Figures as of COB 5th Aug, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 9,546,060,000 |
Swap | 19,283,108,753,048 |
OIS | 5,934,368,481,158 |
FRA | 20,738,133,986,421 |
BasisSwap | 277,911,886,574 |
Total | 46,243,069,167,202 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 9,546,060,000 |
Swap | 19,280,316,278,799 |
OIS | 5,674,347,322,667 |
FRA | 20,738,012,391,659 |
BasisSwap | 277,911,886,574 |
Total | 45,980,133,939,699 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 164,284,046,468 | 175,761,256,519 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 164,284,046,468 | 175,761,256,519 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 45,573,786,813 | 52,425,844,718 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,573,786,813 | 52,425,844,718 |
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 | 36,755,602,507 | 31,834,057,255 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 36,755,602,507 | 31,834,057,255 |
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 | 2,124,400,000 | 496,761,370 |
OIS | 0 | 0 |
FRA | 520,000,000 | 121,594,762 |
BasisSwap | 0 | 0 |
Total | 2,644,400,000 | 618,356,132 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,295,712,879 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,295,712,879 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 18,969,300,000 |
Swap | 42,933,527,377,198 |
OIS | 22,948,103,705,115 |
FRA | 230,295,124,267,776 |
BasisSwap | 568,376,769,583 |
Total | 296,764,101,420,639 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 18,969,300,000 |
Swap | 42,424,893,710,218 |
OIS | 22,568,916,794,945 |
FRA | 230,210,206,323,206 |
BasisSwap | 550,351,695,536 |
Total | 295,773,337,824,441 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 156,555,240,143 | 158,718,016,762 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 623,350,534,268 | 581,117,298,024 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 131,472,592,912 | 153,422,185,759 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 229,230,068,456 | 265,687,031,796 |
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 | 74,068,440,951 | 67,045,011,584 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 156,075,526,001 | 140,162,339,668 |
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 | 2,124,400,000 | 497,296,505 |
OIS | 0 | 0 |
FRA | 522,000,000 | 122,130,510 |
BasisSwap | 0 | 0 |
Total | 2,446,400,000 | 619,427,015 |
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 | 39,237,937,216 |
OIS | 29,080,654,062 |
FRA | 515,704,000,000 |
BasisSwap | 126,000,000 |
Total | 584,148,591,278 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 39,191,170,000 |
OIS | 29,071,993,054 |
FRA | 515,704,000,000 |
BasisSwap | 126,000,000 |
Total | 584,093,163,054 |
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 | 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 | 8,661,008 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 10,000,000 | 8,661,008 |
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 | 200,000,000 | 46,767,216 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 200,000,000 | 46,767,216 |
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:
