Clear

Clearing volumes

Figures as of COB February 06, 2025.

Notional Outstanding

Total

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

EUR

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

CHF

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


GBP

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

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

39,419,228,487

38,049,448,346

FRA

0

0

BasisSwap

0

0

Total

39,419,228,487

38,049,448,346


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


PLN

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


SEK

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

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


EUR

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

CHF

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

GBP

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

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

69,461,022,318

62,831,188,007

FRA

0

0

BasisSwap

626,400,000

508,712,503 

Total

151,468,107,368135,948,516,092

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


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


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 


Notional Value (daily)

Total

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

EUR

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

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

54,886,892

65,585,140

FRA

0

0

BasisSwap

0

0

Total

54,886,892

65,585,140

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

80,000,000

77,220,077

FRA

0

0

BasisSwap

0

0

Total

80,000,000

77,220,077


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


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


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

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