Figures as of COB June 03, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,953,260,000 |
Swap | 17,775,334,208,250 |
OIS | 5,367,785,301,817 |
FRA | 20,071,854,814,455 |
BasisSwap | 270,288,754,928 |
Total | 43,494,216,339,450 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,953,260,000 |
Swap | 17,772,714,766,692 |
OIS | 5,101,435,286,269 |
FRA | 20,071,854,347,143 |
BasisSwap | 270,288,754,928 |
Total | 43,225,246,415,032 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 167,861,254,468 | 179,377,275,560 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 167,861,254,468 | 179,377,275,560 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 45,626,408,302 | 54,085,358,347 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,626,408,302 | 54,085,358,347 |
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 | 37,445,572,737 | 32,887,381,641 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 37,445,572,737 | 32,887,381,641 |
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 | 271,508,014 |
OIS | 0 | 0 |
FRA | 2,000,000 | 467,312 |
BasisSwap | 0 | 0 |
Total | 1,164,000,000 | 271,975,326 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,347,933,544 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,347,933,544 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 17,200,700,000 |
Swap | 40,728,777,035,063 |
OIS | 20,802,079,531,811 |
FRA | 222,798,128,615,015 |
BasisSwap | 536,012,486,974 |
Total | 284,882,198,369,830 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 17,200,700,000 |
Swap | 40,220,368,314,644 |
OIS | 20,424,971,628,512 |
FRA | 222,713,332,323,206 |
BasisSwap | 517,987,412,928 |
Total | 283,893,860,379,826 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 155,698,448,143 | 157,800,951,586 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 622,493,742,268 | 580,200,232,849 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 130,685,617,784 | 152,503,733,488 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 228,443,093,328 | 264,768,579,525 |
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 | 73,784,240,951 | 66,801,522,159 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 155,791,326,001 | 139,918,850,244 |
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 | 95,000,000 |
Swap | 15,100,420,000 |
OIS | 102,361,035,453 |
FRA | 549,434,000,000 |
BasisSwap | 3,712,000,000 |
Total | 670,702,455,453 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 95,000,000 |
Swap | 15,100,420,000 |
OIS | 102,111,569,482 |
FRA | 549,434,000,000 |
BasisSwap | 3,712,000,000 |
Total | 670,452,989,482 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 200,000,000 | 213,720,881 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 200,000,000 | 213,720,881 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 18,300,000 | 21,692,745 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 18,300,000 | 21,692,745 |
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 | 16,000,000 | 14,052,345 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 16,000,000 | 14,052,345 |
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:
