| ------------ 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 | 322.267 | -9.48 | -10.72 | 1.25 | -6.05 | -6.23 | ||
| 短期(1-3) | 233.646 | -3.06 | -3.74 | 0.68 | 0.10 | 0.00 | ||
| 中期(3-7) | 321.310 | -7.45 | -8.42 | 0.97 | -2.02 | -2.18 | ||
| 長期(7- ) | 430.545 | -14.05 | -15.76 | 1.71 | -11.62 | -11.70 | ||
| 長期(7-11)*2 | 173.047 | -9.95 | -11.44 | 1.49 | -6.76 | -6.48 | ||
| 超長期(11-)*2 | 178.338 | -16.93 | -18.80 | 1.87 | -14.95 | -15.14 | ||
| 国債 | 329.489 | -9.80 | -11.07 | 1.27 | -6.39 | -6.51 | ||
| 短期(1-3) | 220.105 | -3.06 | -3.72 | 0.66 | 0.06 | -0.04 | ||
| 中期(3-7) | 319.447 | -7.52 | -8.49 | 0.97 | -2.10 | -2.25 | ||
| 長期(7- ) | 436.616 | -14.35 | -16.09 | 1.74 | -11.89 | -11.86 | ||
| 長期(7-11)*2 | 171.503 | -9.98 | -11.46 | 1.48 | -6.77 | -6.48 | ||
| 超長期(11-)*2 | 176.243 | -17.34 | -19.26 | 1.92 | -15.29 | -15.32 | ||
| 地方債 | 357.367 | -7.97 | -8.93 | 0.96 | -4.29 | -4.59 | ||
| 政保債 | 326.933 | -8.41 | -9.58 | 1.18 | -5.37 | -5.74 | ||
| 金融債 | 268.680 | -4.78 | -5.73 | 0.95 | -0.57 | -0.64 | ||
| 事業債 | 360.071 | -7.11 | -8.33 | 1.22 | -3.09 | -3.30 | ||
| 円建外債 | 389.351 | -4.06 | -5.61 | 1.55 | -1.05 | -0.84 | ||
| MBS*3 | 101.094 | -10.92 | -11.84 | 0.92 | -10.09 | -13.55 | ||
| ABS*4 | 108.915 | -6.18 | -7.10 | 0.92 | -2.02 | -2.10 | ||
| 除くMBS | 322.478 | -9.46 | -10.71 | 1.25 | -6.01 | -6.15 | ||
| 短期(1-3) | 233.646 | -3.06 | -3.74 | 0.68 | 0.10 | 0.00 | ||
| 中期(3-7) | 321.309 | -7.45 | -8.42 | 0.97 | -2.02 | -2.18 | ||
| 長期(7- ) | 432.028 | -14.12 | -15.85 | 1.73 | -11.66 | -11.65 | ||
| 長期(7-11)*2 | 173.032 | -9.95 | -11.45 | 1.50 | -6.76 | -6.48 | ||
| 超長期(11-)*2 | 179.204 | -17.16 | -19.06 | 1.90 | -15.13 | -15.19 | ||
| 除くABS | 322.276 | -9.48 | -10.73 | 1.25 | -6.05 | -6.23 | ||
| 短期(1-3) | 233.604 | -3.06 | -3.74 | 0.68 | 0.10 | 0.00 | ||
| 中期(3-7) | 321.302 | -7.45 | -8.42 | 0.97 | -2.02 | -2.18 | ||
| 長期(7- ) | 430.535 | -14.05 | -15.76 | 1.71 | -11.62 | -11.70 | ||
| 長期(7-11)*2 | 173.041 | -9.95 | -11.44 | 1.49 | -6.76 | -6.48 | ||
| 超長期(11-)*2 | 178.335 | -16.93 | -18.80 | 1.87 | -14.95 | -15.14 | ||
| 除くMBS・ABS | 322.487 | -9.47 | -10.71 | 1.25 | -6.01 | -6.15 | ||
| 短期(1-3) | 233.604 | -3.06 | -3.74 | 0.68 | 0.10 | 0.00 | ||
| 中期(3-7) | 321.301 | -7.45 | -8.42 | 0.97 | -2.02 | -2.18 | ||
| 長期(7- ) | 432.018 | -14.12 | -15.85 | 1.73 | -11.66 | -11.65 | ||
| 長期(7-11)*2 | 173.026 | -9.95 | -11.45 | 1.50 | -6.76 | -6.48 | ||
| 超長期(11-)*2 | 179.200 | -17.16 | -19.06 | 1.90 | -15.13 | -15.19 | ||
| 除く国債* | 156.731 | -7.68 | -8.78 | 1.10 | -4.12 | -4.62 | ||
| 短期(1-3)* | 134.303 | -3.05 | -3.80 | 0.75 | 0.27 | 0.16 | ||
| 中期(3-7)* | 160.351 | -7.08 | -8.06 | 0.98 | -1.62 | -1.83 | ||
| 長期(7- )* | 194.225 | -11.83 | -13.32 | 1.49 | -9.68 | -10.53 | ||
| 長期(7-11)*2 | 178.751 | -9.74 | -11.34 | 1.60 | -6.65 | -6.49 | ||
| 超長期(11-)*2 | 187.518 | -13.64 | -15.03 | 1.39 | -12.19 | -13.70 | ||
| 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 | 1188138 | 84.48 | 84.83 | 10.05 | 1.06 | 2.86 | 2.63 | 7.56 | 7.44 | 7.50 | 7 | |
| 短期(1-3) | 235786 | 97.98 | 98.18 | 1.87 | 0.67 | 1.76 | 1.74 | 1.85 | 1.84 | 1.85 | 6 | |
| 中期(3-7) | 334083 | 94.04 | 94.32 | 4.72 | 0.92 | 2.28 | 2.22 | 4.58 | 4.53 | 4.58 | 5 | |
| 長期(7- ) | 618269 | 74.18 | 74.62 | 16.06 | 1.29 | 3.81 | 3.35 | 12.46 | 12.24 | 12.33 | 8 | |
| 長期(7-11) | 213652 | 89.07 | 89.49 | 8.59 | 1.35 | 2.94 | 2.78 | 8.03 | 7.92 | 8.02 | 5 | |
| 超長期(11-) | 404617 | 66.32 | 66.76 | 20.00 | 1.26 | 4.43 | 3.75 | 15.59 | 15.29 | 15.38 | 10 | |
| 国債 | 1016038 | 83.99 | 84.36 | 10.56 | 1.08 | 2.88 | 2.60 | 7.88 | 7.76 | 7.82 | 1 | |
| 短期(1-3) | 191428 | 98.09 | 98.29 | 1.84 | 0.65 | 1.70 | 1.68 | 1.82 | 1.81 | 1.82 | 1 | |
| 中期(3-7) | 278132 | 94.21 | 94.51 | 4.74 | 0.92 | 2.23 | 2.17 | 4.60 | 4.55 | 4.60 | 0 | |
| 長期(7- ) | 546478 | 73.84 | 74.31 | 16.58 | 1.31 | 3.86 | 3.31 | 12.82 | 12.60 | 12.68 | 1 | |
| 長期(7-11) | 184465 | 89.28 | 89.72 | 8.59 | 1.34 | 2.89 | 2.74 | 8.04 | 7.93 | 8.03 | 1 | |
| 超長期(11-) | 362013 | 65.98 | 66.45 | 20.65 | 1.30 | 4.53 | 3.71 | 16.11 | 15.81 | 15.88 | 1 | |
| 地方債 | 66811 | 88.23 | 88.44 | 6.91 | 0.85 | 2.66 | 2.58 | 5.94 | 5.86 | 5.92 | 20 | |
| 政保債 | 14200 | 84.99 | 85.21 | 8.93 | 1.01 | 2.87 | 2.60 | 6.86 | 6.75 | 6.82 | 14 | |
| 金融債 | 2994 | 96.08 | 96.30 | 3.15 | 0.92 | 2.26 | 2.22 | 3.04 | 3.01 | 3.04 | 32 | |
| 事業債 | 70560 | 88.55 | 88.82 | 6.98 | 1.09 | 2.87 | 2.68 | 5.41 | 5.33 | 5.39 | 42 | |
| 円建外債 | 3862 | 95.77 | 96.15 | 3.42 | 1.49 | 2.76 | 2.69 | 3.04 | 3.00 | 3.04 | 80 | |
| MBS | 13117 | 75.46 | 75.50 | 8.29 | 0.72 | 2.12 | 4.44 | 6.65 | 6.50 | 7.08 | 155 | |
| ABS | 556 | 89.39 | 89.60 | 5.24 | 0.83 | 2.99 | 2.82 | 4.65 | 4.58 | 4.65 | 66 | |
| 除くMBS | 1175021 | 84.59 | 84.94 | 10.07 | 1.07 | 2.87 | 2.61 | 7.57 | 7.45 | 7.51 | 5 | |
| 短期(1-3) | 235786 | 97.98 | 98.18 | 1.87 | 0.67 | 1.76 | 1.74 | 1.85 | 1.84 | 1.85 | 6 | |
| 中期(3-7) | 334033 | 94.04 | 94.32 | 4.72 | 0.92 | 2.28 | 2.22 | 4.58 | 4.53 | 4.58 | 5 | |
| 長期(7- ) | 605202 | 74.15 | 74.60 | 16.23 | 1.31 | 3.85 | 3.32 | 12.58 | 12.36 | 12.45 | 4 | |
| 長期(7-11) | 213592 | 89.06 | 89.49 | 8.59 | 1.35 | 2.94 | 2.78 | 8.04 | 7.92 | 8.03 | 5 | |
| 超長期(11-) | 391610 | 66.02 | 66.48 | 20.39 | 1.28 | 4.52 | 3.72 | 15.92 | 15.62 | 15.69 | 4 | |
| 除くABS | 1187582 | 84.48 | 84.83 | 10.06 | 1.06 | 2.86 | 2.62 | 7.56 | 7.44 | 7.50 | 7 | |
| 短期(1-3) | 235634 | 97.98 | 98.18 | 1.87 | 0.67 | 1.76 | 1.74 | 1.85 | 1.84 | 1.85 | 6 | |
| 中期(3-7) | 333804 | 94.04 | 94.33 | 4.72 | 0.92 | 2.28 | 2.22 | 4.58 | 4.53 | 4.58 | 5 | |
| 長期(7- ) | 618144 | 74.18 | 74.62 | 16.06 | 1.29 | 3.81 | 3.35 | 12.46 | 12.24 | 12.33 | 8 | |
| 長期(7-11) | 213567 | 89.07 | 89.50 | 8.59 | 1.35 | 2.94 | 2.78 | 8.03 | 7.92 | 8.02 | 5 | |
| 超長期(11-) | 404577 | 66.32 | 66.76 | 20.00 | 1.26 | 4.43 | 3.75 | 15.59 | 15.29 | 15.38 | 10 | |
| 除くMBS・ABS | 1174465 | 84.58 | 84.94 | 10.08 | 1.07 | 2.87 | 2.61 | 7.57 | 7.45 | 7.51 | 5 | |
| 短期(1-3) | 235634 | 97.98 | 98.18 | 1.87 | 0.67 | 1.76 | 1.74 | 1.85 | 1.84 | 1.85 | 6 | |
| 中期(3-7) | 333754 | 94.04 | 94.32 | 4.72 | 0.92 | 2.28 | 2.22 | 4.58 | 4.53 | 4.58 | 5 | |
| 長期(7- ) | 605077 | 74.15 | 74.60 | 16.23 | 1.31 | 3.85 | 3.32 | 12.58 | 12.36 | 12.45 | 4 | |
| 長期(7-11) | 213507 | 89.07 | 89.49 | 8.59 | 1.35 | 2.94 | 2.78 | 8.04 | 7.92 | 8.03 | 5 | |
| 超長期(11-) | 391570 | 66.02 | 66.48 | 20.39 | 1.28 | 4.52 | 3.72 | 15.92 | 15.62 | 15.69 | 4 | |
| 除く国債 | 172100 | 87.43 | 87.66 | 7.06 | 0.97 | 2.72 | 2.74 | 5.71 | 5.62 | 5.72 | 40 | |
| 短期(1-3) | 44358 | 97.50 | 97.68 | 1.99 | 0.73 | 2.02 | 2.00 | 1.97 | 1.95 | 1.97 | 30 | |
| 中期(3-7) | 55951 | 93.18 | 93.40 | 4.64 | 0.91 | 2.53 | 2.45 | 4.51 | 4.45 | 4.50 | 30 | |
| 長期(7- ) | 71791 | 76.73 | 76.99 | 12.08 | 1.16 | 3.46 | 3.60 | 9.78 | 9.60 | 9.79 | 57 | |
| 長期(7-11) | 29187 | 87.70 | 88.04 | 8.58 | 1.41 | 3.23 | 3.05 | 8.00 | 7.88 | 7.99 | 32 | |
| 超長期(11-) | 42604 | 69.21 | 69.42 | 14.48 | 0.98 | 3.67 | 4.07 | 11.33 | 11.10 | 11.36 | 78 | |
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