| ------------ 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 | 336.275 | -14.25 | -15.29 | 1.05 | -5.01 | -6.03 | ||
| 短期(1-3) | 233.651 | -2.72 | -3.28 | 0.55 | 0.25 | -0.08 | ||
| 中期(3-7) | 326.059 | -10.80 | -11.62 | 0.82 | -1.36 | -2.38 | ||
| 長期(7- ) | 467.061 | -21.68 | -23.10 | 1.42 | -9.37 | -10.55 | ||
| 長期(7-11)*2 | 180.884 | -20.75 | -21.97 | 1.22 | -3.90 | -5.48 | ||
| 超長期(11-)*2 | 198.416 | -22.29 | -23.84 | 1.54 | -12.77 | -13.64 | ||
| 国債 | 344.492 | -14.47 | -15.54 | 1.07 | -5.33 | -6.34 | ||
| 短期(1-3) | 220.164 | -2.76 | -3.29 | 0.54 | 0.20 | -0.11 | ||
| 中期(3-7) | 324.324 | -10.98 | -11.81 | 0.83 | -1.44 | -2.44 | ||
| 長期(7- ) | 474.199 | -21.52 | -22.96 | 1.44 | -9.63 | -10.78 | ||
| 長期(7-11)*2 | 179.268 | -20.83 | -22.05 | 1.21 | -3.93 | -5.49 | ||
| 超長期(11-)*2 | 196.346 | -21.97 | -23.56 | 1.59 | -13.13 | -13.95 | ||
| 地方債 | 368.686 | -13.74 | -14.53 | 0.79 | -2.87 | -4.30 | ||
| 政保債 | 339.971 | -14.34 | -15.32 | 0.97 | -4.28 | -5.56 | ||
| 金融債 | 269.826 | -5.64 | -6.27 | 0.63 | -0.29 | -0.86 | ||
| 事業債 | 368.185 | -10.40 | -11.41 | 1.01 | -2.48 | -3.48 | ||
| 円建外債 | 391.548 | -5.88 | -7.12 | 1.23 | 0.05 | -0.30 | ||
| MBS*3 | 111.167 | -26.32 | -27.11 | 0.79 | -9.05 | -9.40 | ||
| ABS*4 | 110.465 | -10.38 | -11.22 | 0.84 | -1.16 | -2.21 | ||
| 除くMBS | 336.307 | -14.11 | -15.16 | 1.05 | -4.96 | -5.99 | ||
| 短期(1-3) | 233.651 | -2.72 | -3.28 | 0.55 | 0.25 | -0.08 | ||
| 中期(3-7) | 326.058 | -10.80 | -11.62 | 0.82 | -1.36 | -2.38 | ||
| 長期(7- ) | 468.520 | -21.57 | -23.00 | 1.43 | -9.38 | -10.58 | ||
| 長期(7-11)*2 | 180.872 | -20.76 | -21.98 | 1.22 | -3.90 | -5.48 | ||
| 超長期(11-)*2 | 199.461 | -22.12 | -23.70 | 1.57 | -12.91 | -13.79 | ||
| 除くABS | 336.289 | -14.25 | -15.30 | 1.05 | -5.01 | -6.03 | ||
| 短期(1-3) | 233.610 | -2.72 | -3.28 | 0.55 | 0.25 | -0.08 | ||
| 中期(3-7) | 326.053 | -10.80 | -11.62 | 0.82 | -1.36 | -2.38 | ||
| 長期(7- ) | 467.054 | -21.68 | -23.10 | 1.42 | -9.37 | -10.55 | ||
| 長期(7-11)*2 | 180.878 | -20.75 | -21.97 | 1.22 | -3.90 | -5.48 | ||
| 超長期(11-)*2 | 198.412 | -22.29 | -23.84 | 1.54 | -12.77 | -13.64 | ||
| 除くMBS・ABS | 336.322 | -14.11 | -15.16 | 1.05 | -4.96 | -5.99 | ||
| 短期(1-3) | 233.610 | -2.72 | -3.28 | 0.55 | 0.25 | -0.08 | ||
| 中期(3-7) | 326.052 | -10.80 | -11.63 | 0.82 | -1.36 | -2.38 | ||
| 長期(7- ) | 468.513 | -21.57 | -23.00 | 1.43 | -9.38 | -10.58 | ||
| 長期(7-11)*2 | 180.866 | -20.76 | -21.98 | 1.22 | -3.90 | -5.48 | ||
| 超長期(11-)*2 | 199.457 | -22.12 | -23.69 | 1.57 | -12.91 | -13.79 | ||
| 除く国債* | 161.730 | -12.99 | -13.89 | 0.90 | -3.17 | -4.29 | ||
| 短期(1-3)* | 134.162 | -2.59 | -3.21 | 0.62 | 0.47 | 0.09 | ||
| 中期(3-7)* | 162.340 | -9.98 | -10.75 | 0.78 | -1.01 | -2.11 | ||
| 長期(7- )* | 208.933 | -22.82 | -24.04 | 1.21 | -7.43 | -8.89 | ||
| 長期(7-11)*2 | 186.864 | -20.21 | -21.47 | 1.26 | -3.68 | -5.41 | ||
| 超長期(11-)*2 | 206.424 | -24.80 | -25.97 | 1.17 | -10.01 | -11.22 | ||
| 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 | 1163134 | 88.65 | 88.82 | 10.25 | 0.95 | 2.07 | 1.94 | 8.11 | 8.02 | 8.06 | 6 | |
| 短期(1-3) | 234387 | 98.73 | 98.84 | 2.01 | 0.55 | 1.17 | 1.17 | 1.99 | 1.98 | 1.99 | 5 | |
| 中期(3-7) | 319416 | 96.26 | 96.39 | 4.89 | 0.81 | 1.61 | 1.58 | 4.77 | 4.73 | 4.77 | 6 | |
| 長期(7- ) | 609330 | 80.78 | 81.00 | 16.24 | 1.18 | 2.77 | 2.52 | 13.07 | 12.90 | 12.96 | 6 | |
| 長期(7-11) | 209097 | 93.56 | 93.76 | 8.73 | 1.18 | 2.04 | 1.98 | 8.27 | 8.19 | 8.26 | 5 | |
| 超長期(11-) | 400233 | 74.10 | 74.34 | 20.16 | 1.18 | 3.26 | 2.88 | 16.24 | 16.01 | 16.06 | 7 | |
| 国債 | 990920 | 88.26 | 88.44 | 10.78 | 0.97 | 2.08 | 1.93 | 8.48 | 8.37 | 8.41 | 1 | |
| 短期(1-3) | 191621 | 98.81 | 98.90 | 1.99 | 0.54 | 1.12 | 1.11 | 1.98 | 1.97 | 1.98 | 0 | |
| 中期(3-7) | 262264 | 96.49 | 96.61 | 4.92 | 0.82 | 1.56 | 1.54 | 4.80 | 4.77 | 4.80 | 1 | |
| 長期(7- ) | 537035 | 80.49 | 80.71 | 16.77 | 1.20 | 2.81 | 2.51 | 13.47 | 13.29 | 13.33 | 2 | |
| 長期(7-11) | 180953 | 93.81 | 93.99 | 8.75 | 1.17 | 2.00 | 1.94 | 8.28 | 8.20 | 8.28 | 1 | |
| 超長期(11-) | 356082 | 73.72 | 73.96 | 20.85 | 1.21 | 3.33 | 2.87 | 16.82 | 16.57 | 16.60 | 2 | |
| 地方債 | 66353 | 91.55 | 91.72 | 7.14 | 0.74 | 1.88 | 1.86 | 6.32 | 6.25 | 6.29 | 15 | |
| 政保債 | 14415 | 89.29 | 89.53 | 9.06 | 0.88 | 2.03 | 1.88 | 7.27 | 7.19 | 7.24 | 11 | |
| 金融債 | 3036 | 96.97 | 97.09 | 3.17 | 0.62 | 1.61 | 1.59 | 3.08 | 3.06 | 3.08 | 31 | |
| 事業債 | 70500 | 91.21 | 91.44 | 7.20 | 0.94 | 2.15 | 2.03 | 5.80 | 5.73 | 5.77 | 42 | |
| 円建外債 | 3904 | 97.23 | 97.50 | 3.44 | 1.21 | 2.02 | 1.99 | 3.16 | 3.12 | 3.15 | 71 | |
| MBS | 13407 | 84.12 | 84.16 | 8.08 | 0.67 | 1.46 | 2.88 | 6.95 | 6.85 | 7.45 | 76 | |
| ABS | 598 | 91.80 | 92.00 | 5.54 | 0.79 | 2.29 | 2.19 | 5.02 | 4.96 | 5.01 | 66 | |
| 除くMBS | 1149726 | 88.70 | 88.88 | 10.28 | 0.95 | 2.07 | 1.93 | 8.13 | 8.03 | 8.07 | 5 | |
| 短期(1-3) | 234387 | 98.73 | 98.84 | 2.01 | 0.55 | 1.17 | 1.17 | 1.99 | 1.98 | 1.99 | 5 | |
| 中期(3-7) | 319398 | 96.26 | 96.39 | 4.89 | 0.81 | 1.61 | 1.58 | 4.77 | 4.73 | 4.77 | 6 | |
| 長期(7- ) | 595941 | 80.71 | 80.93 | 16.42 | 1.19 | 2.80 | 2.51 | 13.22 | 13.04 | 13.09 | 4 | |
| 長期(7-11) | 208981 | 93.56 | 93.76 | 8.74 | 1.18 | 2.04 | 1.98 | 8.27 | 8.19 | 8.26 | 5 | |
| 超長期(11-) | 386959 | 73.76 | 74.00 | 20.57 | 1.20 | 3.33 | 2.88 | 16.60 | 16.36 | 16.39 | 4 | |
| 除くABS | 1162536 | 88.65 | 88.82 | 10.25 | 0.95 | 2.07 | 1.94 | 8.12 | 8.02 | 8.06 | 6 | |
| 短期(1-3) | 234217 | 98.74 | 98.84 | 2.01 | 0.55 | 1.17 | 1.17 | 1.99 | 1.98 | 1.99 | 5 | |
| 中期(3-7) | 319128 | 96.26 | 96.40 | 4.89 | 0.81 | 1.61 | 1.58 | 4.77 | 4.73 | 4.77 | 6 | |
| 長期(7- ) | 609191 | 80.78 | 81.00 | 16.24 | 1.18 | 2.77 | 2.52 | 13.08 | 12.90 | 12.96 | 6 | |
| 長期(7-11) | 209004 | 93.57 | 93.77 | 8.73 | 1.18 | 2.04 | 1.98 | 8.27 | 8.19 | 8.26 | 5 | |
| 超長期(11-) | 400187 | 74.10 | 74.34 | 20.16 | 1.18 | 3.26 | 2.88 | 16.24 | 16.01 | 16.06 | 7 | |
| 除くMBS・ABS | 1149129 | 88.70 | 88.88 | 10.28 | 0.95 | 2.07 | 1.93 | 8.13 | 8.03 | 8.07 | 5 | |
| 短期(1-3) | 234217 | 98.74 | 98.84 | 2.01 | 0.55 | 1.17 | 1.17 | 1.99 | 1.98 | 1.99 | 5 | |
| 中期(3-7) | 319110 | 96.26 | 96.40 | 4.89 | 0.81 | 1.61 | 1.58 | 4.77 | 4.73 | 4.77 | 6 | |
| 長期(7- ) | 595802 | 80.71 | 80.93 | 16.42 | 1.19 | 2.80 | 2.51 | 13.22 | 13.04 | 13.09 | 4 | |
| 長期(7-11) | 208889 | 93.57 | 93.76 | 8.74 | 1.18 | 2.04 | 1.98 | 8.27 | 8.19 | 8.26 | 5 | |
| 超長期(11-) | 386913 | 73.76 | 74.01 | 20.57 | 1.20 | 3.33 | 2.88 | 16.60 | 16.36 | 16.39 | 4 | |
| 除く国債 | 172214 | 90.87 | 91.06 | 7.24 | 0.84 | 1.97 | 2.00 | 6.09 | 6.02 | 6.10 | 32 | |
| 短期(1-3) | 42767 | 98.41 | 98.56 | 2.07 | 0.62 | 1.41 | 1.40 | 2.05 | 2.03 | 2.05 | 27 | |
| 中期(3-7) | 57152 | 95.20 | 95.39 | 4.72 | 0.75 | 1.83 | 1.79 | 4.62 | 4.57 | 4.62 | 28 | |
| 長期(7- ) | 72295 | 82.98 | 83.20 | 12.28 | 1.03 | 2.50 | 2.62 | 10.25 | 10.11 | 10.28 | 39 | |
| 長期(7-11) | 28144 | 92.00 | 92.29 | 8.65 | 1.19 | 2.29 | 2.21 | 8.17 | 8.08 | 8.16 | 29 | |
| 超長期(11-) | 44152 | 77.23 | 77.41 | 14.60 | 0.93 | 2.66 | 2.93 | 11.84 | 11.66 | 11.89 | 46 | |
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