Bond Table – Mortgage Covered Securities outstanding

Bond Table Data Archive

Volume €m Dec 23 Mar 24 Jun 24 Sep 24
0-1 Year 1,250 1,250 - 1,250
1-2 Years 1,260 960 750 460
2-3 Years 450 - 960 -
3-5 Years 10 10 - 20
5-10 Years 30 30 40 20
10 Years + 445 402 377 377

% of Total Dec 23 Mar 24 Jun 24 Sep 24
0-1 Years 36.3% 47.1% 0.0% 58.8%
1-2 Years 36.6% 36.2% 35.3% 21.6%
2-3 Years 13.1% 0.0% 45.1% 0.0%
3-5 Years 0.3% 0.4% 0.0% 0.9%
5-10 Years 0.9% 1.1% 1.9% 0.9%
10 Years + 12.9% 15.2% 17.7% 17.7%

Number Dec 23 Mar 24 Jun 24 Sep 24
0-1 Year 2 2 - 2
1-2 Years 3 3 1 2
2-3 Years 1 - 3 -
3-5 Years 1 1 - 2
5-10 Years 3 3 4 2
10 Years + 21 14 11 11

% of Total Dec 23 Mar 24 Jun 24 Sep 24
0-1 Year 6.5% 8.7% 0.0% 10.5%
1-2 Years 9.7% 13.0% 5.3% 10.5%
2-3 Years 3.2% 0.0% 15.8% 0.0%
3-5 Years 3.2% 4.3% 0.0% 10.5%
5-10 Years 9.7% 13.0% 21.1% 10.5%
10 Years + 67.7% 60.9% 57.9% 57.9%