Figures as of COB April 30, 2024.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 8,635,060,000 |
Swap | 14,669,612,782,894 |
OIS | 3,560,117,043,956 |
FRA | 15,885,653,371,371 |
BasisSwap | 140,362,618,780 |
Total | 34,264,380,877,001 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 8,635,060,000 |
Swap | 14,667,430,361,384 |
OIS | 3,283,474,123,713 |
FRA | 15,885,653,371,371 |
BasisSwap | 140,362,618,780 |
Total | 33,985,555,535,249 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 177,686,724,674 | 181,553,821,064 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 177,686,724,674 | 181,553,821,064 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 46,770,113,755 | 54,715,966,395 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 46,770,113,755 | 54,715,966,395 |
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 | 43,271,923,718 | 40,373,132,784 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 43,271,923,718 | 40,373,132,784 |
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 | 2,182,421,509 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,182,421,509 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 12,529,100,000 |
Swap | 32,018,981,145,183 |
OIS | 13,577,723,942,796 |
FRA | 174,127,490,694,160 |
BasisSwap | 222,659,277,668 |
Total | 219,959,384,160,775 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 12,529,100,000 |
Swap | 31,510,844,774,708 |
OIS | 13,266,635,036,758 |
FRA | 174,042,694,880,100 |
BasisSwap | 204,634,203,622 |
Total | 219,037,337,995,723 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 128,262,746,674 | 128,719,806,025 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 595,058,040,799 | 551,119,087,288 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 110,422,521,054 | 128,373,229,434 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 208,179,996,597 | 240,638,075,472 |
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 | 44,396,945,208 |
OIS | 4,996,168,583 |
FRA | 653,410,000,000 |
BasisSwap | 780,000,000 |
Total | 703,583,113,791 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 44,396,945,208 |
OIS | 4,937,674,000 |
FRA | 653,410,000,000 |
BasisSwap | 780,000,000 |
Total | 703,524,619,208 |
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 | 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: