Figures as of COB June 16, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,791,260,000 |
Swap | 17,957,790,473,969 |
OIS | 5,478,693,241,010 |
FRA | 20,040,656,203,771 |
BasisSwap | 279,861,314,928 |
Total | 43,765,792,493,678 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,791,260,000 |
Swap | 17,955,084,168,828 |
OIS | 5,214,831,324,280 |
FRA | 20,040,655,734,761 |
BasisSwap | 279,861,314,928 |
Total | 43,499,223,802,797 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 167,208,486,468 | 178,013,932,150 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 167,208,486,468 | 178,013,932,150 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 45,681,987,350 | 53,598,483,339 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,681,987,350 | 53,598,483,339 |
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 | 37,325,572,737 | 32,249,501,241 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 37,325,572,737 | 32,249,501,241 |
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 | 1,562,000,000 | 366,296,930 |
OIS | 0 | 0 |
FRA | 2,000,000 | 469,010 |
BasisSwap | 0 | 0 |
Total | 1,564,000,000 | 366,765,940 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,340,008,211 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,340,008,211 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 17,203,700,000 |
Swap | 41,045,089,622,504 |
OIS | 21,251,050,423,901 |
FRA | 224,335,610,615,015 |
BasisSwap | 547,008,486,974 |
Total | 287,195,962,849,361 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 17,203,700,000 |
Swap | 40,536,587,531,404 |
OIS | 20,873,580,678,876 |
FRA | 224,250,814,323,206 |
BasisSwap | 528,983,412,928 |
Total | 286,207,169,646,949 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 155,815,680,143 | 157,925,411,367 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 622,610,974,268 | 580,324,692,629 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 130,884,196,832 | 152,737,601,730 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 228,641,672,376 | 265,002,447,768 |
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 | 73,788,240,951 | 66,805,035,863 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 155,795,326,001 | 139,922,363,947 |
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 | 1,562,000,000 | 365,720,625 |
OIS | 0 | 0 |
FRA | 2,000,000 | 477,749 |
BasisSwap | 0 | 0 |
Total | 1,564,000,000 | 366,198,374 |
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 | 35,608,151,033 |
OIS | 27,635,759,408 |
FRA | 2,000,000,000 |
BasisSwap | 0 |
Total | 65,243,910,441 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 35,608,151,033 |
OIS | 27,635,759,408 |
FRA | 2,000,000,000 |
BasisSwap | 0 |
Total | 65,243,910,441 |
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 | 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:
