Figures as of COB May 14, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,581,260,000 |
Swap | 17,637,926,800,969 |
OIS | 5,004,533,970,558 |
FRA | 18,859,648,129,810 |
BasisSwap | 237,662,754,928 |
Total | 41,748,352,916,264 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,581,260,000 |
Swap | 17,635,348,649,300 |
OIS | 4,735,769,817,569 |
FRA | 18,859,647,658,390 |
BasisSwap | 237,662,754,928 |
Total | 41,477,010,140,186 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 168,537,866,143 | 179,486,545,413 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 168,537,866,143 | 179,486,545,413 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 46,843,648,591 | 55,666,843,245 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 46,843,648,591 | 55,666,843,245 |
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 | 37,691,111,120 | 33,610,764,331 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 37,691,111,120 | 33,610,764,331 |
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 | 912,000,000 | 214,967,590 |
OIS | 0 | 0 |
FRA | 2,000,000 | 471,420 |
BasisSwap | 0 | 0 |
Total | 914,000,000 | 215,439,910 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,363,184,080 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,363,184,080 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 16,808,700,000 |
Swap | 39,899,570,722,117 |
OIS | 19,847,352,440,214 |
FRA | 219,994,212,323,206 |
BasisSwap | 482,865,412,928 |
Total | 280,240,809,599,000 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 16,808,700,000 |
Swap | 39,899,570,722,117 |
OIS | 19,847,352,440,214 |
FRA | 219,994,212,323,206 |
BasisSwap | 482,865,412,928 |
Total | 280,240,809,599,000 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,078 |
OIS | 155,421,848,143 | 157,505,364,209 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 622,217,142,268 | 579,904,645,472 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 130,390,808,758 | 152,152,570,084 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 228,148,284,302 | 264,417,416,121 |
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 | 72,968,240,951 | 66,075,789,359 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 154,975,326,001 | 139,193,117,444 |
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 | 912,000,000 | 213,419,646 |
OIS | 0 | 0 |
FRA | 2,000,000 | 477,749 |
BasisSwap | 0 | 0 |
Total | 914,000,000 | 213,897,395 |
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 | 106,723,549,610 |
OIS | 32,712,977,721 |
FRA | 9,300,000,000 |
BasisSwap | 2,160,000,000 |
Total | 150,896,527,331 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 106,723,549,610 |
OIS | 32,131,763,684 |
FRA | 9,300,000,000 |
BasisSwap | 2,160,000,000 |
Total | 150,315,313,294 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 218,811,674 | 233,026,277 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 218,811,674 | 233,026,277 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 293,000,000 | 348,187,760 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 293,000,000 | 348,187,760 |
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:
