Bond Table – Mortgage Covered Securities outstanding

Bond Table Data Archive

Volume €m Mar 20 Jun 20 Sep 20 Dec 20
0-1 Year 1,224 1,224 1,224 1,224
1-2 Years 500 1,455 1,455 955
2-3 Years 955 500 500 500
3-5 Years 2,500 2,000 2,500 2,510
5-10 Years 1,010 1,010 510 500
10 Years + 459 459 459 453

% of Total Mar 20 Jun 20 Sep 20 Dec 20
0-1 Years 18.4% 18.4% 18.4% 19.9%
1-2 Years 7.5% 21.9% 21.9% 15.6%
2-3 Years 14.4% 7.5% 7.5% 8.1%
3-5 Years 37.6% 30.1% 37.6% 40.9%
5-10 Years 15.2% 15.2% 7.7% 8.1%
10 Years + 6.9% 6.9% 6.9% 7.4%

Number Mar 20 Jun 20 Sep 20 Dec 20
0-1 Year 2 2 2 2
1-2 Years 1 2 2 1
2-3 Years 1 1 1 1
3-5 Years 4 3 4 5
5-10 Years 8 8 7 6
10 Years + 23 23 23 22

% of Total Mar 20 Jun 20 Sep 20 Dec 20
0-1 Year 5.1% 5.1% 5.1% 5.4%
1-2 Years 2.6% 5.1% 5.1% 2.7%
2-3 Years 2.6% 2.6% 2.6% 2.7%
3-5 Years 10.3% 7.7% 10.3% 13.5%
5-10 Years 20.5% 20.5% 17.9% 16.2%
10 Years + 59.0% 59.0% 59.0% 59.5%