Home > Capital One Bank (USA) > Derivatives
Capital One Bank (USA), Derivatives
2022-09-30 | Rank | |
Derivatives | $56,832,956,000 | 28 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 99 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $50,858,063,000 | 24 |
Notional value of interest rate swaps | $50,858,063,000 | 22 |
Futures and forward contracts | $0 | 333 |
Written option contracts | $0 | 357 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $5,974,893,000 | 20 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $5,974,893,000 | 19 |
Spot foreign exchange rate contracts | $0 | 46 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 27 |
Purchased option contracts | $0 | 30 |
2022-06-30 | Rank | |
Derivatives | $57,886,053,000 | 28 |
Notional amount of credit derivatives | $0 | 107 |
Bank is guarantor | $0 | 97 |
Bank is beneficiary | $0 | 75 |
Interest rate contracts | $51,867,390,000 | 24 |
Notional value of interest rate swaps | $51,867,390,000 | 22 |
Futures and forward contracts | $0 | 346 |
Written option contracts | $0 | 368 |
Purchased option contracts | $0 | 133 |
Foreign exchange rate contracts | $6,018,663,000 | 21 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $6,018,663,000 | 17 |
Spot foreign exchange rate contracts | $0 | 44 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
2022-03-31 | Rank | |
Derivatives | $52,674,606,000 | 27 |
Notional amount of credit derivatives | $0 | 109 |
Bank is guarantor | $0 | 98 |
Bank is beneficiary | $0 | 75 |
Interest rate contracts | $46,040,396,000 | 26 |
Notional value of interest rate swaps | $46,040,396,000 | 22 |
Futures and forward contracts | $0 | 353 |
Written option contracts | $0 | 376 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $6,634,210,000 | 21 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $6,634,210,000 | 17 |
Spot foreign exchange rate contracts | $0 | 45 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 28 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
2021-12-31 | Rank | |
Derivatives | $53,298,086,000 | 26 |
Notional amount of credit derivatives | $0 | 106 |
Bank is guarantor | $0 | 95 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $45,170,285,000 | 24 |
Notional value of interest rate swaps | $45,170,285,000 | 20 |
Futures and forward contracts | $0 | 356 |
Written option contracts | $0 | 385 |
Purchased option contracts | $0 | 140 |
Foreign exchange rate contracts | $8,127,801,000 | 21 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,127,801,000 | 15 |
Spot foreign exchange rate contracts | $0 | 43 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 54 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 34 |
2021-09-30 | Rank | |
Derivatives | $51,203,388,000 | 26 |
Notional amount of credit derivatives | $0 | 113 |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $0 | 79 |
Interest rate contracts | $43,609,787,000 | 24 |
Notional value of interest rate swaps | $43,609,787,000 | 20 |
Futures and forward contracts | $0 | 380 |
Written option contracts | $0 | 409 |
Purchased option contracts | $0 | 144 |
Foreign exchange rate contracts | $7,593,601,000 | 21 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $7,593,601,000 | 15 |
Spot foreign exchange rate contracts | $0 | 46 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 35 |
2021-06-30 | Rank | |
Derivatives | $47,077,710,000 | 26 |
Notional amount of credit derivatives | $0 | 113 |
Bank is guarantor | $0 | 103 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $39,457,223,000 | 25 |
Notional value of interest rate swaps | $39,457,223,000 | 21 |
Futures and forward contracts | $0 | 385 |
Written option contracts | $0 | 416 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $7,620,487,000 | 20 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $7,620,487,000 | 16 |
Spot foreign exchange rate contracts | $0 | 44 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2021-03-31 | Rank | |
Derivatives | $45,238,187,000 | 27 |
Notional amount of credit derivatives | $0 | 114 |
Bank is guarantor | $0 | 104 |
Bank is beneficiary | $0 | 78 |
Interest rate contracts | $37,969,687,000 | 25 |
Notional value of interest rate swaps | $37,969,687,000 | 22 |
Futures and forward contracts | $0 | 381 |
Written option contracts | $0 | 413 |
Purchased option contracts | $0 | 144 |
Foreign exchange rate contracts | $7,268,500,000 | 20 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $7,268,500,000 | 16 |
Spot foreign exchange rate contracts | $0 | 44 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 38 |
2020-12-31 | Rank | |
Derivatives | $44,102,914,000 | 27 |
Notional amount of credit derivatives | $0 | 108 |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $0 | 78 |
Interest rate contracts | $36,413,864,000 | 24 |
Notional value of interest rate swaps | $36,413,864,000 | 22 |
Futures and forward contracts | $0 | 391 |
Written option contracts | $0 | 417 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $7,689,050,000 | 19 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $7,689,050,000 | 16 |
Spot foreign exchange rate contracts | $0 | 45 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2020-09-30 | Rank | |
Derivatives | $45,378,963,000 | 27 |
Notional amount of credit derivatives | $0 | 105 |
Bank is guarantor | $0 | 96 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $38,074,683,000 | 24 |
Notional value of interest rate swaps | $38,074,683,000 | 22 |
Futures and forward contracts | $0 | 395 |
Written option contracts | $0 | 420 |
Purchased option contracts | $0 | 140 |
Foreign exchange rate contracts | $7,304,280,000 | 18 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $7,304,280,000 | 16 |
Spot foreign exchange rate contracts | $0 | 44 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2020-06-30 | Rank | |
Derivatives | $45,720,850,000 | 26 |
Notional amount of credit derivatives | $0 | 101 |
Bank is guarantor | $0 | 91 |
Bank is beneficiary | $0 | 74 |
Interest rate contracts | $38,493,873,000 | 23 |
Notional value of interest rate swaps | $38,493,873,000 | 22 |
Futures and forward contracts | $0 | 397 |
Written option contracts | $0 | 423 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $7,226,977,000 | 18 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $7,226,977,000 | 16 |
Spot foreign exchange rate contracts | $0 | 45 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 28 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 38 |
2020-03-31 | Rank | |
Derivatives | $45,095,474,000 | 26 |
Notional amount of credit derivatives | $0 | 99 |
Bank is guarantor | $0 | 89 |
Bank is beneficiary | $0 | 73 |
Interest rate contracts | $37,405,187,000 | 23 |
Notional value of interest rate swaps | $37,405,187,000 | 21 |
Futures and forward contracts | $0 | 399 |
Written option contracts | $0 | 428 |
Purchased option contracts | $0 | 135 |
Foreign exchange rate contracts | $7,690,287,000 | 18 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $7,690,287,000 | 16 |
Spot foreign exchange rate contracts | $0 | 44 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 37 |
2019-12-31 | Rank | |
Derivatives | $41,962,670,000 | 26 |
Notional amount of credit derivatives | $0 | 96 |
Bank is guarantor | $0 | 88 |
Bank is beneficiary | $0 | 69 |
Interest rate contracts | $33,106,774,000 | 24 |
Notional value of interest rate swaps | $33,106,774,000 | 22 |
Futures and forward contracts | $0 | 410 |
Written option contracts | $0 | 437 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $8,855,896,000 | 18 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,855,896,000 | 16 |
Spot foreign exchange rate contracts | $0 | 45 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2019-09-30 | Rank | |
Derivatives | $41,613,587,000 | 27 |
Notional amount of credit derivatives | $0 | 91 |
Bank is guarantor | $0 | 84 |
Bank is beneficiary | $0 | 69 |
Interest rate contracts | $31,495,757,000 | 26 |
Notional value of interest rate swaps | $31,495,757,000 | 24 |
Futures and forward contracts | $0 | 437 |
Written option contracts | $0 | 456 |
Purchased option contracts | $0 | 123 |
Foreign exchange rate contracts | $10,117,830,000 | 16 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $10,117,830,000 | 14 |
Spot foreign exchange rate contracts | $0 | 46 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 37 |
2019-06-30 | Rank | |
Derivatives | $34,287,810,000 | 27 |
Notional amount of credit derivatives | $0 | 91 |
Bank is guarantor | $0 | 85 |
Bank is beneficiary | $0 | 66 |
Interest rate contracts | $25,956,614,000 | 27 |
Notional value of interest rate swaps | $25,956,614,000 | 24 |
Futures and forward contracts | $0 | 473 |
Written option contracts | $0 | 500 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $8,331,196,000 | 17 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,331,196,000 | 13 |
Spot foreign exchange rate contracts | $0 | 45 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 51 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 34 |
2019-03-31 | Rank | |
Derivatives | $34,031,701,000 | 27 |
Notional amount of credit derivatives | $0 | 90 |
Bank is guarantor | $0 | 83 |
Bank is beneficiary | $0 | 65 |
Interest rate contracts | $24,251,907,000 | 26 |
Notional value of interest rate swaps | $24,251,907,000 | 24 |
Futures and forward contracts | $0 | 474 |
Written option contracts | $0 | 498 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $9,779,794,000 | 15 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $9,779,794,000 | 13 |
Spot foreign exchange rate contracts | $0 | 43 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 36 |
2018-12-31 | Rank | |
Derivatives | $33,733,479,000 | 27 |
Notional amount of credit derivatives | $0 | 89 |
Bank is guarantor | $0 | 81 |
Bank is beneficiary | $0 | 66 |
Interest rate contracts | $25,469,529,000 | 27 |
Notional value of interest rate swaps | $25,469,529,000 | 25 |
Futures and forward contracts | $0 | 475 |
Written option contracts | $0 | 510 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $8,263,950,000 | 17 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,263,950,000 | 13 |
Spot foreign exchange rate contracts | $0 | 45 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 51 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 35 |
2018-09-30 | Rank | |
Derivatives | $39,023,903,000 | 24 |
Notional amount of credit derivatives | $0 | 88 |
Bank is guarantor | $0 | 80 |
Bank is beneficiary | $0 | 61 |
Interest rate contracts | $30,746,200,000 | 24 |
Notional value of interest rate swaps | $30,746,200,000 | 21 |
Futures and forward contracts | $0 | 495 |
Written option contracts | $0 | 527 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $8,277,703,000 | 16 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,277,703,000 | 13 |
Spot foreign exchange rate contracts | $0 | 47 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 54 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 36 |
2018-06-30 | Rank | |
Derivatives | $45,497,499,000 | 25 |
Notional amount of credit derivatives | $0 | 88 |
Bank is guarantor | $0 | 81 |
Bank is beneficiary | $0 | 61 |
Interest rate contracts | $36,944,633,000 | 22 |
Notional value of interest rate swaps | $36,944,633,000 | 19 |
Futures and forward contracts | $0 | 505 |
Written option contracts | $0 | 542 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $8,552,866,000 | 17 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,552,866,000 | 13 |
Spot foreign exchange rate contracts | $79,242,000 | 26 |
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 | $44,738,935,000 | 24 |
Notional amount of credit derivatives | $0 | 84 |
Bank is guarantor | $0 | 77 |
Bank is beneficiary | $0 | 58 |
Interest rate contracts | $36,611,657,000 | 21 |
Notional value of interest rate swaps | $36,611,657,000 | 19 |
Futures and forward contracts | $0 | 505 |
Written option contracts | $0 | 533 |
Purchased option contracts | $0 | 129 |
Foreign exchange rate contracts | $8,127,278,000 | 17 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,127,278,000 | 13 |
Spot foreign exchange rate contracts | $7,008,000 | 46 |
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 | $48,007,940,000 | 22 |
Notional amount of credit derivatives | $0 | 80 |
Bank is guarantor | $0 | 72 |
Bank is beneficiary | $0 | 60 |
Interest rate contracts | $38,839,560,000 | 21 |
Notional value of interest rate swaps | $38,839,560,000 | 19 |
Futures and forward contracts | $0 | 512 |
Written option contracts | $0 | 541 |
Purchased option contracts | $0 | 124 |
Foreign exchange rate contracts | $9,168,380,000 | 15 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $9,168,380,000 | 13 |
Spot foreign exchange rate contracts | $74,322,000 | 28 |
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 | $43,439,828,000 | 24 |
Notional amount of credit derivatives | $0 | 77 |
Bank is guarantor | $0 | 71 |
Bank is beneficiary | $0 | 57 |
Interest rate contracts | $34,806,129,000 | 21 |
Notional value of interest rate swaps | $34,806,129,000 | 19 |
Futures and forward contracts | $0 | 521 |
Written option contracts | $0 | 557 |
Purchased option contracts | $0 | 124 |
Foreign exchange rate contracts | $8,633,699,000 | 16 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,633,699,000 | 13 |
Spot foreign exchange rate contracts | $26,796,000 | 31 |
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 | $43,724,629,000 | 24 |
Notional amount of credit derivatives | $0 | 76 |
Bank is guarantor | $0 | 69 |
Bank is beneficiary | $0 | 54 |
Interest rate contracts | $35,174,079,000 | 21 |
Notional value of interest rate swaps | $35,174,079,000 | 19 |
Futures and forward contracts | $0 | 544 |
Written option contracts | $0 | 572 |
Purchased option contracts | $0 | 129 |
Foreign exchange rate contracts | $8,550,550,000 | 16 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,550,550,000 | 13 |
Spot foreign exchange rate contracts | $65,125,000 | 27 |
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 | $43,465,097,000 | 23 |
Notional amount of credit derivatives | $0 | 72 |
Bank is guarantor | $0 | 64 |
Bank is beneficiary | $0 | 55 |
Interest rate contracts | $34,859,315,000 | 21 |
Notional value of interest rate swaps | $34,859,315,000 | 19 |
Futures and forward contracts | $0 | 542 |
Written option contracts | $0 | 577 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $8,605,782,000 | 15 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,605,782,000 | 13 |
Spot foreign exchange rate contracts | $37,650,000 | 30 |
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 | $39,520,479,000 | 24 |
Notional amount of credit derivatives | $0 | 71 |
Bank is guarantor | $0 | 63 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $30,654,090,000 | 22 |
Notional value of interest rate swaps | $30,654,090,000 | 21 |
Futures and forward contracts | $0 | 852 |
Written option contracts | $0 | 918 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $8,866,389,000 | 15 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,866,389,000 | 13 |
Spot foreign exchange rate contracts | $86,380,000 | 20 |
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 | $36,923,062,000 | 24 |
Notional amount of credit derivatives | $0 | 68 |
Bank is guarantor | $0 | 60 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $28,894,527,000 | 22 |
Notional value of interest rate swaps | $28,894,527,000 | 20 |
Futures and forward contracts | $0 | 878 |
Written option contracts | $0 | 927 |
Purchased option contracts | $0 | 159 |
Foreign exchange rate contracts | $8,028,535,000 | 16 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,028,535,000 | 14 |
Spot foreign exchange rate contracts | $51,888,000 | 29 |
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 | $31,311,442,000 | 25 |
Notional amount of credit derivatives | $0 | 71 |
Bank is guarantor | $0 | 61 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $22,969,225,000 | 27 |
Notional value of interest rate swaps | $22,969,225,000 | 21 |
Futures and forward contracts | $0 | 866 |
Written option contracts | $0 | 918 |
Purchased option contracts | $0 | 174 |
Foreign exchange rate contracts | $8,342,217,000 | 16 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,342,217,000 | 14 |
Spot foreign exchange rate contracts | $93,177,000 | 25 |
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 | $30,163,213,000 | 25 |
Notional amount of credit derivatives | $0 | 66 |
Bank is guarantor | $0 | 56 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $22,079,370,000 | 24 |
Notional value of interest rate swaps | $22,079,370,000 | 21 |
Futures and forward contracts | $0 | 840 |
Written option contracts | $0 | 894 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $8,083,843,000 | 17 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,083,843,000 | 16 |
Spot foreign exchange rate contracts | $71,800,000 | 27 |
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 | $31,092,854,000 | 25 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 55 |
Bank is beneficiary | $0 | 48 |
Interest rate contracts | $22,744,370,000 | 24 |
Notional value of interest rate swaps | $22,744,370,000 | 20 |
Futures and forward contracts | $0 | 833 |
Written option contracts | $0 | 872 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $8,348,484,000 | 15 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,348,484,000 | 14 |
Spot foreign exchange rate contracts | $103,152,000 | 20 |
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 | $28,699,107,000 | 25 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 54 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $20,912,239,000 | 25 |
Notional value of interest rate swaps | $20,912,239,000 | 22 |
Futures and forward contracts | $0 | 850 |
Written option contracts | $0 | 880 |
Purchased option contracts | $0 | 175 |
Foreign exchange rate contracts | $7,786,868,000 | 15 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $7,786,868,000 | 14 |
Spot foreign exchange rate contracts | $0 | 88 |
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 | $26,958,268,000 | 25 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 53 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $18,708,907,000 | 26 |
Notional value of interest rate swaps | $18,708,907,000 | 23 |
Futures and forward contracts | $0 | 844 |
Written option contracts | $0 | 897 |
Purchased option contracts | $0 | 173 |
Foreign exchange rate contracts | $8,249,361,000 | 15 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,249,361,000 | 15 |
Spot foreign exchange rate contracts | $0 | 84 |
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 | $25,395,202,000 | 25 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 52 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $17,847,173,000 | 26 |
Notional value of interest rate swaps | $17,847,173,000 | 23 |
Futures and forward contracts | $0 | 828 |
Written option contracts | $0 | 899 |
Purchased option contracts | $0 | 170 |
Foreign exchange rate contracts | $7,548,029,000 | 16 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $7,548,029,000 | 16 |
Spot foreign exchange rate contracts | $0 | 87 |
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 | $24,849,405,000 | 26 |
Notional amount of credit derivatives | $0 | 63 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $16,827,451,000 | 26 |
Notional value of interest rate swaps | $16,827,451,000 | 24 |
Futures and forward contracts | $0 | 802 |
Written option contracts | $0 | 871 |
Purchased option contracts | $0 | 171 |
Foreign exchange rate contracts | $8,021,954,000 | 16 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,021,954,000 | 15 |
Spot foreign exchange rate contracts | $0 | 84 |
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 | $21,611,869,000 | 27 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $14,143,283,000 | 27 |
Notional value of interest rate swaps | $14,143,283,000 | 24 |
Futures and forward contracts | $0 | 795 |
Written option contracts | $0 | 881 |
Purchased option contracts | $0 | 169 |
Foreign exchange rate contracts | $7,468,586,000 | 18 |
Notional value of exchange swaps | $189,465,000 | 19 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $7,279,121,000 | 17 |
Spot foreign exchange rate contracts | $0 | 87 |
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 | $19,147,318,000 | 29 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 49 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $13,830,470,000 | 27 |
Notional value of interest rate swaps | $13,830,470,000 | 23 |
Futures and forward contracts | $0 | 816 |
Written option contracts | $0 | 884 |
Purchased option contracts | $0 | 174 |
Foreign exchange rate contracts | $5,316,848,000 | 23 |
Notional value of exchange swaps | $212,475,000 | 18 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $5,104,373,000 | 22 |
Spot foreign exchange rate contracts | $0 | 80 |
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 | $16,181,608,000 | 30 |
Notional amount of credit derivatives | $0 | 62 |
Bank is guarantor | $0 | 47 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $10,930,470,000 | 30 |
Notional value of interest rate swaps | $10,930,470,000 | 25 |
Futures and forward contracts | $0 | 790 |
Written option contracts | $0 | 879 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $5,251,138,000 | 22 |
Notional value of exchange swaps | $559,097,000 | 16 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $4,692,041,000 | 22 |
Spot foreign exchange rate contracts | $0 | 80 |
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 | $15,683,623,000 | 29 |
Notional amount of credit derivatives | $0 | 59 |
Bank is guarantor | $0 | 44 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $9,455,166,000 | 32 |
Notional value of interest rate swaps | $9,455,166,000 | 28 |
Futures and forward contracts | $0 | 792 |
Written option contracts | $0 | 858 |
Purchased option contracts | $0 | 164 |
Foreign exchange rate contracts | $6,228,457,000 | 18 |
Notional value of exchange swaps | $1,422,379,000 | 14 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $4,806,078,000 | 18 |
Spot foreign exchange rate contracts | $0 | 77 |
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 | $13,325,425,000 | 31 |
Notional amount of credit derivatives | $0 | 58 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $7,412,843,000 | 36 |
Notional value of interest rate swaps | $7,412,843,000 | 29 |
Futures and forward contracts | $0 | 831 |
Written option contracts | $0 | 876 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $5,912,582,000 | 18 |
Notional value of exchange swaps | $1,397,808,000 | 15 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $4,514,774,000 | 19 |
Spot foreign exchange rate contracts | $0 | 79 |
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 | $13,699,640,000 | 33 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $7,833,927,000 | 36 |
Notional value of interest rate swaps | $7,833,927,000 | 29 |
Futures and forward contracts | $0 | 826 |
Written option contracts | $0 | 875 |
Purchased option contracts | $0 | 152 |
Foreign exchange rate contracts | $5,865,713,000 | 19 |
Notional value of exchange swaps | $1,337,297,000 | 15 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $4,528,416,000 | 19 |
Spot foreign exchange rate contracts | $0 | 81 |
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 | $15,360,089,000 | 33 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $9,194,488,000 | 33 |
Notional value of interest rate swaps | $9,194,488,000 | 28 |
Futures and forward contracts | $0 | 809 |
Written option contracts | $0 | 875 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $6,165,601,000 | 19 |
Notional value of exchange swaps | $1,321,751,000 | 14 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $4,843,850,000 | 18 |
Spot foreign exchange rate contracts | $0 | 77 |
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 | $17,026,513,000 | 32 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $10,442,529,000 | 32 |
Notional value of interest rate swaps | $8,442,529,000 | 30 |
Futures and forward contracts | $0 | 782 |
Written option contracts | $0 | 845 |
Purchased option contracts | $2,000,000,000 | 18 |
Foreign exchange rate contracts | $6,583,984,000 | 18 |
Notional value of exchange swaps | $1,372,367,000 | 15 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $5,211,617,000 | 18 |
Spot foreign exchange rate contracts | $0 | 74 |
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 | $13,376,126,000 | 36 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $6,792,442,000 | 41 |
Notional value of interest rate swaps | $6,792,442,000 | 33 |
Futures and forward contracts | $0 | 769 |
Written option contracts | $0 | 839 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $6,583,684,000 | 19 |
Notional value of exchange swaps | $1,342,934,000 | 14 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $5,240,750,000 | 18 |
Spot foreign exchange rate contracts | $0 | 77 |
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 | $13,947,589,000 | 36 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 34 |
Interest rate contracts | $7,494,080,000 | 40 |
Notional value of interest rate swaps | $7,494,080,000 | 32 |
Futures and forward contracts | $0 | 741 |
Written option contracts | $0 | 808 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $6,453,509,000 | 20 |
Notional value of exchange swaps | $1,326,638,000 | 14 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $5,126,871,000 | 19 |
Spot foreign exchange rate contracts | $0 | 74 |
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 | $13,970,029,000 | 36 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $7,652,716,000 | 36 |
Notional value of interest rate swaps | $7,652,716,000 | 31 |
Futures and forward contracts | $0 | 728 |
Written option contracts | $0 | 789 |
Purchased option contracts | $0 | 154 |
Foreign exchange rate contracts | $6,317,313,000 | 20 |
Notional value of exchange swaps | $1,389,338,000 | 13 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $4,927,975,000 | 19 |
Spot foreign exchange rate contracts | $0 | 72 |
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 | $16,042,367,000 | 33 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $10,117,061,000 | 32 |
Notional value of interest rate swaps | $10,117,061,000 | 29 |
Futures and forward contracts | $0 | 659 |
Written option contracts | $0 | 734 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $5,925,306,000 | 20 |
Notional value of exchange swaps | $1,348,287,000 | 14 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $4,577,019,000 | 20 |
Spot foreign exchange rate contracts | $0 | 71 |
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 | $16,439,780,000 | 33 |
Notional amount of credit derivatives | $0 | 46 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $10,610,805,000 | 32 |
Notional value of interest rate swaps | $10,610,805,000 | 29 |
Futures and forward contracts | $0 | 648 |
Written option contracts | $0 | 730 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $5,828,975,000 | 21 |
Notional value of exchange swaps | $1,384,694,000 | 15 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $4,444,281,000 | 21 |
Spot foreign exchange rate contracts | $0 | 74 |
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 | $17,104,177,000 | 31 |
Notional amount of credit derivatives | $0 | 45 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $10,836,080,000 | 32 |
Notional value of interest rate swaps | $10,836,080,000 | 29 |
Futures and forward contracts | $0 | 628 |
Written option contracts | $0 | 701 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $6,268,097,000 | 19 |
Notional value of exchange swaps | $1,483,187,000 | 18 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $4,784,910,000 | 20 |
Spot foreign exchange rate contracts | $0 | 70 |
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 | $17,121,866,000 | 31 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $11,539,550,000 | 32 |
Notional value of interest rate swaps | $11,539,550,000 | 28 |
Futures and forward contracts | $0 | 610 |
Written option contracts | $0 | 700 |
Purchased option contracts | $0 | 139 |
Foreign exchange rate contracts | $5,582,316,000 | 21 |
Notional value of exchange swaps | $1,455,934,000 | 18 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $4,126,382,000 | 20 |
Spot foreign exchange rate contracts | $0 | 68 |
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 | $16,461,930,000 | 32 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $12,759,745,000 | 32 |
Notional value of interest rate swaps | $12,759,745,000 | 25 |
Futures and forward contracts | $0 | 635 |
Written option contracts | $0 | 722 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $3,702,185,000 | 23 |
Notional value of exchange swaps | $1,384,263,000 | 18 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $2,317,922,000 | 21 |
Spot foreign exchange rate contracts | $0 | 66 |
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 | $14,293,644,000 | 34 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $10,797,823,000 | 33 |
Notional value of interest rate swaps | $10,797,823,000 | 29 |
Futures and forward contracts | $0 | 630 |
Written option contracts | $0 | 752 |
Purchased option contracts | $0 | 135 |
Foreign exchange rate contracts | $3,495,821,000 | 22 |
Notional value of exchange swaps | $1,414,233,000 | 16 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $2,081,588,000 | 20 |
Spot foreign exchange rate contracts | $0 | 69 |
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 | $15,604,354,000 | 33 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $12,874,649,000 | 33 |
Notional value of interest rate swaps | $12,874,649,000 | 27 |
Futures and forward contracts | $0 | 592 |
Written option contracts | $0 | 710 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $2,729,705,000 | 24 |
Notional value of exchange swaps | $1,284,950,000 | 16 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,444,755,000 | 22 |
Spot foreign exchange rate contracts | $0 | 67 |
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 | $16,161,751,000 | 33 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $13,491,838,000 | 31 |
Notional value of interest rate swaps | $13,491,838,000 | 24 |
Futures and forward contracts | $0 | 580 |
Written option contracts | $0 | 689 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $2,669,913,000 | 23 |
Notional value of exchange swaps | $1,181,706,000 | 16 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,488,207,000 | 21 |
Spot foreign exchange rate contracts | $0 | 70 |
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 | $21,621,521,000 | 28 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $19,991,838,000 | 23 |
Notional value of interest rate swaps | $19,991,838,000 | 22 |
Futures and forward contracts | $0 | 570 |
Written option contracts | $0 | 689 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $1,629,683,000 | 22 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,629,683,000 | 21 |
Spot foreign exchange rate contracts | $0 | 67 |
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 | $23,260,102,000 | 29 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $21,491,838,000 | 25 |
Notional value of interest rate swaps | $21,491,838,000 | 21 |
Futures and forward contracts | $0 | 590 |
Written option contracts | $0 | 717 |
Purchased option contracts | $0 | 147 |
Foreign exchange rate contracts | $1,768,264,000 | 22 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,768,264,000 | 21 |
Spot foreign exchange rate contracts | $0 | 70 |
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 | $22,685,693,000 | 29 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $21,891,838,000 | 25 |
Notional value of interest rate swaps | $21,891,838,000 | 20 |
Futures and forward contracts | $0 | 609 |
Written option contracts | $0 | 739 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $793,855,000 | 28 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $793,855,000 | 23 |
Spot foreign exchange rate contracts | $0 | 69 |
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 | $16,712,618,000 | 34 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 38 |
Interest rate contracts | $15,490,696,000 | 32 |
Notional value of interest rate swaps | $15,490,696,000 | 26 |
Futures and forward contracts | $0 | 582 |
Written option contracts | $0 | 706 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $1,221,922,000 | 24 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,221,922,000 | 22 |
Spot foreign exchange rate contracts | $0 | 71 |
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 | $18,574,907,000 | 34 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 40 |
Interest rate contracts | $17,715,696,000 | 31 |
Notional value of interest rate swaps | $17,715,696,000 | 21 |
Futures and forward contracts | $0 | 537 |
Written option contracts | $0 | 636 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $859,211,000 | 28 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $859,211,000 | 25 |
Spot foreign exchange rate contracts | $0 | 71 |
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 | $21,439,102,000 | 29 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $20,339,000,000 | 25 |
Notional value of interest rate swaps | $20,339,000,000 | 19 |
Futures and forward contracts | $0 | 517 |
Written option contracts | $0 | 604 |
Purchased option contracts | $0 | 153 |
Foreign exchange rate contracts | $1,100,102,000 | 25 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,100,102,000 | 23 |
Spot foreign exchange rate contracts | $52,089,000 | 27 |
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 | $25,196,258,000 | 27 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $24,111,500,000 | 25 |
Notional value of interest rate swaps | $24,111,500,000 | 20 |
Futures and forward contracts | $0 | 487 |
Written option contracts | $0 | 598 |
Purchased option contracts | $0 | 152 |
Foreign exchange rate contracts | $1,084,758,000 | 27 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,084,758,000 | 24 |
Spot foreign exchange rate contracts | $0 | 73 |
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 | $24,824,604,000 | 29 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $23,911,500,000 | 24 |
Notional value of interest rate swaps | $23,911,500,000 | 20 |
Futures and forward contracts | $0 | 496 |
Written option contracts | $0 | 632 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $913,104,000 | 29 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $913,104,000 | 26 |
Spot foreign exchange rate contracts | $0 | 71 |
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 | $25,013,962,000 | 28 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $23,947,500,000 | 24 |
Notional value of interest rate swaps | $23,947,500,000 | 21 |
Futures and forward contracts | $0 | 454 |
Written option contracts | $0 | 590 |
Purchased option contracts | $0 | 169 |
Foreign exchange rate contracts | $1,066,462,000 | 28 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,066,462,000 | 25 |
Spot foreign exchange rate contracts | $0 | 70 |
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 | $23,049,848,000 | 27 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 35 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $22,247,500,000 | 23 |
Notional value of interest rate swaps | $22,247,500,000 | 20 |
Futures and forward contracts | $0 | 443 |
Written option contracts | $0 | 558 |
Purchased option contracts | $0 | 177 |
Foreign exchange rate contracts | $802,348,000 | 30 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $802,348,000 | 28 |
Spot foreign exchange rate contracts | $0 | 72 |
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 | $24,601,766,000 | 24 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $23,897,500,000 | 21 |
Notional value of interest rate swaps | $23,897,500,000 | 15 |
Futures and forward contracts | $0 | 460 |
Written option contracts | $0 | 570 |
Purchased option contracts | $0 | 190 |
Foreign exchange rate contracts | $704,266,000 | 32 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $704,266,000 | 28 |
Spot foreign exchange rate contracts | $0 | 72 |
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 | $23,491,478,000 | 24 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $22,697,500,000 | 22 |
Notional value of interest rate swaps | $22,697,500,000 | 17 |
Futures and forward contracts | $0 | 444 |
Written option contracts | $0 | 548 |
Purchased option contracts | $0 | 191 |
Foreign exchange rate contracts | $793,978,000 | 30 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $793,978,000 | 27 |
Spot foreign exchange rate contracts | $0 | 72 |
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 | $23,907,293,000 | 26 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $23,179,000,000 | 22 |
Notional value of interest rate swaps | $23,179,000,000 | 17 |
Futures and forward contracts | $0 | 427 |
Written option contracts | $0 | 518 |
Purchased option contracts | $0 | 188 |
Foreign exchange rate contracts | $728,293,000 | 30 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $728,293,000 | 27 |
Spot foreign exchange rate contracts | $0 | 73 |
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 | $26,081,926,000 | 25 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $25,074,000,000 | 21 |
Notional value of interest rate swaps | $25,074,000,000 | 16 |
Futures and forward contracts | $0 | 430 |
Written option contracts | $0 | 512 |
Purchased option contracts | $0 | 185 |
Foreign exchange rate contracts | $1,007,926,000 | 30 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,007,926,000 | 28 |
Spot foreign exchange rate contracts | $0 | 77 |
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 | $26,133,381,000 | 27 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 26 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $25,198,441,000 | 22 |
Notional value of interest rate swaps | $25,198,441,000 | 16 |
Futures and forward contracts | $0 | 416 |
Written option contracts | $0 | 505 |
Purchased option contracts | $0 | 168 |
Foreign exchange rate contracts | $934,940,000 | 30 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $934,940,000 | 28 |
Spot foreign exchange rate contracts | $0 | 77 |
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 | $22,529,507,000 | 28 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 27 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $21,720,015,000 | 22 |
Notional value of interest rate swaps | $21,720,015,000 | 15 |
Futures and forward contracts | $0 | 407 |
Written option contracts | $0 | 497 |
Purchased option contracts | $0 | 163 |
Foreign exchange rate contracts | $809,492,000 | 31 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $809,492,000 | 29 |
Spot foreign exchange rate contracts | $0 | 78 |
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 | $23,495,272,000 | 26 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $22,673,449,000 | 22 |
Notional value of interest rate swaps | $22,673,449,000 | 16 |
Futures and forward contracts | $0 | 388 |
Written option contracts | $0 | 465 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $821,823,000 | 29 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $821,823,000 | 27 |
Spot foreign exchange rate contracts | $0 | 72 |
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 | $23,423,327,000 | 25 |
Notional amount of credit derivatives | $0 | 39 |
Bank is guarantor | $0 | 28 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $22,767,482,000 | 21 |
Notional value of interest rate swaps | $22,767,482,000 | 16 |
Futures and forward contracts | $0 | 355 |
Written option contracts | $0 | 439 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $655,845,000 | 32 |
Notional value of exchange swaps | $490,000,000 | 15 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $165,845,000 | 38 |
Spot foreign exchange rate contracts | $0 | 79 |
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 | $26,909,341,000 | 23 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $25,517,482,000 | 20 |
Notional value of interest rate swaps | $25,517,482,000 | 15 |
Futures and forward contracts | $0 | 325 |
Written option contracts | $0 | 424 |
Purchased option contracts | $0 | 117 |
Foreign exchange rate contracts | $1,391,859,000 | 28 |
Notional value of exchange swaps | $539,500,000 | 13 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $852,359,000 | 27 |
Spot foreign exchange rate contracts | $0 | 78 |
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 | $27,403,191,000 | 25 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $25,817,750,000 | 21 |
Notional value of interest rate swaps | $25,817,750,000 | 16 |
Futures and forward contracts | $0 | 283 |
Written option contracts | $0 | 342 |
Purchased option contracts | $0 | 119 |
Foreign exchange rate contracts | $1,585,441,000 | 27 |
Notional value of exchange swaps | $539,500,000 | 16 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,045,941,000 | 26 |
Spot foreign exchange rate contracts | $0 | 81 |
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 | $26,983,583,000 | 23 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $25,067,750,000 | 20 |
Notional value of interest rate swaps | $25,067,750,000 | 16 |
Futures and forward contracts | $0 | 272 |
Written option contracts | $0 | 340 |
Purchased option contracts | $0 | 114 |
Foreign exchange rate contracts | $1,915,833,000 | 24 |
Notional value of exchange swaps | $556,000,000 | 15 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,359,833,000 | 24 |
Spot foreign exchange rate contracts | $0 | 74 |
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 | $26,309,816,000 | 24 |
Notional amount of credit derivatives | $0 | 36 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $24,667,750,000 | 22 |
Notional value of interest rate swaps | $24,667,750,000 | 19 |
Futures and forward contracts | $0 | 268 |
Written option contracts | $0 | 334 |
Purchased option contracts | $0 | 120 |
Foreign exchange rate contracts | $1,642,066,000 | 26 |
Notional value of exchange swaps | $556,000,000 | 16 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,086,066,000 | 27 |
Spot foreign exchange rate contracts | $0 | 80 |
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 | $26,172,204,000 | 24 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $24,667,750,000 | 22 |
Notional value of interest rate swaps | $24,667,750,000 | 19 |
Futures and forward contracts | $0 | 251 |
Written option contracts | $0 | 309 |
Purchased option contracts | $0 | 123 |
Foreign exchange rate contracts | $1,504,454,000 | 27 |
Notional value of exchange swaps | $556,000,000 | 15 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $948,454,000 | 27 |
Spot foreign exchange rate contracts | $0 | 81 |
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 | $28,247,188,000 | 24 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $26,667,750,000 | 22 |
Notional value of interest rate swaps | $26,667,750,000 | 19 |
Futures and forward contracts | $0 | 237 |
Written option contracts | $0 | 273 |
Purchased option contracts | $0 | 122 |
Foreign exchange rate contracts | $1,579,438,000 | 26 |
Notional value of exchange swaps | $556,000,000 | 15 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,023,438,000 | 27 |
Spot foreign exchange rate contracts | $0 | 78 |
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 | $28,190,285,000 | 23 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 29 |
Interest rate contracts | $26,667,750,000 | 21 |
Notional value of interest rate swaps | $26,667,750,000 | 19 |
Futures and forward contracts | $0 | 228 |
Written option contracts | $0 | 251 |
Purchased option contracts | $0 | 125 |
Foreign exchange rate contracts | $1,522,535,000 | 26 |
Notional value of exchange swaps | $556,000,000 | 14 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $966,535,000 | 27 |
Spot foreign exchange rate contracts | $0 | 77 |
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 | $25,027,444,000 | 24 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 28 |
Interest rate contracts | $23,667,750,000 | 22 |
Notional value of interest rate swaps | $23,667,750,000 | 19 |
Futures and forward contracts | $0 | 219 |
Written option contracts | $0 | 233 |
Purchased option contracts | $0 | 130 |
Foreign exchange rate contracts | $1,359,694,000 | 28 |
Notional value of exchange swaps | $556,000,000 | 15 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $803,694,000 | 27 |
Spot foreign exchange rate contracts | $0 | 78 |
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 | $21,947,799,000 | 24 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $20,267,750,000 | 22 |
Notional value of interest rate swaps | $20,267,750,000 | 19 |
Futures and forward contracts | $0 | 197 |
Written option contracts | $0 | 209 |
Purchased option contracts | $0 | 134 |
Foreign exchange rate contracts | $1,680,049,000 | 24 |
Notional value of exchange swaps | $556,000,000 | 14 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,124,049,000 | 25 |
Spot foreign exchange rate contracts | $0 | 78 |
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 | $17,948,634,000 | 27 |
Notional amount of credit derivatives | $0 | 33 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $16,167,750,000 | 27 |
Notional value of interest rate swaps | $16,167,750,000 | 21 |
Futures and forward contracts | $0 | 175 |
Written option contracts | $0 | 168 |
Purchased option contracts | $0 | 139 |
Foreign exchange rate contracts | $1,780,884,000 | 22 |
Notional value of exchange swaps | $601,000,000 | 14 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,179,884,000 | 24 |
Spot foreign exchange rate contracts | $0 | 81 |
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 | $18,286,854,000 | 24 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 21 |
Interest rate contracts | $16,667,750,000 | 24 |
Notional value of interest rate swaps | $16,667,750,000 | 19 |
Futures and forward contracts | $0 | 158 |
Written option contracts | $0 | 138 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $1,619,104,000 | 24 |
Notional value of exchange swaps | $601,000,000 | 13 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,018,104,000 | 24 |
Spot foreign exchange rate contracts | $0 | 81 |
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 | $12,767,440,000 | 29 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 24 |
Interest rate contracts | $11,635,364,000 | 28 |
Notional value of interest rate swaps | $11,635,364,000 | 23 |
Futures and forward contracts | $0 | 140 |
Written option contracts | $0 | 91 |
Purchased option contracts | $0 | 176 |
Foreign exchange rate contracts | $1,132,076,000 | 27 |
Notional value of exchange swaps | $601,000,000 | 14 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $531,076,000 | 31 |
Spot foreign exchange rate contracts | $0 | 79 |
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 | $4,638,314,000 | 41 |
Notional amount of credit derivatives | $0 | 31 |
Bank is guarantor | $0 | 24 |
Bank is beneficiary | $0 | 19 |
Interest rate contracts | $4,010,406,000 | 42 |
Notional value of interest rate swaps | $4,010,406,000 | 34 |
Futures and forward contracts | $0 | 127 |
Written option contracts | $0 | 98 |
Purchased option contracts | $0 | 204 |
Foreign exchange rate contracts | $627,908,000 | 34 |
Notional value of exchange swaps | $261,000,000 | 16 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $366,908,000 | 38 |
Spot foreign exchange rate contracts | $0 | 90 |
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 | $3,202,611,000 | 56 |
Notional amount of credit derivatives | $0 | 27 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 15 |
Interest rate contracts | $2,859,468,000 | 55 |
Notional value of interest rate swaps | $2,859,468,000 | 41 |
Futures and forward contracts | $0 | 135 |
Written option contracts | $0 | 99 |
Purchased option contracts | $0 | 208 |
Foreign exchange rate contracts | $343,143,000 | 43 |
Notional value of exchange swaps | $260,000,000 | 16 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $83,143,000 | 52 |
Spot foreign exchange rate contracts | $0 | 87 |
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 | $5,201,450,000 | 48 |
Notional amount of credit derivatives | $0 | 24 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 16 |
Interest rate contracts | $4,048,667,000 | 48 |
Notional value of interest rate swaps | $4,048,667,000 | 33 |
Futures and forward contracts | $0 | 151 |
Written option contracts | $0 | 98 |
Purchased option contracts | $0 | 228 |
Foreign exchange rate contracts | $1,152,783,000 | 30 |
Notional value of exchange swaps | $260,000,000 | 15 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $892,783,000 | 31 |
Spot foreign exchange rate contracts | $0 | 101 |
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 | $2,436,569,000 | 66 |
Notional amount of credit derivatives | $0 | 18 |
Bank is guarantor | $0 | 16 |
Bank is beneficiary | $0 | 11 |
Interest rate contracts | $2,082,000,000 | 67 |
Notional value of interest rate swaps | $2,082,000,000 | 53 |
Futures and forward contracts | $0 | 177 |
Written option contracts | $0 | 109 |
Purchased option contracts | $0 | 240 |
Foreign exchange rate contracts | $354,569,000 | 47 |
Notional value of exchange swaps | $0 | 37 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $354,569,000 | 44 |
Spot foreign exchange rate contracts | $0 | 110 |
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 | $2,103,922,000 | 77 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $2,103,922,000 | 74 |
Notional value of interest rate swaps | $2,103,922,000 | 59 |
Futures and forward contracts | $0 | 134 |
Written option contracts | $0 | 132 |
Purchased option contracts | $0 | 241 |
Foreign exchange rate contracts | $0 | 170 |
Notional value of exchange swaps | $0 | 36 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 162 |
Spot foreign exchange rate contracts | $0 | 127 |
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 | $2,403,922,000 | 81 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $2,403,922,000 | 78 |
Notional value of interest rate swaps | $2,403,922,000 | 56 |
Futures and forward contracts | $0 | 149 |
Written option contracts | $0 | 132 |
Purchased option contracts | $0 | 296 |
Foreign exchange rate contracts | $0 | 190 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 183 |
Spot foreign exchange rate contracts | $0 | 142 |
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 | $538,922,000 | 164 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $538,922,000 | 160 |
Notional value of interest rate swaps | $538,922,000 | 128 |
Futures and forward contracts | $0 | 164 |
Written option contracts | $0 | 137 |
Purchased option contracts | $0 | 280 |
Foreign exchange rate contracts | $0 | 190 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 196 |
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 |