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

Clearing volumes

Figures as of COB 03 November, 2025.

Notional Outstanding

Total

Notional outstanding (total) by product and currency

Product

EUR

ZCIS

10,197,460,000

Swap

20,497,020,311,269

OIS

6,534,983,000,692

FRA

21,924,448,157,228

BasisSwap

322,363,769,336

Total

49,289,012,698,525

EUR

Notional outstanding (EUR) by product and currency

Product

EUR

ZCIS

10,197,460,000

Swap

20,493,129,498,265

OIS

6,277,875,828,076

FRA

21,923,427,470,815

BasisSwap

322,363,769,336

Total

49,026,994,026,492

CHF

Notional outstanding (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

0

0

OIS

161,408,070,531

173,594,397,216

FRA

0

0

BasisSwap

0

0

Total

161,408,070,531

173,594,397,216


GBP

Notional outstanding (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

 0 

0

OIS

  46,617,839,352

53,186,354,081

FRA

0

0

BasisSwap

0

0

 Total

  46,617,839,352

53,186,354,081


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

34,917,841,507

30,326,421,319

FRA

0

0

BasisSwap

0

0

Total

34,917,841,507

30,326,421,319


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

2,345,679,012

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

25,650,000,000

2,345,679,012


PLN

Notional outstanding (PLN) by product and currency

Product

PLN

EUR Equivalent

Swap

6,573,000,000

1,545,133,992

OIS

0

0

FRA

4,342,000,000

1,020,686,413

BasisSwap

0

0

Total

10,915,000,000

2,565,820,404

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

20,384,300,000

Swap

45,676,983,047,115

OIS

25,540,439,584,720

FRA

243,751,818,075,394

BasisSwap

698,412,467,401

Total

315,688,037,475,596


EUR

Notional value (EUR) by product and currency

Product

EUR

ZCIS

20,384,300,000

Swap

45,167,293,536,354

OIS

25,152,832,524,349

FRA

243,665,564,710,068

BasisSwap

680,387,393,354

Total

314,686,462,464,660

CHF

Notional value (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

354,898,194,125

321,827,802,078

OIS

160,646,475,880

163,100,465,167

FRA

93,800,000,000

84,082,983,493

BasisSwap

18,097,100,000

16,488,495,691

Total

627,441,770,005

585,499,746,430

GBP

Notional value (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

96,365,475,169

110,524,149,187

OIS

134,336,666,595

156,707,892,515

FRA

502,000,000

712,830,567

BasisSwap

890,000,000

1,027,865,852

Total

232,094,142,138268,972,738,552

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

74,944,264,951

67,797,006,624

FRA

0

0

BasisSwap

626,400,000

508,712,503 

Total

156,951,350,001

140,914,334,708

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

6,615,600,000

1,553,140,286

OIS

0

0

FRA

6,189,200,000

1,457,551,266

BasisSwap

0

0

Total

12,804,800,000

3,010,691,552


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

329,600,000

Swap

37,003,494,000

OIS

31,403,431,499

FRA

42,900,000,000

BasisSwap

100,000,000

Total

111,736,525,499

EUR

Notional value (EUR) by product and currency

Product

EUR

ZCIS

329,600,000

Swap

37,003,494,000

OIS

30,212,564,809

FRA

42,900,000,000

BasisSwap

100,000,000

Total

110,545,658,809

CHF

Notional value (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

0

0

OIS

1,100,000,000

1,183,050,118

FRA

0

0

BasisSwap

0

0

Total

1,100,000,000

1,183,050,118


GBP

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


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

9,000,000

7,816,571

FRA

0

0

BasisSwap

0

0

Total

9,000,000

7,816,571


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

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


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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