Figures as of COB May 20, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,561,260,000 |
Swap | 17,732,385,294,743 |
OIS | 5,082,942,598,483 |
FRA | 19,783,870,647,139 |
BasisSwap | 250,122,754,928 |
Total | 42,857,882,555,292 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,561,260,000 |
Swap | 17,729,755,027,148 |
OIS | 4,814,697,254,632 |
FRA | 19,783,870,176,418 |
BasisSwap | 250,122,754,928 |
Total | 42,587,006,473,125 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 168,247,654,468 | 179,636,615,918 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 168,247,654,468 | 179,636,615,918 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 45,837,444,040 | 54,451,703,539 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,837,444,040 | 54,451,703,539 |
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 | 38,395,911,120 | 34,157,024,393 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 38,395,911,120 | 34,157,024,393 |
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 | 1,162,000,000 | 273,488,985 |
OIS | 0 | 0 |
FRA | 2,000,000 | 470,721 |
BasisSwap | 0 | 0 |
Total | 1,164,000,000 | 273,959,706 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,356,778,610 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,356,778,610 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 16,808,700,000 |
Swap | 40,525,251,785,425 |
OIS | 20,349,744,929,906 |
FRA | 221,349,806,615,015 |
BasisSwap | 513,350,486,974 |
Total | 282,754,962,518,288 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 16,808,700,000 |
Swap | 40,016,843,065,007 |
OIS | 19,973,176,040,660 |
FRA | 221,265,010,323,206 |
BasisSwap | 495,325,412,928 |
Total | 281,767,163,542,336 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 155,450,448,143 | 157,535,875,140 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 622,245,742,268 | 579,935,156,403 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 130,467,653,522 | 152,243,848,227 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 228,225,129,066 | 264,508,694,264 |
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 | 73,768,240,951 | 66,787,469,814 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 155,775,326,001 | 139,904,797,899 |
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 | 1,162,000,000 | 272,349,944 |
OIS | 0 | 0 |
FRA | 2,000,000 | 477,749 |
BasisSwap | 0 | 0 |
Total | 1,164,000,000 | 272,827,692 |
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 | 40,969,395,906 |
OIS | 59,622,229,292 |
FRA | 1,026,128,000,000 |
BasisSwap | 0 |
Total | 1,126,719,625,198 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 40,969,395,906 |
OIS | 58,878,320,834 |
FRA | 1,026,128,000,000 |
BasisSwap | 0 |
Total | 1,125,975,716,740 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 8,600,000 | 9,182,148 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 8,600,000 | 9,182,148 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 19,400,000 | 23,045,854 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 19,400,000 | 23,045,854 |
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 | 800,000,000 | 711,680,455 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 800,000,000 | 711,680,455 |
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:
