Figures as of COB March 25, 2024.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,614,660,000 |
Swap | 14,560,196,276,936 |
OIS | 3,547,503,490,545 |
FRA | 15,256,074,046,938 |
BasisSwap | 134,898,140,114 |
Total | 33,521,190,307,895 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,614,660,000 |
Swap | 14,557,957,470,966 |
OIS | 3,266,942,329,537 |
FRA | 15,256,074,046,938 |
BasisSwap | 134,898,140,114 |
Total | 33,224,486,647,554 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 178,160,724,674 | 183,217,528,459 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 178,160,724,674 | 183,217,528,459 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 47,588,986,949 | 55,531,035,671 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 47,588,986,949 | 55,531,035,671 |
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 | 45,303,948,718 | 41,812,596,879 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,303,948,718 | 41,812,596,879 |
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 | 2,238,805,970 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,238,805,970 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 12,044,700,000 |
Swap | 31,354,267,270,967 |
OIS | 13,118,774,506,465 |
FRA | 169,125,733,522,646 |
BasisSwap | 206,903,218,689 |
Total | 213,817,723,219,734 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 12,044,700,000 |
Swap | 30,846,130,900,492 |
OIS | 12,811,726,851,056 |
FRA | 169,040,937,708,586 |
BasisSwap | 188,878,144,642 |
Total | 212,899,718,305,312 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 125,381,746,674 | 125,757,541,114 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 592,177,040,799 | 548,156,822,377 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 109,600,612,178 | 127,413,033,302 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 207,358,087,721 | 239,677,879,339 |
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 | 59,920,162,318 | 53,875,384,928 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 141,927,247,368 | 126,992,713,013 |
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 | 166,000,000 |
Swap | 17,522,747,036 |
OIS | 10,638,702,800 |
FRA | 0 |
BasisSwap | 0 |
Total | 28,327,449,836 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 166,000,000 |
Swap | 17,522,747,036 |
OIS | 10,638,702,800 |
FRA | 0 |
BasisSwap | 0 |
Total | 28,327,449,836 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 160,000,000 | 164,456,779 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 160,000,000 | 164,456,779 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 19,616,920 | 22,890,756 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 19,616,920 | 22,890,756 |
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: