Trade
EurexOTC Clear
About EurexOTC Clear EMIR 3.0 - active account CCP Switch On-boarding Compression Service Product Scope Interest Rate Swaps Inflation Swaps Settlement Prices Service Offering for PSAs
Eurex Listed
Eurex Repo
Deutsche Börse Cash Market
Xetra and Börse Frankfurt
Clearing volumes

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Membership Types
Clearing Member ISA Direct Member ISA Direct Light Licence Holder Clearing Agent Client Jurisdictions Multiple Clearing Relationships Segregation Set up
ISA Direct
Partnership Programs
OTC IRD Repo STIR Credit Index Derivatives
LSOC
Admission criteria and scope Infrastructure and collateral LSOC model Porting under LSOC
Clearing contacts
ESG Visibility Hub

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Initiatives & Releases
Cross-Project-Calendar Readiness for projects C7 Releases C7 SCS Releases C7 CAS Releases EurexOTC Clear Releases Prisma Releases Member Section Releases Simulation calendar Archive
Onboarding
Technology
C7 EurexOTC Clear C7 SCS Prisma Common Report Engine ISV & Service Provider Connectivity
Clearing Activity
User ID Maintenance Clearing Hours Clearing Reports Product Specifications Clearing on behalf Delivery Management Transaction Management Collateral Management
Risk
Collateral Transparency Enabler Files Segregation Models Reports Default Fund Intraday Margin Calls OTC Clear Procedures OTC Clear Tutorials Cross Margining Support Supplementary Margins
Regulation
Compliance
Information Channels
Service Status Implementation news Circulars & Newsflashes

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Risk management
Default Waterfall Model Validation Stress testing Default Management Process Client Asset Protection under EMIR Client Asset Protection under LSOC Credit, concentration & wrong way risk System-based risk controls Pioneering CCP Transparency
Risk parameters
Haircut and adjusted exchange rates Securities margin groups and classes Prices Rolling Spot Future File services Bond Clusters
Transaction management
Listed derivatives OTC derivatives Listed securities Cash management Delivery management CCP eligible instruments
Funding
Collateral management
Cash collateral Securities collateral Margin settlement Collateral valuation
Margining
Eurex Clearing Prisma Cross-product margining Margining process
Margin Calculators
Eurex Clearing Prisma Margin Calculators RBM Calculator
ESG Clearing Compass
Volume statistics

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Eurex Clearing Rules & Regulations
Regulations
CFTC DCO Filings U.S. Taxation Legal opinions
EMIR 3.0 - active account
Focus Day EMIR AAR 2025 FAQ EMIR 3.0 AAR Operational Conditions
SA-CCR
IBOR Reform
Uncleared Margin Rules

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Eurex Newsletter Subscription
Circulars & Newsflashes Subscription
Corporate Action Information Subscription
Circulars & Readiness Newsflashes
News
Videos
Webcasts on demand
Publications
Forms
Events
Eurex Clearing Contacts
Hotlines Contact for whistleblowers
FAQs
Corporate governance
Corporate structure Executive Board Supervisory Board Eurex Clearing Committees Annual reports
About us
Company profile Regulatory standards Remuneration Pillar 3 Disclosure Report Licensing & supervision Compliance standards Business continuity planning
Production Newsboard

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Trade

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Clear

Eurex Listed

Eurex Repo

Clearing volumes

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

EurexOTC Clear

About EurexOTC Clear

EMIR 3.0 - active account

CCP Switch

On-boarding

Compression Service

Product Scope

Interest Rate Swaps

Inflation Swaps

Settlement Prices

Service Offering for PSAs

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Deutsche Börse Cash Market

Xetra and Börse Frankfurt

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Join

ISA Direct

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Membership Types

Clearing Member

ISA Direct Member

ISA Direct Light Licence Holder

Clearing Agent

Client

Jurisdictions

Multiple Clearing Relationships

Segregation Set up

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Partnership Programs

OTC IRD

Repo

STIR

Credit Index Derivatives

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

LSOC

Admission criteria and scope

Infrastructure and collateral

LSOC model

Porting under LSOC

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Clearing contacts

ESG Visibility Hub

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Support

Onboarding

Regulation

Compliance

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Initiatives & Releases

Cross-Project-Calendar

Readiness for projects

C7 Releases

C7 SCS Releases

C7 CAS Releases

EurexOTC Clear Releases

Prisma Releases

Member Section Releases

Simulation calendar

Archive

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Technology

C7

EurexOTC Clear

C7 SCS

Prisma

Common Report Engine

ISV & Service Provider

Connectivity

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Clearing Activity

User ID Maintenance

Clearing Hours

Clearing Reports

Product Specifications

Clearing on behalf

Delivery Management

Transaction Management

Collateral Management

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Risk

Collateral

Transparency Enabler Files

Segregation Models

Reports

Default Fund

Intraday Margin Calls

OTC Clear Procedures

OTC Clear Tutorials

Cross Margining Support

Supplementary Margins

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Information Channels

Service Status

Implementation news

Circulars & Newsflashes

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Services

Funding

ESG Clearing Compass

Volume statistics

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Risk management

Default Waterfall

Model Validation

Stress testing

Default Management Process

Client Asset Protection under EMIR

Client Asset Protection under LSOC

Credit, concentration & wrong way risk

System-based risk controls

Pioneering CCP Transparency

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Risk parameters

Haircut and adjusted exchange rates

Securities margin groups and classes

Prices Rolling Spot Future

File services

Bond Clusters

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Transaction management

Listed derivatives

OTC derivatives

Listed securities

Cash management

Delivery management

CCP eligible instruments

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Collateral management

Cash collateral

Securities collateral

Margin settlement

Collateral valuation

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Margining

Eurex Clearing Prisma

Cross-product margining

Margining process

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Margin Calculators

Eurex Clearing Prisma Margin Calculators

RBM Calculator

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Rules & Regs

Eurex Clearing Rules & Regulations

SA-CCR

IBOR Reform

Uncleared Margin Rules

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Regulations

CFTC DCO Filings

U.S. Taxation

Legal opinions

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

EMIR 3.0 - active account

Focus Day EMIR AAR 2025

FAQ EMIR 3.0 AAR Operational Conditions

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Find

Eurex Newsletter Subscription

Circulars & Newsflashes Subscription

Corporate Action Information Subscription

Circulars & Readiness Newsflashes

News

Videos

Webcasts on demand

Publications

Forms

Events

FAQs

Production Newsboard

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Eurex Clearing Contacts

Hotlines

Contact for whistleblowers

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Corporate governance

Corporate structure

Executive Board

Supervisory Board

Eurex Clearing Committees

Annual reports

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

About us

Company profile

Regulatory standards

Remuneration

Pillar 3 Disclosure Report

Licensing & supervision

Compliance standards

Business continuity planning

Watch on-demand:
Focus Day Funding & Futurization

Webcast (replay): Focus Day Volatility

Clear
EurexOTC Clear Eurex Listed Eurex Repo Deutsche Börse Cash Market Clearing volumes

Clearing volumes

Figures as of COB 06 January, 2026.

Notional Outstanding

Total

Notional outstanding (total) by product and currency

Product

EUR

ZCIS

10,398,860,800

Swap

20,097,026,121,506

OIS

6,805,249,119,022

FRA

19,188,285,823,344

BasisSwap

331,802,920,658

Total

46,432,762,845,331

EUR

Notional outstanding (EUR) by product and currency

Product

EUR

ZCIS

10,398,860,800

Swap

20,092,358,397,942

OIS

6,553,638,552,030

FRA

19,185,558,831,301

BasisSwap

331,802,920,658

Total

46,173,757,562,731

CHF

Notional outstanding (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

0

0

OIS

159,820,870,531

172,090,955,670

FRA

0

0

BasisSwap

0

0

Total

159,820,870,531

172,090,955,670


GBP

Notional outstanding (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

 0 

0

OIS

  46,130,286,453

53,249,782,354

FRA

0

0

BasisSwap

0

0

 Total

  46,130,286,453

53,249,782,354


JPY

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


USD

Notional outstanding (USD) by product and currency

Product

USD

EUR Equivalent

Swap

0

0

OIS

30,754,088,773

26,269,828,968

FRA

0

0

BasisSwap

0

0

Total

30,754,088,773

26,269,828,968


DKK

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


NOK

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


SEK

Notional outstanding (SEK) by product and currency

Product

SEK

EUR Equivalent

Swap

25,650,000,000

2,382,721,784

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

25,650,000,000

2,382,721,784


PLN

Notional outstanding (PLN) by product and currency

Product

PLN

EUR Equivalent

Swap

9,621,000,000

2,285,001,781

OIS

0

0

FRA

11,482,000,000

2,726,992,044

BasisSwap

0

0

Total

21,103,000,000

5,011,993,825


CZK

Notional outstanding (CZK) by product and currency

Product

CZK

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

00


HUF

Notional outstanding (HUF) by product and currency

Product

HUF

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

00


Notional Value

Total

Notional value (total) by product and currency

Product

EUR

ZCIS

22,487,660,000

Swap

47,819,659,929,651

OIS

27,618,480,971,557

FRA

251,213,105,904,746

BasisSwap

801,324,373,385

Total

327,475,058,840,306


EUR

Notional value (EUR) by product and currency

Product

EUR

ZCIS

22,487,660,000

Swap

47,308,995,702,625

OIS

27,220,412,331,560

FRA

251,124,190,462,992

BasisSwap

783,299,299,338

Total

326,459,385,457,051

CHF

Notional value (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

354,898,194,125

321,827,802,079

OIS

163,528,275,880

166,201,711,388

FRA

93,800,000,000

84,082,983,493

BasisSwap

18,097,100,000

16,488,495,691

Total

630,323,570,005

588,600,992,651

GBP

Notional value (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

96,365,475,169

110,524,149,187

OIS

137,804,250,209

160,659,272,276

FRA

502,000,000

712,830,567

BasisSwap

890,000,000

1,027,865,852

Total

235,561,725,752

272,924,118,314

JPY

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


USD

Notional value (USD) by product and currency

Product

USD

EUR Equivalent

Swap

81,380,685,050

72,608,615,581

OIS

78,901,712,951

71,205,960,268

FRA

0

0

BasisSwap

626,400,000

508,712,503 

Total

160,908,798,001

144,323,288,352

DKK

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 


NOK

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


SEK

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 


PLN

Notional value (PLN) by product and currency

Product

PLN

EUR Equivalent

Swap

10,741,600,000

2,527,856,551

OIS

0

0

FRA

17,439,200,000

4,119,627,694

BasisSwap

0

0

Total

28,180,800,000

6,647,484,245


CZK

Notional value (CZK) by product and currency

Product

CZK

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


HUF

Notional value (HUF) by product and currency

Product

HUF

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


Notional Value (daily)

Total

Notional value (total) by product and currency

Product

EUR

ZCIS

0

Swap

55,283,554,668

OIS

47,717,859,024

FRA

2,885,008,000,000

BasisSwap

7,511,000,000

Total

2,995,520,413,692

EUR

Notional value (EUR) by product and currency

Product

EUR

ZCIS

0

Swap

55,283,554,668

OIS

47,534,897,002

FRA

2,885,008,000,000

BasisSwap

7,511,000,000

Total

2,995,337,451,670

CHF

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

GBP

Notional value (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

0

0

OIS

158,500,000

182,962,022

FRA

0

0

BasisSwap

0

0

Total

158,500,000

182,962,022


JPY

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


USD

Notional value (USD) by product and currency

Product

USD

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


DKK

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


NOK

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


SEK

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

PLN

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


CZK

Notional value (CZK) by product and currency

Product

CZK

EUR Equivalent

Swap

 0

 0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


HUF

Notional value (HUF) by product and currency

Product

HUF

EUR Equivalent

Swap

 0

 0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


Explanatory notes:

  • The total notional outstanding is the aggregated double counted volume of all active trades.
  • The total notional value is the aggregated double counted volume of all cleared trades.
  • Total notional volumes expressed in euro are calculated by converting the notional volumes of swaps denominated in other currencies to euro using the same conversion methodology as used for margining and collateral.
  • The December compression cycle resulted in a reduction of 16 percent of total outstanding volume in OTC interest rate derivatives 


Make the most of EMIR 3.0

Activate your account and benefit at the Home of the Euro Yield Curve

About us

Contacts

Follow us

News Services

Eurex Eurex Clearing Eurex Repo EEX 360T Xetra Börse Frankfurt Clearstream STOXX SimCorp ISS STOXX Crypto Finance
Disclaimer Privacy notice Imprint Eurex Clearing Rules & Regulations Sitemap