Figures as of COB December 17, 2024.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,398,860,000 |
Swap | 15,749,117,234,725 |
OIS | 4,231,337,472,969 |
FRA | 14,972,458,617,411 |
BasisSwap | 206,312,747,592 |
Total | 35,167,624,932,696 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,398,860,000 |
Swap | 15,746,881,356,063 |
OIS | 3,944,772,045,067 |
FRA | 14,972,458,617,411 |
BasisSwap | 206,312,747,592 |
Total | 34,878,823,626,133 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 178,362,444,468 | 189,485,227,312 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 178,362,444,468 | 189,485,227,312 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 48,265,312,837 | 58,398,645,868 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 48,265,312,837 | 58,398,645,868 |
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 | 40,604,027,992 | 38,681,554,722 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 40,604,027,992 | 38,681,554,722 |
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 | 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 | 2,235,878,661 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,235,878,661 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 15,205,900,000 |
Swap | 36,239,770,357,135 |
OIS | 16,924,026,076,074 |
FRA | 198,909,282,694,160 |
BasisSwap | 354,522,975,910 |
Total | 252,442,808,004,248 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 15,205,900,000 |
Swap | 35,731,633,986,661 |
OIS | 16,565,040,278,048 |
FRA | 198,824,486,880,100 |
BasisSwap | 336,497,901,864 |
Total | 251,472,864,947,208 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 150,954,186,468 | 152,758,762,967 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 617,749,480,593 | 575,158,044,230 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 125,142,242,118 | 145,885,149,253 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 222,899,717,662 | 258,149,995,290 |
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 | 66,873,222,318 | 60,340,189,741 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 148,880,307,368 | 133,457,517,825 |
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 | 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 (total) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 26,280,346,000 |
OIS | 28,381,835,710 |
FRA | 348,726,000,000 |
BasisSwap | 0 |
Total | 403,388,181,710 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 26,280,346,000 |
OIS | 28,292,200,000 |
FRA | 348,726,000,000 |
BasisSwap | 0 |
Total | 403,298,546,000 |
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 | 74,082,122 | 89,635,710 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 74,082,122 | 89,635,710 |
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:
