Home > Fulton Bank > Derivatives
Fulton Bank, Derivatives
2023-12-31 | Rank | |
Derivatives | $16,680,909,000 | 43 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 157 |
Bank is beneficiary | $0 | 135 |
Interest rate contracts | $16,641,317,000 | 41 |
Notional value of interest rate swaps | $9,722,418,000 | 46 |
Futures and forward contracts | $42,000,000 | 72 |
Written option contracts | $3,648,736,000 | 16 |
Purchased option contracts | $3,228,163,000 | 21 |
Foreign exchange rate contracts | $39,592,000 | 65 |
Notional value of exchange swaps | $0 | 76 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 27 |
Purchased option contracts | $0 | 27 |
Contracts on other commodities and equities. | $0 | 82 |
Notional value of other swaps | $0 | 79 |
Futures and forward contracts | $0 | 31 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 46 |
2023-09-30 | Rank | |
Derivatives | $16,035,864,000 | 43 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 149 |
Bank is beneficiary | $0 | 128 |
Interest rate contracts | $15,956,436,000 | 42 |
Notional value of interest rate swaps | $9,015,878,000 | 46 |
Futures and forward contracts | $53,000,000 | 78 |
Written option contracts | $3,659,401,000 | 16 |
Purchased option contracts | $3,228,157,000 | 23 |
Foreign exchange rate contracts | $79,428,000 | 49 |
Notional value of exchange swaps | $0 | 78 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
Contracts on other commodities and equities. | $0 | 78 |
Notional value of other swaps | $0 | 81 |
Futures and forward contracts | $0 | 31 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 39 |
2023-06-30 | Rank | |
Derivatives | $13,440,548,000 | 48 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 141 |
Bank is beneficiary | $0 | 122 |
Interest rate contracts | $13,372,620,000 | 46 |
Notional value of interest rate swaps | $8,436,695,000 | 47 |
Futures and forward contracts | $36,500,000 | 97 |
Written option contracts | $2,669,810,000 | 18 |
Purchased option contracts | $2,229,615,000 | 23 |
Foreign exchange rate contracts | $67,928,000 | 53 |
Notional value of exchange swaps | $0 | 78 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 26 |
Contracts on other commodities and equities. | $0 | 79 |
Notional value of other swaps | $0 | 81 |
Futures and forward contracts | $0 | 36 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 42 |
2023-03-31 | Rank | |
Derivatives | $12,798,928,000 | 48 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $0 | 80 |
Interest rate contracts | $12,749,051,000 | 46 |
Notional value of interest rate swaps | $7,867,324,000 | 49 |
Futures and forward contracts | $8,500,000 | 167 |
Written option contracts | $2,635,159,000 | 17 |
Purchased option contracts | $2,238,068,000 | 24 |
Foreign exchange rate contracts | $49,877,000 | 54 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 52 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
2022-12-31 | Rank | |
Derivatives | $11,556,442,000 | 53 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 101 |
Bank is beneficiary | $0 | 78 |
Interest rate contracts | $11,528,480,000 | 49 |
Notional value of interest rate swaps | $8,712,533,000 | 49 |
Futures and forward contracts | $10,000,000 | 134 |
Written option contracts | $1,440,861,000 | 23 |
Purchased option contracts | $1,365,086,000 | 29 |
Foreign exchange rate contracts | $27,962,000 | 62 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 31 |
2022-09-30 | Rank | |
Derivatives | $10,490,682,000 | 54 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 99 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $10,458,341,000 | 51 |
Notional value of interest rate swaps | $8,712,533,000 | 48 |
Futures and forward contracts | $75,000,000 | 75 |
Written option contracts | $888,291,000 | 28 |
Purchased option contracts | $782,517,000 | 30 |
Foreign exchange rate contracts | $32,341,000 | 59 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 27 |
Purchased option contracts | $0 | 30 |
2022-06-30 | Rank | |
Derivatives | $10,370,870,000 | 52 |
Notional amount of credit derivatives | $0 | 107 |
Bank is guarantor | $0 | 97 |
Bank is beneficiary | $0 | 75 |
Interest rate contracts | $10,339,472,000 | 49 |
Notional value of interest rate swaps | $8,641,471,000 | 49 |
Futures and forward contracts | $35,000,000 | 120 |
Written option contracts | $905,707,000 | 30 |
Purchased option contracts | $757,294,000 | 32 |
Foreign exchange rate contracts | $31,398,000 | 57 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
2022-03-31 | Rank | |
Derivatives | $10,381,691,000 | 53 |
Notional amount of credit derivatives | $0 | 109 |
Bank is guarantor | $0 | 98 |
Bank is beneficiary | $0 | 75 |
Interest rate contracts | $10,344,199,000 | 51 |
Notional value of interest rate swaps | $8,625,766,000 | 49 |
Futures and forward contracts | $33,475,000 | 139 |
Written option contracts | $948,269,000 | 27 |
Purchased option contracts | $736,689,000 | 31 |
Foreign exchange rate contracts | $37,492,000 | 59 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 28 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
2021-12-31 | Rank | |
Derivatives | $10,557,111,000 | 50 |
Notional amount of credit derivatives | $0 | 106 |
Bank is guarantor | $0 | 95 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $10,533,123,000 | 49 |
Notional value of interest rate swaps | $8,788,402,000 | 47 |
Futures and forward contracts | $51,000,000 | 118 |
Written option contracts | $978,849,000 | 27 |
Purchased option contracts | $714,872,000 | 34 |
Foreign exchange rate contracts | $23,988,000 | 58 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 54 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 34 |
2021-09-30 | Rank | |
Derivatives | $9,788,166,000 | 53 |
Notional amount of credit derivatives | $0 | 113 |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $0 | 79 |
Interest rate contracts | $9,765,710,000 | 50 |
Notional value of interest rate swaps | $8,171,537,000 | 48 |
Futures and forward contracts | $53,000,000 | 139 |
Written option contracts | $924,716,000 | 32 |
Purchased option contracts | $616,457,000 | 35 |
Foreign exchange rate contracts | $22,456,000 | 60 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 35 |
2021-06-30 | Rank | |
Derivatives | $9,579,842,000 | 54 |
Notional amount of credit derivatives | $0 | 113 |
Bank is guarantor | $0 | 103 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $9,550,204,000 | 52 |
Notional value of interest rate swaps | $8,178,992,000 | 51 |
Futures and forward contracts | $54,000,000 | 140 |
Written option contracts | $826,955,000 | 37 |
Purchased option contracts | $490,257,000 | 37 |
Foreign exchange rate contracts | $29,638,000 | 59 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2021-03-31 | Rank | |
Derivatives | $9,670,420,000 | 54 |
Notional amount of credit derivatives | $0 | 114 |
Bank is guarantor | $0 | 104 |
Bank is beneficiary | $0 | 78 |
Interest rate contracts | $9,642,639,000 | 52 |
Notional value of interest rate swaps | $8,351,089,000 | 48 |
Futures and forward contracts | $91,264,000 | 131 |
Written option contracts | $757,601,000 | 43 |
Purchased option contracts | $442,685,000 | 40 |
Foreign exchange rate contracts | $27,781,000 | 63 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 38 |
2020-12-31 | Rank | |
Derivatives | $9,061,199,000 | 55 |
Notional amount of credit derivatives | $0 | 108 |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $0 | 78 |
Interest rate contracts | $9,046,334,000 | 52 |
Notional value of interest rate swaps | $7,734,828,000 | 48 |
Futures and forward contracts | $292,262,000 | 80 |
Written option contracts | $702,651,000 | 44 |
Purchased option contracts | $316,593,000 | 45 |
Foreign exchange rate contracts | $14,865,000 | 68 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2020-09-30 | Rank | |
Derivatives | $8,765,339,000 | 57 |
Notional amount of credit derivatives | $0 | 105 |
Bank is guarantor | $0 | 96 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $8,746,529,000 | 53 |
Notional value of interest rate swaps | $7,555,368,000 | 48 |
Futures and forward contracts | $414,110,000 | 71 |
Written option contracts | $613,965,000 | 55 |
Purchased option contracts | $163,086,000 | 62 |
Foreign exchange rate contracts | $18,810,000 | 64 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2020-06-30 | Rank | |
Derivatives | $8,131,385,000 | 60 |
Notional amount of credit derivatives | $0 | 101 |
Bank is guarantor | $0 | 91 |
Bank is beneficiary | $0 | 74 |
Interest rate contracts | $8,103,099,000 | 55 |
Notional value of interest rate swaps | $7,174,443,000 | 50 |
Futures and forward contracts | $395,515,000 | 68 |
Written option contracts | $501,173,000 | 61 |
Purchased option contracts | $31,968,000 | 105 |
Foreign exchange rate contracts | $28,286,000 | 61 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 28 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 38 |
2020-03-31 | Rank | |
Derivatives | $7,653,275,000 | 61 |
Notional amount of credit derivatives | $0 | 99 |
Bank is guarantor | $0 | 89 |
Bank is beneficiary | $0 | 73 |
Interest rate contracts | $7,621,275,000 | 56 |
Notional value of interest rate swaps | $6,914,162,000 | 53 |
Futures and forward contracts | $341,680,000 | 71 |
Written option contracts | $342,742,000 | 76 |
Purchased option contracts | $22,691,000 | 98 |
Foreign exchange rate contracts | $32,000,000 | 62 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 37 |
2019-12-31 | Rank | |
Derivatives | $7,003,366,000 | 58 |
Notional amount of credit derivatives | $0 | 96 |
Bank is guarantor | $0 | 88 |
Bank is beneficiary | $0 | 69 |
Interest rate contracts | $6,978,705,000 | 54 |
Notional value of interest rate swaps | $6,535,812,000 | 50 |
Futures and forward contracts | $255,000,000 | 61 |
Written option contracts | $164,968,000 | 70 |
Purchased option contracts | $22,925,000 | 91 |
Foreign exchange rate contracts | $24,661,000 | 64 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2019-09-30 | Rank | |
Derivatives | $6,415,297,000 | 62 |
Notional amount of credit derivatives | $0 | 91 |
Bank is guarantor | $0 | 84 |
Bank is beneficiary | $0 | 69 |
Interest rate contracts | $6,389,536,000 | 59 |
Notional value of interest rate swaps | $6,022,659,000 | 50 |
Futures and forward contracts | $135,874,000 | 101 |
Written option contracts | $207,844,000 | 81 |
Purchased option contracts | $23,159,000 | 92 |
Foreign exchange rate contracts | $25,761,000 | 66 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 37 |
2019-06-30 | Rank | |
Derivatives | $4,661,068,000 | 69 |
Notional amount of credit derivatives | $0 | 91 |
Bank is guarantor | $0 | 85 |
Bank is beneficiary | $0 | 66 |
Interest rate contracts | $4,638,142,000 | 66 |
Notional value of interest rate swaps | $4,323,544,000 | 58 |
Futures and forward contracts | $117,967,000 | 101 |
Written option contracts | $173,241,000 | 88 |
Purchased option contracts | $23,390,000 | 96 |
Foreign exchange rate contracts | $22,926,000 | 64 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 51 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 34 |
2019-03-31 | Rank | |
Derivatives | $3,806,737,000 | 72 |
Notional amount of credit derivatives | $0 | 90 |
Bank is guarantor | $0 | 83 |
Bank is beneficiary | $0 | 65 |
Interest rate contracts | $3,788,368,000 | 68 |
Notional value of interest rate swaps | $3,572,204,000 | 62 |
Futures and forward contracts | $84,382,000 | 96 |
Written option contracts | $113,951,000 | 92 |
Purchased option contracts | $17,831,000 | 101 |
Foreign exchange rate contracts | $18,369,000 | 69 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 36 |
2018-12-31 | Rank | |
Derivatives | $3,694,074,000 | 73 |
Notional amount of credit derivatives | $0 | 89 |
Bank is guarantor | $0 | 81 |
Bank is beneficiary | $0 | 66 |
Interest rate contracts | $3,669,118,000 | 69 |
Notional value of interest rate swaps | $3,504,454,000 | 61 |
Futures and forward contracts | $63,976,000 | 98 |
Written option contracts | $87,070,000 | 91 |
Purchased option contracts | $13,618,000 | 102 |
Foreign exchange rate contracts | $24,956,000 | 69 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 51 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 35 |
2018-09-30 | Rank | |
Derivatives | $3,494,211,000 | 73 |
Notional amount of credit derivatives | $0 | 88 |
Bank is guarantor | $0 | 80 |
Bank is beneficiary | $0 | 61 |
Interest rate contracts | $3,465,505,000 | 71 |
Notional value of interest rate swaps | $3,258,029,000 | 62 |
Futures and forward contracts | $81,805,000 | 96 |
Written option contracts | $111,978,000 | 88 |
Purchased option contracts | $13,693,000 | 102 |
Foreign exchange rate contracts | $28,706,000 | 68 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 54 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 36 |
2018-06-30 | Rank | |
Derivatives | $3,309,659,000 | 73 |
Notional amount of credit derivatives | $0 | 88 |
Bank is guarantor | $0 | 81 |
Bank is beneficiary | $0 | 61 |
Interest rate contracts | $3,279,162,000 | 72 |
Notional value of interest rate swaps | $3,062,367,000 | 61 |
Futures and forward contracts | $84,533,000 | 106 |
Written option contracts | $118,519,000 | 88 |
Purchased option contracts | $13,743,000 | 102 |
Foreign exchange rate contracts | $30,497,000 | 65 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 32 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2018-03-31 | Rank | |
Derivatives | $3,134,880,000 | 74 |
Notional amount of credit derivatives | $0 | 84 |
Bank is guarantor | $0 | 77 |
Bank is beneficiary | $0 | 58 |
Interest rate contracts | $3,103,142,000 | 73 |
Notional value of interest rate swaps | $2,925,315,000 | 61 |
Futures and forward contracts | $69,241,000 | 109 |
Written option contracts | $100,586,000 | 94 |
Purchased option contracts | $8,000,000 | 105 |
Foreign exchange rate contracts | $31,738,000 | 69 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $31,738,000 | 65 |
Spot foreign exchange rate contracts | $1,510,000 | 56 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 31 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2017-12-31 | Rank | |
Derivatives | $3,013,497,000 | 73 |
Notional amount of credit derivatives | $0 | 80 |
Bank is guarantor | $0 | 72 |
Bank is beneficiary | $0 | 60 |
Interest rate contracts | $2,994,426,000 | 71 |
Notional value of interest rate swaps | $2,819,758,000 | 60 |
Futures and forward contracts | $68,457,000 | 105 |
Written option contracts | $98,211,000 | 83 |
Purchased option contracts | $8,000,000 | 102 |
Foreign exchange rate contracts | $19,071,000 | 72 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $19,071,000 | 67 |
Spot foreign exchange rate contracts | $888,000 | 58 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 30 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 38 |
2017-09-30 | Rank | |
Derivatives | $2,865,134,000 | 72 |
Notional amount of credit derivatives | $0 | 77 |
Bank is guarantor | $0 | 71 |
Bank is beneficiary | $0 | 57 |
Interest rate contracts | $2,844,757,000 | 69 |
Notional value of interest rate swaps | $2,666,238,000 | 61 |
Futures and forward contracts | $68,905,000 | 116 |
Written option contracts | $101,614,000 | 91 |
Purchased option contracts | $8,000,000 | 97 |
Foreign exchange rate contracts | $20,377,000 | 71 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $20,377,000 | 68 |
Spot foreign exchange rate contracts | $1,870,000 | 49 |
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 | $2,726,443,000 | 72 |
Notional amount of credit derivatives | $0 | 76 |
Bank is guarantor | $0 | 69 |
Bank is beneficiary | $0 | 54 |
Interest rate contracts | $2,704,499,000 | 68 |
Notional value of interest rate swaps | $2,519,910,000 | 60 |
Futures and forward contracts | $75,275,000 | 121 |
Written option contracts | $101,314,000 | 96 |
Purchased option contracts | $8,000,000 | 101 |
Foreign exchange rate contracts | $21,944,000 | 70 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $21,944,000 | 65 |
Spot foreign exchange rate contracts | $1,192,000 | 58 |
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 | $2,514,818,000 | 73 |
Notional amount of credit derivatives | $0 | 72 |
Bank is guarantor | $0 | 64 |
Bank is beneficiary | $0 | 55 |
Interest rate contracts | $2,489,327,000 | 69 |
Notional value of interest rate swaps | $2,327,110,000 | 61 |
Futures and forward contracts | $65,173,000 | 117 |
Written option contracts | $89,044,000 | 104 |
Purchased option contracts | $8,000,000 | 102 |
Foreign exchange rate contracts | $25,491,000 | 68 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $25,491,000 | 64 |
Spot foreign exchange rate contracts | $285,000 | 64 |
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 | $2,279,276,000 | 73 |
Notional amount of credit derivatives | $0 | 71 |
Bank is guarantor | $0 | 63 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $2,250,308,000 | 70 |
Notional value of interest rate swaps | $2,108,288,000 | 63 |
Futures and forward contracts | $57,786,000 | 141 |
Written option contracts | $76,234,000 | 111 |
Purchased option contracts | $8,000,000 | 111 |
Foreign exchange rate contracts | $28,968,000 | 63 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $28,968,000 | 60 |
Spot foreign exchange rate contracts | $201,000 | 65 |
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 | $2,083,207,000 | 79 |
Notional amount of credit derivatives | $0 | 68 |
Bank is guarantor | $0 | 60 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $2,061,548,000 | 74 |
Notional value of interest rate swaps | $1,832,361,000 | 67 |
Futures and forward contracts | $98,790,000 | 129 |
Written option contracts | $122,397,000 | 111 |
Purchased option contracts | $8,000,000 | 115 |
Foreign exchange rate contracts | $21,659,000 | 67 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $21,659,000 | 64 |
Spot foreign exchange rate contracts | $666,000 | 58 |
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 | $1,902,319,000 | 83 |
Notional amount of credit derivatives | $0 | 71 |
Bank is guarantor | $0 | 61 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $1,865,091,000 | 77 |
Notional value of interest rate swaps | $1,657,254,000 | 74 |
Futures and forward contracts | $88,583,000 | 133 |
Written option contracts | $111,254,000 | 114 |
Purchased option contracts | $8,000,000 | 126 |
Foreign exchange rate contracts | $37,228,000 | 62 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $37,228,000 | 59 |
Spot foreign exchange rate contracts | $1,008,000 | 54 |
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 | $1,614,211,000 | 86 |
Notional amount of credit derivatives | $0 | 66 |
Bank is guarantor | $0 | 56 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $1,583,883,000 | 83 |
Notional value of interest rate swaps | $1,399,479,000 | 78 |
Futures and forward contracts | $74,406,000 | 132 |
Written option contracts | $101,998,000 | 116 |
Purchased option contracts | $8,000,000 | 128 |
Foreign exchange rate contracts | $30,328,000 | 64 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $30,328,000 | 62 |
Spot foreign exchange rate contracts | $1,372,000 | 57 |
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 | $1,404,947,000 | 89 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 55 |
Bank is beneficiary | $0 | 48 |
Interest rate contracts | $1,380,062,000 | 86 |
Notional value of interest rate swaps | $1,241,030,000 | 79 |
Futures and forward contracts | $54,671,000 | 131 |
Written option contracts | $76,361,000 | 110 |
Purchased option contracts | $8,000,000 | 125 |
Foreign exchange rate contracts | $24,885,000 | 68 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $24,885,000 | 67 |
Spot foreign exchange rate contracts | $511,000 | 56 |
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 | $1,140,994,000 | 93 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 54 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $1,114,355,000 | 91 |
Notional value of interest rate swaps | $935,925,000 | 87 |
Futures and forward contracts | $76,104,000 | 118 |
Written option contracts | $94,326,000 | 104 |
Purchased option contracts | $8,000,000 | 126 |
Foreign exchange rate contracts | $26,639,000 | 67 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $26,639,000 | 64 |
Spot foreign exchange rate contracts | $651,000 | 59 |
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 | $1,078,346,000 | 96 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 53 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $1,052,573,000 | 94 |
Notional value of interest rate swaps | $862,134,000 | 90 |
Futures and forward contracts | $83,035,000 | 115 |
Written option contracts | $99,404,000 | 111 |
Purchased option contracts | $8,000,000 | 130 |
Foreign exchange rate contracts | $25,773,000 | 67 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $25,773,000 | 65 |
Spot foreign exchange rate contracts | $402,000 | 62 |
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 | $1,050,202,000 | 98 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 52 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $1,020,685,000 | 96 |
Notional value of interest rate swaps | $810,035,000 | 90 |
Futures and forward contracts | $87,492,000 | 110 |
Written option contracts | $115,158,000 | 106 |
Purchased option contracts | $8,000,000 | 127 |
Foreign exchange rate contracts | $29,517,000 | 71 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $29,517,000 | 68 |
Spot foreign exchange rate contracts | $538,000 | 61 |
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 | $901,286,000 | 97 |
Notional amount of credit derivatives | $0 | 63 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $873,921,000 | 94 |
Notional value of interest rate swaps | $719,174,000 | 91 |
Futures and forward contracts | $62,041,000 | 102 |
Written option contracts | $84,706,000 | 93 |
Purchased option contracts | $8,000,000 | 125 |
Foreign exchange rate contracts | $27,365,000 | 72 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $27,365,000 | 69 |
Spot foreign exchange rate contracts | $577,000 | 60 |
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 | $796,445,000 | 105 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $762,050,000 | 99 |
Notional value of interest rate swaps | $578,540,000 | 96 |
Futures and forward contracts | $75,137,000 | 99 |
Written option contracts | $100,373,000 | 85 |
Purchased option contracts | $8,000,000 | 128 |
Foreign exchange rate contracts | $34,395,000 | 66 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $34,395,000 | 64 |
Spot foreign exchange rate contracts | $401,000 | 62 |
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 | $790,917,000 | 103 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 49 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $769,298,000 | 97 |
Notional value of interest rate swaps | $539,700,000 | 97 |
Futures and forward contracts | $89,929,000 | 96 |
Written option contracts | $131,669,000 | 80 |
Purchased option contracts | $8,000,000 | 128 |
Foreign exchange rate contracts | $21,619,000 | 71 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $21,619,000 | 67 |
Spot foreign exchange rate contracts | $453,000 | 62 |
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 | $722,932,000 | 107 |
Notional amount of credit derivatives | $0 | 62 |
Bank is guarantor | $0 | 47 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $694,100,000 | 100 |
Notional value of interest rate swaps | $499,946,000 | 101 |
Futures and forward contracts | $74,592,000 | 91 |
Written option contracts | $111,562,000 | 78 |
Purchased option contracts | $8,000,000 | 126 |
Foreign exchange rate contracts | $28,832,000 | 69 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $28,832,000 | 64 |
Spot foreign exchange rate contracts | $1,101,000 | 57 |
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 | $555,972,000 | 115 |
Notional amount of credit derivatives | $0 | 59 |
Bank is guarantor | $0 | 44 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $525,747,000 | 111 |
Notional value of interest rate swaps | $342,049,000 | 114 |
Futures and forward contracts | $64,091,000 | 91 |
Written option contracts | $111,607,000 | 62 |
Purchased option contracts | $8,000,000 | 115 |
Foreign exchange rate contracts | $30,225,000 | 65 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $30,225,000 | 61 |
Spot foreign exchange rate contracts | $397,000 | 63 |
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 | $609,251,000 | 114 |
Notional amount of credit derivatives | $0 | 58 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $560,067,000 | 110 |
Notional value of interest rate swaps | $319,564,000 | 118 |
Futures and forward contracts | $94,704,000 | 86 |
Written option contracts | $137,799,000 | 67 |
Purchased option contracts | $8,000,000 | 116 |
Foreign exchange rate contracts | $49,184,000 | 57 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $49,184,000 | 54 |
Spot foreign exchange rate contracts | $1,396,000 | 54 |
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 | $763,415,000 | 111 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $687,004,000 | 111 |
Notional value of interest rate swaps | $283,552,000 | 121 |
Futures and forward contracts | $173,586,000 | 86 |
Written option contracts | $221,866,000 | 61 |
Purchased option contracts | $8,000,000 | 115 |
Foreign exchange rate contracts | $76,411,000 | 56 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $76,411,000 | 55 |
Spot foreign exchange rate contracts | $624,000 | 61 |
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 | $759,077,000 | 114 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $654,904,000 | 113 |
Notional value of interest rate swaps | $254,124,000 | 128 |
Futures and forward contracts | $168,653,000 | 83 |
Written option contracts | $224,127,000 | 60 |
Purchased option contracts | $8,000,000 | 119 |
Foreign exchange rate contracts | $104,173,000 | 53 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $104,173,000 | 50 |
Spot foreign exchange rate contracts | $1,007,000 | 55 |
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 | $811,533,000 | 109 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $702,638,000 | 112 |
Notional value of interest rate swaps | $221,896,000 | 128 |
Futures and forward contracts | $209,148,000 | 82 |
Written option contracts | $263,594,000 | 56 |
Purchased option contracts | $8,000,000 | 121 |
Foreign exchange rate contracts | $108,895,000 | 52 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $108,895,000 | 49 |
Spot foreign exchange rate contracts | $111,000 | 64 |
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 | $887,775,000 | 109 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $741,714,000 | 112 |
Notional value of interest rate swaps | $196,167,000 | 133 |
Futures and forward contracts | $245,613,000 | 76 |
Written option contracts | $291,934,000 | 56 |
Purchased option contracts | $8,000,000 | 121 |
Foreign exchange rate contracts | $146,061,000 | 51 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $146,061,000 | 49 |
Spot foreign exchange rate contracts | $3,362,000 | 48 |
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 | $874,865,000 | 109 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 34 |
Interest rate contracts | $700,945,000 | 114 |
Notional value of interest rate swaps | $154,738,000 | 140 |
Futures and forward contracts | $239,299,000 | 73 |
Written option contracts | $298,908,000 | 55 |
Purchased option contracts | $8,000,000 | 123 |
Foreign exchange rate contracts | $173,920,000 | 50 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $173,920,000 | 48 |
Spot foreign exchange rate contracts | $6,133,000 | 46 |
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 | $761,303,000 | 106 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $609,478,000 | 108 |
Notional value of interest rate swaps | $93,067,000 | 156 |
Futures and forward contracts | $235,207,000 | 66 |
Written option contracts | $273,204,000 | 48 |
Purchased option contracts | $8,000,000 | 123 |
Foreign exchange rate contracts | $151,825,000 | 51 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $151,825,000 | 49 |
Spot foreign exchange rate contracts | $2,829,000 | 48 |
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 | $510,000,000 | 114 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $344,483,000 | 127 |
Notional value of interest rate swaps | $51,693,000 | 176 |
Futures and forward contracts | $120,422,000 | 76 |
Written option contracts | $164,368,000 | 54 |
Purchased option contracts | $8,000,000 | 113 |
Foreign exchange rate contracts | $165,517,000 | 44 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $165,517,000 | 43 |
Spot foreign exchange rate contracts | $4,445,000 | 43 |
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 | $595,750,000 | 108 |
Notional amount of credit derivatives | $0 | 46 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $434,428,000 | 115 |
Notional value of interest rate swaps | $18,265,000 | 237 |
Futures and forward contracts | $201,817,000 | 61 |
Written option contracts | $214,346,000 | 53 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $161,322,000 | 44 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $161,322,000 | 42 |
Spot foreign exchange rate contracts | $21,997,000 | 35 |
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 | $451,576,000 | 109 |
Notional amount of credit derivatives | $0 | 45 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $284,345,000 | 127 |
Notional value of interest rate swaps | $17,866,000 | 236 |
Futures and forward contracts | $121,427,000 | 61 |
Written option contracts | $145,052,000 | 53 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $167,231,000 | 45 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $167,231,000 | 41 |
Spot foreign exchange rate contracts | $16,507,000 | 38 |
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 | $350,205,000 | 122 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $195,661,000 | 147 |
Notional value of interest rate swaps | $0 | 359 |
Futures and forward contracts | $96,882,000 | 61 |
Written option contracts | $98,779,000 | 58 |
Purchased option contracts | $0 | 139 |
Foreign exchange rate contracts | $154,544,000 | 47 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $154,544,000 | 44 |
Spot foreign exchange rate contracts | $18,676,000 | 37 |
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 | $412,056,000 | 123 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $264,424,000 | 137 |
Notional value of interest rate swaps | $0 | 354 |
Futures and forward contracts | $149,240,000 | 63 |
Written option contracts | $115,184,000 | 61 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $147,632,000 | 45 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $147,632,000 | 41 |
Spot foreign exchange rate contracts | $10,921,000 | 36 |
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 | $769,780,000 | 94 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $627,064,000 | 94 |
Notional value of interest rate swaps | $0 | 352 |
Futures and forward contracts | $393,720,000 | 45 |
Written option contracts | $233,344,000 | 50 |
Purchased option contracts | $0 | 135 |
Foreign exchange rate contracts | $142,716,000 | 44 |
Notional value of exchange swaps | $0 | 36 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $142,716,000 | 41 |
Spot foreign exchange rate contracts | $14,038,000 | 35 |
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 | $534,793,000 | 97 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $371,926,000 | 117 |
Notional value of interest rate swaps | $0 | 352 |
Futures and forward contracts | $237,385,000 | 45 |
Written option contracts | $134,541,000 | 54 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $162,867,000 | 39 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $162,867,000 | 35 |
Spot foreign exchange rate contracts | $13,815,000 | 38 |
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 | $416,770,000 | 117 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $262,800,000 | 137 |
Notional value of interest rate swaps | $0 | 357 |
Futures and forward contracts | $144,134,000 | 47 |
Written option contracts | $118,666,000 | 52 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $153,970,000 | 39 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $153,970,000 | 36 |
Spot foreign exchange rate contracts | $16,084,000 | 34 |
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 | $383,782,000 | 119 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $262,907,000 | 143 |
Notional value of interest rate swaps | $0 | 347 |
Futures and forward contracts | $168,691,000 | 48 |
Written option contracts | $94,216,000 | 60 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $120,875,000 | 42 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $120,875,000 | 41 |
Spot foreign exchange rate contracts | $11,385,000 | 33 |
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 | $434,400,000 | 114 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $317,963,000 | 126 |
Notional value of interest rate swaps | $0 | 346 |
Futures and forward contracts | $182,354,000 | 44 |
Written option contracts | $135,609,000 | 52 |
Purchased option contracts | $0 | 147 |
Foreign exchange rate contracts | $116,433,000 | 41 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $116,433,000 | 39 |
Spot foreign exchange rate contracts | $15,364,000 | 36 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $4,000 | 128 |
Notional value of other swaps | $2,000 | 56 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $2,000 | 96 |
Purchased option contracts | $0 | 67 |
2009-06-30 | Rank | |
Derivatives | $1,475,844,000 | 70 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $1,409,567,000 | 68 |
Notional value of interest rate swaps | $0 | 357 |
Futures and forward contracts | $1,220,689,000 | 27 |
Written option contracts | $188,878,000 | 48 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $66,173,000 | 44 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $66,173,000 | 43 |
Spot foreign exchange rate contracts | $4,437,000 | 43 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $104,000 | 124 |
Notional value of other swaps | $52,000 | 58 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $52,000 | 92 |
Purchased option contracts | $0 | 75 |
2009-03-31 | Rank | |
Derivatives | $1,147,214,000 | 80 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 38 |
Interest rate contracts | $1,115,023,000 | 76 |
Notional value of interest rate swaps | $0 | 347 |
Futures and forward contracts | $779,311,000 | 32 |
Written option contracts | $335,712,000 | 41 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $32,023,000 | 51 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $32,023,000 | 48 |
Spot foreign exchange rate contracts | $1,220,000 | 48 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $168,000 | 120 |
Notional value of other swaps | $84,000 | 56 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $84,000 | 96 |
Purchased option contracts | $0 | 79 |
2008-12-31 | Rank | |
Derivatives | $505,571,000 | 107 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 40 |
Interest rate contracts | $468,297,000 | 108 |
Notional value of interest rate swaps | $7,458,000 | 274 |
Futures and forward contracts | $358,903,000 | 37 |
Written option contracts | $101,936,000 | 66 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $37,106,000 | 51 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $37,106,000 | 47 |
Spot foreign exchange rate contracts | $1,396,000 | 46 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $168,000 | 120 |
Notional value of other swaps | $84,000 | 64 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $84,000 | 94 |
Purchased option contracts | $0 | 76 |
2008-09-30 | Rank | |
Derivatives | $157,677,000 | 168 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $130,249,000 | 170 |
Notional value of interest rate swaps | $13,357,000 | 247 |
Futures and forward contracts | $79,774,000 | 58 |
Written option contracts | $37,118,000 | 94 |
Purchased option contracts | $0 | 153 |
Foreign exchange rate contracts | $27,260,000 | 55 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $27,260,000 | 51 |
Spot foreign exchange rate contracts | $3,183,000 | 47 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $168,000 | 132 |
Notional value of other swaps | $84,000 | 69 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $84,000 | 104 |
Purchased option contracts | $0 | 82 |
2008-06-30 | Rank | |
Derivatives | $125,484,000 | 173 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $105,744,000 | 179 |
Notional value of interest rate swaps | $22,009,000 | 216 |
Futures and forward contracts | $53,160,000 | 64 |
Written option contracts | $30,575,000 | 101 |
Purchased option contracts | $0 | 152 |
Foreign exchange rate contracts | $19,348,000 | 57 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $19,348,000 | 53 |
Spot foreign exchange rate contracts | $1,012,000 | 51 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $392,000 | 120 |
Notional value of other swaps | $196,000 | 64 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $196,000 | 93 |
Purchased option contracts | $0 | 87 |
2008-03-31 | Rank | |
Derivatives | $205,785,000 | 148 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $186,672,000 | 151 |
Notional value of interest rate swaps | $87,585,000 | 147 |
Futures and forward contracts | $60,896,000 | 66 |
Written option contracts | $38,191,000 | 99 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $18,441,000 | 61 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $18,441,000 | 56 |
Spot foreign exchange rate contracts | $1,333,000 | 52 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $672,000 | 110 |
Notional value of other swaps | $336,000 | 58 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $336,000 | 79 |
Purchased option contracts | $0 | 83 |
2007-12-31 | Rank | |
Derivatives | $53,140,000 | 236 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $40,337,000 | 260 |
Notional value of interest rate swaps | $0 | 335 |
Futures and forward contracts | $25,478,000 | 87 |
Written option contracts | $14,859,000 | 135 |
Purchased option contracts | $0 | 169 |
Foreign exchange rate contracts | $12,069,000 | 63 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $12,069,000 | 59 |
Spot foreign exchange rate contracts | $568,000 | 51 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $734,000 | 103 |
Notional value of other swaps | $367,000 | 62 |
Futures and forward contracts | $0 | 22 |
Written option contracts | $367,000 | 78 |
Purchased option contracts | $0 | 82 |
2007-09-30 | Rank | |
Derivatives | $39,634,000 | 289 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 35 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $36,515,000 | 276 |
Notional value of interest rate swaps | $0 | 326 |
Futures and forward contracts | $23,652,000 | 92 |
Written option contracts | $12,863,000 | 151 |
Purchased option contracts | $0 | 177 |
Foreign exchange rate contracts | $2,281,000 | 79 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $2,281,000 | 73 |
Spot foreign exchange rate contracts | $1,504,000 | 49 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $838,000 | 113 |
Notional value of other swaps | $419,000 | 66 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $419,000 | 87 |
Purchased option contracts | $0 | 86 |
2007-06-30 | Rank | |
Derivatives | $89,177,000 | 221 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $80,807,000 | 221 |
Notional value of interest rate swaps | $0 | 350 |
Futures and forward contracts | $35,427,000 | 92 |
Written option contracts | $45,380,000 | 88 |
Purchased option contracts | $0 | 190 |
Foreign exchange rate contracts | $1,145,000 | 85 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,145,000 | 78 |
Spot foreign exchange rate contracts | $82,000 | 63 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $7,225,000 | 54 |
Notional value of other swaps | $839,000 | 58 |
Futures and forward contracts | $5,547,000 | 15 |
Written option contracts | $839,000 | 70 |
Purchased option contracts | $0 | 83 |
2007-03-31 | Rank | |
Derivatives | $72,022,000 | 235 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $61,117,000 | 242 |
Notional value of interest rate swaps | $0 | 345 |
Futures and forward contracts | $40,736,000 | 87 |
Written option contracts | $20,381,000 | 123 |
Purchased option contracts | $0 | 191 |
Foreign exchange rate contracts | $1,104,000 | 81 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,104,000 | 73 |
Spot foreign exchange rate contracts | $246,000 | 56 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $9,801,000 | 46 |
Notional value of other swaps | $2,083,000 | 41 |
Futures and forward contracts | $5,635,000 | 14 |
Written option contracts | $2,083,000 | 49 |
Purchased option contracts | $0 | 88 |
2006-12-31 | Rank | |
Derivatives | $167,811,000 | 166 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $146,495,000 | 169 |
Notional value of interest rate swaps | $0 | 345 |
Futures and forward contracts | $40,785,000 | 80 |
Written option contracts | $105,710,000 | 55 |
Purchased option contracts | $0 | 188 |
Foreign exchange rate contracts | $3,782,000 | 76 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $3,782,000 | 68 |
Spot foreign exchange rate contracts | $68,000 | 67 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $17,534,000 | 40 |
Notional value of other swaps | $5,993,000 | 33 |
Futures and forward contracts | $5,548,000 | 14 |
Written option contracts | $5,993,000 | 31 |
Purchased option contracts | $0 | 86 |
2006-09-30 | Rank | |
Derivatives | $136,851,000 | 182 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $122,770,000 | 178 |
Notional value of interest rate swaps | $0 | 353 |
Futures and forward contracts | $43,519,000 | 81 |
Written option contracts | $79,251,000 | 65 |
Purchased option contracts | $0 | 185 |
Foreign exchange rate contracts | $7,963,000 | 73 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $7,963,000 | 67 |
Spot foreign exchange rate contracts | $66,000 | 70 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $6,118,000 | 57 |
Notional value of other swaps | $0 | 85 |
Futures and forward contracts | $6,118,000 | 14 |
Written option contracts | $0 | 130 |
Purchased option contracts | $0 | 92 |
2006-06-30 | Rank | |
Derivatives | $139,702,000 | 180 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 26 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $121,108,000 | 185 |
Notional value of interest rate swaps | $0 | 353 |
Futures and forward contracts | $59,572,000 | 77 |
Written option contracts | $61,536,000 | 74 |
Purchased option contracts | $0 | 168 |
Foreign exchange rate contracts | $11,269,000 | 68 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $11,269,000 | 61 |
Spot foreign exchange rate contracts | $195,000 | 68 |
Written option contracts | $0 | 36 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $7,325,000 | 57 |
Notional value of other swaps | $0 | 88 |
Futures and forward contracts | $7,325,000 | 14 |
Written option contracts | $0 | 124 |
Purchased option contracts | $0 | 90 |
2006-03-31 | Rank | |
Derivatives | $89,685,000 | 217 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 27 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $73,857,000 | 224 |
Notional value of interest rate swaps | $0 | 347 |
Futures and forward contracts | $23,332,000 | 110 |
Written option contracts | $50,525,000 | 86 |
Purchased option contracts | $0 | 163 |
Foreign exchange rate contracts | $7,553,000 | 76 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $7,553,000 | 71 |
Spot foreign exchange rate contracts | $60,000 | 70 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $8,275,000 | 53 |
Notional value of other swaps | $0 | 87 |
Futures and forward contracts | $8,275,000 | 14 |
Written option contracts | $0 | 127 |
Purchased option contracts | $0 | 93 |
2005-12-31 | Rank | |
Derivatives | $76,072,000 | 221 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $62,213,000 | 231 |
Notional value of interest rate swaps | $0 | 340 |
Futures and forward contracts | $31,598,000 | 94 |
Written option contracts | $30,615,000 | 98 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $5,586,000 | 76 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $5,586,000 | 70 |
Spot foreign exchange rate contracts | $0 | 72 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $8,273,000 | 52 |
Notional value of other swaps | $0 | 84 |
Futures and forward contracts | $8,273,000 | 15 |
Written option contracts | $0 | 117 |
Purchased option contracts | $0 | 94 |
2005-09-30 | Rank | |
Derivatives | $15,206,000 | 399 |
Notional amount of credit derivatives | $0 | 39 |
Bank is guarantor | $0 | 28 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $0 | 774 |
Notional value of interest rate swaps | $0 | 336 |
Futures and forward contracts | $0 | 355 |
Written option contracts | $0 | 439 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $5,472,000 | 72 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $5,472,000 | 68 |
Spot foreign exchange rate contracts | $216,000 | 67 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $9,734,000 | 48 |
Notional value of other swaps | $0 | 76 |
Futures and forward contracts | $9,734,000 | 12 |
Written option contracts | $0 | 118 |
Purchased option contracts | $0 | 91 |
2005-06-30 | Rank | |
Derivatives | $19,073,000 | 362 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $0 | 738 |
Notional value of interest rate swaps | $0 | 331 |
Futures and forward contracts | $0 | 325 |
Written option contracts | $0 | 424 |
Purchased option contracts | $0 | 117 |
Foreign exchange rate contracts | $7,236,000 | 69 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $7,236,000 | 64 |
Spot foreign exchange rate contracts | $2,000 | 77 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $11,837,000 | 44 |
Notional value of other swaps | $0 | 79 |
Futures and forward contracts | $11,837,000 | 11 |
Written option contracts | $0 | 117 |
Purchased option contracts | $0 | 88 |
2005-03-31 | Rank | |
Derivatives | $17,006,000 | 336 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $10,822,000 | 378 |
Notional value of interest rate swaps | $0 | 328 |
Futures and forward contracts | $10,822,000 | 131 |
Written option contracts | $0 | 342 |
Purchased option contracts | $0 | 119 |
Foreign exchange rate contracts | $6,184,000 | 70 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $6,184,000 | 65 |
Spot foreign exchange rate contracts | $294,000 | 60 |
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 | $5,725,000 | 451 |
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 | $5,725,000 | 72 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $5,725,000 | 68 |
Spot foreign exchange rate contracts | $75,000 | 65 |
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 | $1,990,000 | 575 |
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 | $1,990,000 | 83 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,990,000 | 78 |
Spot foreign exchange rate contracts | $62,000 | 73 |
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 | $6,802,000 | 438 |
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 | $6,802,000 | 72 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $6,802,000 | 66 |
Spot foreign exchange rate contracts | $48,000 | 76 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 141 |
Notional value of other swaps | $0 | 74 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 108 |
Purchased option contracts | $0 | 75 |
2004-03-31 | Rank | |
Derivatives | $11,545,000 | 391 |
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 | $11,545,000 | 67 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $11,545,000 | 62 |
Spot foreign exchange rate contracts | $102,000 | 66 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 134 |
Notional value of other swaps | $0 | 71 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 102 |
Purchased option contracts | $0 | 71 |
2003-12-31 | Rank | |
Derivatives | $1,926,000 | 508 |
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 | $1,926,000 | 86 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,926,000 | 76 |
Spot foreign exchange rate contracts | $105,000 | 65 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 131 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 99 |
Purchased option contracts | $0 | 71 |
2003-09-30 | Rank | |
Derivatives | $1,449,000 | 552 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 28 |
Interest rate contracts | $0 | 560 |
Notional value of interest rate swaps | $0 | 328 |
Futures and forward contracts | $0 | 219 |
Written option contracts | $0 | 233 |
Purchased option contracts | $0 | 130 |
Foreign exchange rate contracts | $1,449,000 | 88 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,449,000 | 79 |
Spot foreign exchange rate contracts | $209,000 | 60 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 134 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 101 |
Purchased option contracts | $0 | 70 |
2003-06-30 | Rank | |
Derivatives | $2,485,000 | 511 |
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 | $2,485,000 | 81 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $2,485,000 | 73 |
Spot foreign exchange rate contracts | $398,000 | 62 |
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 | $2,786,000 | 469 |
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 | $2,786,000 | 80 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $2,786,000 | 72 |
Spot foreign exchange rate contracts | $35,000 | 75 |
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 | $323,000 | 494 |
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 | $323,000 | 91 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $323,000 | 84 |
Spot foreign exchange rate contracts | $43,000 | 70 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 109 |
Notional value of other swaps | $0 | 53 |
Futures and forward contracts | $0 | 11 |
Written option contracts | $0 | 75 |
Purchased option contracts | $0 | 59 |
2001-12-31 | Rank | |
Derivatives | $30,000 | 444 |
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 | $30,000 | 109 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $30,000 | 101 |
Spot foreign exchange rate contracts | $30,000 | 74 |
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 | $261,000 | 459 |
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 | $261,000 | 118 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $261,000 | 109 |
Spot foreign exchange rate contracts | $0 | 90 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 66 |
Notional value of other swaps | $0 | 24 |
Futures and forward contracts | $0 | 12 |
Written option contracts | $0 | 49 |
Purchased option contracts | $0 | 31 |
1999-12-31 | Rank | |
Derivatives | $1,498,000 | 432 |
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 | $1,498,000 | 97 |
Notional value of exchange swaps | $0 | 38 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,498,000 | 90 |
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 | $35,000 | 526 |
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 | $35,000 | 141 |
Notional value of exchange swaps | $0 | 37 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $35,000 | 131 |
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 | $81,000 | 617 |
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 | $81,000 | 178 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $81,000 | 171 |
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 | $68,000 | 640 |
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 | $68,000 | 212 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $68,000 | 221 |
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 |