Figures as of COB 06 January, 2026.
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 |
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 |
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 |
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 |
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 | 30,754,088,773 | 26,269,828,968 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 30,754,088,773 | 26,269,828,968 |
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 (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 |
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 |
Notional outstanding (CZK) by product and currency
Product | CZK | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
Notional outstanding (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 (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 |
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 |
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 |
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 |
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 | 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 |
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 (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 (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 |
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 |
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 (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 |
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 |
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 | 158,500,000 | 182,962,022 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 158,500,000 | 182,962,022 |
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 (SEK) by product and currency
Product | SEK | 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 (CZK) by product and currency
Product | CZK | EUR Equivalent |
Swap | 0 | 0 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 0 | 0 |
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: