Figures as of COB July 24, 2024.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,901,860,000 |
Swap | 15,166,696,531,765 |
OIS | 3,805,066,430,579 |
FRA | 16,021,177,118,578 |
BasisSwap | 157,632,043,907 |
Total | 35,159,473,984,829 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,901,860,000 |
Swap | 15,164,501,879,359 |
OIS | 3,521,606,759,864 |
FRA | 16,021,177,118,578 |
BasisSwap | 157,632,043,907 |
Total | 34,873,819,661,707 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 178,988,368,468 | 186,271,587,542 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 178,988,368,468 | 186,271,587,542 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 46,408,487,301 | 55,265,963,227 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 46,408,487,301 | 55,265,963,227 |
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 | 45,477,115,718 | 41,922,119,947 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,477,115,718 | 41,922,119,947 |
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 | 2,194,652,406 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,194,652,406 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 13,739,100,000 |
Swap | 33,862,371,393,132 |
OIS | 14,651,142,616,261 |
FRA | 183,276,490,694,160 |
BasisSwap | 264,993,235,910 |
Total | 232,068,737,040,432 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 13,739,100,000 |
Swap | 33,354,235,022,657 |
OIS | 14,324,513,736,526 |
FRA | 183,191,694,880,100 |
BasisSwap | 246,968,161,864 |
Total | 231,131,150,901,683 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 135,032,390,468 | 135,704,264,139 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 601,827,684,593 | 557,836,053,303 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 114,313,925,600 | 132,944,499,854 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 212,071,401,143 | 245,209,345,891 |
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 | 64,342,522,318 | 57,978,419,678 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 146,349,607,368 | 131,075,489,936 |
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 | 76,444,921,309 |
OIS | 13,004,378,450 |
FRA | 25,224,000,000 |
BasisSwap | 1,774,000,000 |
Total | 116,447,299,759 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 76,444,921,309 |
OIS | 12,871,170,000 |
FRA | 25,224,000,000 |
BasisSwap | 1,774,000,000 |
Total | 116,314,091,309 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 128,000,000 | 133,208,450 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 128,000,000 | 133,208,450 |
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:
