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FIA Card Services, Derivatives

2014-09-30Rank
Derivatives$8,967,000,00038
Notional amount of credit derivatives$064
Bank is guarantor$050
Bank is beneficiary$046
Interest rate contracts$500,000,000118
Notional value of interest rate swaps$500,000,000104
Futures and forward contracts$0795
Written option contracts$0881
Purchased option contracts$0169
Foreign exchange rate contracts$8,467,000,00015
Notional value of exchange swaps$158,000,00020
Commitments to purchase foreign currencies & U.S. dollar exchange$8,309,000,00014
Spot foreign exchange rate contracts$087
Written option contracts$033
Purchased option contracts$034
Contracts on other commodities and equities.$088
Notional value of other swaps$032
Futures and forward contracts$024
Written option contracts$068
Purchased option contracts$051
2014-06-30Rank
Derivatives$10,383,000,00036
Notional amount of credit derivatives$064
Bank is guarantor$049
Bank is beneficiary$047
Interest rate contracts$500,000,000123
Notional value of interest rate swaps$500,000,000101
Futures and forward contracts$0816
Written option contracts$0884
Purchased option contracts$0174
Foreign exchange rate contracts$9,883,000,00015
Notional value of exchange swaps$171,000,00020
Commitments to purchase foreign currencies & U.S. dollar exchange$9,712,000,00014
Spot foreign exchange rate contracts$080
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$092
Notional value of other swaps$033
Futures and forward contracts$023
Written option contracts$072
Purchased option contracts$051
2014-03-31Rank
Derivatives$9,865,000,00038
Notional amount of credit derivatives$062
Bank is guarantor$047
Bank is beneficiary$045
Interest rate contracts$500,000,000116
Notional value of interest rate swaps$500,000,000100
Futures and forward contracts$0790
Written option contracts$0879
Purchased option contracts$0172
Foreign exchange rate contracts$9,365,000,00016
Notional value of exchange swaps$172,000,00020
Commitments to purchase foreign currencies & U.S. dollar exchange$9,193,000,00014
Spot foreign exchange rate contracts$080
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$094
Notional value of other swaps$034
Futures and forward contracts$025
Written option contracts$073
Purchased option contracts$050
2013-12-31Rank
Derivatives$11,518,000,00033
Notional amount of credit derivatives$059
Bank is guarantor$044
Bank is beneficiary$043
Interest rate contracts$850,000,00093
Notional value of interest rate swaps$850,000,00082
Futures and forward contracts$0792
Written option contracts$0858
Purchased option contracts$0164
Foreign exchange rate contracts$10,668,000,00015
Notional value of exchange swaps$1,442,000,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$9,226,000,00014
Spot foreign exchange rate contracts$077
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$090
Notional value of other swaps$034
Futures and forward contracts$025
Written option contracts$070
Purchased option contracts$050
2013-09-30Rank
Derivatives$11,563,000,00034
Notional amount of credit derivatives$058
Bank is guarantor$043
Bank is beneficiary$043
Interest rate contracts$850,000,00094
Notional value of interest rate swaps$850,000,00082
Futures and forward contracts$0831
Written option contracts$0876
Purchased option contracts$0158
Foreign exchange rate contracts$10,713,000,00015
Notional value of exchange swaps$1,457,000,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$9,256,000,00014
Spot foreign exchange rate contracts$079
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$095
Notional value of other swaps$035
Futures and forward contracts$027
Written option contracts$072
Purchased option contracts$049
2013-06-30Rank
Derivatives$11,452,000,00036
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$1,184,000,00085
Notional value of interest rate swaps$1,184,000,00067
Futures and forward contracts$0826
Written option contracts$0875
Purchased option contracts$0152
Foreign exchange rate contracts$10,268,000,00015
Notional value of exchange swaps$1,715,000,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$8,553,000,00014
Spot foreign exchange rate contracts$081
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$097
Notional value of other swaps$036
Futures and forward contracts$026
Written option contracts$075
Purchased option contracts$052
2013-03-31Rank
Derivatives$11,707,000,00036
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$1,184,000,00085
Notional value of interest rate swaps$1,184,000,00068
Futures and forward contracts$0809
Written option contracts$0875
Purchased option contracts$0157
Foreign exchange rate contracts$10,523,000,00015
Notional value of exchange swaps$2,031,000,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$8,492,000,00014
Spot foreign exchange rate contracts$077
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0101
Notional value of other swaps$037
Futures and forward contracts$024
Written option contracts$078
Purchased option contracts$056
2012-12-31Rank
Derivatives$12,425,493,00035
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$039
Interest rate contracts$1,207,610,00084
Notional value of interest rate swaps$1,207,610,00064
Futures and forward contracts$0782
Written option contracts$0845
Purchased option contracts$0156
Foreign exchange rate contracts$11,217,883,00015
Notional value of exchange swaps$2,145,798,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$9,072,085,00014
Spot foreign exchange rate contracts$074
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$098
Notional value of other swaps$035
Futures and forward contracts$021
Written option contracts$076
Purchased option contracts$055
2012-09-30Rank
Derivatives$13,868,334,00035
Notional amount of credit derivatives$052
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$705,256,000113
Notional value of interest rate swaps$705,256,00087
Futures and forward contracts$0769
Written option contracts$0839
Purchased option contracts$0157
Foreign exchange rate contracts$13,163,078,00014
Notional value of exchange swaps$2,178,778,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$10,984,300,00013
Spot foreign exchange rate contracts$077
Written option contracts$034
Purchased option contracts$035
Contracts on other commodities and equities.$0106
Notional value of other swaps$037
Futures and forward contracts$022
Written option contracts$080
Purchased option contracts$058
2012-06-30Rank
Derivatives$15,846,770,00035
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$034
Interest rate contracts$1,195,114,00085
Notional value of interest rate swaps$1,195,114,00070
Futures and forward contracts$0741
Written option contracts$0808
Purchased option contracts$0157
Foreign exchange rate contracts$14,651,656,00013
Notional value of exchange swaps$4,398,797,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$10,252,859,00013
Spot foreign exchange rate contracts$074
Written option contracts$035
Purchased option contracts$035
Contracts on other commodities and equities.$0100
Notional value of other swaps$036
Futures and forward contracts$021
Written option contracts$074
Purchased option contracts$057
2012-03-31Rank
Derivatives$16,627,689,00033
Notional amount of credit derivatives$051
Bank is guarantor$043
Bank is beneficiary$035
Interest rate contracts$1,701,604,00069
Notional value of interest rate swaps$1,701,604,00055
Futures and forward contracts$0728
Written option contracts$0789
Purchased option contracts$0154
Foreign exchange rate contracts$14,926,085,00013
Notional value of exchange swaps$4,438,617,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$10,487,468,00013
Spot foreign exchange rate contracts$072
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0105
Notional value of other swaps$036
Futures and forward contracts$023
Written option contracts$077
Purchased option contracts$060
2011-12-31Rank
Derivatives$16,669,875,00032
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$035
Interest rate contracts$1,940,175,00055
Notional value of interest rate swaps$1,940,175,00051
Futures and forward contracts$0659
Written option contracts$0734
Purchased option contracts$0142
Foreign exchange rate contracts$14,729,700,00013
Notional value of exchange swaps$5,389,016,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$9,340,684,00013
Spot foreign exchange rate contracts$071
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$095
Notional value of other swaps$037
Futures and forward contracts$017
Written option contracts$072
Purchased option contracts$059
2011-09-30Rank
Derivatives$13,128,364,00035
Notional amount of credit derivatives$046
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$2,196,457,00054
Notional value of interest rate swaps$2,196,457,00049
Futures and forward contracts$0648
Written option contracts$0730
Purchased option contracts$0141
Foreign exchange rate contracts$10,931,907,00014
Notional value of exchange swaps$3,676,829,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$7,255,078,00016
Spot foreign exchange rate contracts$074
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0102
Notional value of other swaps$037
Futures and forward contracts$018
Written option contracts$077
Purchased option contracts$061
2011-06-30Rank
Derivatives$7,314,887,00040
Notional amount of credit derivatives$045
Bank is guarantor$038
Bank is beneficiary$031
Interest rate contracts$2,215,836,00056
Notional value of interest rate swaps$2,215,836,00053
Futures and forward contracts$0628
Written option contracts$0701
Purchased option contracts$0143
Foreign exchange rate contracts$5,099,051,00021
Notional value of exchange swaps$5,099,051,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$093
Spot foreign exchange rate contracts$070
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0104
Notional value of other swaps$039
Futures and forward contracts$017
Written option contracts$077
Purchased option contracts$063
2011-03-31Rank
Derivatives$9,482,868,00037
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$032
Interest rate contracts$2,213,274,00057
Notional value of interest rate swaps$2,213,274,00053
Futures and forward contracts$0610
Written option contracts$0700
Purchased option contracts$0139
Foreign exchange rate contracts$7,269,594,00019
Notional value of exchange swaps$7,269,594,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$092
Spot foreign exchange rate contracts$068
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$0108
Notional value of other swaps$043
Futures and forward contracts$015
Written option contracts$081
Purchased option contracts$065
2010-12-31Rank
Derivatives$9,880,398,00037
Notional amount of credit derivatives$048
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$3,022,458,00054
Notional value of interest rate swaps$3,022,458,00046
Futures and forward contracts$0635
Written option contracts$0722
Purchased option contracts$0142
Foreign exchange rate contracts$6,857,940,00018
Notional value of exchange swaps$6,857,940,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$066
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0106
Notional value of other swaps$042
Futures and forward contracts$015
Written option contracts$079
Purchased option contracts$065
2010-09-30Rank
Derivatives$11,877,140,00037
Notional amount of credit derivatives$047
Bank is guarantor$036
Bank is beneficiary$032
Interest rate contracts$4,022,458,00046
Notional value of interest rate swaps$4,022,458,00042
Futures and forward contracts$0630
Written option contracts$0752
Purchased option contracts$0135
Foreign exchange rate contracts$7,854,682,00014
Notional value of exchange swaps$7,854,682,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$069
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$0114
Notional value of other swaps$046
Futures and forward contracts$014
Written option contracts$086
Purchased option contracts$063
2010-06-30Rank
Derivatives$12,590,596,00036
Notional amount of credit derivatives$047
Bank is guarantor$037
Bank is beneficiary$033
Interest rate contracts$4,599,160,00045
Notional value of interest rate swaps$4,599,160,00041
Futures and forward contracts$0592
Written option contracts$0710
Purchased option contracts$0143
Foreign exchange rate contracts$7,991,436,00014
Notional value of exchange swaps$7,991,436,0008
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$067
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$0117
Notional value of other swaps$049
Futures and forward contracts$015
Written option contracts$087
Purchased option contracts$063
2010-03-31Rank
Derivatives$27,726,999,00024
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$033
Interest rate contracts$9,663,722,00037
Notional value of interest rate swaps$9,663,722,00032
Futures and forward contracts$0580
Written option contracts$0689
Purchased option contracts$0142
Foreign exchange rate contracts$17,174,483,00011
Notional value of exchange swaps$17,174,483,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$070
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$888,794,00018
Notional value of other swaps$053
Futures and forward contracts$015
Written option contracts$888,794,00012
Purchased option contracts$066
2009-12-31Rank
Derivatives$1,572,889,00064
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$035
Interest rate contracts$645,343,00079
Notional value of interest rate swaps$645,343,00072
Futures and forward contracts$0570
Written option contracts$0689
Purchased option contracts$0146
Foreign exchange rate contracts$31,824,00051
Notional value of exchange swaps$31,824,00023
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$067
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$895,722,00018
Notional value of other swaps$053
Futures and forward contracts$014
Written option contracts$895,722,00012
Purchased option contracts$065
2009-09-30Rank
Derivatives$1,367,969,00064
Notional amount of credit derivatives$051
Bank is guarantor$042
Bank is beneficiary$036
Interest rate contracts$629,775,00078
Notional value of interest rate swaps$629,775,00071
Futures and forward contracts$0590
Written option contracts$0717
Purchased option contracts$0147
Foreign exchange rate contracts$30,833,00054
Notional value of exchange swaps$30,833,00024
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$070
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$707,361,00018
Notional value of other swaps$058
Futures and forward contracts$017
Written option contracts$707,361,00012
Purchased option contracts$067
2009-06-30Rank
Derivatives$1,202,205,00076
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$036
Interest rate contracts$581,756,00093
Notional value of interest rate swaps$581,756,00076
Futures and forward contracts$0609
Written option contracts$0739
Purchased option contracts$0145
Foreign exchange rate contracts$35,000,00054
Notional value of exchange swaps$35,000,00025
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$069
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$585,449,00018
Notional value of other swaps$065
Futures and forward contracts$016
Written option contracts$585,449,00013
Purchased option contracts$075
2009-03-31Rank
Derivatives$1,289,515,00075
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$038
Interest rate contracts$676,000,00093
Notional value of interest rate swaps$676,000,00074
Futures and forward contracts$0582
Written option contracts$0706
Purchased option contracts$0145
Foreign exchange rate contracts$27,471,00053
Notional value of exchange swaps$27,471,00025
Commitments to purchase foreign currencies & U.S. dollar exchange$0100
Spot foreign exchange rate contracts$071
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$586,044,00018
Notional value of other swaps$062
Futures and forward contracts$016
Written option contracts$586,044,00011
Purchased option contracts$079
2008-12-31Rank
Derivatives$2,614,101,00060
Notional amount of credit derivatives$050
Bank is guarantor$036
Bank is beneficiary$040
Interest rate contracts$1,380,850,00069
Notional value of interest rate swaps$1,380,850,00064
Futures and forward contracts$0537
Written option contracts$0636
Purchased option contracts$0145
Foreign exchange rate contracts$733,147,00031
Notional value of exchange swaps$733,147,00015
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$071
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$500,104,00020
Notional value of other swaps$070
Futures and forward contracts$016
Written option contracts$500,104,00011
Purchased option contracts$076
2008-09-30Rank
Derivatives$3,454,760,00055
Notional amount of credit derivatives$054
Bank is guarantor$039
Bank is beneficiary$041
Interest rate contracts$2,077,000,00062
Notional value of interest rate swaps$2,077,000,00057
Futures and forward contracts$0517
Written option contracts$0604
Purchased option contracts$0153
Foreign exchange rate contracts$757,249,00031
Notional value of exchange swaps$757,249,00015
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$073
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$620,511,00020
Notional value of other swaps$073
Futures and forward contracts$015
Written option contracts$620,511,00010
Purchased option contracts$082
2008-06-30Rank
Derivatives$5,509,810,00050
Notional amount of credit derivatives$052
Bank is guarantor$037
Bank is beneficiary$039
Interest rate contracts$2,929,750,00054
Notional value of interest rate swaps$2,929,750,00051
Futures and forward contracts$0487
Written option contracts$0598
Purchased option contracts$0152
Foreign exchange rate contracts$1,650,955,00025
Notional value of exchange swaps$1,650,955,00015
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$073
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$929,105,00019
Notional value of other swaps$075
Futures and forward contracts$017
Written option contracts$929,105,00010
Purchased option contracts$087
2008-03-31Rank
Derivatives$5,665,833,00048
Notional amount of credit derivatives$050
Bank is guarantor$038
Bank is beneficiary$037
Interest rate contracts$3,230,050,00051
Notional value of interest rate swaps$3,230,050,00048
Futures and forward contracts$0496
Written option contracts$0632
Purchased option contracts$0158
Foreign exchange rate contracts$1,655,499,00025
Notional value of exchange swaps$1,655,499,00015
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$071
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$780,284,00018
Notional value of other swaps$076
Futures and forward contracts$018
Written option contracts$780,284,00010
Purchased option contracts$083
2007-12-31Rank
Derivatives$6,890,767,00045
Notional amount of credit derivatives$048
Bank is guarantor$036
Bank is beneficiary$037
Interest rate contracts$3,120,000,00052
Notional value of interest rate swaps$3,120,000,00050
Futures and forward contracts$0454
Written option contracts$0590
Purchased option contracts$0169
Foreign exchange rate contracts$3,017,742,00021
Notional value of exchange swaps$3,017,742,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$070
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$753,025,00019
Notional value of other swaps$079
Futures and forward contracts$022
Written option contracts$753,025,00010
Purchased option contracts$082
2007-09-30Rank
Derivatives$6,521,459,00048
Notional amount of credit derivatives$048
Bank is guarantor$035
Bank is beneficiary$039
Interest rate contracts$3,072,425,00052
Notional value of interest rate swaps$3,072,425,00049
Futures and forward contracts$0443
Written option contracts$0558
Purchased option contracts$0177
Foreign exchange rate contracts$2,931,259,00021
Notional value of exchange swaps$2,931,259,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$072
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$517,775,00020
Notional value of other swaps$083
Futures and forward contracts$024
Written option contracts$517,775,00012
Purchased option contracts$086
2007-06-30Rank
Derivatives$6,503,081,00050
Notional amount of credit derivatives$052
Bank is guarantor$039
Bank is beneficiary$037
Interest rate contracts$2,623,421,00055
Notional value of interest rate swaps$2,623,421,00051
Futures and forward contracts$0460
Written option contracts$0570
Purchased option contracts$0190
Foreign exchange rate contracts$3,299,250,00018
Notional value of exchange swaps$3,299,250,0008
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$072
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$580,410,00018
Notional value of other swaps$082
Futures and forward contracts$027
Written option contracts$580,410,00012
Purchased option contracts$083
2007-03-31Rank
Derivatives$5,718,544,00050
Notional amount of credit derivatives$054
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$2,454,294,00058
Notional value of interest rate swaps$2,454,294,00051
Futures and forward contracts$0444
Written option contracts$0548
Purchased option contracts$0191
Foreign exchange rate contracts$3,264,250,00019
Notional value of exchange swaps$3,264,250,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$072
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0169
Notional value of other swaps$083
Futures and forward contracts$026
Written option contracts$0123
Purchased option contracts$088
2006-12-31Rank
Derivatives$7,009,082,00049
Notional amount of credit derivatives$048
Bank is guarantor$034
Bank is beneficiary$036
Interest rate contracts$3,107,344,00057
Notional value of interest rate swaps$3,107,344,00051
Futures and forward contracts$0427
Written option contracts$0518
Purchased option contracts$0188
Foreign exchange rate contracts$3,901,738,00019
Notional value of exchange swaps$3,901,738,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$098
Spot foreign exchange rate contracts$073
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$0165
Notional value of other swaps$084
Futures and forward contracts$026
Written option contracts$0122
Purchased option contracts$086
2006-09-30Rank
Derivatives$6,984,441,00050
Notional amount of credit derivatives$047
Bank is guarantor$034
Bank is beneficiary$035
Interest rate contracts$3,197,453,00056
Notional value of interest rate swaps$3,197,453,00052
Futures and forward contracts$0430
Written option contracts$0512
Purchased option contracts$0185
Foreign exchange rate contracts$3,786,988,00019
Notional value of exchange swaps$3,786,988,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$077
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0173
Notional value of other swaps$085
Futures and forward contracts$027
Written option contracts$0130
Purchased option contracts$092
2006-06-30Rank
Derivatives$5,181,157,00055
Notional amount of credit derivatives$041
Bank is guarantor$026
Bank is beneficiary$035
Interest rate contracts$1,426,682,00079
Notional value of interest rate swaps$1,426,682,00068
Futures and forward contracts$0416
Written option contracts$0505
Purchased option contracts$0168
Foreign exchange rate contracts$3,754,475,00020
Notional value of exchange swaps$3,754,475,0008
Commitments to purchase foreign currencies & U.S. dollar exchange$098
Spot foreign exchange rate contracts$077
Written option contracts$036
Purchased option contracts$033
Contracts on other commodities and equities.$0172
Notional value of other swaps$088
Futures and forward contracts$029
Written option contracts$0124
Purchased option contracts$090
2006-03-31Rank
Derivatives$6,457,962,00049
Notional amount of credit derivatives$041
Bank is guarantor$027
Bank is beneficiary$035
Interest rate contracts$1,376,738,00075
Notional value of interest rate swaps$1,376,738,00067
Futures and forward contracts$0407
Written option contracts$0497
Purchased option contracts$0163
Foreign exchange rate contracts$5,081,224,00017
Notional value of exchange swaps$3,658,392,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$1,422,832,00025
Spot foreign exchange rate contracts$078
Written option contracts$034
Purchased option contracts$031
Contracts on other commodities and equities.$0177
Notional value of other swaps$087
Futures and forward contracts$030
Written option contracts$0127
Purchased option contracts$093
2005-12-31Rank
Derivatives$19,098,458,00031
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$033
Interest rate contracts$11,194,338,00035
Notional value of interest rate swaps$11,194,338,00025
Futures and forward contracts$0388
Written option contracts$0465
Purchased option contracts$0157
Foreign exchange rate contracts$7,904,120,00012
Notional value of exchange swaps$4,976,665,0008
Commitments to purchase foreign currencies & U.S. dollar exchange$2,927,455,00017
Spot foreign exchange rate contracts$072
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0170
Notional value of other swaps$084
Futures and forward contracts$029
Written option contracts$0117
Purchased option contracts$094
2005-09-30Rank
Derivatives$19,433,187,00029
Notional amount of credit derivatives$039
Bank is guarantor$028
Bank is beneficiary$031
Interest rate contracts$11,213,686,00034
Notional value of interest rate swaps$11,213,686,00026
Futures and forward contracts$0355
Written option contracts$0439
Purchased option contracts$0141
Foreign exchange rate contracts$8,219,501,00014
Notional value of exchange swaps$5,509,710,0008
Commitments to purchase foreign currencies & U.S. dollar exchange$2,709,791,00020
Spot foreign exchange rate contracts$079
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$0166
Notional value of other swaps$076
Futures and forward contracts$027
Written option contracts$0118
Purchased option contracts$091
2005-06-30Rank
Derivatives$19,595,270,00027
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$031
Interest rate contracts$11,791,384,00033
Notional value of interest rate swaps$11,791,384,00025
Futures and forward contracts$0325
Written option contracts$0424
Purchased option contracts$0117
Foreign exchange rate contracts$7,803,886,00015
Notional value of exchange swaps$4,379,224,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$3,424,662,00018
Spot foreign exchange rate contracts$078
Written option contracts$034
Purchased option contracts$032
Contracts on other commodities and equities.$0163
Notional value of other swaps$079
Futures and forward contracts$024
Written option contracts$0117
Purchased option contracts$088
2005-03-31Rank
Derivatives$18,969,589,00029
Notional amount of credit derivatives$035
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$11,138,324,00032
Notional value of interest rate swaps$11,138,324,00026
Futures and forward contracts$0283
Written option contracts$0342
Purchased option contracts$0119
Foreign exchange rate contracts$7,831,265,00015
Notional value of exchange swaps$4,374,143,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$3,457,122,00019
Spot foreign exchange rate contracts$081
Written option contracts$034
Purchased option contracts$033
Contracts on other commodities and equities.$0152
Notional value of other swaps$080
Futures and forward contracts$015
Written option contracts$0113
Purchased option contracts$084
2004-12-31Rank
Derivatives$19,558,188,00028
Notional amount of credit derivatives$035
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$11,798,273,00032
Notional value of interest rate swaps$11,798,273,00024
Futures and forward contracts$0272
Written option contracts$0340
Purchased option contracts$0114
Foreign exchange rate contracts$7,759,915,00013
Notional value of exchange swaps$3,843,597,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$3,916,318,00018
Spot foreign exchange rate contracts$074
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$0147
Notional value of other swaps$078
Futures and forward contracts$014
Written option contracts$0110
Purchased option contracts$079
2004-09-30Rank
Derivatives$18,852,296,00031
Notional amount of credit derivatives$036
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$12,271,307,00030
Notional value of interest rate swaps$12,271,307,00024
Futures and forward contracts$0268
Written option contracts$0334
Purchased option contracts$0120
Foreign exchange rate contracts$6,580,989,00014
Notional value of exchange swaps$4,233,452,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$2,347,537,00020
Spot foreign exchange rate contracts$080
Written option contracts$034
Purchased option contracts$033
Contracts on other commodities and equities.$0148
Notional value of other swaps$075
Futures and forward contracts$014
Written option contracts$0112
Purchased option contracts$076
2004-06-30Rank
Derivatives$18,234,485,00031
Notional amount of credit derivatives$037
Bank is guarantor$023
Bank is beneficiary$031
Interest rate contracts$11,978,038,00031
Notional value of interest rate swaps$11,978,038,00026
Futures and forward contracts$0251
Written option contracts$0309
Purchased option contracts$0123
Foreign exchange rate contracts$6,256,447,00014
Notional value of exchange swaps$4,201,491,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$2,054,956,00020
Spot foreign exchange rate contracts$081
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$0141
Notional value of other swaps$074
Futures and forward contracts$014
Written option contracts$0108
Purchased option contracts$075
2004-03-31Rank
Derivatives$18,704,311,00030
Notional amount of credit derivatives$037
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$12,008,918,00032
Notional value of interest rate swaps$12,008,918,00026
Futures and forward contracts$0237
Written option contracts$0273
Purchased option contracts$0122
Foreign exchange rate contracts$6,695,393,00014
Notional value of exchange swaps$4,224,399,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$2,470,994,00017
Spot foreign exchange rate contracts$85,000,00028
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$0134
Notional value of other swaps$071
Futures and forward contracts$013
Written option contracts$0102
Purchased option contracts$071
2003-12-31Rank
Derivatives$18,875,558,00026
Notional amount of credit derivatives$032
Bank is guarantor$020
Bank is beneficiary$029
Interest rate contracts$12,100,535,00031
Notional value of interest rate swaps$12,100,535,00023
Futures and forward contracts$0228
Written option contracts$0251
Purchased option contracts$0125
Foreign exchange rate contracts$6,775,023,00015
Notional value of exchange swaps$4,696,241,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$2,078,782,00018
Spot foreign exchange rate contracts$077
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$0131
Notional value of other swaps$070
Futures and forward contracts$013
Written option contracts$099
Purchased option contracts$071
2003-09-30Rank
Derivatives$18,752,285,00028
Notional amount of credit derivatives$032
Bank is guarantor$019
Bank is beneficiary$028
Interest rate contracts$11,552,256,00030
Notional value of interest rate swaps$11,552,256,00024
Futures and forward contracts$0219
Written option contracts$0233
Purchased option contracts$0130
Foreign exchange rate contracts$7,200,029,00014
Notional value of exchange swaps$4,433,758,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$2,766,271,00016
Spot foreign exchange rate contracts$078
Written option contracts$032
Purchased option contracts$030
Contracts on other commodities and equities.$0134
Notional value of other swaps$070
Futures and forward contracts$014
Written option contracts$0101
Purchased option contracts$070
2003-06-30Rank
Derivatives$16,573,527,00028
Notional amount of credit derivatives$030
Bank is guarantor$020
Bank is beneficiary$025
Interest rate contracts$10,358,797,00033
Notional value of interest rate swaps$10,358,797,00024
Futures and forward contracts$0197
Written option contracts$0209
Purchased option contracts$0134
Foreign exchange rate contracts$6,214,730,00014
Notional value of exchange swaps$3,234,171,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$2,980,559,00017
Spot foreign exchange rate contracts$164,844,00026
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$0130
Notional value of other swaps$068
Futures and forward contracts$014
Written option contracts$096
Purchased option contracts$064
2003-03-31Rank
Derivatives$15,204,859,00029
Notional amount of credit derivatives$033
Bank is guarantor$023
Bank is beneficiary$025
Interest rate contracts$9,712,877,00034
Notional value of interest rate swaps$9,712,877,00024
Futures and forward contracts$0175
Written option contracts$0168
Purchased option contracts$0139
Foreign exchange rate contracts$5,491,982,00014
Notional value of exchange swaps$2,906,790,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$2,585,192,00018
Spot foreign exchange rate contracts$081
Written option contracts$028
Purchased option contracts$027
Contracts on other commodities and equities.$0123
Notional value of other swaps$065
Futures and forward contracts$012
Written option contracts$086
Purchased option contracts$062
2002-12-31Rank
Derivatives$15,106,907,00028
Notional amount of credit derivatives$030
Bank is guarantor$023
Bank is beneficiary$021
Interest rate contracts$8,585,246,00035
Notional value of interest rate swaps$8,585,246,00024
Futures and forward contracts$0158
Written option contracts$0138
Purchased option contracts$0146
Foreign exchange rate contracts$6,521,661,00014
Notional value of exchange swaps$2,997,399,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$3,524,262,00014
Spot foreign exchange rate contracts$257,942,00016
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$0109
Notional value of other swaps$053
Futures and forward contracts$011
Written option contracts$075
Purchased option contracts$059
2001-12-31Rank
Derivatives$6,606,868,00038
Notional amount of credit derivatives$032
Bank is guarantor$022
Bank is beneficiary$024
Interest rate contracts$3,224,676,00051
Notional value of interest rate swaps$3,224,676,00042
Futures and forward contracts$0140
Written option contracts$091
Purchased option contracts$0176
Foreign exchange rate contracts$3,382,192,00021
Notional value of exchange swaps$1,852,129,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$1,530,063,00023
Spot foreign exchange rate contracts$86,940,00025
Written option contracts$028
Purchased option contracts$028
Contracts on other commodities and equities.$073
Notional value of other swaps$028
Futures and forward contracts$011
Written option contracts$044
Purchased option contracts$038
2000-12-31Rank
Derivatives$3,995,540,00045
Notional amount of credit derivatives$031
Bank is guarantor$024
Bank is beneficiary$019
Interest rate contracts$2,096,129,00056
Notional value of interest rate swaps$2,096,129,00046
Futures and forward contracts$0127
Written option contracts$098
Purchased option contracts$0204
Foreign exchange rate contracts$1,899,411,00025
Notional value of exchange swaps$451,458,00014
Commitments to purchase foreign currencies & U.S. dollar exchange$1,447,953,00024
Spot foreign exchange rate contracts$126,769,00022
Written option contracts$028
Purchased option contracts$029
Contracts on other commodities and equities.$066
Notional value of other swaps$024
Futures and forward contracts$012
Written option contracts$049
Purchased option contracts$031
1999-12-31Rank
Derivatives$2,624,002,00059
Notional amount of credit derivatives$027
Bank is guarantor$023
Bank is beneficiary$015
Interest rate contracts$1,382,606,00075
Notional value of interest rate swaps$1,382,606,00063
Futures and forward contracts$0135
Written option contracts$099
Purchased option contracts$0208
Foreign exchange rate contracts$1,241,396,00028
Notional value of exchange swaps$200,675,00018
Commitments to purchase foreign currencies & U.S. dollar exchange$1,040,721,00029
Spot foreign exchange rate contracts$087
Written option contracts$035
Purchased option contracts$036
Contracts on other commodities and equities.$060
Notional value of other swaps$024
Futures and forward contracts$010
Written option contracts$047
Purchased option contracts$032
1998-12-31Rank
Derivatives$1,757,131,00074
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$860,000,00096
Notional value of interest rate swaps$860,000,00079
Futures and forward contracts$0151
Written option contracts$098
Purchased option contracts$0228
Foreign exchange rate contracts$897,131,00033
Notional value of exchange swaps$40,000,00027
Commitments to purchase foreign currencies & U.S. dollar exchange$857,131,00032
Spot foreign exchange rate contracts$0101
Written option contracts$037
Purchased option contracts$039
Contracts on other commodities and equities.$057
Notional value of other swaps$022
Futures and forward contracts$013
Written option contracts$040
Purchased option contracts$027
1997-12-31Rank
Derivatives$1,052,125,00094
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$500,000,000119
Notional value of interest rate swaps$500,000,00095
Futures and forward contracts$0177
Written option contracts$0109
Purchased option contracts$0240
Foreign exchange rate contracts$552,125,00040
Notional value of exchange swaps$40,000,00023
Commitments to purchase foreign currencies & U.S. dollar exchange$512,125,00038
Spot foreign exchange rate contracts$0110
Written option contracts$041
Purchased option contracts$043
Contracts on other commodities and equities.$044
Notional value of other swaps$018
Futures and forward contracts$017
Written option contracts$028
Purchased option contracts$027
1996-12-31Rank
Derivatives$1,983,376,00079
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$1,500,000,00085
Notional value of interest rate swaps$1,500,000,00068
Futures and forward contracts$0134
Written option contracts$0132
Purchased option contracts$0241
Foreign exchange rate contracts$483,376,00040
Notional value of exchange swaps$40,000,00020
Commitments to purchase foreign currencies & U.S. dollar exchange$443,376,00037
Spot foreign exchange rate contracts$23,121,00042
Written option contracts$037
Purchased option contracts$041
Contracts on other commodities and equities.$044
Notional value of other swaps$016
Futures and forward contracts$019
Written option contracts$027
Purchased option contracts$026
1995-12-31Rank
Derivatives$1,809,973,00095
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$1,500,000,00098
Notional value of interest rate swaps$1,500,000,00077
Futures and forward contracts$0149
Written option contracts$0132
Purchased option contracts$0296
Foreign exchange rate contracts$309,973,00047
Notional value of exchange swaps$40,000,00019
Commitments to purchase foreign currencies & U.S. dollar exchange$269,973,00044
Spot foreign exchange rate contracts$0142
Written option contracts$044
Purchased option contracts$047
Contracts on other commodities and equities.$052
Notional value of other swaps$022
Futures and forward contracts$021
Written option contracts$026
Purchased option contracts$032
1994-12-31Rank
Derivatives$2,333,076,00088
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$2,250,000,00083
Notional value of interest rate swaps$2,250,000,00062
Futures and forward contracts$0164
Written option contracts$0137
Purchased option contracts$0280
Foreign exchange rate contracts$83,076,00065
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$83,076,00065
Spot foreign exchange rate contractsNANA
Written option contracts$036
Purchased option contracts$042
Contracts on other commodities and equities.$052
Notional value of other swaps$016
Futures and forward contracts$020
Written option contracts$017
Purchased option contracts$027
1993-12-31Rank
Derivatives$2,386,988,00078
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$2,350,000,00073
Notional value of interest rate swaps$2,350,000,00052
Futures and forward contracts$0179
Written option contracts$0121
Purchased option contracts$0236
Foreign exchange rate contracts$36,988,00087
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$36,988,00091
Spot foreign exchange rate contractsNANA
Written option contracts$039
Purchased option contracts$040
Contracts on other commodities and equities.$046
Notional value of other swaps$015
Futures and forward contracts$020
Written option contracts$015
Purchased option contracts$024
1992-12-31Rank
Derivatives$3,350,000,00055
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$3,350,000,00046
Notional value of interest rate swaps$3,350,000,00034
Futures and forward contracts$0150
Written option contracts$0109
Purchased option contracts$0202
Foreign exchange rate contracts$0229
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0237
Spot foreign exchange rate contractsNANA
Written option contracts$043
Purchased option contracts$041
Contracts on other commodities and equities.$032
Notional value of other swaps$012
Futures and forward contracts$019
Written option contracts$015
Purchased option contracts$013