Figures as of COB May 02, 2024.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,902,660,000 |
Swap | 14,679,316,196,485 |
OIS | 3,546,784,162,892 |
FRA | 15,750,423,579,290 |
BasisSwap | 138,842,618,780 |
Total | 34,124,269,217,448 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,902,660,000 |
Swap | 14,677,120,510,815 |
OIS | 3,269,761,935,724 |
FRA | 15,750,423,579,290 |
BasisSwap | 138,842,618,780 |
Total | 33,845,051,304,610 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 177,701,724,674 | 182,090,095,988 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 177,701,724,674 | 182,090,095,988 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 46,604,113,755 | 54,483,520,488 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 46,604,113,755 | 54,483,520,488 |
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 | 43,271,923,718 | 40,448,610,692 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 43,271,923,718 | 40,448,610,692 |
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 | 2,195,685,670 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,195,685,670 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 12,796,700,000 |
Swap | 32,036,467,144,044 |
OIS | 13,585,033,493,827 |
FRA | 174,127,490,694,160 |
BasisSwap | 222,659,277,668 |
Total | 219,984,447,310,667 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 12,796,700,000 |
Swap | 31,528,330,773,569 |
OIS | 13,273,739,648,758 |
FRA | 174,042,694,880,100 |
BasisSwap | 204,634,203,622 |
Total | 219,062,196,206,584 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 128,462,746,674 | 128,924,745,056 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 595,258,040,799 | 551,324,026,319 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 110,422,521,054 | 128,373,229,434 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 208,179,996,597 | 240,638,075,472 |
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 | 60,048,162,318 | 53,994,174,514 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 142,055,247,368 | 127,111,502,598 |
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 | 267,600,000 |
Swap | 17,485,998,861 |
OIS | 7,309,551,031 |
FRA | 0 |
BasisSwap | 0 |
Total | 25,063,149,892 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 267,600,000 |
Swap | 17,485,998,861 |
OIS | 7,104,612,000 |
FRA | 0 |
BasisSwap | 0 |
Total | 24,858,210,861 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 200,000,000 | 204,939,031 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 200,000,000 | 204,939,031 |
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: