Figures as of COB March 21, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,582,860,000 |
Swap | 17,250,355,473,849 |
OIS | 4,816,497,236,349 |
FRA | 18,349,022,751,146 |
BasisSwap | 240,319,339,985 |
Total | 40,664,777,661,328 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,582,860,000 |
Swap | 17,248,009,365,735 |
OIS | 4,544,914,714,013 |
FRA | 18,349,022,751,146 |
BasisSwap | 240,319,339,985 |
Total | 40,390,849,030,879 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 171,418,774,468 | 179,552,502,847 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 171,418,774,468 | 179,552,502,847 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 47,237,370,937 | 56,392,730,778 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 47,237,370,937 | 56,392,730,778 |
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 | 38,584,492,487 | 35,637,288,710 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 38,584,492,487 | 35,637,288,710 |
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 | 2,346,108,113 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,346,108,113 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 16,574,500,000 |
Swap | 38,787,550,310,743 |
OIS | 19,111,747,186,928 |
FRA | 212,786,704,694,160 |
BasisSwap | 434,459,614,152 |
Total | 271,137,036,306,951 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 16,574,500,000 |
Swap | 38,279,413,940,268 |
OIS | 18,740,500,202,110 |
FRA | 212,701,908,880,100 |
BasisSwap | 416,434,540,106 |
Total | 2701,54,832,063,120 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 153,203,036,468 | 155,143,557,574 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 619,998,330,593 | 577,542,838,836 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 129,327,269,240 | 150,901,151,023 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 227,084,744,784 | 263,165,997,060 |
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 | 71,998,422,318 | 65,200,580,156 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 154,005,507,368 | 138,317,908,240 |
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 | 27,746,600,000 |
OIS | 31,694,973,707 |
FRA | 107,182,000,000 |
BasisSwap | 0 |
Total | 166,623,573,707 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 27,746,600,000 |
OIS | 31,575,592,104 |
FRA | 107,182,000,000 |
BasisSwap | 0 |
Total | 166,504,192,104 |
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 | 100,000,000 | 119,381,603 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 100,000,000 | 119,381,603 |
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:
