Figures as of COB May 15, 2024.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,812,660,000 |
Swap | 14,799,072,520,207 |
OIS | 3,566,785,294,047 |
FRA | 16,973,765,121,224 |
BasisSwap | 138,172,618,780 |
Total | 35,486,608,214,259 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,812,660,000 |
Swap | 14,796,875,536,884 |
OIS | 3,291,587,230,797 |
FRA | 16,973,765,121,224 |
BasisSwap | 138,172,618,780 |
Total | 35,209,213,167,685 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 177,485,768,468 | 181,107,927,009 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 177,485,768,468 | 181,107,927,009 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 46,494,113,755 | 54,163,692,632 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 46,494,113,755 | 54,163,692,632 |
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 | 43,248,323,718 | 39,926,443,610 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 43,248,323,718 | 39,926,443,610 |
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 | 2,196,983,323 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,196,983,323 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 12,796,700,000 |
Swap | 32,234,570,026,056 |
OIS | 13,691,670,967,825 |
FRA | 176,101,160,694,160 |
BasisSwap | 227,749,277,668 |
Total | 222,267,947,666,677 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 12,796,700,000 |
Swap | 31,726,433,655,581 |
OIS | 13,379,110,855,264 |
FRA | 176,016,364,880,100 |
BasisSwap | 209,724,203,622 |
Total | 221,344,430,295,102 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 128,766,790,468 | 129,235,006,496 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 595,562,084,593 | 551,634,287,758 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 111,108,521,054 | 129,171,511,650 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 208,865,996,597 | 241,436,357,687 |
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 | 60,218,162,318 | 54,151,898,351 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 142,225,247,368 | 127,269,226,436 |
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 | 27,257,500,000 |
OIS | 10,181,522,449 |
FRA | 0 |
BasisSwap | 0 |
Total | 37,439,022,449 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 27,257,500,000 |
OIS | 9,875,400,000 |
FRA | 0 |
BasisSwap | 0 |
Total | 37,132,900,000 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 300,000,000 | 306,122,449 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 300,000,000 | 306,122,449 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
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:
