Figures as of COB March 27, 2024.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,614,660,000 |
Swap | 14,616,842,534,245 |
OIS | 3,575,313,988,518 |
FRA | 15,676,617,819,681 |
BasisSwap | 138,178,140,114 |
Total | 34,015,567,142,557 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,614,660,000 |
Swap | 14,614,613,262,561 |
OIS | 3,296,636,643,537 |
FRA | 15,676,617,819,681 |
BasisSwap | 138,178,140,114 |
Total | 33,734,660,525,892 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 177,958,724,674 | 181,386,937,799 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 177,958,724,674 | 181,386,937,799 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 47,604,376,757 | 55,503,657,258 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 47,604,376,757 | 55,503,657,258 |
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 | 45,196,548,718 | 41,786,749,924 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,196,548,718 | 41,786,749,924 |
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 | 2,229,271,684 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,229,271,684 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 12,044,700,000 |
Swap | 31,431,476,214,300 |
OIS | 13,168,438,449,334 |
FRA | 170,110,841,522,646 |
BasisSwap | 210,183,218,689 |
Total | 214,932,984,105,936 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 12,044,700,000 |
Swap | 30,923,339,843,825 |
OIS | 12,861,302,459,056 |
FRA | 170,026,045,708,586 |
BasisSwap | 192,158,144,642 |
Total | 214,014,890,856,645 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,078 |
OIS | 125,441,746,674 | 125,818,703,194 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 592,237,040,799 | 548,217,984,456 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 109,616,001,986 | 127,430,960,529 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 207,373,477,529 | 239,695,806,567 |
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 | 59,930,162,318 | 53,884,630,490 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 141,927,247,368 | 127,001,958,575 |
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 | 37,467,700,000 |
OIS | 15,859,730,000 |
FRA | 8,950,000,000 |
BasisSwap | 1,640,000,000 |
Total | 64,916,675,562 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 37,467,700,000 |
OIS | 15,849,730,000 |
FRA | 8,950,000,000 |
BasisSwap | 1,640,000,000 |
Total | 63,907,430,000 |
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 | 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 | 10,000,000 | 9,245,562 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 10,000,000 | 9,245,562 |
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: