A member of
Figures as of COB 27 January, 2026.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 10,083,860,800 |
Swap | 20,410,665,271,683 |
OIS | 7,287,014,062,567 |
FRA | 20,508,561,457,804 |
BasisSwap | 356,875,036,289 |
Total | 48,573,199,689,142 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 10,083,860,800 |
Swap | 20,405,918,568,636 |
OIS | 7,036,921,089,172 |
FRA | 20,505,974,779,080 |
BasisSwap | 356,875,036,289 |
Total | 48,315,773,333,977 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 158,422,478,531 | 172,254,516,180 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 158,422,478,531 | 172,254,516,180 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 45,095,994,181 | 51,935,960,130 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,095,994,181 | 51,935,960,130 |
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 | 30,899,088,773 | 25,902,497,085 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 30,899,088,773 | 25,902,497,085 |
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 (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,423,927,424 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,423,927,424 |
Notional outstanding (PLN) by product and currency
Product | PLN | EUR Equivalent |
Swap | 9,761,000,000 | 2,322,775,623 |
OIS | 0 | 0 |
FRA | 10,870,000,000 | 2,586,678,724 |
BasisSwap | 0 | 0 |
Total | 20,631,000,000 | 4,909,454,346 |
Notional outstanding (CZK) by product and currency
Product | CZK | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional outstanding (HUF) by product and currency
Product | HUF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 22,487,660,000 |
Swap | 48,671,133,810,967 |
OIS | 28,488,639,872,188 |
FRA | 255,138,317,264,320 |
BasisSwap | 856,509,640,567 |
Total | 333,177,088,249,010 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 22,487,660,000 |
Swap | 48,160,436,339,777 |
OIS | 28,088,701,471,092 |
FRA | 255,049,401,822,566 |
BasisSwap | 838,484,566,520 |
Total | 332,159,511,860,492 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,078 |
OIS | 164,106,083,880 | 166,823,078,223 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 630,901,378,005 | 589,222,359,486 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 138,475,757,937 | 161,432,761,162 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 236,233,233,480 | 273,697,607,200 |
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 | 79,455,712,951 | 71,680,865,645 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 161,462,798,001 | 144,798,193,730 |
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 (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 (PLN) by product and currency
Product | PLN | EUR Equivalent |
Swap | 10,881,600,000 | 2,561,100,715 |
OIS | 0 | 0 |
FRA | 17,439,200,000 | 4,119,627,694 |
BasisSwap | 0 | 0 |
Total | 28,230,800,000 | 6,680,728,409 |
Notional value (CZK) by product and currency
Product | CZK | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional value (HUF) by product and currency
Product | HUF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 87,262,141,518 |
OIS | 63,998,408,000 |
FRA | 803,256,000,000 |
BasisSwap | 1,086,000,000 |
Total | 955,602,549,519 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 87,240,724,675 |
OIS | 63,947,862,000 |
FRA | 803,256,000,000 |
BasisSwap | 1,086,000,000 |
Total | 955,530,586,675 |
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 | 43,889,092 | 50,546,000 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 43,889,092 | 50,546,000 |
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 (SEK) by product and currency
Product | SEK | 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 | 90,000,000 | 21,416,843 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 90,000,000 | 21,416,843 |
Notional value (CZK) by product and currency
Product | CZK | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional value (HUF) by product and currency
Product | HUF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Explanatory notes: