Figures as of COB April 02, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,669,460,000 |
Swap | 16,987,558,875,806 |
OIS | 4,834,896,040,301 |
FRA | 18,132,058,654,380 |
BasisSwap | 234,232,846,482 |
Total | 40,197,415,876,969 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,669,460,000 |
Swap | 16,985,170,666,355 |
OIS | 4,565,212,010,231 |
FRA | 18,132,058,175,625 |
BasisSwap | 234,232,846,482 |
Total | 39,925,343,158,693 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 170,741,054,468 | 178,917,588,252 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 170,741,054,468 | 178,917,588,252 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 46,404,390,361 | 55,604,086,467 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 46,404,390,361 | 55,604,086,467 |
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 | 37,985,892,487 | 35,162,355,352 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 37,985,892,487 | 35,162,355,352 |
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 | 22,000,000 | 5,266,308 |
OIS | 0 | 0 |
FRA | 2,000,000 | 478,755 |
BasisSwap | 0 | 0 |
Total | 24,000,000 | 5,745,063 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,382,943,144 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,382,943,144 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 16,737,100,000 |
Swap | 39,262,357,101,734 |
OIS | 19,445,490,151,746 |
FRA | 215,437,436,615,015 |
BasisSwap | 447,840,286,974 |
Total | 274,609,861,256,437 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 16,737,100,000 |
Swap | 38,754,215,487,975 |
OIS | 19,073,326,185,958 |
FRA | 215,352,640,323,206 |
BasisSwap | 429,815,212,928 |
Total | 273,626,734,310,602 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 153,903,036,468 | 155,877,662,758 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 620,698,330,593 | 578,276,944,020 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 129,449,050,528 | 151,046,979,482 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 227,206,526,072 | 263,311,825,519 |
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 | 72,038,422,318 | 65,237,627,484 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 154,045,507,368 | 138,354,955,568 |
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 | 22,000,000 | 5,243,284 |
OIS | 0 | 0 |
FRA | 2,000,000 | 477,749 |
BasisSwap | 0 | 0 |
Total | 22,000,000 | 5,721,033 |
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 | 86,600,000 |
Swap | 40,587,320,962 |
OIS | 32,298,926,376 |
FRA | 1,378,740,000,000 |
BasisSwap | 0 |
Total | 1,451,712,847,338 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 86,600,000 |
Swap | 40,587,320,962 |
OIS | 32,298,926,376 |
FRA | 1,378,740,000,000 |
BasisSwap | 0 |
Total | 1,451,712,847,338 |
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:
