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Clear
EurexOTC Clear Eurex Listed Eurex Repo Deutsche Börse Cash Market Clearing volumes

Clearing volumes

Figures as of COB 14th October, 2025.

Notional Outstanding

Total

Notional outstanding (total) by product and currency

Product

EUR

ZCIS

10,033,260,000

Swap

20,061,867,765,486

OIS

6,237,246,024,833

FRA

21,496,872,133,899

BasisSwap

321,008,329,336

Total

48,127,027,513,554

EUR

Notional outstanding (EUR) by product and currency

Product

EUR

ZCIS

10,033,260,000

Swap

20,058,374,004,270

OIS

5,982,240,746,403

FRA

21,496,871,664,691

BasisSwap

321,008,329,336

Total

47,868,528,004,700

CHF

Notional outstanding (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

0

0

OIS

160,792,234,794

172,969,271,508

FRA

0

0

BasisSwap

0

0

Total

160,792,234,794

172,969,271,508


GBP

Notional outstanding (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

 0 

0

OIS

  45,152,605,549

51,828,059,629

FRA

0

0

BasisSwap

0

0

 Total

  45,152,605,549

51,828,059,629


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

34,899,241,507

30,207,947,292

FRA

0

0

BasisSwap

0

0

Total

34,899,241,507

30,207,947,292


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


SEK

Notional outstanding (SEK) by product and currency

Product

SEK

EUR Equivalent

Swap

25,650,000,000

2,323,790,542

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

25,650,000,000

2,323,790,542


PLN

Notional outstanding (PLN) by product and currency

Product

PLN

EUR Equivalent

Swap

4,987,000,000

1,169,970,674

OIS

0

0

FRA

2,000,000

469,208

BasisSwap

0

0

Total

4,989,000,000

1,170,439,883

CZK

Notional outstanding (CZK) by product and currency

Product

CZK

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

00


HUF

Notional outstanding (HUF) by product and currency

Product

HUF

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

00


Notional Value

Total

Notional value (total) by product and currency

Product

EUR

ZCIS

19,966,700,000

Swap

45,058,503,611,412

OIS

24,947,802,871,276

FRA

241,819,621,537,810

BasisSwap

680,286,467,401

Total

312,526,181,188,865


EUR

Notional value (EUR) by product and currency

Product

EUR

ZCIS

19,966,700,000

Swap

44,549,198,310,453

OIS

24,564,826,651,414

FRA

241,734,534,912,236

BasisSwap

662,261,393,354

Total

311,530,787,967,993

CHF

Notional value (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

354,898,194,125

321,827,802,078

OIS

158,956,640,143

161,279,780,716

FRA

93,800,000,000

84,082,983,493

BasisSwap

18,097,100,000

16,488,495,691

Total

625,751,934,268

583,679,061,978

GBP

Notional value (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

96,365,475,169

110,524,149,187

OIS

132,309,274,585

154,385,420,781

FRA

502,000,000

712,830,567

BasisSwap

890,000,000

1,027,865,852

Total

230,066,750,128266,650,266,818

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

74,377,264,951

67,309,322,300

FRA

0

0

BasisSwap

626,400,000

508,712,503 

Total

156,384,350,001

140,426,650,385

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


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 


PLN

Notional value (PLN) by product and currency

Product

PLN

EUR Equivalent

Swap

4,987,600,000

1,168,930,484

OIS

0

0

FRA

1,239,200,000

290,811,514

BasisSwap

0

0

Total

6,226,800,000

1,459,741,997


CZK

Notional value (CZK) by product and currency

Product

CZK

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


HUF

Notional value (HUF) by product and currency

Product

HUF

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


Notional Value (daily)

Total

Notional value (total) by product and currency

Product

EUR

ZCIS

0

Swap

64,792,596,421

OIS

19,210,589,190

FRA

610,832,000,000

BasisSwap

0

Total

694,835,185,611

EUR

Notional value (EUR) by product and currency

Product

EUR

ZCIS

0

Swap

64,745,675,600

OIS

19,091,032,208

FRA

610,832,000,000

BasisSwap

0

Total

694,668,707,808

CHF

Notional value (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

0

0

OIS

30,000,000

32,271,945

FRA

0

0

BasisSwap

0

0

Total

30,000,000

32,271,945


GBP

Notional value (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

0

0

OIS

76,042,724

87,285,037

FRA

0

0

BasisSwap

0

0

Total

76,042,724

87,285,037


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


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

PLN

Notional value (PLN) by product and currency

Product

PLN

EUR Equivalent

Swap

200,000,000

46,920,821

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

200,000,000

46,920,821


CZK

Notional value (CZK) by product and currency

Product

CZK

EUR Equivalent

Swap

 0

 0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


HUF

Notional value (HUF) by product and currency

Product

HUF

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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