Home > RBC Bank (USA) > Derivatives
RBC Bank (USA), Derivatives
| 2011-12-31 | Rank | |
| Derivatives | $3,993,125,000 | 48 |
| Notional amount of credit derivatives | $18,816,000 | 34 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $18,816,000 | 29 |
| Interest rate contracts | $3,970,688,000 | 45 |
| Notional value of interest rate swaps | $3,656,131,000 | 40 |
| Futures and forward contracts | $159,500,000 | 66 |
| Written option contracts | $128,057,000 | 67 |
| Purchased option contracts | $27,000,000 | 77 |
| Foreign exchange rate contracts | $621,000 | 88 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $621,000 | 82 |
| Spot foreign exchange rate contracts | $0 | 71 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $3,000,000 | 55 |
| Notional value of other swaps | $0 | 37 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $1,500,000 | 42 |
| Purchased option contracts | $1,500,000 | 35 |
| 2011-09-30 | Rank | |
| Derivatives | $4,336,298,000 | 47 |
| Notional amount of credit derivatives | $36,422,000 | 33 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $36,422,000 | 25 |
| Interest rate contracts | $4,296,611,000 | 44 |
| Notional value of interest rate swaps | $3,881,938,000 | 40 |
| Futures and forward contracts | $189,500,000 | 64 |
| Written option contracts | $188,173,000 | 60 |
| Purchased option contracts | $37,000,000 | 71 |
| Foreign exchange rate contracts | $265,000 | 92 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $265,000 | 86 |
| Spot foreign exchange rate contracts | $85,000 | 68 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $3,000,000 | 57 |
| Notional value of other swaps | $0 | 37 |
| Futures and forward contracts | $0 | 18 |
| Written option contracts | $1,500,000 | 46 |
| Purchased option contracts | $1,500,000 | 36 |
| 2011-06-30 | Rank | |
| Derivatives | $4,335,844,000 | 45 |
| Notional amount of credit derivatives | $44,945,000 | 31 |
| Bank is guarantor | $0 | 38 |
| Bank is beneficiary | $44,945,000 | 24 |
| Interest rate contracts | $4,286,674,000 | 43 |
| Notional value of interest rate swaps | $4,024,498,000 | 40 |
| Futures and forward contracts | $114,000,000 | 65 |
| Written option contracts | $110,788,000 | 60 |
| Purchased option contracts | $37,388,000 | 69 |
| Foreign exchange rate contracts | $1,225,000 | 86 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,225,000 | 78 |
| Spot foreign exchange rate contracts | $0 | 70 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $3,000,000 | 58 |
| Notional value of other swaps | $0 | 39 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $1,500,000 | 44 |
| Purchased option contracts | $1,500,000 | 36 |
| 2011-03-31 | Rank | |
| Derivatives | $4,206,561,000 | 45 |
| Notional amount of credit derivatives | $48,432,000 | 31 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $48,432,000 | 23 |
| Interest rate contracts | $4,154,637,000 | 43 |
| Notional value of interest rate swaps | $3,895,413,000 | 39 |
| Futures and forward contracts | $120,500,000 | 53 |
| Written option contracts | $102,224,000 | 55 |
| Purchased option contracts | $36,500,000 | 69 |
| Foreign exchange rate contracts | $492,000 | 88 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $492,000 | 80 |
| Spot foreign exchange rate contracts | $37,000 | 63 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $3,000,000 | 57 |
| Notional value of other swaps | $0 | 43 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $1,500,000 | 45 |
| Purchased option contracts | $1,500,000 | 37 |
| 2010-12-31 | Rank | |
| Derivatives | $4,423,968,000 | 46 |
| Notional amount of credit derivatives | $40,562,000 | 31 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $40,562,000 | 24 |
| Interest rate contracts | $4,379,641,000 | 44 |
| Notional value of interest rate swaps | $3,970,536,000 | 41 |
| Futures and forward contracts | $232,433,000 | 52 |
| Written option contracts | $175,059,000 | 45 |
| Purchased option contracts | $1,613,000 | 131 |
| Foreign exchange rate contracts | $765,000 | 88 |
| Notional value of exchange swaps | $0 | 35 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $765,000 | 79 |
| Spot foreign exchange rate contracts | $0 | 66 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $3,000,000 | 54 |
| Notional value of other swaps | $0 | 42 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $1,500,000 | 43 |
| Purchased option contracts | $1,500,000 | 35 |
| 2010-09-30 | Rank | |
| Derivatives | $4,430,454,000 | 47 |
| Notional amount of credit derivatives | $34,537,000 | 30 |
| Bank is guarantor | $0 | 36 |
| Bank is beneficiary | $34,537,000 | 24 |
| Interest rate contracts | $4,390,403,000 | 45 |
| Notional value of interest rate swaps | $3,819,364,000 | 43 |
| Futures and forward contracts | $267,159,000 | 59 |
| Written option contracts | $302,155,000 | 41 |
| Purchased option contracts | $1,725,000 | 125 |
| Foreign exchange rate contracts | $514,000 | 87 |
| Notional value of exchange swaps | $0 | 36 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $514,000 | 78 |
| Spot foreign exchange rate contracts | $0 | 69 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $5,000,000 | 53 |
| Notional value of other swaps | $0 | 46 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $2,500,000 | 41 |
| Purchased option contracts | $2,500,000 | 32 |
| 2010-06-30 | Rank | |
| Derivatives | $3,101,041,000 | 52 |
| Notional amount of credit derivatives | $39,206,000 | 30 |
| Bank is guarantor | $0 | 37 |
| Bank is beneficiary | $39,206,000 | 24 |
| Interest rate contracts | $3,045,300,000 | 52 |
| Notional value of interest rate swaps | $2,709,614,000 | 49 |
| Futures and forward contracts | $144,500,000 | 58 |
| Written option contracts | $189,348,000 | 48 |
| Purchased option contracts | $1,838,000 | 131 |
| Foreign exchange rate contracts | $535,000 | 91 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $535,000 | 81 |
| Spot foreign exchange rate contracts | $0 | 67 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $16,000,000 | 45 |
| Notional value of other swaps | $0 | 49 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $8,000,000 | 33 |
| Purchased option contracts | $8,000,000 | 29 |
| 2010-03-31 | Rank | |
| Derivatives | $2,935,707,000 | 53 |
| Notional amount of credit derivatives | $38,015,000 | 29 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $38,015,000 | 22 |
| Interest rate contracts | $2,858,867,000 | 52 |
| Notional value of interest rate swaps | $2,523,608,000 | 50 |
| Futures and forward contracts | $130,000,000 | 53 |
| Written option contracts | $175,309,000 | 42 |
| Purchased option contracts | $29,950,000 | 68 |
| Foreign exchange rate contracts | $653,000 | 86 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $653,000 | 78 |
| Spot foreign exchange rate contracts | $0 | 70 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $38,172,000 | 39 |
| Notional value of other swaps | $0 | 53 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $19,086,000 | 28 |
| Purchased option contracts | $19,086,000 | 28 |
| 2009-12-31 | Rank | |
| Derivatives | $3,074,351,000 | 49 |
| Notional amount of credit derivatives | $42,949,000 | 32 |
| Bank is guarantor | $0 | 41 |
| Bank is beneficiary | $42,949,000 | 24 |
| Interest rate contracts | $2,992,022,000 | 50 |
| Notional value of interest rate swaps | $2,591,879,000 | 48 |
| Futures and forward contracts | $189,500,000 | 44 |
| Written option contracts | $108,580,000 | 52 |
| Purchased option contracts | $102,063,000 | 40 |
| Foreign exchange rate contracts | $1,208,000 | 81 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,208,000 | 75 |
| Spot foreign exchange rate contracts | $0 | 67 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $38,172,000 | 42 |
| Notional value of other swaps | $0 | 53 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $19,086,000 | 31 |
| Purchased option contracts | $19,086,000 | 28 |
| 2009-09-30 | Rank | |
| Derivatives | $2,928,439,000 | 53 |
| Notional amount of credit derivatives | $32,678,000 | 33 |
| Bank is guarantor | $0 | 42 |
| Bank is beneficiary | $32,678,000 | 24 |
| Interest rate contracts | $2,855,480,000 | 54 |
| Notional value of interest rate swaps | $1,947,412,000 | 55 |
| Futures and forward contracts | $384,000,000 | 34 |
| Written option contracts | $199,893,000 | 45 |
| Purchased option contracts | $324,175,000 | 29 |
| Foreign exchange rate contracts | $1,109,000 | 85 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,109,000 | 80 |
| Spot foreign exchange rate contracts | $0 | 70 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $39,172,000 | 40 |
| Notional value of other swaps | $0 | 58 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $19,586,000 | 31 |
| Purchased option contracts | $19,586,000 | 30 |
| 2009-06-30 | Rank | |
| Derivatives | $3,370,049,000 | 51 |
| Notional amount of credit derivatives | $29,535,000 | 34 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $29,535,000 | 24 |
| Interest rate contracts | $3,293,569,000 | 51 |
| Notional value of interest rate swaps | $1,958,126,000 | 57 |
| Futures and forward contracts | $759,075,000 | 31 |
| Written option contracts | $257,356,000 | 40 |
| Purchased option contracts | $319,012,000 | 30 |
| Foreign exchange rate contracts | $1,773,000 | 80 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,773,000 | 75 |
| Spot foreign exchange rate contracts | $0 | 69 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $45,172,000 | 39 |
| Notional value of other swaps | $0 | 65 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $22,586,000 | 30 |
| Purchased option contracts | $22,586,000 | 29 |
| 2009-03-31 | Rank | |
| Derivatives | $3,278,053,000 | 53 |
| Notional amount of credit derivatives | $29,663,000 | 33 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $29,663,000 | 26 |
| Interest rate contracts | $3,200,250,000 | 54 |
| Notional value of interest rate swaps | $1,966,993,000 | 57 |
| Futures and forward contracts | $581,200,000 | 34 |
| Written option contracts | $331,280,000 | 42 |
| Purchased option contracts | $320,777,000 | 32 |
| Foreign exchange rate contracts | $968,000 | 85 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $968,000 | 79 |
| Spot foreign exchange rate contracts | $208,000 | 61 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $47,172,000 | 37 |
| Notional value of other swaps | $0 | 62 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $23,586,000 | 30 |
| Purchased option contracts | $23,586,000 | 28 |
| 2008-12-31 | Rank | |
| Derivatives | $3,229,387,000 | 56 |
| Notional amount of credit derivatives | $29,128,000 | 34 |
| Bank is guarantor | $0 | 36 |
| Bank is beneficiary | $29,128,000 | 28 |
| Interest rate contracts | $3,122,676,000 | 57 |
| Notional value of interest rate swaps | $1,836,798,000 | 59 |
| Futures and forward contracts | $307,000,000 | 39 |
| Written option contracts | $468,101,000 | 29 |
| Purchased option contracts | $510,777,000 | 29 |
| Foreign exchange rate contracts | $777,000 | 83 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $777,000 | 78 |
| Spot foreign exchange rate contracts | $0 | 71 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $76,806,000 | 33 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $38,403,000 | 26 |
| Purchased option contracts | $38,403,000 | 26 |
| 2008-09-30 | Rank | |
| Derivatives | $2,979,661,000 | 59 |
| Notional amount of credit derivatives | $16,372,000 | 40 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $16,372,000 | 33 |
| Interest rate contracts | $2,872,841,000 | 55 |
| Notional value of interest rate swaps | $1,733,831,000 | 64 |
| Futures and forward contracts | $157,500,000 | 39 |
| Written option contracts | $145,733,000 | 48 |
| Purchased option contracts | $835,777,000 | 28 |
| Foreign exchange rate contracts | $576,000 | 87 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $576,000 | 79 |
| Spot foreign exchange rate contracts | $28,000 | 67 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $89,872,000 | 36 |
| Notional value of other swaps | $0 | 73 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $44,936,000 | 27 |
| Purchased option contracts | $44,936,000 | 26 |
| 2008-06-30 | Rank | |
| Derivatives | $2,820,448,000 | 59 |
| Notional amount of credit derivatives | $15,230,000 | 39 |
| Bank is guarantor | $0 | 37 |
| Bank is beneficiary | $15,230,000 | 32 |
| Interest rate contracts | $2,713,826,000 | 56 |
| Notional value of interest rate swaps | $1,486,787,000 | 64 |
| Futures and forward contracts | $132,500,000 | 43 |
| Written option contracts | $133,674,000 | 46 |
| Purchased option contracts | $960,865,000 | 27 |
| Foreign exchange rate contracts | $1,520,000 | 77 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,520,000 | 71 |
| Spot foreign exchange rate contracts | $3,000 | 71 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $89,872,000 | 34 |
| Notional value of other swaps | $0 | 75 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $44,936,000 | 26 |
| Purchased option contracts | $44,936,000 | 25 |
| 2008-03-31 | Rank | |
| Derivatives | $2,861,647,000 | 58 |
| Notional amount of credit derivatives | $15,763,000 | 39 |
| Bank is guarantor | $0 | 38 |
| Bank is beneficiary | $15,763,000 | 32 |
| Interest rate contracts | $2,736,714,000 | 55 |
| Notional value of interest rate swaps | $1,380,176,000 | 62 |
| Futures and forward contracts | $126,000,000 | 46 |
| Written option contracts | $211,982,000 | 41 |
| Purchased option contracts | $1,018,556,000 | 24 |
| Foreign exchange rate contracts | $524,000 | 91 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $524,000 | 84 |
| Spot foreign exchange rate contracts | $120,000 | 64 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $108,646,000 | 32 |
| Notional value of other swaps | $0 | 76 |
| Futures and forward contracts | $0 | 18 |
| Written option contracts | $54,323,000 | 24 |
| Purchased option contracts | $54,323,000 | 22 |
| 2007-12-31 | Rank | |
| Derivatives | $2,439,552,000 | 59 |
| Notional amount of credit derivatives | $7,177,000 | 40 |
| Bank is guarantor | $0 | 36 |
| Bank is beneficiary | $7,177,000 | 34 |
| Interest rate contracts | $2,323,174,000 | 55 |
| Notional value of interest rate swaps | $1,113,961,000 | 62 |
| Futures and forward contracts | $50,000,000 | 66 |
| Written option contracts | $140,248,000 | 44 |
| Purchased option contracts | $1,018,965,000 | 24 |
| Foreign exchange rate contracts | $555,000 | 82 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $555,000 | 75 |
| Spot foreign exchange rate contracts | $0 | 70 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $108,646,000 | 32 |
| Notional value of other swaps | $0 | 79 |
| Futures and forward contracts | $0 | 22 |
| Written option contracts | $54,323,000 | 22 |
| Purchased option contracts | $54,323,000 | 21 |
| 2007-09-30 | Rank | |
| Derivatives | $2,372,180,000 | 59 |
| Notional amount of credit derivatives | $7,730,000 | 40 |
| Bank is guarantor | $0 | 35 |
| Bank is beneficiary | $7,730,000 | 32 |
| Interest rate contracts | $2,254,420,000 | 56 |
| Notional value of interest rate swaps | $1,054,555,000 | 64 |
| Futures and forward contracts | $52,500,000 | 60 |
| Written option contracts | $136,034,000 | 47 |
| Purchased option contracts | $1,011,331,000 | 27 |
| Foreign exchange rate contracts | $1,384,000 | 80 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,384,000 | 74 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $108,646,000 | 30 |
| Notional value of other swaps | $0 | 83 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $54,323,000 | 21 |
| Purchased option contracts | $54,323,000 | 20 |
| 2007-06-30 | Rank | |
| Derivatives | $2,332,825,000 | 61 |
| Notional amount of credit derivatives | $7,327,000 | 36 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $7,327,000 | 29 |
| Interest rate contracts | $2,215,587,000 | 59 |
| Notional value of interest rate swaps | $1,030,685,000 | 70 |
| Futures and forward contracts | $67,000,000 | 72 |
| Written option contracts | $131,905,000 | 49 |
| Purchased option contracts | $985,997,000 | 28 |
| Foreign exchange rate contracts | $1,265,000 | 83 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,265,000 | 76 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $108,646,000 | 29 |
| Notional value of other swaps | $0 | 82 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $54,323,000 | 20 |
| Purchased option contracts | $54,323,000 | 20 |
| 2007-03-31 | Rank | |
| Derivatives | $2,472,284,000 | 61 |
| Notional amount of credit derivatives | $6,786,000 | 35 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $6,786,000 | 29 |
| Interest rate contracts | $2,355,453,000 | 59 |
| Notional value of interest rate swaps | $1,262,166,000 | 68 |
| Futures and forward contracts | $26,000,000 | 103 |
| Written option contracts | $109,848,000 | 56 |
| Purchased option contracts | $957,439,000 | 28 |
| Foreign exchange rate contracts | $1,399,000 | 80 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,399,000 | 72 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $108,646,000 | 29 |
| Notional value of other swaps | $0 | 83 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $54,323,000 | 20 |
| Purchased option contracts | $54,323,000 | 21 |
| 2006-12-31 | Rank | |
| Derivatives | $2,143,019,000 | 68 |
| Notional amount of credit derivatives | $6,457,000 | 31 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $6,457,000 | 29 |
| Interest rate contracts | $2,027,334,000 | 65 |
| Notional value of interest rate swaps | $1,257,400,000 | 70 |
| Futures and forward contracts | $34,000,000 | 85 |
| Written option contracts | $66,639,000 | 67 |
| Purchased option contracts | $669,295,000 | 28 |
| Foreign exchange rate contracts | $582,000 | 88 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $582,000 | 81 |
| Spot foreign exchange rate contracts | $191,000 | 63 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $108,646,000 | 29 |
| Notional value of other swaps | $0 | 84 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $54,323,000 | 20 |
| Purchased option contracts | $54,323,000 | 21 |
| 2006-09-30 | Rank | |
| Derivatives | $1,703,363,000 | 75 |
| Notional amount of credit derivatives | $0 | 47 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $1,594,483,000 | 75 |
| Notional value of interest rate swaps | $1,490,091,000 | 65 |
| Futures and forward contracts | $36,000,000 | 90 |
| Written option contracts | $57,243,000 | 74 |
| Purchased option contracts | $11,149,000 | 155 |
| Foreign exchange rate contracts | $234,000 | 98 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $234,000 | 92 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $108,646,000 | 28 |
| Notional value of other swaps | $0 | 85 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $54,323,000 | 20 |
| Purchased option contracts | $54,323,000 | 21 |
| 2006-06-30 | Rank | |
| Derivatives | $2,499,205,000 | 65 |
| Notional amount of credit derivatives | $0 | 41 |
| Bank is guarantor | $0 | 26 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $2,390,102,000 | 60 |
| Notional value of interest rate swaps | $2,274,406,000 | 57 |
| Futures and forward contracts | $43,500,000 | 88 |
| Written option contracts | $59,483,000 | 78 |
| Purchased option contracts | $12,713,000 | 136 |
| Foreign exchange rate contracts | $457,000 | 94 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $457,000 | 88 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 36 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $108,646,000 | 26 |
| Notional value of other swaps | $0 | 88 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $54,323,000 | 18 |
| Purchased option contracts | $54,323,000 | 20 |
| 2006-03-31 | Rank | |
| Derivatives | $2,580,113,000 | 64 |
| Notional amount of credit derivatives | $0 | 41 |
| Bank is guarantor | $0 | 27 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $2,470,985,000 | 60 |
| Notional value of interest rate swaps | $2,329,455,000 | 54 |
| Futures and forward contracts | $52,000,000 | 79 |
| Written option contracts | $76,817,000 | 65 |
| Purchased option contracts | $12,713,000 | 129 |
| Foreign exchange rate contracts | $482,000 | 93 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $482,000 | 88 |
| Spot foreign exchange rate contracts | $352,000 | 62 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $108,646,000 | 26 |
| Notional value of other swaps | $0 | 87 |
| Futures and forward contracts | $0 | 30 |
| Written option contracts | $54,323,000 | 18 |
| Purchased option contracts | $54,323,000 | 20 |
| 2005-12-31 | Rank | |
| Derivatives | $2,580,532,000 | 64 |
| Notional amount of credit derivatives | $0 | 38 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 33 |
| Interest rate contracts | $2,471,845,000 | 61 |
| Notional value of interest rate swaps | $2,365,008,000 | 54 |
| Futures and forward contracts | $35,000,000 | 90 |
| Written option contracts | $59,124,000 | 72 |
| Purchased option contracts | $12,713,000 | 117 |
| Foreign exchange rate contracts | $41,000 | 98 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $41,000 | 92 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $108,646,000 | 26 |
| Notional value of other swaps | $0 | 84 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $54,323,000 | 18 |
| Purchased option contracts | $54,323,000 | 20 |
| 2005-09-30 | Rank | |
| Derivatives | $2,756,123,000 | 61 |
| Notional amount of credit derivatives | $0 | 39 |
| Bank is guarantor | $0 | 28 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $2,659,982,000 | 56 |
| Notional value of interest rate swaps | $2,470,769,000 | 53 |
| Futures and forward contracts | $87,270,000 | 63 |
| Written option contracts | $88,752,000 | 61 |
| Purchased option contracts | $13,191,000 | 101 |
| Foreign exchange rate contracts | $3,561,000 | 79 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $3,561,000 | 74 |
| Spot foreign exchange rate contracts | $577,000 | 60 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $92,580,000 | 27 |
| Notional value of other swaps | $0 | 76 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $46,290,000 | 19 |
| Purchased option contracts | $46,290,000 | 21 |
| 2005-06-30 | Rank | |
| Derivatives | $2,483,762,000 | 64 |
| Notional amount of credit derivatives | $0 | 38 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $2,388,362,000 | 59 |
| Notional value of interest rate swaps | $2,170,595,000 | 53 |
| Futures and forward contracts | $98,879,000 | 65 |
| Written option contracts | $105,601,000 | 58 |
| Purchased option contracts | $13,287,000 | 84 |
| Foreign exchange rate contracts | $2,820,000 | 78 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,820,000 | 73 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $92,580,000 | 24 |
| Notional value of other swaps | $0 | 79 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $46,290,000 | 18 |
| Purchased option contracts | $46,290,000 | 19 |
| 2005-03-31 | Rank | |
| Derivatives | $1,758,148,000 | 67 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $1,664,709,000 | 61 |
| Notional value of interest rate swaps | $1,491,077,000 | 58 |
| Futures and forward contracts | $71,999,000 | 67 |
| Written option contracts | $86,979,000 | 57 |
| Purchased option contracts | $14,654,000 | 85 |
| Foreign exchange rate contracts | $2,859,000 | 80 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,859,000 | 74 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $90,580,000 | 25 |
| Notional value of other swaps | $0 | 80 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $45,290,000 | 18 |
| Purchased option contracts | $45,290,000 | 19 |
| 2004-12-31 | Rank | |
| Derivatives | $1,021,391,000 | 85 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $1,018,449,000 | 78 |
| Notional value of interest rate swaps | $950,465,000 | 71 |
| Futures and forward contracts | $0 | 272 |
| Written option contracts | $12,762,000 | 112 |
| Purchased option contracts | $55,222,000 | 53 |
| Foreign exchange rate contracts | $2,942,000 | 76 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,942,000 | 72 |
| Spot foreign exchange rate contracts | $9,000 | 70 |
| 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 | $4,348,290,000 | 53 |
| Notional amount of credit derivatives | $0 | 36 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $4,345,269,000 | 49 |
| Notional value of interest rate swaps | $1,146,403,000 | 66 |
| Futures and forward contracts | $1,836,209,000 | 26 |
| Written option contracts | $1,318,061,000 | 28 |
| Purchased option contracts | $44,596,000 | 65 |
| Foreign exchange rate contracts | $3,021,000 | 80 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $3,021,000 | 75 |
| Spot foreign exchange rate contracts | $0 | 80 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 148 |
| Notional value of other swaps | $0 | 75 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 112 |
| Purchased option contracts | $0 | 76 |
| 2004-06-30 | Rank | |
| Derivatives | $5,338,247,000 | 49 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $5,337,836,000 | 47 |
| Notional value of interest rate swaps | $1,084,546,000 | 69 |
| Futures and forward contracts | $2,745,564,000 | 22 |
| Written option contracts | $1,476,852,000 | 25 |
| Purchased option contracts | $30,874,000 | 71 |
| Foreign exchange rate contracts | $411,000 | 92 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $411,000 | 89 |
| Spot foreign exchange rate contracts | $411,000 | 58 |
| 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 | $5,177,696,000 | 50 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $5,174,356,000 | 48 |
| Notional value of interest rate swaps | $1,098,321,000 | 65 |
| Futures and forward contracts | $2,448,590,000 | 26 |
| Written option contracts | $1,597,071,000 | 24 |
| Purchased option contracts | $30,374,000 | 65 |
| Foreign exchange rate contracts | $3,340,000 | 82 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $3,340,000 | 75 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 134 |
