A member of
Figures as of COB 3rd September, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 9,487,460,000 |
Swap | 19,536,985,474,307 |
OIS | 6,118,992,817,605 |
FRA | 20,066,001,888,650 |
BasisSwap | 295,829,094,310 |
Total | 46,027,296,734,872 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 9,487,460,000 |
Swap | 19,534,024,526,464 |
OIS | 5,860,366,586,808 |
FRA | 20,065,758,585,026 |
BasisSwap | 295,829,094,310 |
Total | 45,765,466,252,608 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 163,851,634,794 | 174,793,721,778 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 163,851,634,794 | 174,793,721,778 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 45,593,327,943 | 52,484,549,261 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,593,327,943 | 52,484,549,261 |
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 | 36,529,777,507 | 31,347,959,759 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 36,529,777,507 | 31,347,959,759 |
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 | 2,676,600,000 | 629,447,593 |
OIS | 0 | 0 |
FRA | 1,034,600,000 | 243,303,624 |
BasisSwap | 0 | 0 |
Total | 3,711,200,000 | 872,751,217 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,331,500,250 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,331,500,250 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 19,018,700,000 |
Swap | 43,724,154,367,286 |
OIS | 23,748,707,036,601 |
FRA | 235,433,684,890,994 |
BasisSwap | 626,460,469,583 |
Total | 303,552,025,465,431 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 19,018,700,000 |
Swap | 43,215,391,023,166 |
OIS | 23,367,407,035,444 |
FRA | 235,348,598,735,660 |
BasisSwap | 608,435,395,536 |
Total | 302,558,850,890,341 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 158,266,640,143 | 160,540,642,337 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 625,061,934,268 | 582,939,923,599 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 131,664,821,976 | 153,644,640,822 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 229,422,297,520 | 265,909,486,859 |
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 | 74,147,640,951 | 67,113,021,934 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 156,154,726,001 | 140,230,350,018 |
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 | 2,677,200,000 | 626,973,646 |
OIS | 0 | 0 |
FRA | 1,237,200,000 | 290,341,274 |
BasisSwap | 0 | 0 |
Total | 3,914,400,000 | 917,314,920 |
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 | 61,934,303,333 |
OIS | 90,444,510,609 |
FRA | 15,791,987,912 |
BasisSwap | 0 |
Total | 168,170,801,854 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 61,934,303,333 |
OIS | 89,627,309,541 |
FRA | 15,791,987,912 |
BasisSwap | 0 |
Total | 167,353,600,787 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 758,000,000 | 808,619,586 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 758,000,000 | 808,619,586 |
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 | 10,000,000 | 8,581,481 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 10,000,000 | 8,581,481 |
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: