Figures as of COB September 17, 2024.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,392,060,000 |
Swap | 15,333,119,105,506 |
OIS | 3,902,517,799,710 |
FRA | 15,481,821,307,435 |
BasisSwap | 161,312,241,359 |
Total | 34,887,162,514,009 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,392,060,000 |
Swap | 15,330,854,104,844 |
OIS | 3,616,293,638,350 |
FRA | 15,481,821,307,435 |
BasisSwap | 161,312,241,359 |
Total | 34,598,673,351,987 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 178,221,248,468 | 189,496,276,947 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 178,221,248,468 | 189,496,276,947 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 47,061,969,143 | 55,841,345,479 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 47,061,969,143 | 55,841,345,479 |
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 | 45,543,515,718 | 40,886,538,933 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,543,515,718 | 40,886,538,933 |
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 | 2,265,000,662 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,265,000,662 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 14,254,100,000 |
Swap | 34,724,394,833,830 |
OIS | 15,269,346,703,619 |
FRA | 188,826,104,694,160 |
BasisSwap | 288,015,235,910 |
Total | 239,122,115,568,486 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 14,254,100,000 |
Swap | 34,216,258,463,355 |
OIS | 14,936,501,178,490 |
FRA | 188,741,308,880,100 |
BasisSwap | 269,990,161,864 |
Total | 238,178,312,784,345 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 136,529,190,468 | 137,283,415,629 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 603,324,484,593 | 559,682,696,892 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 117,747,095,442 | 137,012,384,354 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 215,504,570,985 | 249,277,230,391 |
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 | 64,972,522,318 | 58,548,029,080 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 146,979,607,368 | 131,665,357,165 |
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 | 35,903,848,000 |
OIS | 16,677,594,340 |
FRA | 730,172,000,000 |
BasisSwap | 0 |
Total | 782,753,442,340 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 35,903,848,000 |
OIS | 16,498,009,376 |
FRA | 730,172,000,000 |
BasisSwap | 0 |
Total | 782,573,857,376 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 20,000,000 | 21,265,284 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 20,000,000 | 21,265,284 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 42,636,308 | 50,590,080 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 42,636,308 | 50,590,080 |
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 | 120,000,000 | 107,729,599 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 120,000,000 | 107,729,599 |
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:
