| ------------ 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 | 348.756 | 6.22 | 5.26 | 0.96 | -0.75 | -5.10 | ||
| 短期(1-3) | 234.232 | 1.54 | 1.06 | 0.48 | 1.74 | 0.34 | ||
| 中期(3-7) | 332.145 | 2.94 | 2.19 | 0.75 | 3.31 | -1.11 | ||
| 長期(7- ) | 497.213 | 10.25 | 8.95 | 1.30 | -4.14 | -9.58 | ||
| 長期(7-11)*2 | 188.184 | 6.84 | 5.71 | 1.13 | 3.98 | -3.34 | ||
| 超長期(11-)*2 | 214.428 | 12.41 | 11.00 | 1.41 | -9.18 | -13.37 | ||
| 国債 | 357.855 | 6.56 | 5.57 | 0.99 | -1.11 | -5.42 | ||
| 短期(1-3) | 220.769 | 1.49 | 1.02 | 0.47 | 1.70 | 0.32 | ||
| 中期(3-7) | 330.567 | 2.92 | 2.16 | 0.76 | 3.31 | -1.12 | ||
| 長期(7- ) | 505.316 | 10.69 | 9.36 | 1.33 | -4.58 | -9.87 | ||
| 長期(7-11)*2 | 186.574 | 6.89 | 5.75 | 1.14 | 4.04 | -3.29 | ||
| 超長期(11-)*2 | 212.444 | 13.07 | 11.61 | 1.45 | -9.89 | -13.83 | ||
| 地方債 | 378.746 | 4.58 | 3.87 | 0.71 | 2.07 | -3.39 | ||
| 政保債 | 351.059 | 4.74 | 3.86 | 0.89 | -0.23 | -4.97 | ||
| 金融債 | 271.796 | 2.43 | 1.96 | 0.47 | 2.06 | -0.27 | ||
| 事業債 | 376.139 | 4.51 | 3.63 | 0.88 | 1.04 | -2.80 | ||
| 円建外債 | 394.093 | 2.00 | 0.83 | 1.17 | 2.75 | 0.70 | ||
| MBS*3 | 119.176 | 2.66 | 1.97 | 0.70 | -0.32 | -5.76 | ||
| ABS*4 | 112.332 | 4.30 | 3.49 | 0.81 | 3.23 | -1.12 | ||
| 除くMBS | 348.659 | 6.26 | 5.30 | 0.96 | -0.75 | -5.09 | ||
| 短期(1-3) | 234.232 | 1.54 | 1.06 | 0.48 | 1.74 | 0.34 | ||
| 中期(3-7) | 332.145 | 2.94 | 2.19 | 0.75 | 3.31 | -1.11 | ||
| 長期(7- ) | 498.682 | 10.43 | 9.12 | 1.32 | -4.23 | -9.67 | ||
| 長期(7-11)*2 | 188.176 | 6.85 | 5.71 | 1.14 | 3.99 | -3.35 | ||
| 超長期(11-)*2 | 215.616 | 12.80 | 11.36 | 1.43 | -9.53 | -13.66 | ||
| 除くABS | 348.775 | 6.22 | 5.26 | 0.96 | -0.75 | -5.10 | ||
| 短期(1-3) | 234.191 | 1.54 | 1.06 | 0.48 | 1.74 | 0.34 | ||
| 中期(3-7) | 332.140 | 2.94 | 2.19 | 0.75 | 3.31 | -1.12 | ||
| 長期(7- ) | 497.208 | 10.25 | 8.95 | 1.30 | -4.14 | -9.58 | ||
| 長期(7-11)*2 | 188.178 | 6.84 | 5.71 | 1.13 | 3.98 | -3.34 | ||
| 超長期(11-)*2 | 214.424 | 12.41 | 11.00 | 1.41 | -9.19 | -13.37 | ||
| 除くMBS・ABS | 348.678 | 6.26 | 5.30 | 0.96 | -0.76 | -5.09 | ||
| 短期(1-3) | 234.191 | 1.54 | 1.06 | 0.48 | 1.74 | 0.34 | ||
| 中期(3-7) | 332.140 | 2.94 | 2.19 | 0.75 | 3.31 | -1.12 | ||
| 長期(7- ) | 498.676 | 10.43 | 9.12 | 1.32 | -4.23 | -9.67 | ||
| 長期(7-11)*2 | 188.169 | 6.85 | 5.71 | 1.14 | 3.98 | -3.35 | ||
| 超長期(11-)*2 | 215.612 | 12.80 | 11.36 | 1.43 | -9.53 | -13.66 | ||
| 除く国債* | 166.211 | 4.31 | 3.51 | 0.80 | 1.30 | -3.29 | ||
| 短期(1-3)* | 134.333 | 1.75 | 1.23 | 0.52 | 1.92 | 0.44 | ||
| 中期(3-7)* | 164.935 | 3.02 | 2.34 | 0.68 | 3.32 | -1.09 | ||
| 長期(7- )* | 220.783 | 7.10 | 6.01 | 1.09 | -0.89 | -7.46 | ||
| 長期(7-11)*2 | 193.906 | 6.53 | 5.40 | 1.13 | 3.62 | -3.70 | ||
| 超長期(11-)*2 | 221.037 | 7.48 | 6.43 | 1.06 | -3.88 | -9.90 | ||
| 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 | 1152682 | 92.41 | 92.58 | 10.28 | 0.88 | 1.47 | 1.40 | 8.41 | 8.34 | 8.36 | 5 | |
| 短期(1-3) | 232527 | 99.44 | 99.53 | 2.00 | 0.47 | 0.75 | 0.75 | 1.98 | 1.98 | 1.98 | 6 | |
| 中期(3-7) | 314799 | 98.60 | 98.72 | 4.87 | 0.73 | 1.03 | 1.02 | 4.78 | 4.75 | 4.78 | 6 | |
| 長期(7- ) | 605356 | 86.50 | 86.71 | 16.27 | 1.12 | 2.06 | 1.92 | 13.40 | 13.26 | 13.29 | 5 | |
| 長期(7-11) | 206714 | 98.00 | 98.18 | 8.74 | 1.10 | 1.36 | 1.35 | 8.32 | 8.26 | 8.32 | 4 | |
| 超長期(11-) | 398642 | 80.54 | 80.77 | 20.17 | 1.12 | 2.50 | 2.28 | 16.61 | 16.41 | 16.43 | 5 | |
| 国債 | 981032 | 92.18 | 92.34 | 10.80 | 0.90 | 1.48 | 1.39 | 8.79 | 8.71 | 8.73 | 1 | |
| 短期(1-3) | 191383 | 99.52 | 99.60 | 1.99 | 0.47 | 0.70 | 0.70 | 1.98 | 1.98 | 1.98 | 0 | |
| 中期(3-7) | 256620 | 98.91 | 99.02 | 4.91 | 0.75 | 0.97 | 0.97 | 4.81 | 4.79 | 4.81 | 0 | |
| 長期(7- ) | 533029 | 86.30 | 86.51 | 16.80 | 1.14 | 2.09 | 1.92 | 13.80 | 13.66 | 13.67 | 1 | |
| 長期(7-11) | 179749 | 98.30 | 98.47 | 8.76 | 1.11 | 1.32 | 1.31 | 8.34 | 8.28 | 8.33 | 1 | |
| 超長期(11-) | 353280 | 80.20 | 80.43 | 20.89 | 1.15 | 2.56 | 2.29 | 17.21 | 17.00 | 17.00 | 2 | |
| 地方債 | 66061 | 94.40 | 94.56 | 7.22 | 0.67 | 1.33 | 1.33 | 6.53 | 6.47 | 6.50 | 16 | |
| 政保債 | 14185 | 92.53 | 92.76 | 9.32 | 0.82 | 1.49 | 1.41 | 7.76 | 7.68 | 7.72 | 12 | |
| 金融債 | 3212 | 98.01 | 98.10 | 3.13 | 0.46 | 1.13 | 1.12 | 3.07 | 3.05 | 3.07 | 31 | |
| 事業債 | 69812 | 93.55 | 93.75 | 7.26 | 0.82 | 1.59 | 1.52 | 5.99 | 5.93 | 5.95 | 42 | |
| 円建外債 | 4136 | 98.56 | 98.82 | 3.43 | 1.15 | 1.57 | 1.56 | 3.22 | 3.19 | 3.21 | 74 | |
| MBS | 13601 | 90.75 | 90.78 | 7.74 | 0.65 | 1.06 | 1.88 | 7.00 | 6.93 | 7.40 | 32 | |
| ABS | 644 | 94.22 | 94.40 | 5.63 | 0.76 | 1.72 | 1.66 | 5.17 | 5.12 | 5.16 | 65 | |
| 除くMBS | 1139081 | 92.43 | 92.60 | 10.31 | 0.88 | 1.48 | 1.40 | 8.43 | 8.35 | 8.37 | 5 | |
| 短期(1-3) | 232527 | 99.44 | 99.53 | 2.00 | 0.47 | 0.75 | 0.75 | 1.98 | 1.98 | 1.98 | 6 | |
| 中期(3-7) | 314778 | 98.60 | 98.72 | 4.87 | 0.73 | 1.03 | 1.02 | 4.78 | 4.75 | 4.78 | 6 | |
| 長期(7- ) | 591776 | 86.40 | 86.62 | 16.47 | 1.13 | 2.08 | 1.92 | 13.56 | 13.41 | 13.43 | 4 | |
| 長期(7-11) | 206583 | 98.00 | 98.18 | 8.75 | 1.10 | 1.36 | 1.35 | 8.32 | 8.27 | 8.32 | 4 | |
| 超長期(11-) | 385194 | 80.19 | 80.42 | 20.61 | 1.14 | 2.56 | 2.30 | 16.98 | 16.78 | 16.78 | 4 | |
| 除くABS | 1152038 | 92.41 | 92.58 | 10.28 | 0.88 | 1.47 | 1.40 | 8.42 | 8.34 | 8.36 | 5 | |
| 短期(1-3) | 232353 | 99.44 | 99.53 | 2.00 | 0.47 | 0.75 | 0.75 | 1.98 | 1.98 | 1.98 | 6 | |
| 中期(3-7) | 314481 | 98.60 | 98.72 | 4.87 | 0.73 | 1.02 | 1.02 | 4.78 | 4.75 | 4.78 | 5 | |
| 長期(7- ) | 605204 | 86.50 | 86.71 | 16.27 | 1.12 | 2.06 | 1.92 | 13.41 | 13.26 | 13.29 | 5 | |
| 長期(7-11) | 206619 | 98.00 | 98.18 | 8.74 | 1.10 | 1.36 | 1.35 | 8.32 | 8.26 | 8.32 | 4 | |
| 超長期(11-) | 398585 | 80.54 | 80.77 | 20.17 | 1.12 | 2.50 | 2.28 | 16.61 | 16.41 | 16.43 | 5 | |
| 除くMBS・ABS | 1138437 | 92.43 | 92.60 | 10.31 | 0.88 | 1.48 | 1.40 | 8.43 | 8.35 | 8.37 | 5 | |
| 短期(1-3) | 232353 | 99.44 | 99.53 | 2.00 | 0.47 | 0.75 | 0.75 | 1.98 | 1.98 | 1.98 | 6 | |
| 中期(3-7) | 314460 | 98.60 | 98.72 | 4.87 | 0.73 | 1.02 | 1.02 | 4.78 | 4.75 | 4.78 | 5 | |
| 長期(7- ) | 591624 | 86.40 | 86.62 | 16.47 | 1.13 | 2.08 | 1.92 | 13.56 | 13.42 | 13.44 | 4 | |
| 長期(7-11) | 206488 | 98.00 | 98.18 | 8.75 | 1.10 | 1.36 | 1.35 | 8.32 | 8.27 | 8.32 | 4 | |
| 超長期(11-) | 385136 | 80.19 | 80.42 | 20.61 | 1.14 | 2.56 | 2.30 | 16.99 | 16.78 | 16.78 | 4 | |
| 除く国債 | 171650 | 93.78 | 93.95 | 7.28 | 0.75 | 1.43 | 1.46 | 6.29 | 6.23 | 6.29 | 29 | |
| 短期(1-3) | 41143 | 99.06 | 99.18 | 2.00 | 0.51 | 1.00 | 0.99 | 1.99 | 1.98 | 1.99 | 30 | |
| 中期(3-7) | 58179 | 97.23 | 97.39 | 4.70 | 0.66 | 1.26 | 1.24 | 4.61 | 4.58 | 4.61 | 29 | |
| 長期(7- ) | 72327 | 87.99 | 88.20 | 12.36 | 0.96 | 1.87 | 1.95 | 10.53 | 10.42 | 10.54 | 29 | |
| 長期(7-11) | 26964 | 95.99 | 96.27 | 8.63 | 1.08 | 1.60 | 1.58 | 8.21 | 8.14 | 8.20 | 28 | |
| 超長期(11-) | 45363 | 83.23 | 83.41 | 14.57 | 0.88 | 2.05 | 2.20 | 12.12 | 11.97 | 12.14 | 30 | |
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