Figures as of COB April 01, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,658,860,000 |
Swap | 16,953,608,589,027 |
OIS | 4,818,024,518,104 |
FRA | 16,816,596,649,317 |
BasisSwap | 237,257,346,482 |
Total | 38,834,145,962,930 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,658,860,000 |
Swap | 16,951,231,847,103 |
OIS | 4,547,910,963,873 |
FRA | 16,816,596,171,568 |
BasisSwap | 237,257,346,482 |
Total | 38,561,655,189,026 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 170,824,774,468 | 179,437,788,307 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 170,824,774,468 | 179,437,788,307 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 46,404,390,361 | 55,464,519,645 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 46,404,390,361 | 55,464,519,645 |
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 | 37,985,892,487 | 35,211,246,280 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 37,985,892,487 | 35,211,246,280 |
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 | 22,000,000 | 5,255,237 |
OIS | 0 | 0 |
FRA | 2,000,000 | 477,749 |
BasisSwap | 0 | 0 |
Total | 24,000,000 | 5,732,986 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,371,486,686 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,371,486,686 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 16,650,500,000 |
Swap | 39,221,769,780,772 |
OIS | 19,413,191,225,370 |
FRA | 214,058,696,615,015 |
BasisSwap | 447,840,286,974 |
Total | 273,158,148,409,099 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 16,650,500,000 |
Swap | 38,713,628,167,013 |
OIS | 19,041,027,259,582 |
FRA | 213,973,900,323,206 |
BasisSwap | 429,815,212,928 |
Total | 272,175,021,463,264 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 153,903,036,468 | 155,877,662,758 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 620,698,330,593 | 578,276,944,020 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 129,449,050,528 | 151,046,979,482 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 227,206,526,072 | 263,311,825,519 |
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 | 72,038,422,318 | 65,237,627,484 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 154,045,507,368 | 138,354,955,568 |
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 | 22,000,000 | 5,243,284 |
OIS | 0 | 0 |
FRA | 2,000,000 | 477,749 |
BasisSwap | 0 | 0 |
Total | 22,000,000 | 5,721,033 |
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 | 44,626,500,877 |
OIS | 23,705,773,656 |
FRA | 21,400,477,749 |
BasisSwap | 332,000,000 |
Total | 90,064,752,282 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 44,626,023,128 |
OIS | 23,705,773,656 |
FRA | 21,400,000,000 |
BasisSwap | 332,000,000 |
Total | 90,063,796,784 |
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 | 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 | 2,000,000 | 477,749 |
OIS | 0 | 0 |
FRA | 2,000,000 | 477,749 |
BasisSwap | 0 | 0 |
Total | 4,000,000 | 955,498 |
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:
