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Clear
EurexOTC Clear Eurex Listed Eurex Repo Deutsche Börse Cash Market Clearing volumes

Clearing volumes

Figures as of COB 05 January, 2026.

Notional Outstanding

Total

Notional outstanding (total) by product and currency

Product

EUR

ZCIS

10,398,860,800

Swap

20,049,773,263,998

OIS

6,777,444,287,754

FRA

16,336,815,547,676

BasisSwap

324,291,920,658

Total

43,498,723,880,885

EUR

Notional outstanding (EUR) by product and currency

Product

EUR

ZCIS

10,398,860,800

Swap

20,045,114,354,765

OIS

6,526,007,083,809

FRA

16,334,093,275,401

BasisSwap

324,291,920,658

Total

43,239,905,495,433

CHF

Notional outstanding (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

0

0

OIS

159,820,870,531

172,053,903,037

FRA

0

0

BasisSwap

0

0

Total

159,820,870,531

172,053,903,037


GBP

Notional outstanding (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

 0 

0

OIS

  45,971,786,453

52,987,305,732

FRA

0

0

BasisSwap

0

0

 Total

  45,971,786,453

52,987,305,732


JPY

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


USD

Notional outstanding (USD) by product and currency

Product

USD

EUR Equivalent

Swap

0

0

OIS

30,788,288,773

26,395,995,176

FRA

0

0

BasisSwap

0

0

Total

30,788,288,773

26,395,995,176


DKK

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


NOK

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


SEK

Notional outstanding (SEK) by product and currency

Product

SEK

EUR Equivalent

Swap

25,650,000,000

2,377,862,242

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

25,650,000,000

2,377,862,242


PLN

Notional outstanding (PLN) by product and currency

Product

PLN

EUR Equivalent

Swap

9,621,000,000

2,281,046,991

OIS

0

0

FRA

11,482,000,000

2,722,272,275

BasisSwap

0

0

Total

21,103,000,000

5,003,319,266


CZK

Notional outstanding (CZK) by product and currency

Product

CZK

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

00


HUF

Notional outstanding (HUF) by product and currency

Product

HUF

EUR Equivalent

Swap

0

0

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

00


Notional Value

Total

Notional value (total) by product and currency

Product

EUR

ZCIS

22,487,660,000

Swap

47,764,376,374,983

OIS

27,570,763,112,533

FRA

248,328,097,904,746

BasisSwap

793,813,373,385

Total

324,479,538,426,614


EUR

Notional value (EUR) by product and currency

Product

EUR

ZCIS

22,487,660,000

Swap

47,253,712,147,957

OIS

27,172,877,434,558

FRA

248,239,182,462,992

BasisSwap

775,788,299,338

Total

323,464,048,005,381

CHF

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

GBP

Notional value (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

96,365,475,169

110,524,149,187

OIS

137,645,750,209

160,476,310,254

FRA

502,000,000

712,830,567

BasisSwap

890,000,000

1,027,865,852

Total

235,403,225,752

272,741,156,291

JPY

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


USD

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

DKK

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 


NOK

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


SEK

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 


PLN

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


CZK

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


HUF

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 (daily)

Total

Notional value (total) by product and currency

Product

EUR

ZCIS

0

Swap

49,131,100,000

OIS

15,017,250,699

FRA

17,480,000,000

BasisSwap

6,246,000,000

Total

87,874,350,699

EUR

Notional value (EUR) by product and currency

Product

EUR

ZCIS

0

Swap

49,131,100,000

OIS

14,823,862,602

FRA

17,480,000,000

BasisSwap

6,246,000,000

Total

87,680,962,602

CHF

Notional value (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

0

0

OIS

100,000,000

107,654,215

FRA

0

0

BasisSwap

0

0

Total

100,000,000

107,654,215

GBP

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


JPY

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


USD

Notional value (USD) by product and currency

Product

USD

EUR Equivalent

Swap

0

0

OIS

100,000,000

85,733,882

FRA

0

0

BasisSwap

0

0

Total

100,000,000

85,733,882


DKK

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


NOK

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


SEK

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

PLN

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


CZK

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


HUF

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:

  • The total notional outstanding is the aggregated double counted volume of all active trades.
  • The total notional value is the aggregated double counted volume of all cleared trades.
  • Total notional volumes expressed in euro are calculated by converting the notional volumes of swaps denominated in other currencies to euro using the same conversion methodology as used for margining and collateral.
  • The December compression cycle resulted in a reduction of 16 percent of total outstanding volume in OTC interest rate derivatives 


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