | 96.16 | 96.31 | 7.40 | 0.66 | 0.98 | 1.00 | 6.57 | 6.53 | 6.56 | 24 | |
| 短期(1-3) | 41274 | 99.66 | 99.75 | 2.01 | 0.40 | 0.55 | 0.55 | 2.00 | 2.00 | 2.00 | 26 | |
| 中期(3-7) | 56887 | 98.99 | 99.13 | 4.77 | 0.59 | 0.79 | 0.79 | 4.69 | 4.67 | 4.69 | 24 | |
| 長期(7- ) | 74545 | 92.07 | 92.25 | 12.40 | 0.85 | 1.40 | 1.45 | 10.85 | 10.76 | 10.83 | 23 | |
| 長期(7-11) | 27432 | 97.89 | 98.10 | 8.55 | 0.86 | 1.15 | 1.14 | 8.22 | 8.17 | 8.21 | 24 | |
| 超長期(11-) | 47113 | 88.68 | 88.84 | 14.64 | 0.84 | 1.56 | 1.66 | 12.54 | 12.42 | 12.52 | 22 | |
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