Figures as of COB June 27, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,791,260,000 |
Swap | 18,495,776,044,714 |
OIS | 5,515,697,770,955 |
FRA | 19,277,386,475,096 |
BasisSwap | 267,571,596,052 |
Total | 43,565,223,146,817 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,791,260,000 |
Swap | 18,493,063,166,377 |
OIS | 5,251,753,374,035 |
FRA | 19,277,310,492,275 |
BasisSwap | 267,571,596,052 |
Total | 43,298,489,888,739 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 166,830,486,468 | 178,256,743,743 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 166,830,486,468 | 178,256,743,743 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 45,903,193,534 | 53,820,135,460 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,903,193,534 | 53,820,135,460 |
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 | 37,297,742,737 | 31,867,517,718 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 37,297,742,737 | 31,867,517,718 |
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 | 1,720,000,000 | 405,870,971 |
OIS | 0 | 0 |
FRA | 322,000,000 | 75,982,821 |
BasisSwap | 0 | 0 |
Total | 2,042,000,000 | 481,853,792 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,307,007,366 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,307,007,366 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 17,203,700,000 |
Swap | 41,844,006,436,737 |
OIS | 21,828,472,155,285 |
FRA | 226,373,583,460,063 |
BasisSwap | 547,106,479,060 |
Total | 290,610,372,232,112 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 17,203,700,000 |
Swap | 41,335,467,379,355 |
OIS | 21,450,709,689,392 |
FRA | 226,288,712,323,206 |
BasisSwap | 529,081,405,014 |
Total | 289,157,990,066,817 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 155,825,680,143 | 157,936,044,913 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 622,620,974,268 | 580,335,326,176 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 131,105,403,016 | 152,996,682,588 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 228,862,878,560 | 265,261,528,625 |
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 | 73,815,040,951 | 66,828,042,327 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 155,822,126,001 | 139,945,370,412 |
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 | 1,720,000,000 | 402,686,907 |
OIS | 0 | 0 |
FRA | 322,000,000 | 75,322,796 |
BasisSwap | 0 | 0 |
Total | 2,042,000,000 | 478,009,703 |
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 | 76,067,486,152 |
OIS | 30,987,112,540 |
FRA | 11,000,000,000 |
BasisSwap | 0 |
Total | 118,054,598,692 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 76,067,486,152 |
OIS | 30,973,442,000 |
FRA | 11,000,000,000 |
BasisSwap | 0 |
Total | 118,040,928,152 |
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 | 16,000,000 | 13,670,540 |
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:
