Figures as of COB November 11, 2024.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,417,260,000 |
Swap | 15,448,336,802,245 |
OIS | 3,953,538,500,916 |
FRA | 14,579,652,861,357 |
BasisSwap | 193,243,025,722 |
Total | 34,183,188,450,240 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,417,260,000 |
Swap | 15,446,124,069,326 |
OIS | 3,667,565,398,650 |
FRA | 14,579,652,861,357 |
BasisSwap | 193,243,025,722 |
Total | 33,895,002,615,055 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 175,324,648,468 | 187,132,723,509 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 175,324,648,468 | 187,132,723,509 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 49,921,783,377 | 60,379,515,453 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 49,921,783,377 | 60,379,515,453 |
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 | 40,964,665,718 | 38,460,863,504 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 40,964,665,718 | 38,460,863,504 |
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 | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,212,732,919 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,212,732,919 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 15,138,300,000 |
Swap | 35,539,229,711,332 |
OIS | 16,038,107,686,351 |
FRA | 194,706,086,694,160 |
BasisSwap | 332,637,715,910 |
Total | 246,631,200,108,721 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 15,138,300,000 |
Swap | 35,031,093,340,857 |
OIS | 15,696,278,484,740 |
FRA | 194,621,290,880,100 |
BasisSwap | 314,612,641,864 |
Total | 245,678,413,648,097 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 138,609,590,468 | 139,496,281,012 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 605,404,884,593 | 561,895,562,275 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 123,019,057,046 | 143,326,828,428 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 220,776,532,589 | 255,591,674,466 |
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 | 65,469,922,318 | 59,004,396,106 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 147,477,007,368 | 133,121,724,190 |
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 | 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 | 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 | 5,063,462,303 |
OIS | 11,223,708,658 |
FRA | 0 |
BasisSwap | 0 |
Total | 16,287,170,961 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 11,223,708,658 |
OIS | 4,741,740,000 |
FRA | 0 |
BasisSwap | 0 |
Total | 15,965,448,658 |
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 | 266,000,000 | 321,722,303 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 266,000,000 | 321,722,303 |
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 | 0 | 0 |
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:
