Figures as of COB May 27, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,661,260,000 |
Swap | 17,822,448,744,248 |
OIS | 5,190,707,500,907 |
FRA | 19,406,251,879,514 |
BasisSwap | 253,342,754,928 |
Total | 42,681,412,139,597 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,661,260,000 |
Swap | 17,819,817,309,721 |
OIS | 4,924,051,371,245 |
FRA | 19,406,251,408,649 |
BasisSwap | 253,342,754,928 |
Total | 42,412,214,104,543 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 168,023,654,468 | 179,015,186,947 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 168,023,654,468 | 179,015,186,947 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 45,787,259,446 | 54,632,215,064 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,787,259,446 | 54,632,215,064 |
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 | 37,484,711,120 | 33,008,727,651 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 37,484,711,120 | 33,008,727,651 |
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 | 1,162,000,000 | 273,572,690 |
OIS | 0 | 0 |
FRA | 2,000,000 | 470,865 |
BasisSwap | 0 | 0 |
Total | 1,164,000,000 | 274,043,555 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,357,861,838 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,357,861,838 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 16,908,700,000 |
Swap | 40,652,849,072,173 |
OIS | 20,503,767,242,753 |
FRA | 221,466,816,615,015 |
BasisSwap | 516,570,486,974 |
Total | 283,156,913,117,882 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 16,908,700,000 |
Swap | 40,144,440,351,754 |
OIS | 20,127,133,522,508 |
FRA | 221,382,020,323,206 |
BasisSwap | 498,545,412,928 |
Total | 282,169,048,310,932 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 155,456,448,143 | 157,542,267,640 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 622,251,742,268 | 579,941,548,902 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 130,517,468,928 | 152,303,286,726 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 228,274,944,472 | 264,568,132,763 |
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 | 73,768,240,951 | 66,787,469,814 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 155,775,326,001 | 139,904,797,899 |
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 | 1,162,000,000 | 272,349,944 |
OIS | 0 | 0 |
FRA | 2,000,000 | 477,749 |
BasisSwap | 0 | 0 |
Total | 1,164,000,000 | 272,827,692 |
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 | 28,063,428,231 |
OIS | 35,815,262,158 |
FRA | 16,600,000,000 |
BasisSwap | 100,000,000 |
Total | 80,578,690,389 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 28,063,428,231 |
OIS | 35,749,431,160 |
FRA | 16,600,000,000 |
BasisSwap | 100,000,000 |
Total | 80,512,859,391 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 6,000,000 | 6,392,499 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 6,000,000 | 6,392,499 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 49,815,406 | 59,438,499 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 49,815,406 | 59,438,499 |
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:
