A member of
Figures as of COB 26th September, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 9,430,260,000 |
Swap | 19,758,771,996,319 |
OIS | 6,015,661,946,431 |
FRA | 20,050,134,636,809 |
BasisSwap | 304,113,929,336 |
Total | 46,138,112,768,894 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 9,430,260,000 |
Swap | 19,755,409,100,488 |
OIS | 5,760,020,083,257 |
FRA | 20,050,134,636,809 |
BasisSwap | 304,113,929,336 |
Total | 45,879,108,009,891 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 161,689,234,794 | 173,263,217,739 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 161,689,234,794 | 173,263,217,739 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 45,797,747,846 | 52,400,169,161 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,797,747,846 | 52,400,169,161 |
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 | 34,990,877,507 | 29,978,476,274 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 34,990,877,507 | 29,978,476,274 |
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 | 4,436,600,000 | 1,038,894,743 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 4,436,600,000 | 1,038,894,743 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,324,001,087 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,324,001,087 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 19,031,500,000 |
Swap | 44,589,494,567,517 |
OIS | 24,528,861,901,359 |
FRA | 239,271,516,582,622 |
BasisSwap | 648,640,267,401 |
Total | 309,057,544,819,866 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 19,031,500,000 |
Swap | 44,080,318,537,863 |
OIS | 24,146,523,040,536 |
FRA | 239,186,430,427,288 |
BasisSwap | 630,615,193,354 |
Total | 308,062,918,699,576 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 158,666,640,143 | 160,968,968,797 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 625,461,934,268 | 583,368,250,059 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 132,123,032,978 | 154,171,296,509 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 229,880,508,521 | 266,436,142,546 |
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 | 74,245,640,951 | 67,196,899,453 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 156,252,726,001 | 140,314,227,537 |
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 | 4,437,200,000 | 1,039,659,180 |
OIS | 0 | 0 |
FRA | 1,237,200,000 | 290,341,274 |
BasisSwap | 0 | 0 |
Total | 5,674,400,000 | 3,172,856,969 |
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 | 30,818,948,240 |
OIS | 30,634,509,533 |
FRA | 24,400,000,000 |
BasisSwap | 0 |
Total | 85,853,457,773 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 30,701,865,931 |
OIS | 30,458,811,272 |
FRA | 24,400,000,00 |
BasisSwap | 0 |
Total | 85,560,677,203 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 100,000,000 | 107,158,165 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 100,000,000 | 107,158,165 |
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 |
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 | 80,000,000 | 68,540,096 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 80,000,000 | 68,540,096 |
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 | 500,000,000 | 117,082,309 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 500,000,000 | 117,082,309 |
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: