Figures as of COB May 20, 2024.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,812,660,000 |
Swap | 14,837,036,999,865 |
OIS | 3,585,817,876,520 |
FRA | 16,756,428,799,469 |
BasisSwap | 138,372,618,780 |
Total | 35,326,468,954,634 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,812,660,000 |
Swap | 14,834,828,211,211 |
OIS | 3,311,595,366,832 |
FRA | 16,756,428,799,469 |
BasisSwap | 138,372,618,780 |
Total | 35,050,037,656,293 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 177,885,768,468 | 180,046,324,361 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 177,885,768,468 | 180,046,324,361 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 46,374,113,755 | 54,208,296,810 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 46,374,113,755 | 54,208,296,810 |
Notional outstanding (JPY) by product and currency
Product | JPY | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional outstanding (USD) by product and currency
Product | USD | EUR Equivalent |
Swap | 0 | 0 |
OIS | 43,409,123,718 | 39,967,888,517 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 43,409,123,718 | 39,967,888,517 |
Notional outstanding (DKK) by product and currency
Product | DKK | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional outstanding (NOK) by product and currency
Product | NOK | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional outstanding (PLN) by product and currency
Product | PLN | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,208,788,654 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,208,788,654 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 12,796,700,000 |
Swap | 32,322,084,351,056 |
OIS | 13,733,180,617,563 |
FRA | 176,154,428,694,160 |
BasisSwap | 227,949,277,668 |
Total | 222,450,439,641,415 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 12,796,700,000 |
Swap | 31,813,947,980,581 |
OIS | 13,419,664,255,264 |
FRA | 176,069,632,880,100 |
BasisSwap | 209,924,203,622 |
Total | 221,525,966,020,102 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 129,166,790,468 | 129,641,573,681 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 595,962,084,593 | 552,040,854,944 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 111,453,121,054 | 129,572,909,436 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 209,210,596,597 | 241,837,755,474 |
Notional value (JPY) by product and currency
Product | JPY | EUR Equivalent |
Swap | 0 | 0 |
OIS | 200,000,000 | 1,696,065 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 200,000,000 | 1,696,065 |
Notional value (USD) by product and currency
Product | USD | EUR Equivalent |
Swap | 81,380,685,050 | 72,608,615,581 |
OIS | 60,378,962,318 | 54,300,183,117 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 142,386,047,368 | 127,417,511,201 |
Notional value (DKK) by product and currency
Product | DKK | EUR Equivalent |
Swap | 22,000,000 | 2,946,659 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 22,000,000 | 2,946,659 |
Notional value (NOK) by product and currency
Product | NOK | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional value (PLN) by product and currency
Product | PLN | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional value (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 33,500,000,000 | 3,172,856,969 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 33,500,000,000 | 3,172,856,969 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 17,730,654,000 |
OIS | 5,366,600,000 |
FRA | 0 |
BasisSwap | 0 |
Total | 23,907,254,000 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 17,730,654,000 |
OIS | 5,366,600,000 |
FRA | 0 |
BasisSwap | 0 |
Total | 23,097,254,000 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional value (JPY) by product and currency
Product | JPY | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional value (USD) by product and currency
Product | USD | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional value (DKK) by product and currency
Product | DKK | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional value (NOK) by product and currency
Product | NOK | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional value (PLN) by product and currency
Product | PLN | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional value (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Explanatory notes: