Bond Table – Mortgage Covered Securities outstanding

Bond Table Data Archive

Volume €m Jun 23 Sep 23 Dec 23 Mar 24
0-1 Year 1,250 1,250 1,250 1,250
1-2 Years 750 1,250 1,260 960
2-3 Years 960 460 450 -
3-5 Years - 10 10 10
5-10 Years 50 30 30 30
10 Years + 445 445 445 402

% of Total Jun 23 Sep 23 Dec 23 Mar 24
0-1 Years 36.2% 36.3% 36.3% 47.1%
1-2 Years 21.7% 36.3% 36.6% 36.2%
2-3 Years 27.8% 13.4% 13.1% 0.0%
3-5 Years 0.0% 0.3% 0.3% 0.4%
5-10 Years 1.4% 0.9% 0.9% 1.1%
10 Years + 12.9% 12.9% 12.9% 15.2%

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

% of Total Jun 23 Sep 23 Dec 23 Mar 24
0-1 Year 6.3% 6.5% 6.5% 8.7%
1-2 Years 3.1% 6.5% 9.7% 13.0%
2-3 Years 9.4% 6.5% 3.2% 0.0%
3-5 Years 0.0% 3.2% 3.2% 4.3%
5-10 Years 15.6% 9.7% 9.7% 13.0%
10 Years + 65.6% 67.7% 67.7% 60.9%