Figures as of COB April 26, 2024.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,635,060,000 |
Swap | 14,622,874,167,745 |
OIS | 3,564,251,212,970 |
FRA | 15,500,419,457,531 |
BasisSwap | 141,022,618,780 |
Total | 33,837,202,517,027 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,635,060,000 |
Swap | 14,620,682,833,978 |
OIS | 3,287,077,309,708 |
FRA | 15,500,419,457,531 |
BasisSwap | 141,022,618,780 |
Total | 33,557,837,279,998 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 177,486,724,674 | 181,497,826,644 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 177,486,724,674 | 181,497,826,644 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 47,342,037,755 | 55,278,350,542 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 47,342,037,755 | 55,278,350,542 |
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 | 43,282,123,718 | 40,397,726,076 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 43,282,123,718 | 40,397,726,076 |
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 | 2,191,333,766 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,191,333,766 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 12,529,100,000 |
Swap | 31,937,297,135,235 |
OIS | 13,566,414,991,561 |
FRA | 173,474,080,694,160 |
BasisSwap | 221,799,277,668 |
Total | 219,212,121,199,593 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 12,529,100,000 |
Swap | 31,429,160,764,761 |
OIS | 13,255,589,162,758 |
FRA | 173,389,284,880,100 |
BasisSwap | 203,774,203,622 |
Total | 218,290,338,111,776 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 128,062,746,674 | 128,515,223,374 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 594,858,040,799 | 550,914,504,637 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 110,372,521,054 | 128,314,734,851 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 208,129,996,597 | 240,579,580,888 |
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 | 60,048,162,318 | 53,994,174,514 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 142,055,247,368 | 127,111,502,598 |
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 | 12,060,732,000 |
OIS | 28,228,695,304 |
FRA | 0 |
BasisSwap | 3,040,000,000 |
Total | 43,329,427,304 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 12,060,732,000 |
OIS | 27,854,200,000 |
FRA | 0 |
BasisSwap | 3,040,000,000 |
Total | 42,954,932,000 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 300,000,000 | 306,779,834 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 300,000,000 | 306,779,834 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 50,000,000 | 58,381,888 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 50,000,000 | 58,381,888 |
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 | 10,000,000 | 9,333,582 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 10,000,000 | 9,333,582 |
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:
