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