Home > HarborOne Bank > Derivatives
HarborOne Bank, Derivatives
| 2023-12-31 | Rank | |
| Derivatives | $1,312,788,000 | 154 |
| Notional amount of credit derivatives | NA | NA |
| Bank is guarantor | $106,992,000 | 45 |
| Bank is beneficiary | $82,283,000 | 81 |
| Interest rate contracts | $1,123,513,000 | 166 |
| Notional value of interest rate swaps | $1,063,348,000 | 155 |
| Futures and forward contracts | $30,000,000 | 91 |
| Written option contracts | $30,165,000 | 116 |
| Purchased option contracts | $0 | 175 |
| Foreign exchange rate contracts | $0 | 126 |
| 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 | $1,313,066,000 | 152 |
| Notional amount of credit derivatives | NA | NA |
| Bank is guarantor | $105,961,000 | 46 |
| Bank is beneficiary | $76,385,000 | 74 |
| Interest rate contracts | $1,130,720,000 | 167 |
| Notional value of interest rate swaps | $1,059,275,000 | 148 |
| Futures and forward contracts | $31,000,000 | 102 |
| Written option contracts | $40,445,000 | 116 |
| Purchased option contracts | $0 | 171 |
| Foreign exchange rate contracts | $0 | 130 |
| 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 | $1,316,466,000 | 141 |
| Notional amount of credit derivatives | NA | NA |
| Bank is guarantor | $106,313,000 | 44 |
| Bank is beneficiary | $75,991,000 | 76 |
| Interest rate contracts | $1,134,162,000 | 158 |
| Notional value of interest rate swaps | $1,027,176,000 | 144 |
| Futures and forward contracts | $51,000,000 | 87 |
| Written option contracts | $55,986,000 | 103 |
| Purchased option contracts | $0 | 173 |
| Foreign exchange rate contracts | $0 | 127 |
| 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 | $1,128,409,000 | 156 |
| Notional amount of credit derivatives | NA | NA |
| Bank is guarantor | $113,299,000 | 43 |
| Bank is beneficiary | $66,065,000 | 43 |
| Interest rate contracts | $949,045,000 | 167 |
| Notional value of interest rate swaps | $874,229,000 | 150 |
| Futures and forward contracts | $36,000,000 | 91 |
| Written option contracts | $38,816,000 | 119 |
| Purchased option contracts | $0 | 150 |
| Foreign exchange rate contracts | $0 | 79 |
| 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 | $1,094,051,000 | 156 |
| Notional amount of credit derivatives | NA | NA |
| Bank is guarantor | $99,315,000 | 48 |
| Bank is beneficiary | $65,213,000 | 43 |
| Interest rate contracts | $929,523,000 | 164 |
| Notional value of interest rate swaps | $872,588,000 | 151 |
| Futures and forward contracts | $29,000,000 | 86 |
| Written option contracts | $27,935,000 | 126 |
| Purchased option contracts | $0 | 146 |
| Foreign exchange rate contracts | $0 | 82 |
| 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 | $978,152,000 | 163 |
| Notional amount of credit derivatives | NA | NA |
| Bank is guarantor | $76,647,000 | 51 |
| Bank is beneficiary | $54,228,000 | 45 |
| Interest rate contracts | $847,277,000 | 169 |
| Notional value of interest rate swaps | $757,517,000 | 154 |
| Futures and forward contracts | $42,606,000 | 89 |
| Written option contracts | $47,154,000 | 113 |
| Purchased option contracts | $0 | 142 |
| Foreign exchange rate contracts | $0 | 84 |
| 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 | $1,012,787,000 | 164 |
| Notional amount of credit derivatives | $124,742,000 | 50 |
| Bank is guarantor | $70,396,000 | 54 |
| Bank is beneficiary | $54,346,000 | 48 |
| Interest rate contracts | $888,045,000 | 167 |
| Notional value of interest rate swaps | $756,743,000 | 151 |
| Futures and forward contracts | $64,500,000 | 88 |
| Written option contracts | $66,802,000 | 108 |
| Purchased option contracts | $0 | 133 |
| Foreign exchange rate contracts | $0 | 83 |
| 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 | $1,116,620,000 | 153 |
| Notional amount of credit derivatives | $132,010,000 | 49 |
| Bank is guarantor | $77,546,000 | 51 |
| Bank is beneficiary | $54,464,000 | 49 |
| Interest rate contracts | $984,610,000 | 164 |
| Notional value of interest rate swaps | $811,265,000 | 147 |
| Futures and forward contracts | $86,500,000 | 93 |
| Written option contracts | $86,845,000 | 108 |
| Purchased option contracts | $0 | 141 |
| Foreign exchange rate contracts | $0 | 83 |
| 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 | $1,218,125,000 | 156 |
| Notional amount of credit derivatives | $139,109,000 | 50 |
| Bank is guarantor | $77,895,000 | 47 |
| Bank is beneficiary | $61,214,000 | 49 |
| Interest rate contracts | $1,079,016,000 | 160 |
| Notional value of interest rate swaps | $840,235,000 | 149 |
| Futures and forward contracts | $96,000,000 | 93 |
| Written option contracts | $142,781,000 | 86 |
| Purchased option contracts | $0 | 140 |
| Foreign exchange rate contracts | $0 | 86 |
| 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 | $1,438,864,000 | 150 |
| Notional amount of credit derivatives | $139,507,000 | 52 |
| Bank is guarantor | $78,224,000 | 49 |
| Bank is beneficiary | $61,283,000 | 47 |
| Interest rate contracts | $1,299,357,000 | 157 |
| Notional value of interest rate swaps | $864,430,000 | 146 |
| Futures and forward contracts | $173,725,000 | 80 |
| Written option contracts | $261,202,000 | 79 |
| Purchased option contracts | $0 | 144 |
| Foreign exchange rate contracts | $0 | 88 |
| 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 | $1,583,592,000 | 142 |
| Notional amount of credit derivatives | $131,703,000 | 51 |
| Bank is guarantor | $80,382,000 | 50 |
| Bank is beneficiary | $51,321,000 | 47 |
| Interest rate contracts | $1,451,889,000 | 150 |
| Notional value of interest rate swaps | $929,685,000 | 146 |
| Futures and forward contracts | $209,320,000 | 75 |
| Written option contracts | $312,884,000 | 73 |
| Purchased option contracts | $0 | 145 |
| Foreign exchange rate contracts | $0 | 91 |
| 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 | $1,791,744,000 | 141 |
| Notional amount of credit derivatives | $132,067,000 | 52 |
| Bank is guarantor | $80,708,000 | 49 |
| Bank is beneficiary | $51,359,000 | 49 |
| Interest rate contracts | $1,659,677,000 | 144 |
| Notional value of interest rate swaps | $932,015,000 | 145 |
| Futures and forward contracts | $315,000,000 | 78 |
| Written option contracts | $412,662,000 | 71 |
| Purchased option contracts | $0 | 144 |
| Foreign exchange rate contracts | $0 | 89 |
| 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 | $1,942,034,000 | 135 |
| Notional amount of credit derivatives | $132,378,000 | 53 |
| Bank is guarantor | $80,981,000 | 50 |
| Bank is beneficiary | $51,397,000 | 48 |
| Interest rate contracts | $1,809,656,000 | 138 |
| Notional value of interest rate swaps | $967,728,000 | 144 |
| Futures and forward contracts | $356,500,000 | 71 |
| Written option contracts | $485,428,000 | 62 |
| Purchased option contracts | $0 | 143 |
| Foreign exchange rate contracts | $0 | 90 |
| 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 | $2,183,477,000 | 131 |
| Notional amount of credit derivatives | $132,684,000 | 51 |
| Bank is guarantor | $81,250,000 | 48 |
| Bank is beneficiary | $51,434,000 | 48 |
| Interest rate contracts | $2,050,793,000 | 130 |
| Notional value of interest rate swaps | $969,700,000 | 140 |
| Futures and forward contracts | $457,500,000 | 66 |
| Written option contracts | $623,593,000 | 54 |
| Purchased option contracts | $0 | 140 |
| Foreign exchange rate contracts | $0 | 84 |
| 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 | $2,010,799,000 | 130 |
| Notional amount of credit derivatives | $128,510,000 | 53 |
| Bank is guarantor | $77,012,000 | 49 |
| Bank is beneficiary | $51,498,000 | 44 |
| Interest rate contracts | $1,882,289,000 | 133 |
| Notional value of interest rate swaps | $971,816,000 | 141 |
| Futures and forward contracts | $412,750,000 | 65 |
| Written option contracts | $497,723,000 | 62 |
| Purchased option contracts | $0 | 141 |
| Foreign exchange rate contracts | $0 | 86 |
| 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 | $1,546,819,000 | 146 |
| Notional amount of credit derivatives | $127,477,000 | 54 |
| Bank is guarantor | $75,930,000 | 48 |
| Bank is beneficiary | $51,547,000 | 44 |
| Interest rate contracts | $1,419,342,000 | 152 |
| Notional value of interest rate swaps | $783,888,000 | 151 |
| Futures and forward contracts | $201,711,000 | 102 |
| Written option contracts | $433,743,000 | 64 |
| Purchased option contracts | $0 | 135 |
| Foreign exchange rate contracts | $0 | 90 |
| 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 | $1,048,616,000 | 151 |
| Notional amount of credit derivatives | $134,346,000 | 50 |
| Bank is guarantor | $82,722,000 | 44 |
| Bank is beneficiary | $51,624,000 | 44 |
| Interest rate contracts | $914,270,000 | 154 |
| Notional value of interest rate swaps | $725,332,000 | 145 |
| Futures and forward contracts | $88,000,000 | 103 |
| Written option contracts | $100,938,000 | 95 |
| Purchased option contracts | $0 | 131 |
| Foreign exchange rate contracts | $0 | 87 |
| 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 | $1,130,580,000 | 144 |
| Notional amount of credit derivatives | $104,050,000 | 54 |
| Bank is guarantor | $74,351,000 | 46 |
| Bank is beneficiary | $29,699,000 | 51 |
| Interest rate contracts | $1,026,530,000 | 152 |
| Notional value of interest rate swaps | $618,928,000 | 148 |
| Futures and forward contracts | $187,500,000 | 86 |
| Written option contracts | $220,102,000 | 73 |
| Purchased option contracts | $0 | 123 |
| Foreign exchange rate contracts | $0 | 90 |
| 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 | $941,866,000 | 151 |
| Notional amount of credit derivatives | $101,961,000 | 48 |
| Bank is guarantor | $72,188,000 | 43 |
| Bank is beneficiary | $29,773,000 | 47 |
| Interest rate contracts | $839,905,000 | 161 |
| Notional value of interest rate swaps | $532,600,000 | 153 |
| Futures and forward contracts | $170,543,000 | 79 |
| Written option contracts | $136,762,000 | 101 |
| Purchased option contracts | $0 | 131 |
| Foreign exchange rate contracts | $0 | 91 |
| 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 | $691,540,000 | 159 |
| Notional amount of credit derivatives | $107,711,000 | 47 |
| Bank is guarantor | $84,531,000 | 37 |
| Bank is beneficiary | $23,180,000 | 47 |
| Interest rate contracts | $583,829,000 | 172 |
| Notional value of interest rate swaps | $409,275,000 | 168 |
| Futures and forward contracts | $85,500,000 | 94 |
| Written option contracts | $89,054,000 | 109 |
| Purchased option contracts | $0 | 131 |
| Foreign exchange rate contracts | $0 | 99 |
| 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 | $493,118,000 | 179 |
| Notional amount of credit derivatives | $77,974,000 | 53 |
| Bank is guarantor | $72,120,000 | 37 |
| Bank is beneficiary | $5,854,000 | 60 |
| Interest rate contracts | $415,144,000 | 192 |
| Notional value of interest rate swaps | $291,395,000 | 187 |
| Futures and forward contracts | $64,896,000 | 96 |
| Written option contracts | $58,853,000 | 111 |
| Purchased option contracts | $0 | 131 |
| Foreign exchange rate contracts | $0 | 97 |
