A member of
Figures as of COB 5th September, 2025.
Notional outstanding (total) by product and currency
Product | EUR |
ZCIS | 9,500,260,000 |
Swap | 19,581,429,281,158 |
OIS | 6,156,907,621,163 |
FRA | 20,144,666,637,751 |
BasisSwap | 295,946,292,128 |
Total | 46,188,450,092,200 |
Notional outstanding (EUR) by product and currency
Product | EUR |
ZCIS | 9,500,260,000 |
Swap | 19,578,467,960,789 |
OIS | 5,898,778,427,487 |
FRA | 20,144,423,231,093 |
BasisSwap | 295,946,292,128 |
Total | 45,927,116,171,497 |
Notional outstanding (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 0 | 0 |
OIS | 163,791,634,794 | 174,431,985,936 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 163,791,634,794 | 174,431,985,936 |
Notional outstanding (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 0 | 0 |
OIS | 45,593,327,943 | 52,538,981,267 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 45,593,327,943 | 52,538,981,267 |
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 | 36,445,777,507 | 31,158,226,474 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 36,445,777,507 | 31,158,226,474 |
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 | 2,676,600,000 | 629,714,151 |
OIS | 0 | 0 |
FRA | 1,034,600,000 | 243,406,658 |
BasisSwap | 0 | 0 |
Total | 3,711,200,000 | 873,120,809 |
Notional outstanding (SEK) by product and currency
Product | SEK | EUR Equivalent |
Swap | 25,650,000,000 | 2,331,606,218 |
OIS | 0 | 0 |
FRA | 0 | 0 |
BasisSwap | 0 | 0 |
Total | 25,650,000,000 | 2,331,606,218 |
Notional value (total) by product and currency
Product | EUR |
ZCIS | 19,031,500,000 |
Swap | 43,777,274,706,699 |
OIS | 23,824,763,920,555 |
FRA | 235,624,090,890,994 |
BasisSwap | 626,577,667,401 |
Total | 303,871,738,686,616 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 19,031,500,000 |
Swap | 43,268,511,362,578 |
OIS | 23,443,463,919,398 |
FRA | 235,539,004,735,660 |
BasisSwap | 608,552,593,354 |
Total | 302,878,564,111,526 |
Notional value (CHF) by product and currency
Product | CHF | EUR Equivalent |
Swap | 354,898,194,125 | 321,827,802,079 |
OIS | 158,266,640,143 | 160,540,642,337 |
FRA | 93,800,000,000 | 84,082,983,493 |
BasisSwap | 18,097,100,000 | 16,488,495,691 |
Total | 625,061,934,268 | 582,939,923,599 |
Notional value (GBP) by product and currency
Product | GBP | EUR Equivalent |
Swap | 96,365,475,169 | 110,524,149,187 |
OIS | 131,664,821,976 | 153,644,640,822 |
FRA | 502,000,000 | 712,830,567 |
BasisSwap | 890,000,000 | 1,027,865,852 |
Total | 229,422,297,520 | 265,909,486,859 |
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 | 74,147,640,951 | 67,113,021,934 |
FRA | 0 | 0 |
BasisSwap | 626,400,000 | 508,712,503 |
Total | 156,154,726,001 | 140,230,350,018 |
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 | 2,677,200,000 | 626,973,646 |
OIS | 0 | 0 |
FRA | 1,237,200,000 | 290,341,274 |
BasisSwap | 0 | 0 |
Total | 3,914,400,000 | 917,314,920 |
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 | 29,186,443,351 |
OIS | 36,668,150,286 |
FRA | 16,500,000,000 |
BasisSwap | 0 |
Total | 82,354,593,637 |
Notional value (EUR) by product and currency
Product | EUR |
ZCIS | 0 |
Swap | 29,186,443,351 |
OIS | 36,668,150,286 |
FRA | 16,500,000,000 |
BasisSwap | 0 |
Total | 82,354,593,637 |
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: