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Figures as of COB 10th September, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 9,500,260,000 |
Swap | 19,663,485,505,412 |
OIS | 6,179,922,251,196 |
FRA | 21,092,363,802,328 |
BasisSwap | 308,339,892,128 |
Total | 47,253,611,711,064 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 9,500,260,000 |
Swap | 19,660,515,606,711 |
OIS | 5,921,842,021,932 |
FRA | 21,092,121,194,754 |
BasisSwap | 308,339,892,128 |
Total | 46,992,318,975,526 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 162,761,634,794 | 174,300,315,693 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 162,761,634,794 | 174,300,315,693 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 45,544,327,943 | 52,652,402,246 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,544,327,943 | 52,652,402,246 |
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 | 36,440,977,507 | 31,127,511,324 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 36,440,977,507 | 31,127,511,324 |
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 | 2,676,600,000 | 627,646,852 |
OIS | 0 | 0 |
FRA | 1,034,600,000 | 242,607,574 |
BasisSwap | 0 | 0 |
Total | 3,711,200,000 | 870,254,426 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,342,251,849 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,342,251,849 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 19,031,500,000 |
Swap | 43,889,804,342,255 |
OIS | 23,933,336,173,978 |
FRA | 236,800,550,797,092 |
BasisSwap | 640,241,067,401 |
Total | 305,282,963,881,693 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 19,031,500,000 |
Swap | 43,381,040,998,135 |
OIS | 23,552,025,463,890 |
FRA | 236,715,464,641,758 |
BasisSwap | 622,215,993,354 |
Total | 304,289,778,597,672 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,078 |
OIS | 158,276,640,143 | 160,551,351,268 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 625,071,934,268 | 582,950,632,530 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 131,664,821,976 | 153,644,640,822 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 229,422,297,520 | 265,909,486,859 |
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 | 74,147,640,951 | 67,113,021,934 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 156,154,726,001 | 140,230,350,018 |
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 | 2,677,200,000 | 626,973,646 |
OIS | 0 | 0 |
FRA | 1,237,200,000 | 290,341,274 |
BasisSwap | 0 | 0 |
Total | 3,914,400,000 | 917,314,920 |
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 | 52,532,777,733 |
OIS | 25,473,339,027 |
FRA | 138,115,906,098 |
BasisSwap | 9,740,000,000 |
Total | 225,862,022,858 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 52,532,777,733 |
OIS | 25,462,630,096 |
FRA | 138,115,906,098 |
BasisSwap | 9,740,000,000 |
Total | 225,851,313,927 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 10,000,000 | 10,708,931 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 10,000,000 | 10,708,931 |
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: