Bond Table – Mortgage Covered Securities outstanding

 

Bond Table Data Archive

Volume €m Mar-18 Jun-18 Sep-18 Dec 18
0-1 Year 761 761 765 795
1-2 Years 795 795 780 1250
2-3 Years 1,250 1,250 1,250 1,250
3-5 Years 1,455 1,955 1,955 1,455
5-10 Years 3,460 2,960 2,970 2,970
10 Years + 511 586 566 566
% of Total Mar-18 Jun-18 Sep-18 Dec 18
0-1 Years 9.2% 9.2% 9.2% 9.6%
1-2 Years 9.7% 9.6% 9.4% 15.1%
2-3 Years 15.2% 15.0% 15.1% 15.1%
3-5 Years 17.7% 23.5% 23.6% 17.6%
5-10 Years 42.0% 35.6% 35.8% 35.8%
10 Years + 6.2% 7.1% 6.8% 6.8%
Number Mar-18 Jun-18 Sep-18 Dec 18
0-1 Year 6 6 3 4
1-2 Years 4 4 2 2
2-3 Years 2 2 2 2
3-5 Years 2 3 3 2
5-10 Years 7 6 7 7
10 Years + 31 33 31 31
% of Total Mar-18 Jun-18 Sep-18 Dec-18
0-1 Year   "11.5%" 11.1% 6.3% 8.3%
1-2 Years 7.7% 7.4% 4.2% 4.2%
2-3 Years  "3.8%" 3.7% 4.2% 4.2%
3-5 Years 3.8% 5.6% 6.3% 4.2%
5-10 Years 13.5% 11.1% 14.6% 14.6%
10 Years + 59.7% 61.1% 64.6% 64.6%