Figures as of COB February 20, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,355,260,000 |
Swap | 16,567,207,149,693 |
OIS | 4,325,421,113,753 |
FRA | 18,161,091,573,652 |
BasisSwap | 232,231,435,092 |
Total | 39,294,306,532,189 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,355,260,000 |
Swap | 16,564,909,997,625 |
OIS | 4,047,843,616,361 |
FRA | 18,161,091,573,652 |
BasisSwap | 232,231,435,092 |
Total | 39,014,431,882,729 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 173,815,132,468 | 184,458,381,055 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 173,815,132,468 | 184,458,381,055 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 46,898,188,432 | 56,624,595,139 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 46,898,188,432 | 56,624,595,139 |
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 | 38,111,228,487 | 36,494,521,197 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 38,111,228,487 | 36,494,521,197 |
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 | 2,297,152,069 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,297,152,069 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 15,859,300,000 |
Swap | 37,815,412,527,747 |
OIS | 18,210,730,099,276 |
FRA | 208,710,708,694,160 |
BasisSwap | 401,294,994,152 |
Total | 265,154,005,616,303 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 15,859,300,000 |
Swap | 37,307,276,157,272 |
OIS | 17,842,994,350,180 |
FRA | 208,625,912,880,100 |
BasisSwap | 383,269,920,106 |
Total | 264,175,312,608,194 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 152,489,694,468 | 154,398,009,047 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 619,284,988,593 | 576,797,290,310 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 128,358,310,914 | 149,741,295,726 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 226,115,786,458 | 262,006,141,763 |
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 | 70,255,022,318 | 63,594,748,258 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 152,262,107,368 | 136,712,076,343 |
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 | 42,912,394,559 |
OIS | 32,121,022,316 |
FRA | 92,378,000,000 |
BasisSwap | 0 |
Total | 167,411,416,875 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 42,912,394,559 |
OIS | 32,060,120,276 |
FRA | 92,378,000,000 |
BasisSwap | 0 |
Total | 167,350,514,835 |
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 | 63,600,000 | 60,902,040 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 63,600,000 | 60,902,040 |
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:
