| ------------ 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 | 330.656 | -20.89 | -22.03 | 1.14 | -5.37 | -6.70 | ||
| 短期(1-3) | 233.545 | -1.51 | -2.12 | 0.61 | 0.14 | -0.18 | ||
| 中期(3-7) | 324.050 | -9.46 | -10.35 | 0.90 | -1.63 | -2.47 | ||
| 長期(7- ) | 452.598 | -37.13 | -38.67 | 1.54 | -9.91 | -12.42 | ||
| 長期(7-11)*2 | 178.090 | -19.03 | -20.37 | 1.34 | -4.42 | -6.20 | ||
| 超長期(11-)*2 | 190.259 | -49.06 | -50.72 | 1.67 | -13.30 | -16.49 | ||
| 国債 | 338.559 | -22.15 | -23.32 | 1.17 | -5.65 | -6.91 | ||
| 短期(1-3) | 220.046 | -1.54 | -2.14 | 0.60 | 0.09 | -0.21 | ||
| 中期(3-7) | 322.281 | -9.63 | -10.54 | 0.91 | -1.70 | -2.53 | ||
| 長期(7- ) | 459.512 | -38.49 | -40.06 | 1.57 | -10.10 | -12.42 | ||
| 長期(7-11)*2 | 176.513 | -19.06 | -20.40 | 1.34 | -4.44 | -6.16 | ||
| 超長期(11-)*2 | 188.312 | -50.95 | -52.67 | 1.72 | -13.54 | -16.41 | ||
| 地方債 | 363.911 | -14.13 | -14.99 | 0.85 | -3.42 | -5.19 | ||
| 政保債 | 334.454 | -18.61 | -19.63 | 1.02 | -4.78 | -6.51 | ||
| 金融債 | 269.319 | -4.31 | -5.05 | 0.75 | -0.40 | -0.75 | ||
| 事業債 | 364.792 | -13.11 | -14.19 | 1.08 | -2.77 | -3.70 | ||
| 円建外債 | 391.066 | -4.36 | -5.71 | 1.35 | -0.09 | -0.49 | ||
| MBS*3 | 105.560 | -16.09 | -17.01 | 0.92 | -11.50 | -20.23 | ||
| ABS*4 | 109.846 | -9.23 | -10.10 | 0.87 | -1.43 | -2.25 | ||
| 除くMBS | 330.813 | -20.94 | -22.08 | 1.14 | -5.30 | -6.55 | ||
| 短期(1-3) | 233.545 | -1.51 | -2.12 | 0.61 | 0.14 | -0.18 | ||
| 中期(3-7) | 324.049 | -9.46 | -10.35 | 0.90 | -1.63 | -2.47 | ||
| 長期(7- ) | 454.222 | -37.60 | -39.15 | 1.55 | -9.88 | -12.24 | ||
| 長期(7-11)*2 | 178.077 | -19.04 | -20.38 | 1.34 | -4.43 | -6.20 | ||
| 超長期(11-)*2 | 191.336 | -50.28 | -51.98 | 1.69 | -13.37 | -16.34 | ||
| 除くABS | 330.668 | -20.89 | -22.03 | 1.14 | -5.37 | -6.70 | ||
| 短期(1-3) | 233.503 | -1.51 | -2.12 | 0.61 | 0.14 | -0.18 | ||
| 中期(3-7) | 324.043 | -9.46 | -10.35 | 0.90 | -1.63 | -2.47 | ||
| 長期(7- ) | 452.589 | -37.13 | -38.67 | 1.54 | -9.91 | -12.42 | ||
| 長期(7-11)*2 | 178.084 | -19.03 | -20.37 | 1.34 | -4.42 | -6.20 | ||
| 超長期(11-)*2 | 190.255 | -49.06 | -50.72 | 1.67 | -13.30 | -16.49 | ||
| 除くMBS・ABS | 330.825 | -20.95 | -22.09 | 1.14 | -5.30 | -6.56 | ||
| 短期(1-3) | 233.503 | -1.51 | -2.12 | 0.61 | 0.14 | -0.18 | ||
| 中期(3-7) | 324.042 | -9.46 | -10.35 | 0.90 | -1.63 | -2.47 | ||
| 長期(7- ) | 454.213 | -37.60 | -39.15 | 1.55 | -9.88 | -12.24 | ||
| 長期(7-11)*2 | 178.071 | -19.04 | -20.38 | 1.34 | -4.43 | -6.20 | ||
| 超長期(11-)*2 | 191.332 | -50.28 | -51.98 | 1.69 | -13.37 | -16.34 | ||
| 除く国債* | 159.487 | -13.78 | -14.75 | 0.97 | -3.73 | -5.56 | ||
| 短期(1-3)* | 134.149 | -1.36 | -2.02 | 0.66 | 0.34 | -0.04 | ||
| 中期(3-7)* | 161.446 | -8.61 | -9.46 | 0.85 | -1.31 | -2.21 | ||
| 長期(7- )* | 202.442 | -27.24 | -28.55 | 1.31 | -8.51 | -12.46 | ||
| 長期(7-11)*2 | 183.876 | -18.83 | -20.19 | 1.36 | -4.32 | -6.41 | ||
| 超長期(11-)*2 | 197.613 | -33.95 | -35.22 | 1.27 | -11.46 | -17.12 | ||
| 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 | 1168237 | 86.95 | 87.09 | 10.22 | 0.99 | 2.36 | 2.19 | 7.95 | 7.84 | 7.89 | 6 | |
| 短期(1-3) | 233489 | 98.41 | 98.52 | 1.99 | 0.59 | 1.39 | 1.38 | 1.97 | 1.96 | 1.97 | 6 | |
| 中期(3-7) | 324555 | 95.37 | 95.52 | 4.86 | 0.85 | 1.86 | 1.82 | 4.74 | 4.70 | 4.74 | 6 | |
| 長期(7- ) | 610194 | 78.08 | 78.24 | 16.23 | 1.22 | 3.15 | 2.83 | 12.91 | 12.72 | 12.79 | 7 | |
| 長期(7-11) | 209638 | 91.91 | 92.11 | 8.73 | 1.24 | 2.35 | 2.26 | 8.23 | 8.14 | 8.22 | 4 | |
| 超長期(11-) | 400555 | 70.84 | 70.98 | 20.16 | 1.21 | 3.70 | 3.22 | 16.09 | 15.83 | 15.89 | 9 | |
| 国債 | 995724 | 86.52 | 86.67 | 10.76 | 1.01 | 2.38 | 2.18 | 8.31 | 8.20 | 8.24 | 1 | |
| 短期(1-3) | 190400 | 98.48 | 98.60 | 1.98 | 0.58 | 1.34 | 1.33 | 1.97 | 1.95 | 1.97 | 1 | |
| 中期(3-7) | 267621 | 95.56 | 95.70 | 4.91 | 0.86 | 1.81 | 1.77 | 4.78 | 4.74 | 4.78 | 0 | |
| 長期(7- ) | 537703 | 77.79 | 77.95 | 16.77 | 1.24 | 3.19 | 2.80 | 13.31 | 13.11 | 13.17 | 1 | |
| 長期(7-11) | 180832 | 92.16 | 92.35 | 8.75 | 1.24 | 2.31 | 2.22 | 8.25 | 8.16 | 8.25 | 0 | |
| 超長期(11-) | 356871 | 70.51 | 70.65 | 20.84 | 1.24 | 3.78 | 3.19 | 16.65 | 16.39 | 16.43 | 2 | |
| 地方債 | 66235 | 90.13 | 90.26 | 7.06 | 0.77 | 2.18 | 2.14 | 6.19 | 6.11 | 6.16 | 19 | |
| 政保債 | 14526 | 87.67 | 87.89 | 8.89 | 0.91 | 2.34 | 2.15 | 7.00 | 6.91 | 6.97 | 14 | |
| 金融債 | 3040 | 96.63 | 96.79 | 3.18 | 0.72 | 1.85 | 1.82 | 3.08 | 3.05 | 3.08 | 32 | |
| 事業債 | 70876 | 90.17 | 90.39 | 7.07 | 0.98 | 2.40 | 2.26 | 5.60 | 5.53 | 5.58 | 42 | |
| 円建外債 | 3878 | 96.77 | 97.14 | 3.41 | 1.31 | 2.27 | 2.23 | 3.11 | 3.07 | 3.10 | 73 | |
| MBS | 13362 | 79.56 | 79.60 | 8.20 | 0.70 | 1.78 | 3.64 | 6.78 | 6.65 | 7.32 | 125 | |
| ABS | 595 | 91.05 | 91.23 | 5.33 | 0.79 | 2.53 | 2.40 | 4.80 | 4.73 | 4.79 | 66 | |
| 除くMBS | 1154875 | 87.03 | 87.18 | 10.25 | 0.99 | 2.37 | 2.18 | 7.96 | 7.85 | 7.90 | 5 | |
| 短期(1-3) | 233489 | 98.41 | 98.52 | 1.99 | 0.59 | 1.39 | 1.38 | 1.97 | 1.96 | 1.97 | 6 | |
| 中期(3-7) | 324520 | 95.37 | 95.52 | 4.86 | 0.85 | 1.86 | 1.82 | 4.74 | 4.70 | 4.74 | 6 | |
| 長期(7- ) | 596867 | 78.05 | 78.21 | 16.41 | 1.23 | 3.18 | 2.81 | 13.05 | 12.85 | 12.92 | 4 | |
| 長期(7-11) | 209549 | 91.91 | 92.11 | 8.73 | 1.24 | 2.35 | 2.26 | 8.23 | 8.14 | 8.23 | 4 | |
| 超長期(11-) | 387318 | 70.55 | 70.69 | 20.56 | 1.22 | 3.77 | 3.20 | 16.44 | 16.18 | 16.22 | 4 | |
| 除くABS | 1167642 | 86.94 | 87.09 | 10.23 | 0.99 | 2.36 | 2.19 | 7.95 | 7.84 | 7.89 | 6 | |
| 短期(1-3) | 233317 | 98.41 | 98.52 | 1.99 | 0.59 | 1.39 | 1.38 | 1.97 | 1.96 | 1.97 | 6 | |
| 中期(3-7) | 324268 | 95.37 | 95.52 | 4.86 | 0.85 | 1.86 | 1.82 | 4.74 | 4.70 | 4.74 | 6 | |
| 長期(7- ) | 610058 | 78.08 | 78.24 | 16.23 | 1.22 | 3.15 | 2.83 | 12.91 | 12.72 | 12.79 | 7 | |
| 長期(7-11) | 209548 | 91.91 | 92.11 | 8.73 | 1.24 | 2.35 | 2.26 | 8.23 | 8.14 | 8.22 | 4 | |
| 超長期(11-) | 400510 | 70.84 | 70.98 | 20.16 | 1.21 | 3.70 | 3.22 | 16.09 | 15.83 | 15.89 | 9 | |
| 除くMBS・ABS | 1154281 | 87.03 | 87.18 | 10.25 | 0.99 | 2.37 | 2.18 | 7.96 | 7.85 | 7.90 | 5 | |
| 短期(1-3) | 233317 | 98.41 | 98.52 | 1.99 | 0.59 | 1.39 | 1.38 | 1.97 | 1.96 | 1.97 | 6 | |
| 中期(3-7) | 324233 | 95.37 | 95.52 | 4.86 | 0.85 | 1.86 | 1.82 | 4.74 | 4.70 | 4.74 | 6 | |
| 長期(7- ) | 596731 | 78.05 | 78.21 | 16.41 | 1.23 | 3.18 | 2.81 | 13.05 | 12.85 | 12.92 | 4 | |
| 長期(7-11) | 209458 | 91.91 | 92.11 | 8.73 | 1.24 | 2.35 | 2.26 | 8.23 | 8.14 | 8.23 | 4 | |
| 超長期(11-) | 387273 | 70.55 | 70.69 | 20.56 | 1.22 | 3.77 | 3.20 | 16.44 | 16.18 | 16.22 | 4 | |
| 除く国債 | 172513 | 89.39 | 89.56 | 7.15 | 0.87 | 2.25 | 2.29 | 5.91 | 5.84 | 5.93 | 37 | |
| 短期(1-3) | 43089 | 98.07 | 98.20 | 2.00 | 0.65 | 1.63 | 1.62 | 1.98 | 1.97 | 1.98 | 29 | |
| 中期(3-7) | 56933 | 94.47 | 94.64 | 4.64 | 0.80 | 2.09 | 2.03 | 4.53 | 4.49 | 4.53 | 30 | |
| 長期(7- ) | 72491 | 80.24 | 80.44 | 12.18 | 1.06 | 2.86 | 3.01 | 10.05 | 9.89 | 10.08 | 50 | |
| 長期(7-11) | 28806 | 90.34 | 90.60 | 8.59 | 1.25 | 2.61 | 2.50 | 8.09 | 7.99 | 8.08 | 30 | |
| 超長期(11-) | 43685 | 73.57 | 73.74 | 14.55 | 0.94 | 3.07 | 3.43 | 11.63 | 11.44 | 11.71 | 65 | |
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