Counterparty Ratings Nominal Value in Millions Euro Market Value in Millions Euro as a % of nominal value AAA 50 -3 -5.98 AA- bis AA+ 16,222 -509 -3.14 A- bis A+ 26,168 -203 -0.78 BBB+ - - - ungeratet - - - Total amount 42,440 -715 -1.68 Date: 09/30/2011