Home > Bank of Hawaii > Derivatives
Bank of Hawaii, Derivatives
2023-12-31 | Rank | |
Derivatives | $7,425,207,000 | 64 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $156,940,000 | 42 |
Bank is beneficiary | $0 | 135 |
Interest rate contracts | $7,149,730,000 | 62 |
Notional value of interest rate swaps | $7,135,248,000 | 57 |
Futures and forward contracts | $8,583,000 | 148 |
Written option contracts | $5,899,000 | 208 |
Purchased option contracts | $0 | 175 |
Foreign exchange rate contracts | $745,000 | 116 |
Notional value of exchange swaps | $0 | 76 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $745,000 | 40 |
Spot foreign exchange rate contracts | $745,000 | 34 |
Written option contracts | $0 | 27 |
Purchased option contracts | $0 | 27 |
Contracts on other commodities and equities. | $117,792,000 | 31 |
Notional value of other swaps | $117,792,000 | 24 |
Futures and forward contracts | $0 | 31 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 46 |
2023-09-30 | Rank | |
Derivatives | $6,292,828,000 | 68 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $154,452,000 | 41 |
Bank is beneficiary | $0 | 128 |
Interest rate contracts | $6,033,691,000 | 68 |
Notional value of interest rate swaps | $6,010,551,000 | 64 |
Futures and forward contracts | $11,376,000 | 146 |
Written option contracts | $11,764,000 | 186 |
Purchased option contracts | $0 | 171 |
Foreign exchange rate contracts | $620,000 | 121 |
Notional value of exchange swaps | $0 | 78 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $620,000 | 42 |
Spot foreign exchange rate contracts | $620,000 | 36 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
Contracts on other commodities and equities. | $104,065,000 | 35 |
Notional value of other swaps | $104,065,000 | 28 |
Futures and forward contracts | $0 | 31 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 39 |
2023-06-30 | Rank | |
Derivatives | $4,309,529,000 | 80 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $154,847,000 | 40 |
Bank is beneficiary | $0 | 122 |
Interest rate contracts | $4,046,705,000 | 79 |
Notional value of interest rate swaps | $4,023,821,000 | 74 |
Futures and forward contracts | $11,531,000 | 160 |
Written option contracts | $11,353,000 | 195 |
Purchased option contracts | $0 | 173 |
Foreign exchange rate contracts | $349,000 | 120 |
Notional value of exchange swaps | $0 | 78 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $349,000 | 40 |
Spot foreign exchange rate contracts | $349,000 | 36 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 26 |
Contracts on other commodities and equities. | $107,628,000 | 35 |
Notional value of other swaps | $107,628,000 | 27 |
Futures and forward contracts | $0 | 36 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 42 |
2023-03-31 | Rank | |
Derivatives | $4,051,726,000 | 78 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $152,400,000 | 39 |
Bank is beneficiary | $0 | 80 |
Interest rate contracts | $3,771,785,000 | 78 |
Notional value of interest rate swaps | $3,758,280,000 | 73 |
Futures and forward contracts | $6,757,000 | 176 |
Written option contracts | $6,748,000 | 212 |
Purchased option contracts | $0 | 150 |
Foreign exchange rate contracts | $24,789,000 | 59 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $24,789,000 | 39 |
Spot foreign exchange rate contracts | $210,000 | 37 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $102,752,000 | 30 |
Notional value of other swaps | $102,752,000 | 27 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
2022-12-31 | Rank | |
Derivatives | $3,931,916,000 | 81 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $132,094,000 | 45 |
Bank is beneficiary | $3,090,000 | 72 |
Interest rate contracts | $3,649,982,000 | 81 |
Notional value of interest rate swaps | $3,642,866,000 | 75 |
Futures and forward contracts | $3,256,000 | 198 |
Written option contracts | $3,860,000 | 231 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $52,065,000 | 57 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $52,065,000 | 42 |
Spot foreign exchange rate contracts | $393,000 | 40 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $94,685,000 | 32 |
Notional value of other swaps | $94,685,000 | 29 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 31 |
2022-09-30 | Rank | |
Derivatives | $3,450,718,000 | 89 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $109,954,000 | 46 |
Bank is beneficiary | $3,090,000 | 71 |
Interest rate contracts | $3,159,535,000 | 88 |
Notional value of interest rate swaps | $3,145,600,000 | 80 |
Futures and forward contracts | $6,556,000 | 189 |
Written option contracts | $7,379,000 | 213 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $96,832,000 | 54 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $96,832,000 | 41 |
Spot foreign exchange rate contracts | $35,000 | 45 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $81,307,000 | 32 |
Notional value of other swaps | $81,307,000 | 29 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 27 |
Purchased option contracts | $0 | 30 |
2022-06-30 | Rank | |
Derivatives | $3,415,168,000 | 89 |
Notional amount of credit derivatives | $113,354,000 | 56 |
Bank is guarantor | $110,264,000 | 43 |
Bank is beneficiary | $3,090,000 | 70 |
Interest rate contracts | $3,120,185,000 | 87 |
Notional value of interest rate swaps | $3,096,848,000 | 82 |
Futures and forward contracts | $12,423,000 | 179 |
Written option contracts | $10,914,000 | 211 |
Purchased option contracts | $0 | 133 |
Foreign exchange rate contracts | $91,516,000 | 50 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $91,516,000 | 39 |
Spot foreign exchange rate contracts | $2,516,000 | 38 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $90,113,000 | 31 |
Notional value of other swaps | $90,113,000 | 28 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
2022-03-31 | Rank | |
Derivatives | $3,416,225,000 | 89 |
Notional amount of credit derivatives | $113,458,000 | 55 |
Bank is guarantor | $110,368,000 | 45 |
Bank is beneficiary | $3,090,000 | 70 |
Interest rate contracts | $3,099,579,000 | 89 |
Notional value of interest rate swaps | $3,070,936,000 | 79 |
Futures and forward contracts | $15,448,000 | 183 |
Written option contracts | $13,195,000 | 221 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $100,917,000 | 52 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $100,917,000 | 39 |
Spot foreign exchange rate contracts | $11,097,000 | 36 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 28 |
Contracts on other commodities and equities. | $102,271,000 | 31 |
Notional value of other swaps | $102,271,000 | 28 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
2021-12-31 | Rank | |
Derivatives | $3,113,712,000 | 95 |
Notional amount of credit derivatives | $6,203,000 | 95 |
Bank is guarantor | $4,945,000 | 87 |
Bank is beneficiary | $1,258,000 | 73 |
Interest rate contracts | $2,905,023,000 | 93 |
Notional value of interest rate swaps | $2,800,643,000 | 86 |
Futures and forward contracts | $58,523,000 | 112 |
Written option contracts | $45,857,000 | 139 |
Purchased option contracts | $0 | 140 |
Foreign exchange rate contracts | $102,549,000 | 52 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $102,549,000 | 39 |
Spot foreign exchange rate contracts | $6,842,000 | 33 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $99,937,000 | 33 |
Notional value of other swaps | $99,937,000 | 28 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 34 |
2021-09-30 | Rank | |
Derivatives | $3,197,946,000 | 96 |
Notional amount of credit derivatives | $7,625,000 | 98 |
Bank is guarantor | $5,931,000 | 88 |
Bank is beneficiary | $1,694,000 | 74 |
Interest rate contracts | $2,990,128,000 | 96 |
Notional value of interest rate swaps | $2,880,971,000 | 87 |
Futures and forward contracts | $60,163,000 | 128 |
Written option contracts | $48,994,000 | 176 |
Purchased option contracts | $0 | 144 |
Foreign exchange rate contracts | $97,172,000 | 53 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $97,172,000 | 40 |
Spot foreign exchange rate contracts | $7,787,000 | 36 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $103,021,000 | 32 |
Notional value of other swaps | $103,021,000 | 28 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 35 |
2021-06-30 | Rank | |
Derivatives | $3,114,248,000 | 97 |
Notional amount of credit derivatives | $9,336,000 | 96 |
Bank is guarantor | $7,437,000 | 88 |
Bank is beneficiary | $1,899,000 | 72 |
Interest rate contracts | $2,900,633,000 | 97 |
Notional value of interest rate swaps | $2,739,597,000 | 88 |
Futures and forward contracts | $97,020,000 | 114 |
Written option contracts | $64,016,000 | 155 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $96,138,000 | 53 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $96,138,000 | 41 |
Spot foreign exchange rate contracts | $8,225,000 | 37 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $108,141,000 | 32 |
Notional value of other swaps | $108,141,000 | 28 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2021-03-31 | Rank | |
Derivatives | $3,136,670,000 | 98 |
Notional amount of credit derivatives | $5,953,000 | 101 |
Bank is guarantor | $3,833,000 | 98 |
Bank is beneficiary | $2,120,000 | 73 |
Interest rate contracts | $2,943,872,000 | 97 |
Notional value of interest rate swaps | $2,740,772,000 | 88 |
Futures and forward contracts | $102,778,000 | 127 |
Written option contracts | $100,322,000 | 139 |
Purchased option contracts | $0 | 144 |
Foreign exchange rate contracts | $88,919,000 | 53 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $88,919,000 | 40 |
Spot foreign exchange rate contracts | $8,072,000 | 37 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $97,926,000 | 33 |
Notional value of other swaps | $97,926,000 | 29 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 38 |
2020-12-31 | Rank | |
Derivatives | $3,189,586,000 | 101 |
Notional amount of credit derivatives | $10,641,000 | 92 |
Bank is guarantor | $8,204,000 | 84 |
Bank is beneficiary | $2,437,000 | 75 |
Interest rate contracts | $2,987,195,000 | 101 |
Notional value of interest rate swaps | $2,725,555,000 | 89 |
Futures and forward contracts | $158,759,000 | 105 |
Written option contracts | $102,881,000 | 144 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $90,587,000 | 54 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $90,587,000 | 39 |
Spot foreign exchange rate contracts | $6,527,000 | 34 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $101,163,000 | 34 |
Notional value of other swaps | $101,163,000 | 29 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2020-09-30 | Rank | |
Derivatives | $2,879,756,000 | 106 |
Notional amount of credit derivatives | $11,246,000 | 91 |
Bank is guarantor | $8,578,000 | 83 |
Bank is beneficiary | $2,668,000 | 74 |
Interest rate contracts | $2,677,851,000 | 103 |
Notional value of interest rate swaps | $2,551,464,000 | 89 |
Futures and forward contracts | $62,492,000 | 175 |
Written option contracts | $63,895,000 | 191 |
Purchased option contracts | $0 | 140 |
Foreign exchange rate contracts | $98,173,000 | 53 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $98,173,000 | 39 |
Spot foreign exchange rate contracts | $12,957,000 | 33 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $92,486,000 | 34 |
Notional value of other swaps | $92,486,000 | 29 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2020-06-30 | Rank | |
Derivatives | $2,567,956,000 | 109 |
Notional amount of credit derivatives | $11,983,000 | 85 |
Bank is guarantor | $9,098,000 | 78 |
Bank is beneficiary | $2,885,000 | 71 |
Interest rate contracts | $2,376,587,000 | 109 |
Notional value of interest rate swaps | $2,264,657,000 | 97 |
Futures and forward contracts | $62,039,000 | 174 |
Written option contracts | $49,891,000 | 215 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $90,045,000 | 53 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $90,045,000 | 43 |
Spot foreign exchange rate contracts | $11,277,000 | 33 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 28 |
Contracts on other commodities and equities. | $89,341,000 | 34 |
Notional value of other swaps | $89,341,000 | 29 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 38 |
2020-03-31 | Rank | |
Derivatives | $2,399,457,000 | 112 |
Notional amount of credit derivatives | $7,980,000 | 87 |
Bank is guarantor | $5,636,000 | 79 |
Bank is beneficiary | $2,344,000 | 71 |
Interest rate contracts | $2,228,748,000 | 113 |
Notional value of interest rate swaps | $2,070,454,000 | 97 |
Futures and forward contracts | $75,861,000 | 160 |
Written option contracts | $82,433,000 | 169 |
Purchased option contracts | $0 | 135 |
Foreign exchange rate contracts | $88,211,000 | 52 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $88,211,000 | 41 |
Spot foreign exchange rate contracts | $11,531,000 | 30 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $74,518,000 | 36 |
Notional value of other swaps | $74,518,000 | 28 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 37 |
2019-12-31 | Rank | |
Derivatives | $1,910,686,000 | 111 |
Notional amount of credit derivatives | $2,096,000 | 91 |
Bank is guarantor | $488,000 | 86 |
Bank is beneficiary | $1,608,000 | 66 |
Interest rate contracts | $1,736,189,000 | 113 |
Notional value of interest rate swaps | $1,604,777,000 | 102 |
Futures and forward contracts | $82,735,000 | 106 |
Written option contracts | $48,677,000 | 132 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $85,498,000 | 52 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $85,498,000 | 40 |
Spot foreign exchange rate contracts | $10,216,000 | 34 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $86,903,000 | 36 |
Notional value of other swaps | $86,903,000 | 28 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2019-09-30 | Rank | |
Derivatives | $1,922,770,000 | 111 |
Notional amount of credit derivatives | $2,385,000 | 86 |
Bank is guarantor | $455,000 | 82 |
Bank is beneficiary | $1,930,000 | 66 |
Interest rate contracts | $1,768,148,000 | 111 |
Notional value of interest rate swaps | $1,526,631,000 | 105 |
Futures and forward contracts | $130,815,000 | 104 |
Written option contracts | $110,702,000 | 117 |
Purchased option contracts | $0 | 123 |
Foreign exchange rate contracts | $72,683,000 | 54 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $72,683,000 | 41 |
Spot foreign exchange rate contracts | $6,922,000 | 36 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $79,554,000 | 35 |
Notional value of other swaps | $79,554,000 | 27 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 37 |
2019-06-30 | Rank | |
Derivatives | $1,686,257,000 | 115 |
Notional amount of credit derivatives | $2,310,000 | 84 |
Bank is guarantor | $607,000 | 83 |
Bank is beneficiary | $1,703,000 | 63 |
Interest rate contracts | $1,548,017,000 | 114 |
Notional value of interest rate swaps | $1,373,730,000 | 108 |
Futures and forward contracts | $89,636,000 | 117 |
Written option contracts | $84,651,000 | 131 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $55,317,000 | 58 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $55,317,000 | 44 |
Spot foreign exchange rate contracts | $6,577,000 | 37 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $80,613,000 | 33 |
Notional value of other swaps | $80,613,000 | 27 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 34 |
2019-03-31 | Rank | |
Derivatives | $1,332,452,000 | 123 |
Notional amount of credit derivatives | $2,306,000 | 84 |
Bank is guarantor | $1,221,000 | 80 |
Bank is beneficiary | $1,085,000 | 62 |
Interest rate contracts | $1,197,704,000 | 123 |
Notional value of interest rate swaps | $1,100,510,000 | 116 |
Futures and forward contracts | $51,318,000 | 122 |
Written option contracts | $45,876,000 | 144 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $59,893,000 | 58 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $59,893,000 | 45 |
Spot foreign exchange rate contracts | $9,696,000 | 37 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $72,549,000 | 33 |
Notional value of other swaps | $72,549,000 | 26 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 36 |
2018-12-31 | Rank | |
Derivatives | $1,196,795,000 | 124 |
Notional amount of credit derivatives | $2,544,000 | 83 |
Bank is guarantor | $1,787,000 | 77 |
Bank is beneficiary | $757,000 | 63 |
Interest rate contracts | $1,077,303,000 | 126 |
Notional value of interest rate swaps | $1,010,068,000 | 115 |
Futures and forward contracts | $34,102,000 | 127 |
Written option contracts | $33,133,000 | 145 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $55,663,000 | 59 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $55,663,000 | 44 |
Spot foreign exchange rate contracts | $7,837,000 | 34 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $61,285,000 | 34 |
Notional value of other swaps | $61,285,000 | 26 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 35 |
2018-09-30 | Rank | |
Derivatives | $1,132,320,000 | 121 |
Notional amount of credit derivatives | $2,962,000 | 83 |
Bank is guarantor | $2,962,000 | 74 |
Bank is beneficiary | $0 | 61 |
Interest rate contracts | $1,004,260,000 | 128 |
Notional value of interest rate swaps | $944,560,000 | 113 |
Futures and forward contracts | $34,134,000 | 141 |
Written option contracts | $25,566,000 | 187 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $55,382,000 | 58 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $55,382,000 | 44 |
Spot foreign exchange rate contracts | $7,284,000 | 38 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $69,716,000 | 35 |
Notional value of other swaps | $69,716,000 | 26 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 36 |
2018-06-30 | Rank | |
Derivatives | $1,022,796,000 | 129 |
Notional amount of credit derivatives | $3,307,000 | 79 |
Bank is guarantor | $2,713,000 | 72 |
Bank is beneficiary | $594,000 | 59 |
Interest rate contracts | $971,184,000 | 130 |
Notional value of interest rate swaps | $906,550,000 | 116 |
Futures and forward contracts | $33,336,000 | 160 |
Written option contracts | $31,298,000 | 185 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $48,305,000 | 59 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $48,305,000 | 43 |
Spot foreign exchange rate contracts | $8,419,000 | 36 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 32 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2018-03-31 | Rank | |
Derivatives | $916,522,000 | 133 |
Notional amount of credit derivatives | $2,937,000 | 75 |
Bank is guarantor | $2,389,000 | 68 |
Bank is beneficiary | $548,000 | 57 |
Interest rate contracts | $855,708,000 | 131 |
Notional value of interest rate swaps | $756,884,000 | 123 |
Futures and forward contracts | $56,181,000 | 122 |
Written option contracts | $42,643,000 | 149 |
Purchased option contracts | $0 | 129 |
Foreign exchange rate contracts | $57,877,000 | 62 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $57,877,000 | 58 |
Spot foreign exchange rate contracts | $10,469,000 | 41 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 31 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2017-12-31 | Rank | |
Derivatives | $886,054,000 | 126 |
Notional amount of credit derivatives | $1,817,000 | 74 |
Bank is guarantor | $1,407,000 | 66 |
Bank is beneficiary | $410,000 | 57 |
Interest rate contracts | $829,905,000 | 126 |
Notional value of interest rate swaps | $749,340,000 | 124 |
Futures and forward contracts | $45,143,000 | 126 |
Written option contracts | $35,422,000 | 145 |
Purchased option contracts | $0 | 124 |
Foreign exchange rate contracts | $54,332,000 | 59 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $54,332,000 | 54 |
Spot foreign exchange rate contracts | $8,732,000 | 44 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 30 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 38 |
2017-09-30 | Rank | |
Derivatives | $915,897,000 | 124 |
Notional amount of credit derivatives | $0 | 77 |
Bank is guarantor | $0 | 71 |
Bank is beneficiary | $0 | 57 |
Interest rate contracts | $859,767,000 | 123 |
Notional value of interest rate swaps | $758,454,000 | 120 |
Futures and forward contracts | $51,263,000 | 135 |
Written option contracts | $50,050,000 | 145 |
Purchased option contracts | $0 | 124 |
Foreign exchange rate contracts | $56,130,000 | 59 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $56,130,000 | 55 |
Spot foreign exchange rate contracts | $7,342,000 | 41 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 29 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2017-06-30 | Rank | |
Derivatives | $920,327,000 | 123 |
Notional amount of credit derivatives | $0 | 76 |
Bank is guarantor | $0 | 69 |
Bank is beneficiary | $0 | 54 |
Interest rate contracts | $878,156,000 | 120 |
Notional value of interest rate swaps | $766,277,000 | 117 |
Futures and forward contracts | $59,169,000 | 136 |
Written option contracts | $52,710,000 | 148 |
Purchased option contracts | $0 | 129 |
Foreign exchange rate contracts | $42,171,000 | 63 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $42,171,000 | 58 |
Spot foreign exchange rate contracts | $10,882,000 | 41 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 29 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2017-03-31 | Rank | |
Derivatives | $876,663,000 | 123 |
Notional amount of credit derivatives | $0 | 72 |
Bank is guarantor | $0 | 64 |
Bank is beneficiary | $0 | 55 |
Interest rate contracts | $829,923,000 | 119 |
Notional value of interest rate swaps | $718,239,000 | 112 |
Futures and forward contracts | $60,427,000 | 122 |
Written option contracts | $51,257,000 | 137 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $46,740,000 | 63 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $46,740,000 | 57 |
Spot foreign exchange rate contracts | $12,834,000 | 38 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 29 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 41 |
Purchased option contracts | $0 | 40 |
2016-12-31 | Rank | |
Derivatives | $914,861,000 | 115 |
Notional amount of credit derivatives | $0 | 71 |
Bank is guarantor | $0 | 63 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $876,689,000 | 112 |
Notional value of interest rate swaps | $716,504,000 | 107 |
Futures and forward contracts | $104,962,000 | 99 |
Written option contracts | $55,223,000 | 132 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $38,172,000 | 62 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $38,172,000 | 57 |
Spot foreign exchange rate contracts | $5,142,000 | 46 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 62 |
Notional value of other swaps | $0 | 30 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 45 |
Purchased option contracts | $0 | 44 |
2016-09-30 | Rank | |
Derivatives | $905,400,000 | 122 |
Notional amount of credit derivatives | $0 | 68 |
Bank is guarantor | $0 | 60 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $857,781,000 | 120 |
Notional value of interest rate swaps | $678,478,000 | 108 |
Futures and forward contracts | $114,302,000 | 119 |
Written option contracts | $65,001,000 | 159 |
Purchased option contracts | $0 | 159 |
Foreign exchange rate contracts | $47,619,000 | 60 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $47,619,000 | 55 |
Spot foreign exchange rate contracts | $13,738,000 | 37 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 66 |
Notional value of other swaps | $0 | 31 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 49 |
Purchased option contracts | $0 | 44 |
2016-06-30 | Rank | |
Derivatives | $840,237,000 | 128 |
Notional amount of credit derivatives | $0 | 71 |
Bank is guarantor | $0 | 61 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $801,125,000 | 125 |
Notional value of interest rate swaps | $577,877,000 | 111 |
Futures and forward contracts | $152,975,000 | 92 |
Written option contracts | $70,273,000 | 152 |
Purchased option contracts | $0 | 174 |
Foreign exchange rate contracts | $39,112,000 | 61 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $39,112,000 | 58 |
Spot foreign exchange rate contracts | $11,542,000 | 41 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 69 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 50 |
Purchased option contracts | $0 | 45 |
2016-03-31 | Rank | |
Derivatives | $492,284,000 | 163 |
Notional amount of credit derivatives | $0 | 66 |
Bank is guarantor | $0 | 56 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $458,288,000 | 162 |
Notional value of interest rate swaps | $430,206,000 | 126 |
Futures and forward contracts | $20,118,000 | 240 |
Written option contracts | $7,964,000 | 384 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $33,996,000 | 62 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $33,996,000 | 60 |
Spot foreign exchange rate contracts | $8,788,000 | 43 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 73 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 51 |
Purchased option contracts | $0 | 45 |
2015-12-31 | Rank | |
Derivatives | $460,349,000 | 156 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 55 |
Bank is beneficiary | $0 | 48 |
Interest rate contracts | $417,572,000 | 157 |
Notional value of interest rate swaps | $407,335,000 | 124 |
Futures and forward contracts | $5,862,000 | 361 |
Written option contracts | $4,375,000 | 426 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $42,777,000 | 61 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $42,777,000 | 59 |
Spot foreign exchange rate contracts | $8,632,000 | 39 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 72 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 50 |
Purchased option contracts | $0 | 45 |
2015-09-30 | Rank | |
Derivatives | $462,242,000 | 159 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 54 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $420,362,000 | 162 |
Notional value of interest rate swaps | $405,636,000 | 122 |
Futures and forward contracts | $6,806,000 | 364 |
Written option contracts | $7,920,000 | 374 |
Purchased option contracts | $0 | 175 |
Foreign exchange rate contracts | $41,880,000 | 61 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $41,880,000 | 59 |
Spot foreign exchange rate contracts | $7,257,000 | 40 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 72 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 52 |
Purchased option contracts | $0 | 44 |
2015-06-30 | Rank | |
Derivatives | $447,175,000 | 169 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 53 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $423,156,000 | 164 |
Notional value of interest rate swaps | $0 | 530 |
Futures and forward contracts | $20,086,000 | 239 |
Written option contracts | $7,442,000 | 395 |
Purchased option contracts | $395,628,000 | 31 |
Foreign exchange rate contracts | $24,019,000 | 70 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $24,019,000 | 67 |
Spot foreign exchange rate contracts | $4,423,000 | 49 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 77 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 57 |
Purchased option contracts | $0 | 42 |
2015-03-31 | Rank | |
Derivatives | $360,343,000 | 180 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 52 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $360,199,000 | 172 |
Notional value of interest rate swaps | $351,455,000 | 124 |
Futures and forward contracts | $3,777,000 | 470 |
Written option contracts | $4,967,000 | 462 |
Purchased option contracts | $0 | 170 |
Foreign exchange rate contracts | $144,000 | 113 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $144,000 | 108 |
Spot foreign exchange rate contracts | $3,000 | 81 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 34 |
Contracts on other commodities and equities. | $0 | 80 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 61 |
Purchased option contracts | $0 | 45 |
2014-12-31 | Rank | |
Derivatives | $418,564,000 | 149 |
Notional amount of credit derivatives | $0 | 63 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $374,324,000 | 153 |
Notional value of interest rate swaps | $366,566,000 | 122 |
Futures and forward contracts | $5,404,000 | 339 |
Written option contracts | $2,354,000 | 485 |
Purchased option contracts | $0 | 171 |
Foreign exchange rate contracts | $44,240,000 | 66 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $44,240,000 | 63 |
Spot foreign exchange rate contracts | $14,594,000 | 35 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 34 |
Contracts on other commodities and equities. | $0 | 80 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 22 |
Written option contracts | $0 | 61 |
Purchased option contracts | $0 | 46 |
2014-09-30 | Rank | |
Derivatives | $416,740,000 | 143 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $376,697,000 | 147 |
Notional value of interest rate swaps | $373,286,000 | 121 |
Futures and forward contracts | $2,011,000 | 498 |
Written option contracts | $1,400,000 | 593 |
Purchased option contracts | $0 | 169 |
Foreign exchange rate contracts | $40,043,000 | 63 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $40,043,000 | 60 |
Spot foreign exchange rate contracts | $427,000 | 60 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 34 |
Contracts on other commodities and equities. | $0 | 88 |
Notional value of other swaps | $0 | 32 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 68 |
Purchased option contracts | $0 | 51 |
2014-06-30 | Rank | |
Derivatives | $426,643,000 | 149 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 49 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $397,505,000 | 147 |
Notional value of interest rate swaps | $391,751,000 | 114 |
Futures and forward contracts | $3,673,000 | 428 |
Written option contracts | $2,081,000 | 545 |
Purchased option contracts | $0 | 174 |
Foreign exchange rate contracts | $29,138,000 | 66 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $29,138,000 | 62 |
Spot foreign exchange rate contracts | $4,839,000 | 45 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 92 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 23 |
Written option contracts | $0 | 72 |
Purchased option contracts | $0 | 51 |
2014-03-31 | Rank | |
Derivatives | $451,619,000 | 131 |
Notional amount of credit derivatives | $0 | 62 |
Bank is guarantor | $0 | 47 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $421,660,000 | 130 |
Notional value of interest rate swaps | $398,473,000 | 110 |
Futures and forward contracts | $10,425,000 | 248 |
Written option contracts | $12,762,000 | 252 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $29,959,000 | 68 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $29,959,000 | 63 |
Spot foreign exchange rate contracts | $4,923,000 | 46 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 94 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 25 |
Written option contracts | $0 | 73 |
Purchased option contracts | $0 | 50 |
2013-12-31 | Rank | |
Derivatives | $500,599,000 | 124 |
Notional amount of credit derivatives | $0 | 59 |
Bank is guarantor | $0 | 44 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $466,700,000 | 116 |
Notional value of interest rate swaps | $405,676,000 | 106 |
Futures and forward contracts | $30,798,000 | 128 |
Written option contracts | $30,226,000 | 139 |
Purchased option contracts | $0 | 164 |
Foreign exchange rate contracts | $33,899,000 | 63 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $33,899,000 | 60 |
Spot foreign exchange rate contracts | $11,485,000 | 39 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 90 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 25 |
Written option contracts | $0 | 70 |
Purchased option contracts | $0 | 50 |
2013-09-30 | Rank | |
Derivatives | $571,114,000 | 117 |
Notional amount of credit derivatives | $0 | 58 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $541,970,000 | 114 |
Notional value of interest rate swaps | $421,630,000 | 107 |
Futures and forward contracts | $62,628,000 | 109 |
Written option contracts | $57,712,000 | 115 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $29,144,000 | 67 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $29,144,000 | 61 |
Spot foreign exchange rate contracts | $3,568,000 | 45 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 95 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 72 |
Purchased option contracts | $0 | 49 |
2013-06-30 | Rank | |
Derivatives | $707,008,000 | 117 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $691,971,000 | 110 |
Notional value of interest rate swaps | $437,201,000 | 102 |
Futures and forward contracts | $130,900,000 | 97 |
Written option contracts | $123,870,000 | 96 |
Purchased option contracts | $0 | 152 |
Foreign exchange rate contracts | $15,037,000 | 76 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $15,037,000 | 71 |
Spot foreign exchange rate contracts | $2,645,000 | 49 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 97 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 26 |
Written option contracts | $0 | 75 |
Purchased option contracts | $0 | 52 |
2013-03-31 | Rank | |
Derivatives | $833,981,000 | 110 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $808,252,000 | 105 |
Notional value of interest rate swaps | $467,373,000 | 99 |
Futures and forward contracts | $154,956,000 | 87 |
Written option contracts | $185,923,000 | 72 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $25,729,000 | 71 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $25,729,000 | 65 |
Spot foreign exchange rate contracts | $8,108,000 | 42 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 101 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 78 |
Purchased option contracts | $0 | 56 |
2012-12-31 | Rank | |
Derivatives | $941,886,000 | 104 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $911,357,000 | 98 |
Notional value of interest rate swaps | $473,605,000 | 98 |
Futures and forward contracts | $194,658,000 | 84 |
Written option contracts | $243,094,000 | 64 |
Purchased option contracts | $0 | 156 |
Foreign exchange rate contracts | $30,529,000 | 64 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $30,529,000 | 58 |
Spot foreign exchange rate contracts | $778,000 | 51 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 98 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 76 |
Purchased option contracts | $0 | 55 |
2012-09-30 | Rank | |
Derivatives | $1,009,119,000 | 103 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $971,871,000 | 96 |
Notional value of interest rate swaps | $499,869,000 | 97 |
Futures and forward contracts | $218,654,000 | 81 |
Written option contracts | $253,348,000 | 63 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $37,248,000 | 64 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $37,248,000 | 60 |
Spot foreign exchange rate contracts | $9,985,000 | 40 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 35 |
Contracts on other commodities and equities. | $0 | 106 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 22 |
Written option contracts | $0 | 80 |
Purchased option contracts | $0 | 58 |
2012-06-30 | Rank | |
Derivatives | $918,082,000 | 107 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 34 |
Interest rate contracts | $881,392,000 | 99 |
Notional value of interest rate swaps | $506,079,000 | 96 |
Futures and forward contracts | $176,993,000 | 89 |
Written option contracts | $198,320,000 | 73 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $36,690,000 | 64 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $36,690,000 | 59 |
Spot foreign exchange rate contracts | $10,881,000 | 40 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 35 |
Contracts on other commodities and equities. | $0 | 100 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 74 |
Purchased option contracts | $0 | 57 |
2012-03-31 | Rank | |
Derivatives | $696,453,000 | 116 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $659,689,000 | 105 |
Notional value of interest rate swaps | $512,282,000 | 93 |
Futures and forward contracts | $66,303,000 | 126 |
Written option contracts | $81,104,000 | 109 |
Purchased option contracts | $0 | 154 |
Foreign exchange rate contracts | $36,764,000 | 62 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $36,764,000 | 59 |
Spot foreign exchange rate contracts | $10,373,000 | 38 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 105 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 23 |
Written option contracts | $0 | 77 |
Purchased option contracts | $0 | 60 |
2011-12-31 | Rank | |
Derivatives | $680,743,000 | 99 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $643,713,000 | 96 |
Notional value of interest rate swaps | $518,435,000 | 86 |
Futures and forward contracts | $62,819,000 | 101 |
Written option contracts | $62,459,000 | 104 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $37,030,000 | 61 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $37,030,000 | 57 |
Spot foreign exchange rate contracts | $2,460,000 | 47 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 95 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 72 |
Purchased option contracts | $0 | 59 |
2011-09-30 | Rank | |
Derivatives | $823,693,000 | 96 |
Notional amount of credit derivatives | $0 | 46 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $795,014,000 | 90 |
Notional value of interest rate swaps | $524,536,000 | 83 |
Futures and forward contracts | $123,831,000 | 79 |
Written option contracts | $146,647,000 | 70 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $28,679,000 | 64 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $28,679,000 | 61 |
Spot foreign exchange rate contracts | $6,182,000 | 46 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 102 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 77 |
Purchased option contracts | $0 | 61 |
2011-06-30 | Rank | |
Derivatives | $658,414,000 | 96 |
Notional amount of credit derivatives | $0 | 45 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $632,252,000 | 92 |
Notional value of interest rate swaps | $549,299,000 | 83 |
Futures and forward contracts | $41,188,000 | 101 |
Written option contracts | $41,765,000 | 101 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $26,162,000 | 64 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $26,162,000 | 59 |
Spot foreign exchange rate contracts | $10,356,000 | 42 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 104 |
Notional value of other swaps | $0 | 39 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 77 |
Purchased option contracts | $0 | 63 |
2011-03-31 | Rank | |
Derivatives | $593,389,000 | 100 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $548,202,000 | 94 |
Notional value of interest rate swaps | $493,205,000 | 88 |
Futures and forward contracts | $25,769,000 | 118 |
Written option contracts | $29,228,000 | 116 |
Purchased option contracts | $0 | 139 |
Foreign exchange rate contracts | $45,187,000 | 59 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $45,187,000 | 53 |
Spot foreign exchange rate contracts | $23,131,000 | 36 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 108 |
Notional value of other swaps | $0 | 43 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 81 |
Purchased option contracts | $0 | 65 |
2010-12-31 | Rank | |
Derivatives | $535,921,000 | 105 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $475,129,000 | 105 |
Notional value of interest rate swaps | $247,816,000 | 112 |
Futures and forward contracts | $109,578,000 | 76 |
Written option contracts | $117,735,000 | 59 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $60,792,000 | 55 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $60,792,000 | 48 |
Spot foreign exchange rate contracts | $2,306,000 | 46 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 106 |
Notional value of other swaps | $0 | 42 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 79 |
Purchased option contracts | $0 | 65 |
2010-09-30 | Rank | |
Derivatives | $756,006,000 | 96 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $706,087,000 | 89 |
Notional value of interest rate swaps | $245,901,000 | 109 |
Futures and forward contracts | $210,194,000 | 64 |
Written option contracts | $249,992,000 | 45 |
Purchased option contracts | $0 | 135 |
Foreign exchange rate contracts | $49,919,000 | 56 |
Notional value of exchange swaps | $0 | 36 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $49,919,000 | 49 |
Spot foreign exchange rate contracts | $21,585,000 | 32 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 114 |
Notional value of other swaps | $0 | 46 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 86 |
Purchased option contracts | $0 | 63 |
2010-06-30 | Rank | |
Derivatives | $511,237,000 | 99 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $482,616,000 | 96 |
Notional value of interest rate swaps | $254,611,000 | 106 |
Futures and forward contracts | $97,007,000 | 75 |
Written option contracts | $130,998,000 | 55 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $28,621,000 | 58 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $28,621,000 | 52 |
Spot foreign exchange rate contracts | $4,669,000 | 43 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 117 |
Notional value of other swaps | $0 | 49 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 87 |
Purchased option contracts | $0 | 63 |
2010-03-31 | Rank | |
Derivatives | $387,654,000 | 122 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $352,377,000 | 119 |
Notional value of interest rate swaps | $260,511,000 | 115 |
Futures and forward contracts | $42,885,000 | 91 |
Written option contracts | $48,981,000 | 90 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $35,277,000 | 55 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $35,277,000 | 49 |
Spot foreign exchange rate contracts | $6,625,000 | 39 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 122 |
Notional value of other swaps | $0 | 53 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 91 |
Purchased option contracts | $0 | 66 |
2009-12-31 | Rank | |
Derivatives | $404,035,000 | 115 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $373,117,000 | 112 |
Notional value of interest rate swaps | $249,832,000 | 119 |
Futures and forward contracts | $58,895,000 | 82 |
Written option contracts | $64,390,000 | 75 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $30,918,000 | 52 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $30,918,000 | 50 |
Spot foreign exchange rate contracts | $4,357,000 | 41 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 118 |
Notional value of other swaps | $0 | 53 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 90 |
Purchased option contracts | $0 | 65 |
2009-09-30 | Rank | |
Derivatives | $453,829,000 | 111 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $409,576,000 | 108 |
Notional value of interest rate swaps | $242,600,000 | 118 |
Futures and forward contracts | $79,418,000 | 70 |
Written option contracts | $87,558,000 | 65 |
Purchased option contracts | $0 | 147 |
Foreign exchange rate contracts | $44,253,000 | 50 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $44,253,000 | 47 |
Spot foreign exchange rate contracts | $10,089,000 | 37 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 130 |
Notional value of other swaps | $0 | 58 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 98 |
Purchased option contracts | $0 | 67 |
2009-06-30 | Rank | |
Derivatives | $523,524,000 | 105 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $479,763,000 | 106 |
Notional value of interest rate swaps | $292,291,000 | 115 |
Futures and forward contracts | $97,685,000 | 80 |
Written option contracts | $89,787,000 | 73 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $43,761,000 | 52 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $43,761,000 | 50 |
Spot foreign exchange rate contracts | $12,455,000 | 39 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 135 |
Notional value of other swaps | $0 | 65 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 100 |
Purchased option contracts | $0 | 75 |
2009-03-31 | Rank | |
Derivatives | $590,232,000 | 106 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 38 |
Interest rate contracts | $528,621,000 | 105 |
Notional value of interest rate swaps | $277,958,000 | 118 |
Futures and forward contracts | $119,141,000 | 77 |
Written option contracts | $131,522,000 | 67 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $61,611,000 | 45 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $61,611,000 | 44 |
Spot foreign exchange rate contracts | $11,597,000 | 38 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 135 |
Notional value of other swaps | $0 | 62 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 104 |
Purchased option contracts | $0 | 79 |
2008-12-31 | Rank | |
Derivatives | $1,121,707,000 | 79 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 40 |
Interest rate contracts | $1,065,456,000 | 76 |
Notional value of interest rate swaps | $528,697,000 | 80 |
Futures and forward contracts | $254,743,000 | 41 |
Written option contracts | $282,016,000 | 41 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $56,251,000 | 46 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $56,251,000 | 43 |
Spot foreign exchange rate contracts | $1,268,000 | 50 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 134 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 102 |
Purchased option contracts | $0 | 76 |
2008-09-30 | Rank | |
Derivatives | $385,791,000 | 119 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $325,026,000 | 119 |
Notional value of interest rate swaps | $227,989,000 | 117 |
Futures and forward contracts | $51,344,000 | 72 |
Written option contracts | $45,693,000 | 78 |
Purchased option contracts | $0 | 153 |
Foreign exchange rate contracts | $60,765,000 | 46 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $60,765,000 | 44 |
Spot foreign exchange rate contracts | $8,180,000 | 41 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 149 |
Notional value of other swaps | $0 | 73 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 112 |
Purchased option contracts | $0 | 82 |
2008-06-30 | Rank | |
Derivatives | $319,419,000 | 127 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $217,030,000 | 138 |
Notional value of interest rate swaps | $173,615,000 | 126 |
Futures and forward contracts | $22,437,000 | 95 |
Written option contracts | $20,978,000 | 118 |
Purchased option contracts | $0 | 152 |
Foreign exchange rate contracts | $102,389,000 | 44 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $102,389,000 | 42 |
Spot foreign exchange rate contracts | $21,382,000 | 34 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 156 |
Notional value of other swaps | $0 | 75 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 114 |
Purchased option contracts | $0 | 87 |
2008-03-31 | Rank | |
Derivatives | $433,115,000 | 113 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $269,070,000 | 125 |
Notional value of interest rate swaps | $151,615,000 | 125 |
Futures and forward contracts | $59,771,000 | 67 |
Written option contracts | $57,684,000 | 79 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $164,045,000 | 41 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $164,045,000 | 39 |
Spot foreign exchange rate contracts | $40,952,000 | 31 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 157 |
Notional value of other swaps | $0 | 76 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 113 |
Purchased option contracts | $0 | 83 |
2007-12-31 | Rank | |
Derivatives | $308,240,000 | 122 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $202,051,000 | 139 |
Notional value of interest rate swaps | $150,715,000 | 123 |
Futures and forward contracts | $27,197,000 | 86 |
Written option contracts | $24,139,000 | 100 |
Purchased option contracts | $0 | 169 |
Foreign exchange rate contracts | $106,189,000 | 44 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $106,189,000 | 42 |
Spot foreign exchange rate contracts | $12,503,000 | 38 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 157 |
Notional value of other swaps | $0 | 79 |
Futures and forward contracts | $0 | 22 |
Written option contracts | $0 | 111 |
Purchased option contracts | $0 | 82 |
2007-09-30 | Rank | |
Derivatives | $266,146,000 | 126 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 35 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $169,838,000 | 150 |
Notional value of interest rate swaps | $110,715,000 | 130 |
Futures and forward contracts | $30,470,000 | 83 |
Written option contracts | $28,653,000 | 102 |
Purchased option contracts | $0 | 177 |
Foreign exchange rate contracts | $96,308,000 | 44 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $96,308,000 | 42 |
Spot foreign exchange rate contracts | $12,016,000 | 36 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 170 |
Notional value of other swaps | $0 | 83 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 124 |
Purchased option contracts | $0 | 86 |
2007-06-30 | Rank | |
Derivatives | $198,081,000 | 159 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $89,941,000 | 213 |
Notional value of interest rate swaps | $48,215,000 | 193 |
Futures and forward contracts | $25,310,000 | 104 |
Written option contracts | $16,416,000 | 148 |
Purchased option contracts | $0 | 190 |
Foreign exchange rate contracts | $108,140,000 | 43 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $108,140,000 | 41 |
Spot foreign exchange rate contracts | $16,624,000 | 36 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 163 |
Notional value of other swaps | $0 | 82 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 118 |
Purchased option contracts | $0 | 83 |
2007-03-31 | Rank | |
Derivatives | $233,113,000 | 148 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $100,525,000 | 197 |
Notional value of interest rate swaps | $39,675,000 | 198 |
Futures and forward contracts | $41,381,000 | 85 |
Written option contracts | $19,469,000 | 125 |
Purchased option contracts | $0 | 191 |
Foreign exchange rate contracts | $132,588,000 | 42 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $132,588,000 | 39 |
Spot foreign exchange rate contracts | $21,645,000 | 35 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 169 |
Notional value of other swaps | $0 | 83 |
Futures and forward contracts | $0 | 26 |
Written option contracts | $0 | 123 |
Purchased option contracts | $0 | 88 |
2006-12-31 | Rank | |
Derivatives | $246,457,000 | 146 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $51,306,000 | 247 |
Notional value of interest rate swaps | $4,275,000 | 312 |
Futures and forward contracts | $27,225,000 | 97 |
Written option contracts | $19,806,000 | 119 |
Purchased option contracts | $0 | 188 |
Foreign exchange rate contracts | $195,151,000 | 40 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $195,151,000 | 37 |
Spot foreign exchange rate contracts | $24,741,000 | 29 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 165 |
Notional value of other swaps | $0 | 84 |
Futures and forward contracts | $0 | 26 |
Written option contracts | $0 | 122 |
Purchased option contracts | $0 | 86 |
2006-09-30 | Rank | |
Derivatives | $247,734,000 | 144 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $63,657,000 | 235 |
Notional value of interest rate swaps | $4,275,000 | 323 |
Futures and forward contracts | $36,109,000 | 89 |
Written option contracts | $23,273,000 | 122 |
Purchased option contracts | $0 | 185 |
Foreign exchange rate contracts | $184,077,000 | 41 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $184,077,000 | 38 |
Spot foreign exchange rate contracts | $29,776,000 | 34 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 173 |
Notional value of other swaps | $0 | 85 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 130 |
Purchased option contracts | $0 | 92 |
2006-06-30 | Rank | |
Derivatives | $250,463,000 | 150 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 26 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $59,794,000 | 243 |
Notional value of interest rate swaps | $0 | 353 |
Futures and forward contracts | $34,748,000 | 97 |
Written option contracts | $25,046,000 | 121 |
Purchased option contracts | $0 | 168 |
Foreign exchange rate contracts | $190,669,000 | 41 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $190,669,000 | 37 |
Spot foreign exchange rate contracts | $24,533,000 | 36 |
Written option contracts | $0 | 36 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 172 |
Notional value of other swaps | $0 | 88 |
Futures and forward contracts | $0 | 29 |
Written option contracts | $0 | 124 |
Purchased option contracts | $0 | 90 |
2006-03-31 | Rank | |
Derivatives | $312,230,000 | 137 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 27 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $76,085,000 | 220 |
Notional value of interest rate swaps | $0 | 347 |
Futures and forward contracts | $45,432,000 | 88 |
Written option contracts | $30,653,000 | 107 |
Purchased option contracts | $0 | 163 |
Foreign exchange rate contracts | $236,145,000 | 41 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $236,145,000 | 39 |
Spot foreign exchange rate contracts | $40,483,000 | 30 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 177 |
Notional value of other swaps | $0 | 87 |
Futures and forward contracts | $0 | 30 |
Written option contracts | $0 | 127 |
Purchased option contracts | $0 | 93 |
2005-12-31 | Rank | |
Derivatives | $240,249,000 | 142 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $63,854,000 | 229 |
Notional value of interest rate swaps | $0 | 340 |
Futures and forward contracts | $35,239,000 | 89 |
Written option contracts | $28,615,000 | 101 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $176,395,000 | 39 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $176,395,000 | 37 |
Spot foreign exchange rate contracts | $19,849,000 | 35 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 170 |
Notional value of other swaps | $0 | 84 |
Futures and forward contracts | $0 | 29 |
Written option contracts | $0 | 117 |
Purchased option contracts | $0 | 94 |
2005-09-30 | Rank | |
Derivatives | $306,733,000 | 132 |
Notional amount of credit derivatives | $0 | 39 |
Bank is guarantor | $0 | 28 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $86,879,000 | 205 |
Notional value of interest rate swaps | $0 | 336 |
Futures and forward contracts | $46,160,000 | 90 |
Written option contracts | $40,719,000 | 97 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $219,854,000 | 39 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $219,854,000 | 36 |
Spot foreign exchange rate contracts | $31,802,000 | 32 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 166 |
Notional value of other swaps | $0 | 76 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 118 |
Purchased option contracts | $0 | 91 |
2005-06-30 | Rank | |
Derivatives | $288,704,000 | 136 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $120,419,000 | 179 |
Notional value of interest rate swaps | $0 | 331 |
Futures and forward contracts | $58,350,000 | 81 |
Written option contracts | $62,069,000 | 79 |
Purchased option contracts | $0 | 117 |
Foreign exchange rate contracts | $168,285,000 | 42 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $168,285,000 | 39 |
Spot foreign exchange rate contracts | $35,647,000 | 35 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 163 |
Notional value of other swaps | $0 | 79 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 117 |
Purchased option contracts | $0 | 88 |
2005-03-31 | Rank | |
Derivatives | $248,173,000 | 131 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $57,974,000 | 217 |
Notional value of interest rate swaps | $0 | 328 |
Futures and forward contracts | $57,974,000 | 72 |
Written option contracts | $0 | 342 |
Purchased option contracts | $0 | 119 |
Foreign exchange rate contracts | $190,199,000 | 40 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $190,199,000 | 38 |
Spot foreign exchange rate contracts | $42,456,000 | 29 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 152 |
Notional value of other swaps | $0 | 80 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 113 |
Purchased option contracts | $0 | 84 |
2004-12-31 | Rank | |
Derivatives | $201,515,000 | 143 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $35,100,000 | 248 |
Notional value of interest rate swaps | $0 | 335 |
Futures and forward contracts | $35,100,000 | 85 |
Written option contracts | $0 | 340 |
Purchased option contracts | $0 | 114 |
Foreign exchange rate contracts | $166,415,000 | 41 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $166,415,000 | 39 |
Spot foreign exchange rate contracts | $9,167,000 | 40 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 147 |
Notional value of other swaps | $0 | 78 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 110 |
Purchased option contracts | $0 | 79 |
2004-09-30 | Rank | |
Derivatives | $164,017,000 | 159 |
Notional amount of credit derivatives | $0 | 36 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $39,527,000 | 253 |
Notional value of interest rate swaps | $0 | 341 |
Futures and forward contracts | $39,527,000 | 93 |
Written option contracts | $0 | 334 |
Purchased option contracts | $0 | 120 |
Foreign exchange rate contracts | $124,490,000 | 46 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $124,490,000 | 42 |
Spot foreign exchange rate contracts | $25,613,000 | 36 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 148 |
Notional value of other swaps | $0 | 75 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 112 |
Purchased option contracts | $0 | 76 |
2004-06-30 | Rank | |
Derivatives | $161,360,000 | 157 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $29,677,000 | 273 |
Notional value of interest rate swaps | $0 | 338 |
Futures and forward contracts | $29,677,000 | 99 |
Written option contracts | $0 | 309 |
Purchased option contracts | $0 | 123 |
Foreign exchange rate contracts | $131,683,000 | 45 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $131,683,000 | 43 |
Spot foreign exchange rate contracts | $28,649,000 | 37 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 141 |
Notional value of other swaps | $0 | 74 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 108 |
Purchased option contracts | $0 | 75 |
2004-03-31 | Rank | |
Derivatives | $200,885,000 | 151 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $62,637,000 | 213 |
Notional value of interest rate swaps | $0 | 325 |
Futures and forward contracts | $62,637,000 | 89 |
Written option contracts | $0 | 273 |
Purchased option contracts | $0 | 122 |
Foreign exchange rate contracts | $138,248,000 | 44 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $138,248,000 | 43 |
Spot foreign exchange rate contracts | $23,702,000 | 36 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 134 |
Notional value of other swaps | $0 | 71 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 102 |
Purchased option contracts | $0 | 71 |
2003-12-31 | Rank | |
Derivatives | $94,462,000 | 182 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 29 |
Interest rate contracts | $26,915,000 | 270 |
Notional value of interest rate swaps | $0 | 330 |
Futures and forward contracts | $26,915,000 | 95 |
Written option contracts | $0 | 251 |
Purchased option contracts | $0 | 125 |
Foreign exchange rate contracts | $67,547,000 | 50 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $67,547,000 | 46 |
Spot foreign exchange rate contracts | $4,867,000 | 42 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 131 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 99 |
Purchased option contracts | $0 | 71 |
2003-09-30 | Rank | |
Derivatives | $139,055,000 | 168 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 28 |
Interest rate contracts | $66,766,000 | 205 |
Notional value of interest rate swaps | $0 | 328 |
Futures and forward contracts | $66,766,000 | 75 |
Written option contracts | $0 | 233 |
Purchased option contracts | $0 | 130 |
Foreign exchange rate contracts | $72,289,000 | 50 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $72,289,000 | 47 |
Spot foreign exchange rate contracts | $33,409,000 | 34 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 134 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 101 |
Purchased option contracts | $0 | 70 |
2003-06-30 | Rank | |
Derivatives | $301,091,000 | 134 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $242,273,000 | 142 |
Notional value of interest rate swaps | $0 | 315 |
Futures and forward contracts | $242,273,000 | 58 |
Written option contracts | $0 | 209 |
Purchased option contracts | $0 | 134 |
Foreign exchange rate contracts | $58,818,000 | 50 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $58,818,000 | 47 |
Spot foreign exchange rate contracts | $23,589,000 | 36 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 130 |
Notional value of other swaps | $0 | 68 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 96 |
Purchased option contracts | $0 | 64 |
2003-03-31 | Rank | |
Derivatives | $181,679,000 | 159 |
Notional amount of credit derivatives | $0 | 33 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $125,000,000 | 167 |
Notional value of interest rate swaps | $0 | 307 |
Futures and forward contracts | $125,000,000 | 68 |
Written option contracts | $0 | 168 |
Purchased option contracts | $0 | 139 |
Foreign exchange rate contracts | $56,679,000 | 52 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $56,679,000 | 50 |
Spot foreign exchange rate contracts | $16,685,000 | 35 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
Contracts on other commodities and equities. | $0 | 123 |
Notional value of other swaps | $0 | 65 |
Futures and forward contracts | $0 | 12 |
Written option contracts | $0 | 86 |
Purchased option contracts | $0 | 62 |
2002-12-31 | Rank | |
Derivatives | $105,313,000 | 177 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 21 |
Interest rate contracts | $43,212,000 | 227 |
Notional value of interest rate swaps | $0 | 294 |
Futures and forward contracts | $43,212,000 | 89 |
Written option contracts | $0 | 138 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $62,101,000 | 52 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $62,101,000 | 48 |
Spot foreign exchange rate contracts | $5,093,000 | 39 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 109 |
Notional value of other swaps | $0 | 53 |
Futures and forward contracts | $0 | 11 |
Written option contracts | $0 | 75 |
Purchased option contracts | $0 | 59 |
2001-12-31 | Rank | |
Derivatives | $444,427,000 | 103 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 24 |
Interest rate contracts | $0 | 395 |
Notional value of interest rate swaps | $0 | 263 |
Futures and forward contracts | $0 | 140 |
Written option contracts | $0 | 91 |
Purchased option contracts | $0 | 176 |
Foreign exchange rate contracts | $444,427,000 | 35 |
Notional value of exchange swaps | $20,312,000 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $424,115,000 | 34 |
Spot foreign exchange rate contracts | $190,896,000 | 19 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 28 |
Contracts on other commodities and equities. | $0 | 73 |
Notional value of other swaps | $0 | 28 |
Futures and forward contracts | $0 | 11 |
Written option contracts | $0 | 44 |
Purchased option contracts | $0 | 38 |
2000-12-31 | Rank | |
Derivatives | $1,127,127,000 | 86 |
Notional amount of credit derivatives | $0 | 31 |
Bank is guarantor | $0 | 24 |
Bank is beneficiary | $0 | 19 |
Interest rate contracts | $0 | 427 |
Notional value of interest rate swaps | $0 | 286 |
Futures and forward contracts | $0 | 127 |
Written option contracts | $0 | 98 |
Purchased option contracts | $0 | 204 |
Foreign exchange rate contracts | $1,127,127,000 | 29 |
Notional value of exchange swaps | $21,518,000 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,105,609,000 | 27 |
Spot foreign exchange rate contracts | $39,712,000 | 29 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 66 |
Notional value of other swaps | $0 | 24 |
Futures and forward contracts | $0 | 12 |
Written option contracts | $0 | 49 |
Purchased option contracts | $0 | 31 |
1999-12-31 | Rank | |
Derivatives | $958,824,000 | 92 |
Notional amount of credit derivatives | $0 | 27 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 15 |
Interest rate contracts | $27,000,000 | 273 |
Notional value of interest rate swaps | $27,000,000 | 219 |
Futures and forward contracts | $0 | 135 |
Written option contracts | $0 | 99 |
Purchased option contracts | $0 | 208 |
Foreign exchange rate contracts | $931,824,000 | 30 |
Notional value of exchange swaps | $23,027,000 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $908,797,000 | 31 |
Spot foreign exchange rate contracts | $16,373,000 | 31 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 36 |
Contracts on other commodities and equities. | $0 | 60 |
Notional value of other swaps | $0 | 24 |
Futures and forward contracts | $0 | 10 |
Written option contracts | $0 | 47 |
Purchased option contracts | $0 | 32 |
1998-12-31 | Rank | |
Derivatives | $1,098,528,000 | 90 |
Notional amount of credit derivatives | $0 | 24 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 16 |
Interest rate contracts | $224,579,000 | 154 |
Notional value of interest rate swaps | $224,579,000 | 128 |
Futures and forward contracts | $0 | 151 |
Written option contracts | $0 | 98 |
Purchased option contracts | $0 | 228 |
Foreign exchange rate contracts | $873,949,000 | 34 |
Notional value of exchange swaps | $532,040,000 | 13 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $341,909,000 | 39 |
Spot foreign exchange rate contracts | $199,283,000 | 22 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 39 |
Contracts on other commodities and equities. | $0 | 57 |
Notional value of other swaps | $0 | 22 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 40 |
Purchased option contracts | $0 | 27 |
1997-12-31 | Rank | |
Derivatives | $1,599,300,000 | 77 |
Notional amount of credit derivatives | $0 | 18 |
Bank is guarantor | $0 | 16 |
Bank is beneficiary | $0 | 11 |
Interest rate contracts | $569,883,000 | 109 |
Notional value of interest rate swaps | $569,883,000 | 88 |
Futures and forward contracts | $0 | 177 |
Written option contracts | $0 | 109 |
Purchased option contracts | $0 | 240 |
Foreign exchange rate contracts | $1,029,417,000 | 33 |
Notional value of exchange swaps | $617,398,000 | 13 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $412,019,000 | 40 |
Spot foreign exchange rate contracts | $195,802,000 | 24 |
Written option contracts | $0 | 41 |
Purchased option contracts | $0 | 43 |
Contracts on other commodities and equities. | $0 | 44 |
Notional value of other swaps | $0 | 18 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
1996-12-31 | Rank | |
Derivatives | $1,382,811,000 | 92 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $673,237,000 | 119 |
Notional value of interest rate swaps | $673,237,000 | 100 |
Futures and forward contracts | $0 | 134 |
Written option contracts | $0 | 132 |
Purchased option contracts | $0 | 241 |
Foreign exchange rate contracts | $709,574,000 | 36 |
Notional value of exchange swaps | $489,616,000 | 12 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $219,958,000 | 46 |
Spot foreign exchange rate contracts | $78,261,000 | 29 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 41 |
Contracts on other commodities and equities. | $0 | 44 |
Notional value of other swaps | $0 | 16 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 27 |
Purchased option contracts | $0 | 26 |
1995-12-31 | Rank | |
Derivatives | $1,664,645,000 | 99 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $1,114,009,000 | 110 |
Notional value of interest rate swaps | $1,114,009,000 | 90 |
Futures and forward contracts | $0 | 149 |
Written option contracts | $0 | 132 |
Purchased option contracts | $0 | 296 |
Foreign exchange rate contracts | $550,636,000 | 40 |
Notional value of exchange swaps | $438,461,000 | 12 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $112,175,000 | 63 |
Spot foreign exchange rate contracts | $39,877,000 | 40 |
Written option contracts | $0 | 44 |
Purchased option contracts | $0 | 47 |
Contracts on other commodities and equities. | $0 | 52 |
Notional value of other swaps | $0 | 22 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 26 |
Purchased option contracts | $0 | 32 |
1994-12-31 | Rank | |
Derivatives | $1,876,737,000 | 96 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $1,591,347,000 | 98 |
Notional value of interest rate swaps | $1,591,347,000 | 79 |
Futures and forward contracts | $0 | 164 |
Written option contracts | $0 | 137 |
Purchased option contracts | $0 | 280 |
Foreign exchange rate contracts | $285,390,000 | 48 |
Notional value of exchange swaps | $263,585,000 | 13 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $21,805,000 | 100 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 36 |
Purchased option contracts | $0 | 42 |
Contracts on other commodities and equities. | $0 | 52 |
Notional value of other swaps | $0 | 16 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 17 |
Purchased option contracts | $0 | 27 |
1993-12-31 | Rank | |
Derivatives | $1,738,472,000 | 90 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $1,398,590,000 | 98 |
Notional value of interest rate swaps | $1,398,590,000 | 80 |
Futures and forward contracts | $0 | 179 |
Written option contracts | $0 | 121 |
Purchased option contracts | $0 | 236 |
Foreign exchange rate contracts | $339,882,000 | 48 |
Notional value of exchange swaps | $273,870,000 | 12 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $66,012,000 | 72 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 40 |
Contracts on other commodities and equities. | $0 | 46 |
Notional value of other swaps | $0 | 15 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 15 |
Purchased option contracts | $0 | 24 |
1992-12-31 | Rank | |
Derivatives | $1,236,747,000 | 87 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $215,476,000 | 172 |
Notional value of interest rate swaps | $215,476,000 | 151 |
Futures and forward contracts | $0 | 150 |
Written option contracts | $0 | 109 |
Purchased option contracts | $0 | 202 |
Foreign exchange rate contracts | $1,021,271,000 | 27 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,021,271,000 | 32 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 43 |
Purchased option contracts | $0 | 41 |
Contracts on other commodities and equities. | $0 | 32 |
Notional value of other swaps | $0 | 12 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 15 |
Purchased option contracts | $0 | 13 |