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Clear
Eurex Listed EurexOTC Clear Eurex NDF Clearing Eurex Repo Eurex/KRX Link Deutsche Börse Cash Market Clearing volumes

Clearing volumes

Figures as of COB April 24, 2024.

Notional Outstanding

Total

Notional outstanding (total) by product and currency

Product

EUR

ZCIS

8,635,060,000

Swap

14,863,484,328,112

OIS

3,574,040,365,301

FRA

17,217,976,548,243

BasisSwap

142,794,199,093

Total

35,806,930,500,749

EUR

Notional outstanding (EUR) by product and currency

Product

EUR

ZCIS

8,635,060,000

Swap

14,861,277,401,891

OIS

3,296,986,396,291

FRA

17,217,976,548,243

BasisSwap

142,794,199,093

Total

35,527,669,605,519

CHF

Notional outstanding (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

0

0

OIS

177,036,724,674

181,130,268,748

FRA

0

0

BasisSwap

0

0

Total

177,036,724,674

181,130,268,748

GBP

Notional outstanding (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

 0 

0

OIS

47,267,592,433

54,997,489,595

FRA

0

0

BasisSwap

0

0

Total

47,267,592,433

54,997,489,595

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

43,733,748,718

40,926,210,666

FRA

0

0

BasisSwap

0

0

Total

43,733,748,718

40,926,210,666


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

2,206,926,221

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

25,650,000,000

2,206,926,221


Notional Value

Total

Notional value (total) by product and currency

Product

EUR

ZCIS

12,529,100,000

Swap

31,906,953,043,235

OIS

13,489,220,730,677

FRA

173,343,490,694,160

BasisSwap

217,239,277,668

Total

218,969,432,846,709


EUR

Notional value (EUR) by product and currency

Product

EUR

ZCIS

12,529,100,000

Swap

31,398,816,672,761

OIS

13,179,154,752,758

FRA

173,258,694,880,100

BasisSwap

199,214,203,622

Total

218,048,409,609,776

CHF

Notional value (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

354,898,194,125

321,827,802,079

OIS

127,562,746,674

128,004,195,174

FRA

93,800,000,000

84,082,983,493

BasisSwap

18,097,100,000

16,488,495,691

Total

594,358,040,799

550,403,476,436


GBP

Notional value (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

96,365,475,169

110,524,149,187

OIS

110,199,325,732

128,112,559,182

FRA

502,000,000

712,830,567

BasisSwap

890,000,000

1,027,865,852

Total

207,956,801,275

240,377,405,220

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

59,998,162,318

53,947,527,498

FRA

0

0

BasisSwap

 626,400,000 

508,712,503 

Total

  142,005,247,368127,064,855,583

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

33,664,296,421

OIS

19,324,897,794

FRA

127,610,000,000

BasisSwap

305,258,980

Total

180,904,453,194

EUR

Notional value (EUR) by product and currency

Product

EUR

ZCIS

0

Swap

33,664,296,421

OIS

19,258,940,000

FRA

127,610,000,000

BasisSwap

305,258,980

Total

180,838,495,400

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

56,687,426

65,957,794

FRA

0

0

BasisSwap

0

0

Total

56,687,426

65,957,794

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

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


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 


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