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

Clearing volumes

Figures as of COB 28th October, 2025.

Notional Outstanding

Total

Notional outstanding (total) by product and currency

Product

EUR

ZCIS

10,033,260,000

Swap

20,402,101,221,709

OIS

6,422,342,081,162

FRA

22,185,799,617,300

BasisSwap

323,908,529,336

Total

49,344,184,709,508

EUR

Notional outstanding (EUR) by product and currency

Product

EUR

ZCIS

10,033,260,000

Swap

20,398,230,175,810

OIS

6,166,337,166,408

FRA

22,184,774,956,533

BasisSwap

323,908,529,336

Total

49,083,284,088,087

CHF

Notional outstanding (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

0

0

OIS

160,412,234,794

173,193,948,169

FRA

0

0

BasisSwap

0

0

Total

160,412,234,794

173,193,948,169


GBP

Notional outstanding (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

 0 

0

OIS

  46,308,472,799

52,863,553,424

FRA

0

0

BasisSwap

0

0

 Total

  46,308,472,799

52,863,553,424


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

34,828,841,507

29,947,413,161

FRA

0

0

BasisSwap

0

0

Total

34,828,841,507

29,947,413,161


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

2,348,686,018

OIS

0

0

FRA

0

0

BasisSwap

0

0

Total

25,650,000,000

2,348,686,018


PLN

Notional outstanding (PLN) by product and currency

Product

PLN

EUR Equivalent

Swap

6,451,000,000

1,522,359,882

OIS

0

0

FRA

4,342,000,000

1,024,660,767

BasisSwap

0

0

Total

10,793,000,000

2,547,020,649

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

19,966,700,000

Swap

45,512.523,828,173

OIS

25,288,719,977,034

FRA

243,558,849,506,030

BasisSwap

695,566,667,401

Total

315,075,626,679,604


EUR

Notional value (EUR) by product and currency

Product

EUR

ZCIS

19,966,700,000

Swap

45,002,872,962,939

OIS

24,903,710,637,048

FRA

243,472,596,140,704

BasisSwap

677,541,593,354

Total

314,076,688,034,581

CHF

Notional value (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

354,898,194,125

321,827,802,079

OIS

159,400,640,143

161,760,290,796

FRA

93,800,000,000

84,082,983,493

BasisSwap

18,097,100,000

16,488,495,691

Total

626,195,934,268

584,159,572,059

GBP

Notional value (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

96,365,475,169

110,524,149,187

OIS

133,569,269,835

155,836,543,859

FRA

502,000,000

712,830,567

BasisSwap

890,000,000

1,027,865,852

Total

231,326,745,378268,101,389,897

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

74,495,264,951

67,410,809,265

FRA

0

0

BasisSwap

626,400,000

508,712,503 

Total

156,502,350,001

140,528,137,350

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

6,451,600,000

1,514,494,759

OIS

0

0

FRA

6,189,200,000

1,457,551,266

BasisSwap

0

0

Total

12,640,800,000

2,972,046,024


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

67,182,246,543

OIS

35,144,488,157

FRA

681,948,283,186

BasisSwap

2,834,600,000

Total

787,109,617,886

EUR

Notional value (EUR) by product and currency

Product

EUR

ZCIS

0

Swap

67,151,096,101

OIS

35,044,028,704

FRA

681,212,000,000

BasisSwap

2,834,600,000

Total

786,241,724,805

CHF

Notional value (CHF) by product and currency

Product

CHF

EUR Equivalent

Swap

0

0

OIS

20,000,000

21,593,608

FRA

0

0

BasisSwap

0

0

Total

20,000,000

21,593,608


GBP

Notional value (GBP) by product and currency

Product

GBP

EUR Equivalent

Swap

0

0

OIS

69,086,480

78,865,845

FRA

0

0

BasisSwap

0

0

Total

69,086,480

78,865,845


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

0

0

FRA

0

0

BasisSwap

0

0

Total

0

0


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

132,000,000

31,150,442

OIS

0

0

FRA

3,120,000,000

736,283,186

BasisSwap

0

0

Total

3,252,000,000

767,433,628


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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