Counterparty Ratings Nominal Value in Millions Euro Market Value in Millions Euro as a % of nominal value
AAA 50 -4 -7.65
AA- bis AA+ 16,606 -448 -2.70
A- bis A+ 27,772 -252 -0.91
BBB+ - - -
ungeratet - - -
Total amount 44,428 -705 -1.59

Date: 06/30/2010