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Clear
EurexOTC Clear Eurex Listed Eurex Repo Deutsche Börse Cash Market Clearing volumes

Clearing volumes

Figures as of COB 03 December, 2025.

Notional Outstanding

Total

Notional outstanding (total) by product and currency

Product

EUR

ZCIS

10,442,260,000

Swap

20,263,805,809,197

OIS

6,705,318,343,805

FRA

19,850,912,928,322

BasisSwap

293,314,841,036

Total

47,123,794,182,360

EUR

Notional outstanding (EUR) by product and currency

Product

EUR

ZCIS

10,442,260,000

Swap

20,259,323,715,944

OIS

6,446,250,654,741

FRA

19,849,742,740,695

BasisSwap

293,314,841,036

Total

46,859,074,212,417

CHF

Notional outstanding (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

0

0

OIS

160,905,870,531

172,349,904,167

FRA

0

0

BasisSwap

0

0

Total

161,905,870,531

172,349,904,167


GBP

Notional outstanding (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

 0 

0

OIS

  48,751,050,408

55,613,792,388

FRA

0

0

BasisSwap

0

0

 Total

  48,751,050,408

55,613,792,388


JPY

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


USD

Notional outstanding (USD) by product and currency

Product

USD

EUR Equivalent

Swap

0

0

OIS

36,292,138,458

31,103,992,507

FRA

0

0

BasisSwap

0

0

Total

36,292,138,458

31,103,992,507


DKK

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


NOK

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


SEK

Notional outstanding (SEK) by product and currency

Product

SEK

EUR Equivalent

Swap

25,650,000,000

2,341,396,623

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

25,650,000,000

2,341,396,623


PLN

Notional outstanding (PLN) by product and currency

Product

PLN

EUR Equivalent

Swap

9,059,000,000

2,140,696,630

OIS

0

0

FRA

4,952,000,000

1,170,187,627

BasisSwap

0

0

Total

14,011,000,000

3,310,884,257


CZK

Notional outstanding (CZK) by product and currency

Product

CZK

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

00


HUF

Notional outstanding (HUF) by product and currency

Product

HUF

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

00


Notional Value

Total

Notional value (total) by product and currency

Product

EUR

ZCIS

20,730,500,000

Swap

46,963,803,077,142

OIS

26,543,874,470,812

FRA

247,133,637,092,296

BasisSwap

742,002,267,401

Total

321,404,047,408,618


EUR

Notional value (EUR) by product and currency

Product

EUR

ZCIS

20,730,500,000

Swap

46,453,470,069,736

OIS

26,148,156,183,998

FRA

247,047,095,331,348

BasisSwap

723,977,193,354

Total

320,393,429,278,972

CHF

Notional value (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

354,898,194,125

321,827,802,079

OIS

162,944,275,880

165,576,164,142

FRA

93,800,000,000

84,082,983,493

BasisSwap

18,097,100,000

16,488,495,691

Total

629,739,570,005

587,975,445,405

GBP

Notional value (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

96,365,475,169

110,524,149,187

OIS

137,216,581,833

159,985,223,477

FRA

502,000,000

712,830,567

BasisSwap

890,000,000

1,027,865,852

Total

234,974,057,376

272,250,069,514

JPY

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


USD

Notional value (USD) by product and currency

Product

USD

EUR Equivalent

Swap

81,380,685,050

72,608,615,581

OIS

77,670,312,951

70,155,203,130

FRA

0

0

BasisSwap

626,400,000

508,712,503 

Total

159,677,398,001

143,272,531,214

DKK

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 


NOK

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


SEK

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 


PLN

Notional value (PLN) by product and currency

Product

PLN

EUR Equivalent

Swap

9,341,600,000

2,196,636,931

OIS

0

0

FRA

7,409,200,000

1,745,946,888

BasisSwap

0

0

Total

16,750,800,000

3,942,583,819


CZK

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


HUF

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 (daily)

Total

Notional value (total) by product and currency

Product

EUR

ZCIS

0

Swap

33,518,542,000

OIS

48,086,010,456

FRA

172,084,694,486

BasisSwap

1,560,000,000

Total

255,249,246,942

EUR

Notional value (EUR) by product and currency

Product

EUR

ZCIS

0

Swap

33,518,542,000

OIS

47,964,905,790

FRA

172,084,694,486

BasisSwap

1,560,000,000

Total

255,128,142.276

CHF

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

GBP

Notional value (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

0

0

OIS

106,160,350

121,104,666

FRA

0

0

BasisSwap

0

0

Total

106,160,350

121,104,666


JPY

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


USD

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


DKK

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


NOK

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


SEK

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

PLN

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


CZK

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


HUF

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:

  • The total notional outstanding is the aggregated double counted volume of all active trades.
  • The total notional value is the aggregated double counted volume of all cleared trades.
  • Total notional volumes expressed in euro are calculated by converting the notional volumes of swaps denominated in other currencies to euro using the same conversion methodology as used for margining and collateral.
  • The December compression cycle resulted in a reduction of 16 percent of total outstanding volume in OTC interest rate derivatives 


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