Figures as of COB April 10, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,655,460,000 |
Swap | 17,120,855,336,656 |
OIS | 4,920,424,375,165 |
FRA | 18,185,584,508,275 |
BasisSwap | 252,200,846,482 |
Total | 40,487,720,526,578 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,655,460,000 |
Swap | 17,118,522,367,977 |
OIS | 4,648,621,627,287 |
FRA | 18,185,584,038,162 |
BasisSwap | 252,200,846,482 |
Total | 40,213,584,339,908 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 170,241,054,468 | 183,074,582,717 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 170,241,054,468 | 183,074,582,717 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 46,474,118,361 | 54,194,062,574 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 46,474,118,361 | 54,194,062,574 |
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 | 38,270,692,487 | 34,534,102,587 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 38,270,692,487 | 34,534,102,587 |
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 | 22,000,000 | 5,121,877 |
OIS | 0 | 0 |
FRA | 2,000,000 | 465,625 |
BasisSwap | 0 | 0 |
Total | 24,000,000 | 5,587,503 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,327,797,441 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,327,797,441 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 16,737,100,000 |
Swap | 39,430,285,672,149 |
OIS | 19,647,305,315,950 |
FRA | 215,903,452,615,015 |
BasisSwap | 479,722,286,974 |
Total | 275,477,502,991,056 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 16,737,100,000 |
Swap | 38,922,144,058,390 |
OIS | 19,274,402,916,312 |
FRA | 215,818,656,323,206 |
BasisSwap | 461,697,212,928 |
Total | 274,493,637,611,372 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 153,903,036,468 | 155,877,662,758 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 620,698,330,593 | 578,276,944,020 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 129,518,778,528 | 151,128,185,827 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 227,276,254,072 | 263,393,031,864 |
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 | 72,762,422,318 | 65,894,854,989 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 154,769,507,368 | 139,012,183,073 |
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 | 22,000,000 | 5,243,284 |
OIS | 0 | 0 |
FRA | 2,000,000 | 477,749 |
BasisSwap | 0 | 0 |
Total | 24,000,000 | 5,721,033 |
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 | 28,501,507,972 |
OIS | 17,714,052,273 |
FRA | 2,800,000,000 |
BasisSwap | 0 |
Total | 49,015,560,345 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 28,501,507,972 |
OIS | 17,691,704,988 |
FRA | 2,800,000,000 |
BasisSwap | 0 |
Total | 48,993,212,960 |
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 | 19,164,000 | 22,347,385 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 19,164,000 | 22,347,385 |
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:
