Figures as of COB 8th Aug, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 9,546,060,000 |
Swap | 19,393,074,720,054 |
OIS | 5,969,871,946,265 |
FRA | 23,169,459,077,929 |
BasisSwap | 305,839,386,574 |
Total | 48,847,791,190,822 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 9,546,060,000 |
Swap | 19,390,270,883,275 |
OIS | 5,711,171,796,573 |
FRA | 23,169,336,753,770 |
BasisSwap | 305,839,386,574 |
Total | 48,586,164,880,193 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 164,205,446,468 | 174,501,005,812 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 164,205,446,468 | 174,501,005,812 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 45,623,086,813 | 52,615,715,388 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,623,086,813 | 52,615,715,388 |
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 | 36,788,377,507 | 31,583,428,491 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 36,788,377,507 | 31,583,428,491 |
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 | 2,164,400,000 | 509,150,788 |
OIS | 0 | 0 |
FRA | 520,000,000 | 122,324,159 |
BasisSwap | 0 | 0 |
Total | 2,684,400,000 | 631,474,947 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,294,685,990 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,294,685,990 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 18,969,300,000 |
Swap | 43,056,660,510,355 |
OIS | 23,028,996,938,589 |
FRA | 233,127,858,267,776 |
BasisSwap | 598,648,269,583 |
Total | 299,831,133,287,270 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 18,969,300,000 |
Swap | 42,548,017,452,161 |
OIS | 22,649,671,936,941 |
FRA | 233,042,940,323,206 |
BasisSwap | 580,623,195,536 |
Total | 298,840,222,208,380 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 156,576,640,143 | 158,740,858,047 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 623,371,934,268 | 581,140,139,309 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 131,521,892,912 | 153,479,031,760 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 229,279,368,456 | 265,743,877,798 |
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 | 74,136,440,951 | 67,103,415,775 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 156,143,526,001 | 140,220,643,859 |
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 | 2,164,400,000 | 506,687,719 |
OIS | 0 | 0 |
FRA | 522,000,000 | 122,130,510 |
BasisSwap | 0 | 0 |
Total | 2,686,400,000 | 628,818,230 |
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 | 35,913,946,190 |
OIS | 32,738,437,709 |
FRA | 4,400,000,000 |
BasisSwap | 1,720,000,000 |
Total | 74,772,383,899 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 35,913,946,190 |
OIS | 32,725,751,744 |
FRA | 4,400,000,000 |
BasisSwap | 1,720,000,000 |
Total | 74,759,697,934 |
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 | 11,000,000 | 12,685,965 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 11,000,000 | 12,685,965 |
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:
