Figures as of COB June 25, 2024.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,755,660,000 |
Swap | 15,192,735,622,838 |
OIS | 3,700,354,419,535 |
FRA | 16,773,027,388,891 |
BasisSwap | 140,818,577,022 |
Total | 35,815,691,668,287 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,755,660,000 |
Swap | 15,190,450,646,668 |
OIS | 3,415,668,741,860 |
FRA | 16,773,027,388,891 |
BasisSwap | 140,818,577,022 |
Total | 35,528,721,014,442 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 178,099,768,468 | 186,004,980,124 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 178,099,768,468 | 186,004,980,124 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 47,176,117,753 | 55,852,859,472 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 47,176,117,753 | 55,852,859,472 |
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 | 45,885,745,718 | 42,827,838,079 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,885,745,718 | 42,827,838,079 |
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 | 2,284,976,170 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,284,976,170 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 13,243,700,000 |
Swap | 33,166,288,694,395 |
OIS | 14,241,112,832,003 |
FRA | 180,681,520,694,160 |
BasisSwap | 245,465,235,910 |
Total | 228,347,631,157,436 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 13,243,700,000 |
Swap | 32,573,206,221,946 |
OIS | 13,897,791,196,526 |
FRA | 179,913,020,880,100 |
BasisSwap | 227,358,161,864 |
Total | 226,624,620,160,971 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 132,466,790,468 | 133,062,424,547 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 599,262,084,593 | 555,461,705,809 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 113,756,761,052 | 132,284,306,870 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 211,514,236,595 | 244,549,152,907 |
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 | 63,912,962,318 | 57,582,791,996 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 145,900,047,368 | 130,700,120,080 |
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 | 84,946,101,974 |
OIS | 21,174,994,980 |
FRA | 683,704,000,000 |
BasisSwap | 82,000,000 |
Total | 789,907,096,954 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 84,946,101,974 |
OIS | 20,390,416,000 |
FRA | 683,704,000,000 |
BasisSwap | 82,000,000 |
Total | 789,122,517,974 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 620,000,000 | 647,519,582 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 620,000,000 | 647,519,582 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 100,000,000 | 118,392,233 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 100,000,000 | 118,392,233 |
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 | 20,000,000 | 18,667,164 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 20,000,000 | 18,667,164 |
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:
