Figures as of COB February 17, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,355,260,000 |
Swap | 16,463,111,338,531 |
OIS | 4,260,127,610,752 |
FRA | 17,572,891,466,479 |
BasisSwap | 232,231,435,092 |
Total | 38,536,717,110,854 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,355,260,000 |
Swap | 16,460,824,426,977 |
OIS | 3,981,170,833,745 |
FRA | 17,572,891,466,479 |
BasisSwap | 232,231,435,092 |
Total | 38,255,473,422,292 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 174,408,732,468 | 185,755,013,208 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 174,408,732,468 | 185,755,013,208 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 46,895,552,116 | 56,410,272,835 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 46,895,552,116 | 56,410,272,835 |
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 | 39,579,028,487 | 37,791,490,964 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 39,579,028,487 | 37,791,490,964 |
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 | 2,286,911,555 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,286,911,555 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 15,859,300,000 |
Swap | 37,686,451,077,630 |
OIS | 18,097,587,602,439 |
FRA | 207,868,018,694,160 |
BasisSwap | 401,294,994,152 |
Total | 264,069,211,669,349 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 15,859,300,000 |
Swap | 37,178,314,707,155 |
OIS | 17,730,213,100,172 |
FRA | 207,783,222,880,100 |
BasisSwap | 383,269,920,106 |
Total | 263,090,879,908,069 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 152,489,694,468 | 154,398,009,047 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 619,284,988,593 | 576,797,290,310 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 128,315,674,598 | 149,689,826,212 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 226,073,150,142 | 261,954,672,249 |
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 | 69,931,422,318 | 63,284,970,943 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 151,938,507,368 | 136,402,299,028 |
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 | 30,277,698,875 |
OIS | 42,536,009,339 |
FRA | 9,000,000,000 |
BasisSwap | 0 |
Total | 81,813,708,214 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 30,277,698,875 |
OIS | 42,461,189,472 |
FRA | 9,000,000,000 |
BasisSwap | 0 |
Total | 81,738,888,347 |
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 | 62,200,000 | 74,819,867 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 62,200,000 | 74,819,867 |
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: