Figures as of COB May 15, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,561,260,000 |
Swap | 17,676,888,762,659 |
OIS | 5,029,491,715,213 |
FRA | 19,009,064,145,872 |
BasisSwap | 240,662,754,928 |
Total | 41,964,668,638,672 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,561,260,000 |
Swap | 17,674,258,941,894 |
OIS | 4,761,963,052,344 |
FRA | 19,009,063,674,430 |
BasisSwap | 240,662,754,928 |
Total | 41,694,509,683,595 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 168,339,054,468 | 179,523,359,783 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 168,339,054,468 | 179,523,359,783 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 45,760,599,276 | 54,321,699,045 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,760,599,276 | 54,321,699,045 |
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 | 37,675,111,120 | 33,683,604,041 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 37,675,111,120 | 33,683,604,041 |
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 | 1,162,000,000 | 273,908,022 |
OIS | 0 | 0 |
FRA | 2,000,000 | 471,442 |
BasisSwap | 0 | 0 |
Total | 1,164,000,000 | 274,379,464 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,363,184,080 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,363,184,080 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 16,808,700,000 |
Swap | 40,451,936,876,129 |
OIS | 20,254,706,697,880 |
FRA | 220,303,598,615,015 |
BasisSwap | 503,890,486,974 |
Total | 281,530,941,376,966 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 16,808,700,000 |
Swap | 39,943,528,155,711 |
OIS | 19,878,949,949,380 |
FRA | 220,218,802,323,206 |
BasisSwap | 485,865,412,928 |
Total | 280,543,954,541,760 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 155,441,848,143 | 157,526,692,992 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 622,237,142,268 | 579,925,974,225 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 130,390,808,758 | 152,152,570,084 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 228,148,284,302 | 264,417,416,121 |
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 | 72,968,240,951 | 66,075,789,359 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 154,975,326,001 | 139,193,117,444 |
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 | 1,162,000,000 | 272,349,944 |
OIS | 0 | 0 |
FRA | 2,000,000 | 477,749 |
BasisSwap | 0 | 0 |
Total | 1,164,000,000 | 272,827,692 |
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 | 44,016,363,891 |
OIS | 31,618,837,949 |
FRA | 224,590,000,000 |
BasisSwap | 3,000,000,000 |
Total | 303,225,201,840 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 43,957,433,594 |
OIS | 31,597,509,166 |
FRA | 224,590,000,000 |
BasisSwap | 3,000,000,000 |
Total | 150,315,313,294 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 20,000,000 | 21,328,783 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 20,000,000 | 21,328,783 |
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 | 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 | 250,000,000 | 58,930,297 |
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:
