| ------------ 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 | 343.862 | -0.92 | -1.89 | 0.98 | -3.17 | -5.21 | ||
| 短期(1-3) | 233.873 | -0.53 | -1.03 | 0.51 | 0.56 | 0.02 | ||
| 中期(3-7) | 329.431 | -3.13 | -3.89 | 0.76 | 0.00 | -1.82 | ||
| 長期(7- ) | 485.817 | 0.24 | -1.07 | 1.32 | -6.58 | -9.27 | ||
| 長期(7-11)*2 | 185.554 | -3.86 | -5.01 | 1.15 | -0.83 | -4.05 | ||
| 超長期(11-)*2 | 208.292 | 2.91 | 1.48 | 1.42 | -10.14 | -12.44 | ||
| 国債 | 352.591 | -0.64 | -1.64 | 1.00 | -3.48 | -5.51 | ||
| 短期(1-3) | 220.397 | -0.59 | -1.08 | 0.49 | 0.51 | -0.01 | ||
| 中期(3-7) | 327.775 | -3.25 | -4.02 | 0.77 | -0.05 | -1.86 | ||
| 長期(7- ) | 493.477 | 0.81 | -0.53 | 1.34 | -6.90 | -9.52 | ||
| 長期(7-11)*2 | 183.927 | -3.92 | -5.06 | 1.15 | -0.85 | -4.04 | ||
| 超長期(11-)*2 | 206.230 | 3.84 | 2.37 | 1.47 | -10.61 | -12.81 | ||
| 地方債 | 374.915 | -2.72 | -3.45 | 0.73 | -1.00 | -3.58 | ||
| 政保債 | 346.587 | -1.21 | -2.13 | 0.92 | -2.65 | -4.96 | ||
| 金融債 | 270.948 | -1.05 | -1.59 | 0.54 | 0.40 | -0.60 | ||
| 事業債 | 373.082 | -0.91 | -1.86 | 0.95 | -1.11 | -2.93 | ||
| 円建外債 | 392.791 | -0.83 | -2.04 | 1.20 | 0.71 | 0.02 | ||
| MBS*3 | 116.406 | -12.13 | -12.85 | 0.72 | -4.79 | -6.84 | ||
| ABS*4 | 111.623 | -1.59 | -2.42 | 0.82 | 0.34 | -1.58 | ||
| 除くMBS | 343.803 | -0.79 | -1.77 | 0.98 | -3.15 | -5.19 | ||
| 短期(1-3) | 233.873 | -0.53 | -1.03 | 0.51 | 0.56 | 0.02 | ||
| 中期(3-7) | 329.431 | -3.13 | -3.89 | 0.76 | 0.00 | -1.82 | ||
| 長期(7- ) | 487.257 | 0.54 | -0.79 | 1.33 | -6.63 | -9.33 | ||
| 長期(7-11)*2 | 185.545 | -3.86 | -5.01 | 1.15 | -0.83 | -4.05 | ||
| 超長期(11-)*2 | 209.403 | 3.51 | 2.06 | 1.45 | -10.35 | -12.65 | ||
| 除くABS | 343.879 | -0.92 | -1.89 | 0.98 | -3.17 | -5.21 | ||
| 短期(1-3) | 233.831 | -0.53 | -1.03 | 0.51 | 0.56 | 0.02 | ||
| 中期(3-7) | 329.425 | -3.13 | -3.89 | 0.76 | 0.00 | -1.82 | ||
| 長期(7- ) | 485.811 | 0.24 | -1.07 | 1.32 | -6.58 | -9.27 | ||
| 長期(7-11)*2 | 185.548 | -3.86 | -5.01 | 1.15 | -0.83 | -4.05 | ||
| 超長期(11-)*2 | 208.288 | 2.91 | 1.48 | 1.43 | -10.14 | -12.44 | ||
| 除くMBS・ABS | 343.820 | -0.79 | -1.77 | 0.98 | -3.15 | -5.19 | ||
| 短期(1-3) | 233.831 | -0.53 | -1.03 | 0.51 | 0.56 | 0.02 | ||
| 中期(3-7) | 329.425 | -3.13 | -3.89 | 0.76 | 0.00 | -1.82 | ||
| 長期(7- ) | 487.250 | 0.54 | -0.79 | 1.33 | -6.63 | -9.33 | ||
| 長期(7-11)*2 | 185.538 | -3.86 | -5.01 | 1.15 | -0.84 | -4.05 | ||
| 超長期(11-)*2 | 209.400 | 3.51 | 2.06 | 1.45 | -10.35 | -12.65 | ||
| 除く国債* | 164.516 | -2.48 | -3.32 | 0.84 | -1.40 | -3.52 | ||
| 短期(1-3)* | 134.220 | -0.25 | -0.81 | 0.56 | 0.79 | 0.18 | ||
| 中期(3-7)* | 163.793 | -2.60 | -3.32 | 0.73 | 0.26 | -1.64 | ||
| 長期(7- )* | 216.555 | -3.87 | -5.00 | 1.13 | -4.25 | -7.41 | ||
| 長期(7-11)*2 | 191.472 | -3.47 | -4.65 | 1.18 | -0.73 | -4.10 | ||
| 超長期(11-)*2 | 215.785 | -4.16 | -5.25 | 1.09 | -6.62 | -9.59 | ||
| 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 | 1158823 | 90.89 | 91.02 | 10.27 | 0.91 | 1.73 | 1.63 | 8.30 | 8.21 | 8.24 | 5 | |
| 短期(1-3) | 232632 | 99.07 | 99.17 | 2.00 | 0.51 | 0.97 | 0.97 | 1.98 | 1.97 | 1.98 | 5 | |
| 中期(3-7) | 317299 | 97.50 | 97.63 | 4.87 | 0.76 | 1.29 | 1.27 | 4.76 | 4.73 | 4.76 | 5 | |
| 長期(7- ) | 608891 | 84.31 | 84.46 | 16.25 | 1.15 | 2.33 | 2.15 | 13.26 | 13.10 | 13.15 | 5 | |
| 長期(7-11) | 209381 | 96.33 | 96.52 | 8.74 | 1.14 | 1.62 | 1.59 | 8.30 | 8.23 | 8.29 | 4 | |
| 超長期(11-) | 399510 | 78.01 | 78.15 | 20.19 | 1.15 | 2.79 | 2.51 | 16.47 | 16.26 | 16.29 | 6 | |
| 国債 | 985916 | 90.57 | 90.70 | 10.80 | 0.94 | 1.74 | 1.62 | 8.68 | 8.58 | 8.61 | 1 | |
| 短期(1-3) | 190191 | 99.15 | 99.24 | 1.99 | 0.50 | 0.92 | 0.92 | 1.98 | 1.97 | 1.98 | 0 | |
| 中期(3-7) | 259346 | 97.76 | 97.89 | 4.90 | 0.77 | 1.24 | 1.22 | 4.80 | 4.77 | 4.80 | 0 | |
| 長期(7- ) | 536380 | 84.06 | 84.21 | 16.78 | 1.17 | 2.36 | 2.14 | 13.65 | 13.49 | 13.52 | 1 | |
| 長期(7-11) | 181659 | 96.61 | 96.79 | 8.75 | 1.14 | 1.58 | 1.56 | 8.31 | 8.25 | 8.31 | 1 | |
| 超長期(11-) | 354721 | 77.63 | 77.76 | 20.89 | 1.18 | 2.85 | 2.52 | 17.06 | 16.84 | 16.85 | 2 | |
| 地方債 | 66454 | 93.30 | 93.42 | 7.16 | 0.70 | 1.57 | 1.56 | 6.42 | 6.37 | 6.40 | 16 | |
| 政保債 | 14568 | 91.34 | 91.56 | 9.05 | 0.84 | 1.71 | 1.61 | 7.42 | 7.34 | 7.38 | 12 | |
| 金融債 | 3149 | 97.57 | 97.69 | 3.15 | 0.54 | 1.36 | 1.34 | 3.08 | 3.06 | 3.08 | 31 | |
| 事業債 | 70476 | 92.64 | 92.84 | 7.25 | 0.89 | 1.84 | 1.75 | 5.93 | 5.87 | 5.90 | 41 | |
| 円建外債 | 4156 | 97.95 | 98.27 | 3.36 | 1.19 | 1.81 | 1.79 | 3.12 | 3.09 | 3.12 | 75 | |
| MBS | 13463 | 88.35 | 88.39 | 7.92 | 0.66 | 1.20 | 2.23 | 7.04 | 6.96 | 7.50 | 44 | |
| ABS | 640 | 93.40 | 93.59 | 5.46 | 0.78 | 1.95 | 1.88 | 4.99 | 4.94 | 4.99 | 64 | |
| 除くMBS | 1145359 | 90.92 | 91.05 | 10.30 | 0.92 | 1.73 | 1.63 | 8.31 | 8.23 | 8.25 | 5 | |
| 短期(1-3) | 232632 | 99.07 | 99.17 | 2.00 | 0.51 | 0.97 | 0.97 | 1.98 | 1.97 | 1.98 | 5 | |
| 中期(3-7) | 317280 | 97.50 | 97.63 | 4.87 | 0.76 | 1.29 | 1.27 | 4.77 | 4.73 | 4.76 | 5 | |
| 長期(7- ) | 595447 | 84.22 | 84.38 | 16.44 | 1.16 | 2.36 | 2.15 | 13.41 | 13.25 | 13.28 | 4 | |
| 長期(7-11) | 209258 | 96.33 | 96.52 | 8.74 | 1.14 | 1.62 | 1.59 | 8.30 | 8.23 | 8.29 | 4 | |
| 超長期(11-) | 386189 | 77.66 | 77.80 | 20.61 | 1.17 | 2.85 | 2.52 | 16.84 | 16.62 | 16.63 | 4 | |
| 除くABS | 1158183 | 90.89 | 91.02 | 10.28 | 0.91 | 1.73 | 1.63 | 8.30 | 8.21 | 8.24 | 5 | |
| 短期(1-3) | 232431 | 99.07 | 99.17 | 2.00 | 0.51 | 0.97 | 0.97 | 1.98 | 1.97 | 1.98 | 5 | |
| 中期(3-7) | 317011 | 97.51 | 97.64 | 4.87 | 0.76 | 1.29 | 1.27 | 4.76 | 4.73 | 4.76 | 5 | |
| 長期(7- ) | 608741 | 84.31 | 84.46 | 16.25 | 1.15 | 2.33 | 2.15 | 13.26 | 13.10 | 13.15 | 5 | |
| 長期(7-11) | 209283 | 96.33 | 96.52 | 8.74 | 1.14 | 1.62 | 1.59 | 8.30 | 8.23 | 8.29 | 4 | |
| 超長期(11-) | 399457 | 78.01 | 78.15 | 20.19 | 1.15 | 2.79 | 2.51 | 16.47 | 16.26 | 16.29 | 5 | |
| 除くMBS・ABS | 1144719 | 90.92 | 91.05 | 10.30 | 0.92 | 1.73 | 1.63 | 8.31 | 8.23 | 8.25 | 5 | |
| 短期(1-3) | 232431 | 99.07 | 99.17 | 2.00 | 0.51 | 0.97 | 0.97 | 1.98 | 1.97 | 1.98 | 5 | |
| 中期(3-7) | 316991 | 97.51 | 97.64 | 4.87 | 0.76 | 1.29 | 1.27 | 4.76 | 4.73 | 4.76 | 5 | |
| 長期(7- ) | 595297 | 84.22 | 84.37 | 16.44 | 1.16 | 2.36 | 2.15 | 13.41 | 13.25 | 13.28 | 4 | |
| 長期(7-11) | 209160 | 96.33 | 96.52 | 8.74 | 1.14 | 1.62 | 1.59 | 8.30 | 8.23 | 8.29 | 4 | |
| 超長期(11-) | 386137 | 77.66 | 77.80 | 20.61 | 1.17 | 2.85 | 2.52 | 16.84 | 16.62 | 16.63 | 4 | |
| 除く国債 | 172906 | 92.67 | 92.83 | 7.25 | 0.79 | 1.66 | 1.69 | 6.20 | 6.14 | 6.21 | 30 | |
| 短期(1-3) | 42442 | 98.74 | 98.85 | 2.03 | 0.56 | 1.21 | 1.20 | 2.02 | 2.00 | 2.02 | 28 | |
| 中期(3-7) | 57954 | 96.35 | 96.51 | 4.71 | 0.71 | 1.52 | 1.49 | 4.61 | 4.58 | 4.61 | 29 | |
| 長期(7- ) | 72511 | 86.18 | 86.37 | 12.32 | 0.99 | 2.10 | 2.20 | 10.41 | 10.29 | 10.43 | 32 | |
| 長期(7-11) | 27721 | 94.52 | 94.75 | 8.64 | 1.13 | 1.87 | 1.82 | 8.19 | 8.12 | 8.19 | 28 | |
| 超長期(11-) | 44789 | 81.02 | 81.18 | 14.60 | 0.91 | 2.27 | 2.47 | 12.02 | 11.86 | 12.06 | 34 | |
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