| 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 | $560,013,000 | 170 |
| Notional amount of credit derivatives | $83,987,000 | 50 |
| Bank is guarantor | $73,210,000 | 38 |
| Bank is beneficiary | $10,777,000 | 53 |
| Interest rate contracts | $476,026,000 | 179 |
| Notional value of interest rate swaps | $293,869,000 | 185 |
| Futures and forward contracts | $95,776,000 | 84 |
| Written option contracts | $86,381,000 | 104 |
| Purchased option contracts | $0 | 131 |
| Foreign exchange rate contracts | $0 | 100 |
| 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 | $571,988,000 | 173 |
| Notional amount of credit derivatives | $67,175,000 | 54 |
| Bank is guarantor | $51,520,000 | 41 |
| Bank is beneficiary | $15,655,000 | 51 |
| Interest rate contracts | $504,813,000 | 178 |
| Notional value of interest rate swaps | $276,283,000 | 184 |
| Futures and forward contracts | $118,000,000 | 85 |
| Written option contracts | $110,530,000 | 92 |
| Purchased option contracts | $0 | 131 |
| Foreign exchange rate contracts | $0 | 100 |
| 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 | $502,537,000 | 179 |
| Notional amount of credit derivatives | $47,585,000 | 55 |
| Bank is guarantor | $36,696,000 | 44 |
| Bank is beneficiary | $10,889,000 | 51 |
| Interest rate contracts | $454,952,000 | 181 |
| Notional value of interest rate swaps | $273,732,000 | 182 |
| Futures and forward contracts | $95,553,000 | 90 |
| Written option contracts | $85,667,000 | 105 |
| Purchased option contracts | $0 | 129 |
| Foreign exchange rate contracts | $0 | 117 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 111 |
| Spot foreign exchange rate contracts | $0 | 85 |
| 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 | $474,508,000 | 174 |
| Notional amount of credit derivatives | $42,856,000 | 55 |
| Bank is guarantor | $36,867,000 | 43 |
| Bank is beneficiary | $5,989,000 | 52 |
| Interest rate contracts | $431,652,000 | 177 |
| Notional value of interest rate swaps | $246,704,000 | 189 |
| Futures and forward contracts | $113,180,000 | 80 |
| Written option contracts | $71,768,000 | 102 |
| Purchased option contracts | $0 | 124 |
| Foreign exchange rate contracts | $0 | 116 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 110 |
| Spot foreign exchange rate contracts | $0 | 85 |
| 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 | $594,484,000 | 157 |
| Notional amount of credit derivatives | $43,037,000 | 52 |
| Bank is guarantor | $37,037,000 | 41 |
| Bank is beneficiary | $6,000,000 | 49 |
| Interest rate contracts | $551,447,000 | 162 |
| Notional value of interest rate swaps | $248,887,000 | 189 |
| Futures and forward contracts | $180,360,000 | 68 |
| Written option contracts | $122,200,000 | 86 |
| Purchased option contracts | $0 | 124 |
| Foreign exchange rate contracts | $0 | 119 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 112 |
| Spot foreign exchange rate contracts | $0 | 84 |
| 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 | $584,291,000 | 160 |
| Notional amount of credit derivatives | $43,208,000 | 51 |
| Bank is guarantor | $37,208,000 | 39 |
| Bank is beneficiary | $6,000,000 | 47 |
| Interest rate contracts | $541,083,000 | 166 |
| Notional value of interest rate swaps | $213,595,000 | 199 |
| Futures and forward contracts | $190,798,000 | 72 |
| Written option contracts | $136,690,000 | 87 |
| Purchased option contracts | $0 | 129 |
| Foreign exchange rate contracts | $0 | 118 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 111 |
| Spot foreign exchange rate contracts | $0 | 88 |
| 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 | $501,791,000 | 169 |
| Notional amount of credit derivatives | $31,088,000 | 53 |
| Bank is guarantor | $25,088,000 | 38 |
| Bank is beneficiary | $6,000,000 | 49 |
| Interest rate contracts | $470,703,000 | 169 |
| Notional value of interest rate swaps | $214,019,000 | 196 |
| Futures and forward contracts | $140,998,000 | 72 |
| Written option contracts | $115,686,000 | 90 |
| Purchased option contracts | $0 | 131 |
| Foreign exchange rate contracts | $0 | 116 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
| Spot foreign exchange rate contracts | $0 | 85 |
| 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 | $436,494,000 | 167 |
| Notional amount of credit derivatives | $8,000,000 | 56 |
| Bank is guarantor | $8,000,000 | 47 |
| Bank is beneficiary | $0 | 52 |
| Interest rate contracts | $428,494,000 | 170 |
| Notional value of interest rate swaps | $173,477,000 | 206 |
| Futures and forward contracts | $167,289,000 | 67 |
| Written option contracts | $87,728,000 | 104 |
| Purchased option contracts | $0 | 158 |
| Foreign exchange rate contracts | $0 | 115 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
| Spot foreign exchange rate contracts | $0 | 83 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 62 |
| Notional value of other swaps | $0 | 30 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 45 |
| Purchased option contracts | $0 | 44 |
| 2016-09-30 | Rank | |
| Derivatives | $610,129,000 | 159 |
| Notional amount of credit derivatives | $8,000,000 | 56 |
| Bank is guarantor | $8,000,000 | 46 |
| Bank is beneficiary | $0 | 51 |
| Interest rate contracts | $602,129,000 | 158 |
| Notional value of interest rate swaps | $131,636,000 | 214 |
| Futures and forward contracts | $277,195,000 | 67 |
| Written option contracts | $193,298,000 | 88 |
| Purchased option contracts | $0 | 159 |
| Foreign exchange rate contracts | $0 | 115 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 110 |
| Spot foreign exchange rate contracts | $0 | 84 |
| 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 | $541,037,000 | 163 |
| Notional amount of credit derivatives | $8,000,000 | 59 |
| Bank is guarantor | $8,000,000 | 46 |
| Bank is beneficiary | $0 | 52 |
| Interest rate contracts | $533,037,000 | 162 |
| Notional value of interest rate swaps | $107,987,000 | 228 |
| Futures and forward contracts | $237,033,000 | 71 |
| Written option contracts | $188,017,000 | 88 |
| Purchased option contracts | $0 | 174 |
| Foreign exchange rate contracts | $0 | 119 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 114 |
| Spot foreign exchange rate contracts | $0 | 90 |
| 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 | $415,889,000 | 174 |
| Notional amount of credit derivatives | $8,000,000 | 57 |
| Bank is guarantor | $8,000,000 | 42 |
| Bank is beneficiary | $0 | 51 |
| Interest rate contracts | $407,889,000 | 167 |
| Notional value of interest rate swaps | $63,683,000 | 261 |
| Futures and forward contracts | $195,098,000 | 72 |
| Written option contracts | $149,108,000 | 90 |
| Purchased option contracts | $0 | 172 |
| Foreign exchange rate contracts | $0 | 116 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 111 |
| Spot foreign exchange rate contracts | $0 | 85 |
| 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 | $297,018,000 | 192 |
| Notional amount of credit derivatives | $0 | 65 |
| Bank is guarantor | $0 | 55 |
| Bank is beneficiary | $0 | 48 |
| Interest rate contracts | $297,018,000 | 189 |
| Notional value of interest rate swaps | $63,789,000 | 256 |
| Futures and forward contracts | $123,619,000 | 85 |
| Written option contracts | $109,610,000 | 91 |
| Purchased option contracts | $0 | 172 |
| Foreign exchange rate contracts | $0 | 114 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
| Spot foreign exchange rate contracts | $0 | 82 |
| 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 | $313,016,000 | 189 |
| Notional amount of credit derivatives | $0 | 65 |
| Bank is guarantor | $0 | 54 |
| Bank is beneficiary | $0 | 46 |
| Interest rate contracts | $313,016,000 | 186 |
| Notional value of interest rate swaps | $31,894,000 | 314 |
| Futures and forward contracts | $127,937,000 | 88 |
| Written option contracts | $153,185,000 | 83 |
| Purchased option contracts | $0 | 175 |
| Foreign exchange rate contracts | $0 | 122 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 118 |
| Spot foreign exchange rate contracts | $0 | 88 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 72 |
| Notional value of other swaps | $0 | 34 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $0 | 52 |
| Purchased option contracts | $0 | 44 |
| 2015-06-30 | Rank | |
| Derivatives | $36,142,000 | 479 |
| Notional amount of credit derivatives | $0 | 65 |
| Bank is guarantor | $0 | 53 |
| Bank is beneficiary | $0 | 47 |
| Interest rate contracts | $36,142,000 | 473 |
| Notional value of interest rate swaps | $14,000,000 | 383 |
| Futures and forward contracts | $12,356,000 | 310 |
| Written option contracts | $9,786,000 | 359 |
| Purchased option contracts | $0 | 173 |
| Foreign exchange rate contracts | $0 | 116 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 113 |
| Spot foreign exchange rate contracts | $0 | 84 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 77 |
| Notional value of other swaps | $0 | 37 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $0 | 57 |
| Purchased option contracts | $0 | 42 |
| 2015-03-31 | Rank | |
| Derivatives | $23,628,000 | 550 |
| Notional amount of credit derivatives | $0 | 65 |
| Bank is guarantor | $0 | 52 |
| Bank is beneficiary | $0 | 46 |
| Interest rate contracts | $23,628,000 | 539 |
| Notional value of interest rate swaps | $0 | 527 |
| Futures and forward contracts | $13,556,000 | 291 |
| Written option contracts | $10,072,000 | 343 |
| Purchased option contracts | $0 | 170 |
| Foreign exchange rate contracts | $0 | 123 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 120 |
| Spot foreign exchange rate contracts | $0 | 87 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 34 |
| Contracts on other commodities and equities. | $0 | 80 |
| Notional value of other swaps | $0 | 35 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $0 | 61 |
| Purchased option contracts | $0 | 45 |
| 2014-12-31 | Rank | |
| Derivatives | $15,117,000 | 571 |
| Notional amount of credit derivatives | $0 | 63 |
| Bank is guarantor | $0 | 50 |
| Bank is beneficiary | $0 | 45 |
| Interest rate contracts | $15,117,000 | 559 |
| Notional value of interest rate swaps | $0 | 513 |
| Futures and forward contracts | $7,201,000 | 304 |
| Written option contracts | $7,916,000 | 311 |
| Purchased option contracts | $0 | 171 |
| Foreign exchange rate contracts | $0 | 120 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 117 |
| Spot foreign exchange rate contracts | $0 | 84 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 34 |
| Contracts on other commodities and equities. | $0 | 80 |
| Notional value of other swaps | $0 | 34 |
| Futures and forward contracts | $0 | 22 |
| Written option contracts | $0 | 61 |
| Purchased option contracts | $0 | 46 |
| 2014-09-30 | Rank | |
| Derivatives | $18,848,000 | 547 |
| Notional amount of credit derivatives | $0 | 64 |
| Bank is guarantor | $0 | 50 |
| Bank is beneficiary | $0 | 46 |
| Interest rate contracts | $18,848,000 | 532 |
| Notional value of interest rate swaps | $0 | 502 |
| Futures and forward contracts | $8,796,000 | 296 |
| Written option contracts | $10,052,000 | 304 |
| Purchased option contracts | $0 | 169 |
| Foreign exchange rate contracts | $0 | 125 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 121 |
| Spot foreign exchange rate contracts | $0 | 87 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 34 |
| Contracts on other commodities and equities. | $0 | 88 |
| Notional value of other swaps | $0 | 32 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $0 | 68 |
| Purchased option contracts | $0 | 51 |
| 2014-06-30 | Rank | |
| Derivatives | $17,767,000 | 570 |
| Notional amount of credit derivatives | $0 | 64 |
| Bank is guarantor | $0 | 49 |
| Bank is beneficiary | $0 | 47 |
| Interest rate contracts | $17,767,000 | 555 |
| Notional value of interest rate swaps | $0 | 503 |
| Futures and forward contracts | $8,312,000 | 330 |
| Written option contracts | $9,455,000 | 329 |
| Purchased option contracts | $0 | 174 |
| Foreign exchange rate contracts | $0 | 120 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 114 |
| Spot foreign exchange rate contracts | $0 | 80 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 92 |
| Notional value of other swaps | $0 | 33 |
| Futures and forward contracts | $0 | 23 |
| Written option contracts | $0 | 72 |
| Purchased option contracts | $0 | 51 |
| 2014-03-31 | Rank | |
| Derivatives | $15,540,000 | 556 |
| Notional amount of credit derivatives | $0 | 62 |
| Bank is guarantor | $0 | 47 |
| Bank is beneficiary | $0 | 45 |
| Interest rate contracts | $15,540,000 | 539 |
| Notional value of interest rate swaps | $0 | 495 |
| Futures and forward contracts | $7,170,000 | 297 |
| Written option contracts | $8,370,000 | 309 |
| Purchased option contracts | $0 | 172 |
| Foreign exchange rate contracts | $0 | 117 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 110 |
| Spot foreign exchange rate contracts | $0 | 80 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 94 |
| Notional value of other swaps | $0 | 34 |
| Futures and forward contracts | $0 | 25 |
| Written option contracts | $0 | 73 |
| Purchased option contracts | $0 | 50 |
| 2013-12-31 | Rank | |
| Derivatives | $11,322,000 | 592 |
| Notional amount of credit derivatives | $0 | 59 |
| Bank is guarantor | $0 | 44 |
| Bank is beneficiary | $0 | 43 |
| Interest rate contracts | $11,322,000 | 571 |
| Notional value of interest rate swaps | $0 | 483 |
| Futures and forward contracts | $5,358,000 | 318 |
| Written option contracts | $5,964,000 | 321 |
| Purchased option contracts | $0 | 164 |
| Foreign exchange rate contracts | $0 | 114 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 106 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 90 |
| Notional value of other swaps | $0 | 34 |
| Futures and forward contracts | $0 | 25 |
| Written option contracts | $0 | 70 |
| Purchased option contracts | $0 | 50 |
| 2013-09-30 | Rank | |
| Derivatives | $14,421,000 | 583 |
| Notional amount of credit derivatives | $0 | 58 |
| Bank is guarantor | $0 | 43 |
| Bank is beneficiary | $0 | 43 |
| Interest rate contracts | $14,421,000 | 565 |
| Notional value of interest rate swaps | $0 | 469 |
| Futures and forward contracts | $9,426,000 | 283 |
| Written option contracts | $4,995,000 | 393 |
| Purchased option contracts | $0 | 158 |
| Foreign exchange rate contracts | $0 | 116 |
| Notional value of exchange swaps | $0 | 35 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
| Spot foreign exchange rate contracts | $0 | 79 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 95 |
| Notional value of other swaps | $0 | 35 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 72 |
| Purchased option contracts | $0 | 49 |