Bond Table – Mortgage Covered Securities outstanding

Bond Table Data Archive

Volume €m Sept 21 Dec 21 Mar 22 Jun 22
0-1 Year 1,455 955 955 500
1-2 Years 500 500 1,250 1,250
2-3 Years 1,250 1,250 1,250 750
3-5 Years 1,710 1,710 960 960
5-10 Years 50 50 50 50
10 Years + 443 443 444 444

% of Total Sept 21 Dec 21 Mar 22 Jun 22
0-1 Years 26.9% 19.5% 19.5% 12.6%
1-2 Years 9.2% 10.2% 25.5% 31.6%
2-3 Years 23.1% 25.5% 25.5% 19.0%
3-5 Years 31.6% 34.8% 19.6% 24.3%
5-10 Years 0.9% 1.0% 1.0% 1.3%
10 Years + 8.2% 9.0% 9.0% 11.2%

Number Sept 21 Dec 21 Mar 22 Jun 22
0-1 Year 2 1 1 1
1-2 Years 1 1 2 2
2-3 Years 2 2 2 1
3-5 Years 4 4 3 3
5-10 Years 5 5 5 5
10 Years + 21 21 21 21

% of Total Sept 21 Dec 21 Mar 22 Jun 22
0-1 Year 5.7% 2.9% 2.9% 3.0%
1-2 Years 2.9% 2.9% 5.9% 6.1%
2-3 Years 5.7% 5.9% 5.9% 3.0%
3-5 Years 11.4% 11.8% 8.8% 9.1%
5-10 Years 14.3% 14.7% 14.7% 15.2%
10 Years + 60.0% 61.8% 61.8% 63.6%