Figures as of COB March 15, 2024.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,367,460,000 |
Swap | 14,548,896,831,084 |
OIS | 3,534,635,992,704 |
FRA | 16,800,164,814,821 |
BasisSwap | 137,515,560,785 |
Total | 35,029,580,659,394 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,367,460,000 |
Swap | 14,546,620,352,038 |
OIS | 3,253,070,888,909 |
FRA | 16,800,164,814,821 |
BasisSwap | 137,515,560,785 |
Total | 34,745,739,076,553 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 178,170,724,674 | 185,343.518,855 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 178,170,724,674 | 185,343.518,855 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 46,447,733,717 | 54,382,079,050 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 46,447,733,717 | 54,382,079,050 |
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 | 45,571,589,816 | 41,839,505,890 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,571,589,816 | 41,839,505,890 |
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 | 2,276,479,046 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,276,479,046 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 11,797,500,000 |
Swap | 31,246,167,861,427 |
OIS | 13,009,678,775,110 |
FRA | 168,666,147,522,646 |
BasisSwap | 205,383,218,689 |
Total | 213,139,174,878,839 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 11,797,500,000 |
Swap | 30,738,031,490,952 |
OIS | 12,704,818,397,894 |
FRA | 168,581,351,708,586 |
BasisSwap | 187,358,144,642 |
Total | 212,223,357,242,610 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 124,721,746,674 | 125,076,222,790 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 591,517,040,799 | 547,475,504,053 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 108,459,358,946 | 126,081,843,050 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 206,216,834,489 | 238,053,983,315 |
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 | 59,730,362,318 | 53,700,615,311 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 141,737,447,368 | 126,817,943,396 |
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 | 9,654,800,000 |
OIS | 11,211,268,845 |
FRA | 0 |
BasisSwap | 3,240,000,000 |
Total | 24,106,068,845 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 9,654,800,000 |
OIS | 10,755,778,552 |
FRA | 0 |
BasisSwap | 3,240,000,000 |
Total | 23,650,578,552 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 100,000,000 | 104,025,798 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 100,000,000 | 104,025,798 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 250,000,000 | 292,705,772 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 250,000,000 | 292,705,772 |
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 | 64,000,000 | 58,758,722 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 64,000,000 | 58,758,722 |
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: