Counterparty Ratings Nominal Value in Millions Euro Market Value in Millions Euro as a % of nominal value
AAA - - -
AA- bis AA+ 2,201 127 5.78
A- bis A+ 35,346 -220 -0.62
BBB+ 2,137 42 1.97
BBB 143 8 5.42
Total amount 39,827 -43 -0.11

Date: 03/31/2014