Figures as of COB February 06, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,547,260,000 |
Swap | 16,305,404,096,277 |
OIS | 4,167,522,035,436 |
FRA | 17,370,410,373,513 |
BasisSwap | 212,830,435,092 |
Total | 38,064,714,200,318 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,547,260,000 |
Swap | 16,303,138,395,368 |
OIS | 3,886,174,537,152 |
FRA | 17,370,410,373,513 |
BasisSwap | 212,830,435,092 |
Total | 37,781,101,001,124 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 176,048,732,468 | 187,585,223,728 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 176,048,732,468 | 187,585,223,728 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 46,624,949,998 | 55,712,826,209 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 46,624,949,998 | 55,712,826,209 |
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 | 39,419,228,487 | 38,049,448,346 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 39,419,228,487 | 38,049,448,346 |
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 | 2,265,700,910 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,265,700,910 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 15,859,300,000 |
Swap | 37,432,572,257,650 |
OIS | 17,886,620,326,265 |
FRA | 206,903,168,694,160 |
BasisSwap | 379,893,994,152 |
Total | 262,618,114,573,195 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 15,859,300,000 |
Swap | 36,924,435,887,175 |
OIS | 17,520,666,402,700 |
FRA | 206,818,372,880,100 |
BasisSwap | 361,868,920,106 |
Total | 261,641,203,390,617 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 152,289,694,468 | 154,185,717,358 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 619,084,988,593 | 576,584,998,621 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 127,687,072,480 | 148,935,322,135 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 225,444,548,024 | 261,200,168,172 |
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 | 69,461,022,318 | 62,831,188,007 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 151,468,107,368 | 135,948,516,092 |
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 | 38,413,122,000 |
OIS | 23,553,975,217 |
FRA | 247,472,000,000 |
BasisSwap | 0 |
Total | 309,439,097,217 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 38,413,122,000 |
OIS | 23,411,170,000 |
FRA | 247,472,000,000 |
BasisSwap | 0 |
Total | 309,296,292,000 |
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 | 54,886,892 | 65,585,140 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 54,886,892 | 65,585,140 |
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 | 80,000,000 | 77,220,077 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 80,000,000 | 77,220,077 |
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: