Home > Far East National Bank > Derivatives
Far East National Bank, Derivatives
2017-09-30 | Rank | |
Derivatives | $37,097,000 | 486 |
Notional amount of credit derivatives | $0 | 77 |
Bank is guarantor | $0 | 71 |
Bank is beneficiary | $0 | 57 |
Interest rate contracts | $36,817,000 | 485 |
Notional value of interest rate swaps | $36,817,000 | 308 |
Futures and forward contracts | $0 | 521 |
Written option contracts | $0 | 557 |
Purchased option contracts | $0 | 124 |
Foreign exchange rate contracts | $280,000 | 103 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $280,000 | 96 |
Spot foreign exchange rate contracts | $1,000 | 82 |
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 | $37,065,000 | 496 |
Notional amount of credit derivatives | $0 | 76 |
Bank is guarantor | $0 | 69 |
Bank is beneficiary | $0 | 54 |
Interest rate contracts | $37,062,000 | 490 |
Notional value of interest rate swaps | $37,062,000 | 312 |
Futures and forward contracts | $0 | 544 |
Written option contracts | $0 | 572 |
Purchased option contracts | $0 | 129 |
Foreign exchange rate contracts | $3,000 | 116 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $3,000 | 109 |
Spot foreign exchange rate contracts | $3,000 | 86 |
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 | $37,309,000 | 482 |
Notional amount of credit derivatives | $0 | 72 |
Bank is guarantor | $0 | 64 |
Bank is beneficiary | $0 | 55 |
Interest rate contracts | $37,303,000 | 477 |
Notional value of interest rate swaps | $37,303,000 | 304 |
Futures and forward contracts | $0 | 542 |
Written option contracts | $0 | 577 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $6,000 | 111 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $6,000 | 104 |
Spot foreign exchange rate contracts | $6,000 | 77 |
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 | $42,286,000 | 456 |
Notional amount of credit derivatives | $0 | 71 |
Bank is guarantor | $0 | 63 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $37,552,000 | 473 |
Notional value of interest rate swaps | $37,552,000 | 318 |
Futures and forward contracts | $0 | 852 |
Written option contracts | $0 | 918 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $4,734,000 | 80 |
Notional value of exchange swaps | $4,734,000 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
Spot foreign exchange rate contracts | $0 | 83 |
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 | $38,093,000 | 519 |
Notional amount of credit derivatives | $0 | 68 |
Bank is guarantor | $0 | 60 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $38,092,000 | 514 |
Notional value of interest rate swaps | $37,792,000 | 318 |
Futures and forward contracts | $300,000 | 821 |
Written option contracts | $0 | 927 |
Purchased option contracts | $0 | 159 |
Foreign exchange rate contracts | $1,000 | 113 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,000 | 108 |
Spot foreign exchange rate contracts | $1,000 | 81 |
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 | $52,654,000 | 450 |
Notional amount of credit derivatives | $0 | 71 |
Bank is guarantor | $0 | 61 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $51,557,000 | 448 |
Notional value of interest rate swaps | $51,323,000 | 281 |
Futures and forward contracts | $234,000 | 816 |
Written option contracts | $0 | 918 |
Purchased option contracts | $0 | 174 |
Foreign exchange rate contracts | $1,097,000 | 94 |
Notional value of exchange swaps | $310,000 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $787,000 | 92 |
Spot foreign exchange rate contracts | $16,000 | 82 |
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 | $57,100,000 | 408 |
Notional amount of credit derivatives | $0 | 66 |
Bank is guarantor | $0 | 56 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $54,801,000 | 410 |
Notional value of interest rate swaps | $51,683,000 | 268 |
Futures and forward contracts | $3,118,000 | 492 |
Written option contracts | $0 | 894 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $2,299,000 | 90 |
Notional value of exchange swaps | $195,000 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $2,104,000 | 86 |
Spot foreign exchange rate contracts | $770,000 | 62 |
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 | $78,903,000 | 338 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 55 |
Bank is beneficiary | $0 | 48 |
Interest rate contracts | $56,725,000 | 378 |
Notional value of interest rate swaps | $55,051,000 | 263 |
Futures and forward contracts | $1,674,000 | 556 |
Written option contracts | $0 | 872 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $22,178,000 | 70 |
Notional value of exchange swaps | $14,720,000 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $7,458,000 | 78 |
Spot foreign exchange rate contracts | $5,936,000 | 42 |
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 | $82,520,000 | 341 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 54 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $53,199,000 | 404 |
Notional value of interest rate swaps | $52,404,000 | 267 |
Futures and forward contracts | $795,000 | 676 |
Written option contracts | $0 | 880 |
Purchased option contracts | $0 | 175 |
Foreign exchange rate contracts | $29,321,000 | 65 |
Notional value of exchange swaps | $18,769,000 | 27 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $10,552,000 | 72 |
Spot foreign exchange rate contracts | $5,934,000 | 42 |
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 | $77,338,000 | 360 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 53 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $53,253,000 | 409 |
Notional value of interest rate swaps | $52,753,000 | 264 |
Futures and forward contracts | $500,000 | 732 |
Written option contracts | $0 | 897 |
Purchased option contracts | $0 | 173 |
Foreign exchange rate contracts | $24,085,000 | 69 |
Notional value of exchange swaps | $12,791,000 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $11,294,000 | 74 |
Spot foreign exchange rate contracts | $7,140,000 | 43 |
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 | $71,725,000 | 367 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 52 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $54,047,000 | 402 |
Notional value of interest rate swaps | $53,097,000 | 256 |
Futures and forward contracts | $950,000 | 663 |
Written option contracts | $0 | 899 |
Purchased option contracts | $0 | 170 |
Foreign exchange rate contracts | $17,678,000 | 76 |
Notional value of exchange swaps | $12,317,000 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $5,361,000 | 83 |
Spot foreign exchange rate contracts | $2,597,000 | 50 |
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 | $67,010,000 | 336 |
Notional amount of credit derivatives | $0 | 63 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $53,450,000 | 362 |
Notional value of interest rate swaps | $53,450,000 | 247 |
Futures and forward contracts | $0 | 802 |
Written option contracts | $0 | 871 |
Purchased option contracts | $0 | 171 |
Foreign exchange rate contracts | $13,560,000 | 81 |
Notional value of exchange swaps | $10,074,000 | 27 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $3,486,000 | 85 |
Spot foreign exchange rate contracts | $1,752,000 | 51 |
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 | $74,556,000 | 310 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $53,793,000 | 347 |
Notional value of interest rate swaps | $53,793,000 | 240 |
Futures and forward contracts | $0 | 795 |
Written option contracts | $0 | 881 |
Purchased option contracts | $0 | 169 |
Foreign exchange rate contracts | $20,763,000 | 75 |
Notional value of exchange swaps | $17,679,000 | 27 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $3,084,000 | 87 |
Spot foreign exchange rate contracts | $1,835,000 | 53 |
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 | $62,551,000 | 338 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 49 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $50,710,000 | 361 |
Notional value of interest rate swaps | $50,710,000 | 240 |
Futures and forward contracts | $0 | 816 |
Written option contracts | $0 | 884 |
Purchased option contracts | $0 | 174 |
Foreign exchange rate contracts | $11,841,000 | 79 |
Notional value of exchange swaps | $7,994,000 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $3,847,000 | 82 |
Spot foreign exchange rate contracts | $2,254,000 | 50 |
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 | $95,047,000 | 273 |
Notional amount of credit derivatives | $0 | 62 |
Bank is guarantor | $0 | 47 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $40,965,000 | 367 |
Notional value of interest rate swaps | $40,965,000 | 254 |
Futures and forward contracts | $0 | 790 |
Written option contracts | $0 | 879 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $54,082,000 | 61 |
Notional value of exchange swaps | $39,782,000 | 26 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $14,300,000 | 71 |
Spot foreign exchange rate contracts | $12,760,000 | 41 |
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 | $110,747,000 | 248 |
Notional amount of credit derivatives | $0 | 59 |
Bank is guarantor | $0 | 44 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $41,635,000 | 352 |
Notional value of interest rate swaps | $41,635,000 | 247 |
Futures and forward contracts | $0 | 792 |
Written option contracts | $0 | 858 |
Purchased option contracts | $0 | 164 |
Foreign exchange rate contracts | $69,112,000 | 57 |
Notional value of exchange swaps | $46,720,000 | 25 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $22,392,000 | 65 |
Spot foreign exchange rate contracts | $20,887,000 | 33 |
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 | $86,952,000 | 278 |
Notional amount of credit derivatives | $0 | 58 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $41,635,000 | 356 |
Notional value of interest rate swaps | $41,635,000 | 241 |
Futures and forward contracts | $0 | 831 |
Written option contracts | $0 | 876 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $45,317,000 | 60 |
Notional value of exchange swaps | $41,114,000 | 26 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $4,203,000 | 76 |
Spot foreign exchange rate contracts | $2,940,000 | 49 |
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 | $39,443,000 | 421 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $0 | 1,362 |
Notional value of interest rate swaps | $0 | 460 |
Futures and forward contracts | $0 | 826 |
Written option contracts | $0 | 875 |
Purchased option contracts | $0 | 152 |
Foreign exchange rate contracts | $39,443,000 | 69 |
Notional value of exchange swaps | $29,186,000 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $10,257,000 | 74 |
Spot foreign exchange rate contracts | $7,690,000 | 40 |
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 | $22,412,000 | 538 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $0 | 1,350 |
Notional value of interest rate swaps | $0 | 449 |
Futures and forward contracts | $0 | 809 |
Written option contracts | $0 | 875 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $22,412,000 | 72 |
Notional value of exchange swaps | $14,053,000 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $8,359,000 | 72 |
Spot foreign exchange rate contracts | $4,428,000 | 46 |
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 | $11,348,000 | 686 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $0 | 1,317 |
Notional value of interest rate swaps | $0 | 435 |
Futures and forward contracts | $0 | 782 |
Written option contracts | $0 | 845 |
Purchased option contracts | $0 | 156 |
Foreign exchange rate contracts | $11,348,000 | 73 |
Notional value of exchange swaps | $8,256,000 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $3,092,000 | 77 |
Spot foreign exchange rate contracts | $1,081,000 | 47 |
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 | $12,195,000 | 679 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $0 | 1,313 |
Notional value of interest rate swaps | $0 | 425 |
Futures and forward contracts | $0 | 769 |
Written option contracts | $0 | 839 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $12,195,000 | 73 |
Notional value of exchange swaps | $5,389,000 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $6,806,000 | 70 |
Spot foreign exchange rate contracts | $4,224,000 | 47 |
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 | $46,022,000 | 392 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 34 |
Interest rate contracts | $7,951,000 | 732 |
Notional value of interest rate swaps | $7,951,000 | 323 |
Futures and forward contracts | $0 | 741 |
Written option contracts | $0 | 808 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $38,071,000 | 63 |
Notional value of exchange swaps | $20,702,000 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $17,369,000 | 66 |
Spot foreign exchange rate contracts | $15,258,000 | 35 |
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 | $32,693,000 | 419 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $7,951,000 | 703 |
Notional value of interest rate swaps | $7,951,000 | 322 |
Futures and forward contracts | $0 | 728 |
Written option contracts | $0 | 789 |
Purchased option contracts | $0 | 154 |
Foreign exchange rate contracts | $24,742,000 | 65 |
Notional value of exchange swaps | $14,008,000 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $10,734,000 | 68 |
Spot foreign exchange rate contracts | $8,732,000 | 39 |
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 | $63,828,000 | 271 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $7,951,000 | 608 |
Notional value of interest rate swaps | $7,951,000 | 299 |
Futures and forward contracts | $0 | 659 |
Written option contracts | $0 | 734 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $55,877,000 | 57 |
Notional value of exchange swaps | $29,270,000 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $26,607,000 | 59 |
Spot foreign exchange rate contracts | $24,148,000 | 29 |
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 | $103,370,000 | 234 |
Notional amount of credit derivatives | $0 | 46 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $7,951,000 | 646 |
Notional value of interest rate swaps | $7,951,000 | 293 |
Futures and forward contracts | $0 | 648 |
Written option contracts | $0 | 730 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $95,419,000 | 53 |
Notional value of exchange swaps | $44,492,000 | 26 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $50,927,000 | 57 |
Spot foreign exchange rate contracts | $49,418,000 | 29 |
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 | $61,938,000 | 245 |
Notional amount of credit derivatives | $0 | 45 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $0 | 1,113 |
Notional value of interest rate swaps | $0 | 361 |
Futures and forward contracts | $0 | 628 |
Written option contracts | $0 | 701 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $61,938,000 | 60 |
Notional value of exchange swaps | $27,877,000 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $34,061,000 | 56 |
Spot foreign exchange rate contracts | $34,061,000 | 32 |
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 | $37,451,000 | 290 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $0 | 1,090 |
Notional value of interest rate swaps | $0 | 359 |
Futures and forward contracts | $0 | 610 |
Written option contracts | $0 | 700 |
Purchased option contracts | $0 | 139 |
Foreign exchange rate contracts | $37,451,000 | 61 |
Notional value of exchange swaps | $9,952,000 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $27,499,000 | 56 |
Spot foreign exchange rate contracts | $27,499,000 | 33 |
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 | $41,461,000 | 308 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $0 | 1,118 |
Notional value of interest rate swaps | $0 | 354 |
Futures and forward contracts | $0 | 635 |
Written option contracts | $0 | 722 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $41,461,000 | 57 |
Notional value of exchange swaps | $10,319,000 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $31,142,000 | 52 |
Spot foreign exchange rate contracts | $25,043,000 | 26 |
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 | $37,416,000 | 367 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $0 | 1,147 |
Notional value of interest rate swaps | $0 | 352 |
Futures and forward contracts | $0 | 630 |
Written option contracts | $0 | 752 |
Purchased option contracts | $0 | 135 |
Foreign exchange rate contracts | $37,416,000 | 58 |
Notional value of exchange swaps | $24,688,000 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $12,728,000 | 58 |
Spot foreign exchange rate contracts | $10,280,000 | 38 |
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 | $38,065,000 | 313 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $500,000 | 1,003 |
Notional value of interest rate swaps | $0 | 352 |
Futures and forward contracts | $250,000 | 552 |
Written option contracts | $250,000 | 664 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $37,565,000 | 55 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $37,565,000 | 48 |
Spot foreign exchange rate contracts | $32,455,000 | 32 |
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 | $68,398,000 | 227 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $3,470,000 | 686 |
Notional value of interest rate swaps | $0 | 357 |
Futures and forward contracts | $1,735,000 | 386 |
Written option contracts | $1,735,000 | 457 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $64,928,000 | 48 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $64,928,000 | 44 |
Spot foreign exchange rate contracts | $61,168,000 | 24 |
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 | $54,082,000 | 250 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $796,000 | 903 |
Notional value of interest rate swaps | $0 | 347 |
Futures and forward contracts | $398,000 | 505 |
Written option contracts | $398,000 | 586 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $53,286,000 | 49 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $53,286,000 | 48 |
Spot foreign exchange rate contracts | $47,841,000 | 26 |
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 | $55,587,000 | 252 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $3,200,000 | 714 |
Notional value of interest rate swaps | $0 | 346 |
Futures and forward contracts | $1,600,000 | 406 |
Written option contracts | $1,600,000 | 466 |
Purchased option contracts | $0 | 147 |
Foreign exchange rate contracts | $52,387,000 | 47 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $52,387,000 | 45 |
Spot foreign exchange rate contracts | $46,942,000 | 26 |
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 | $65,853,000 | 255 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $1,320,000 | 940 |
Notional value of interest rate swaps | $0 | 357 |
Futures and forward contracts | $660,000 | 538 |
Written option contracts | $660,000 | 620 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $64,533,000 | 45 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $64,533,000 | 44 |
Spot foreign exchange rate contracts | $58,428,000 | 26 |
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 | $48,478,000 | 327 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 38 |
Interest rate contracts | $5,940,000 | 679 |
Notional value of interest rate swaps | $0 | 347 |
Futures and forward contracts | $2,970,000 | 402 |
Written option contracts | $2,970,000 | 474 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $42,538,000 | 48 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $42,538,000 | 47 |
Spot foreign exchange rate contracts | $38,153,000 | 30 |
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 | $41,799,000 | 299 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 40 |
Interest rate contracts | $0 | 1,015 |
Notional value of interest rate swaps | $0 | 349 |
Futures and forward contracts | $0 | 537 |
Written option contracts | $0 | 636 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $41,799,000 | 48 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $41,799,000 | 45 |
Spot foreign exchange rate contracts | $37,614,000 | 24 |
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 | $54,843,000 | 236 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $440,000 | 878 |
Notional value of interest rate swaps | $0 | 346 |
Futures and forward contracts | $220,000 | 486 |
Written option contracts | $220,000 | 563 |
Purchased option contracts | $0 | 153 |
Foreign exchange rate contracts | $54,403,000 | 47 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $54,403,000 | 45 |
Spot foreign exchange rate contracts | $50,243,000 | 29 |
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 | $69,267,000 | 217 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $1,134,000 | 761 |
Notional value of interest rate swaps | $0 | 350 |
Futures and forward contracts | $567,000 | 398 |
Written option contracts | $567,000 | 469 |
Purchased option contracts | $0 | 152 |
Foreign exchange rate contracts | $68,133,000 | 48 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $68,133,000 | 46 |
Spot foreign exchange rate contracts | $60,461,000 | 27 |
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 | $88,922,000 | 208 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $400,000 | 931 |
Notional value of interest rate swaps | $0 | 344 |
Futures and forward contracts | $200,000 | 478 |
Written option contracts | $200,000 | 602 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $88,522,000 | 46 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $88,522,000 | 44 |
Spot foreign exchange rate contracts | $76,807,000 | 27 |
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 | $125,545,000 | 169 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $3,214,000 | 618 |
Notional value of interest rate swaps | $0 | 335 |
Futures and forward contracts | $362,000 | 394 |
Written option contracts | $2,852,000 | 286 |
Purchased option contracts | $0 | 169 |
Foreign exchange rate contracts | $122,331,000 | 42 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $122,331,000 | 40 |
Spot foreign exchange rate contracts | $109,863,000 | 19 |
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 | $160,354,000 | 158 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 35 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $500,000 | 833 |
Notional value of interest rate swaps | $0 | 326 |
Futures and forward contracts | $250,000 | 413 |
Written option contracts | $250,000 | 515 |
Purchased option contracts | $0 | 177 |
Foreign exchange rate contracts | $159,854,000 | 41 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $159,854,000 | 39 |
Spot foreign exchange rate contracts | $159,531,000 | 22 |
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 | $145,215,000 | 182 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $3,054,000 | 671 |
Notional value of interest rate swaps | $0 | 350 |
Futures and forward contracts | $1,527,000 | 324 |
Written option contracts | $1,527,000 | 394 |
Purchased option contracts | $0 | 190 |
Foreign exchange rate contracts | $142,161,000 | 42 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $142,161,000 | 40 |
Spot foreign exchange rate contracts | $139,572,000 | 22 |
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 | $118,492,000 | 192 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $2,850,000 | 669 |
Notional value of interest rate swaps | $0 | 345 |
Futures and forward contracts | $1,425,000 | 309 |
Written option contracts | $1,425,000 | 381 |
Purchased option contracts | $0 | 191 |
Foreign exchange rate contracts | $115,642,000 | 43 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $108,642,000 | 41 |
Spot foreign exchange rate contracts | $106,245,000 | 25 |
Written option contracts | $7,000,000 | 24 |
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 | $151,130,000 | 172 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $985,000 | 762 |
Notional value of interest rate swaps | $0 | 345 |
Futures and forward contracts | $0 | 427 |
Written option contracts | $985,000 | 383 |
Purchased option contracts | $0 | 188 |
Foreign exchange rate contracts | $150,145,000 | 41 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $150,145,000 | 38 |
Spot foreign exchange rate contracts | $150,042,000 | 19 |
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 | $207,710,000 | 157 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $0 | 894 |
Notional value of interest rate swaps | $0 | 353 |
Futures and forward contracts | $0 | 430 |
Written option contracts | $0 | 512 |
Purchased option contracts | $0 | 185 |
Foreign exchange rate contracts | $207,710,000 | 40 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $207,710,000 | 37 |
Spot foreign exchange rate contracts | $207,710,000 | 21 |
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 | $133,505,000 | 185 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 26 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $2,000,000 | 676 |
Notional value of interest rate swaps | $2,000,000 | 339 |
Futures and forward contracts | $0 | 416 |
Written option contracts | $0 | 505 |
Purchased option contracts | $0 | 168 |
Foreign exchange rate contracts | $131,505,000 | 42 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $131,505,000 | 39 |
Spot foreign exchange rate contracts | $131,053,000 | 23 |
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 | $123,454,000 | 189 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 27 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $2,000,000 | 667 |
Notional value of interest rate swaps | $2,000,000 | 333 |
Futures and forward contracts | $0 | 407 |
Written option contracts | $0 | 497 |
Purchased option contracts | $0 | 163 |
Foreign exchange rate contracts | $121,454,000 | 46 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $121,454,000 | 43 |
Spot foreign exchange rate contracts | $120,420,000 | 25 |
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 | $105,675,000 | 198 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $2,000,000 | 617 |
Notional value of interest rate swaps | $2,000,000 | 327 |
Futures and forward contracts | $0 | 388 |
Written option contracts | $0 | 465 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $103,675,000 | 43 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $103,675,000 | 40 |
Spot foreign exchange rate contracts | $102,188,000 | 22 |
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 | $80,017,000 | 218 |
Notional amount of credit derivatives | $0 | 39 |
Bank is guarantor | $0 | 28 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $4,940,000 | 532 |
Notional value of interest rate swaps | $2,000,000 | 323 |
Futures and forward contracts | $0 | 355 |
Written option contracts | $2,940,000 | 273 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $75,077,000 | 47 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $75,077,000 | 43 |
Spot foreign exchange rate contracts | $59,281,000 | 25 |
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 | $148,176,000 | 174 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $2,027,000 | 568 |
Notional value of interest rate swaps | $0 | 331 |
Futures and forward contracts | $0 | 325 |
Written option contracts | $2,027,000 | 282 |
Purchased option contracts | $0 | 117 |
Foreign exchange rate contracts | $146,149,000 | 43 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $146,149,000 | 40 |
Spot foreign exchange rate contracts | $129,477,000 | 26 |
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 | $110,251,000 | 173 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $460,000 | 626 |
Notional value of interest rate swaps | $0 | 328 |
Futures and forward contracts | $0 | 283 |
Written option contracts | $460,000 | 309 |
Purchased option contracts | $0 | 119 |
Foreign exchange rate contracts | $109,791,000 | 43 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $109,791,000 | 40 |
Spot foreign exchange rate contracts | $94,365,000 | 23 |
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 | $149,689,000 | 163 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $0 | 659 |
Notional value of interest rate swaps | $0 | 335 |
Futures and forward contracts | $0 | 272 |
Written option contracts | $0 | 340 |
Purchased option contracts | $0 | 114 |
Foreign exchange rate contracts | $149,689,000 | 42 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $149,689,000 | 40 |
Spot foreign exchange rate contracts | $134,189,000 | 20 |
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 | $233,406,000 | 142 |
Notional amount of credit derivatives | $0 | 36 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $0 | 656 |
Notional value of interest rate swaps | $0 | 341 |
Futures and forward contracts | $0 | 268 |
Written option contracts | $0 | 334 |
Purchased option contracts | $0 | 120 |
Foreign exchange rate contracts | $233,406,000 | 40 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $233,406,000 | 39 |
Spot foreign exchange rate contracts | $233,406,000 | 20 |
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 | $341,470,000 | 122 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $0 | 628 |
Notional value of interest rate swaps | $0 | 338 |
Futures and forward contracts | $0 | 251 |
Written option contracts | $0 | 309 |
Purchased option contracts | $0 | 123 |
Foreign exchange rate contracts | $341,470,000 | 40 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $133,470,000 | 42 |
Spot foreign exchange rate contracts | $132,470,000 | 28 |
Written option contracts | $104,000,000 | 18 |
Purchased option contracts | $104,000,000 | 17 |
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 | $798,772,000 | 95 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $0 | 586 |
Notional value of interest rate swaps | $0 | 325 |
Futures and forward contracts | $0 | 237 |
Written option contracts | $0 | 273 |
Purchased option contracts | $0 | 122 |
Foreign exchange rate contracts | $798,772,000 | 34 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $158,772,000 | 42 |
Spot foreign exchange rate contracts | $156,772,000 | 23 |
Written option contracts | $320,000,000 | 15 |
Purchased option contracts | $320,000,000 | 14 |
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 | $901,138,000 | 84 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 29 |
Interest rate contracts | $0 | 562 |
Notional value of interest rate swaps | $0 | 330 |
Futures and forward contracts | $0 | 228 |
Written option contracts | $0 | 251 |
Purchased option contracts | $0 | 125 |
Foreign exchange rate contracts | $901,138,000 | 30 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $173,138,000 | 39 |
Spot foreign exchange rate contracts | $173,138,000 | 19 |
Written option contracts | $364,000,000 | 14 |
Purchased option contracts | $364,000,000 | 14 |
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 | $1,250,608,000 | 75 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 28 |
Interest rate contracts | $50,000,000 | 227 |
Notional value of interest rate swaps | $0 | 328 |
Futures and forward contracts | $50,000,000 | 82 |
Written option contracts | $0 | 233 |
Purchased option contracts | $0 | 130 |
Foreign exchange rate contracts | $1,200,608,000 | 30 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $220,608,000 | 38 |
Spot foreign exchange rate contracts | $220,608,000 | 22 |
Written option contracts | $490,000,000 | 13 |
Purchased option contracts | $490,000,000 | 13 |
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 | $207,490,000 | 152 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $0 | 523 |
Notional value of interest rate swaps | $0 | 315 |
Futures and forward contracts | $0 | 197 |
Written option contracts | $0 | 209 |
Purchased option contracts | $0 | 134 |
Foreign exchange rate contracts | $207,490,000 | 39 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $207,490,000 | 37 |
Spot foreign exchange rate contracts | $183,490,000 | 25 |
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 | $213,251,000 | 144 |
Notional amount of credit derivatives | $0 | 33 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $0 | 481 |
Notional value of interest rate swaps | $0 | 307 |
Futures and forward contracts | $0 | 175 |
Written option contracts | $0 | 168 |
Purchased option contracts | $0 | 139 |
Foreign exchange rate contracts | $213,251,000 | 40 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $213,251,000 | 36 |
Spot foreign exchange rate contracts | $205,251,000 | 22 |
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 | $477,824,000 | 107 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 21 |
Interest rate contracts | $0 | 444 |
Notional value of interest rate swaps | $0 | 294 |
Futures and forward contracts | $0 | 158 |
Written option contracts | $0 | 138 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $477,824,000 | 32 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $237,824,000 | 34 |
Spot foreign exchange rate contracts | $189,824,000 | 20 |
Written option contracts | $120,000,000 | 17 |
Purchased option contracts | $120,000,000 | 18 |
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 | $469,854,000 | 101 |
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 | $469,854,000 | 34 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $469,854,000 | 32 |
Spot foreign exchange rate contracts | $169,555,000 | 20 |
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 | $26,769,000 | 261 |
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 | $26,769,000 | 70 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $26,769,000 | 65 |
Spot foreign exchange rate contracts | $16,179,000 | 37 |
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 | $0 | 488 |
Notional amount of credit derivatives | $0 | 27 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 15 |
Interest rate contracts | $0 | 447 |
Notional value of interest rate swaps | $0 | 316 |
Futures and forward contracts | $0 | 135 |
Written option contracts | $0 | 99 |
Purchased option contracts | $0 | 208 |
Foreign exchange rate contracts | $0 | 125 |
Notional value of exchange swaps | $0 | 38 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 120 |
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 | $0 | 527 |
Notional amount of credit derivatives | $0 | 24 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 16 |
Interest rate contracts | $0 | 487 |
Notional value of interest rate swaps | $0 | 331 |
Futures and forward contracts | $0 | 151 |
Written option contracts | $0 | 98 |
Purchased option contracts | $0 | 228 |
Foreign exchange rate contracts | $0 | 135 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 127 |
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 | $0 | 533 |
Notional amount of credit derivatives | $0 | 18 |
Bank is guarantor | $0 | 16 |
Bank is beneficiary | $0 | 11 |
Interest rate contracts | $0 | 492 |
Notional value of interest rate swaps | $0 | 323 |
Futures and forward contracts | $0 | 177 |
Written option contracts | $0 | 109 |
Purchased option contracts | $0 | 240 |
Foreign exchange rate contracts | $0 | 150 |
Notional value of exchange swaps | $0 | 37 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 140 |
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 | $0 | 549 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 508 |
Notional value of interest rate swaps | $0 | 389 |
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 | $0 | 628 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 577 |
Notional value of interest rate swaps | $0 | 470 |
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 | $0 | 687 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 630 |
Notional value of interest rate swaps | $0 | 530 |
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 |
1993-12-31 | Rank | |
Derivatives | $0 | 714 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 646 |
Notional value of interest rate swaps | $0 | 543 |
Futures and forward contracts | $0 | 179 |
Written option contracts | $0 | 121 |
Purchased option contracts | $0 | 236 |
Foreign exchange rate contracts | $0 | 204 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 212 |
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 | $0 | 651 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 574 |
Notional value of interest rate swaps | $0 | 497 |
Futures and forward contracts | $0 | 150 |
Written option contracts | $0 | 109 |
Purchased option contracts | $0 | 202 |
Foreign exchange rate contracts | $0 | 229 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 237 |
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 |