| Notional value of other swaps | $0 | 71 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 102 |
| Purchased option contracts | $0 | 71 |
| 2003-12-31 | Rank | |
| Derivatives | $3,069,234,000 | 59 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 29 |
| Interest rate contracts | $3,065,894,000 | 55 |
| Notional value of interest rate swaps | $855,126,000 | 69 |
| Futures and forward contracts | $1,517,911,000 | 25 |
| Written option contracts | $665,483,000 | 29 |
| Purchased option contracts | $27,374,000 | 64 |
| Foreign exchange rate contracts | $3,340,000 | 77 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $3,340,000 | 70 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 131 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 99 |
| Purchased option contracts | $0 | 71 |
| 2003-09-30 | Rank | |
| Derivatives | $4,261,632,000 | 52 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 28 |
| Interest rate contracts | $4,257,840,000 | 49 |
| Notional value of interest rate swaps | $614,515,000 | 78 |
| Futures and forward contracts | $2,533,563,000 | 25 |
| Written option contracts | $1,085,775,000 | 25 |
| Purchased option contracts | $23,987,000 | 71 |
| Foreign exchange rate contracts | $3,792,000 | 75 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $3,792,000 | 68 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 134 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 101 |
| Purchased option contracts | $0 | 70 |
| 2003-06-30 | Rank | |
| Derivatives | $6,530,289,000 | 46 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $6,525,382,000 | 44 |
| Notional value of interest rate swaps | $205,205,000 | 109 |
| Futures and forward contracts | $2,948,277,000 | 29 |
| Written option contracts | $3,362,730,000 | 19 |
| Purchased option contracts | $9,170,000 | 112 |
| Foreign exchange rate contracts | $4,907,000 | 72 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $4,907,000 | 66 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 130 |
| Notional value of other swaps | $0 | 68 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 96 |
| Purchased option contracts | $0 | 64 |
| 2003-03-31 | Rank | |
| Derivatives | $6,498,537,000 | 41 |
| Notional amount of credit derivatives | $0 | 33 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $6,491,005,000 | 39 |
| Notional value of interest rate swaps | $843,978,000 | 71 |
| Futures and forward contracts | $2,666,430,000 | 26 |
| Written option contracts | $2,978,427,000 | 19 |
| Purchased option contracts | $2,170,000 | 136 |
| Foreign exchange rate contracts | $7,532,000 | 69 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $7,532,000 | 65 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 27 |
| Contracts on other commodities and equities. | $0 | 123 |
| Notional value of other swaps | $0 | 65 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $0 | 86 |
| Purchased option contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Derivatives | $851,193,000 | 88 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 21 |
| Interest rate contracts | $845,056,000 | 83 |
| Notional value of interest rate swaps | $842,850,000 | 68 |
| Futures and forward contracts | $0 | 158 |
| Written option contracts | $0 | 138 |
| Purchased option contracts | $2,206,000 | 136 |
| Foreign exchange rate contracts | $6,137,000 | 71 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $6,137,000 | 67 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 109 |
| Notional value of other swaps | $0 | 53 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $0 | 75 |
| Purchased option contracts | $0 | 59 |
| 2001-12-31 | Rank | |
| Derivatives | $407,466,000 | 105 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 24 |
| Interest rate contracts | $401,757,000 | 100 |
| Notional value of interest rate swaps | $220,775,000 | 106 |
| Futures and forward contracts | $180,982,000 | 50 |
| Written option contracts | $0 | 91 |
| Purchased option contracts | $0 | 176 |
| Foreign exchange rate contracts | $5,709,000 | 73 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $5,709,000 | 67 |
| Spot foreign exchange rate contracts | $3,000 | 78 |
| 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 | $357,018,000 | 123 |
| Notional amount of credit derivatives | $0 | 31 |
| Bank is guarantor | $0 | 24 |
| Bank is beneficiary | $0 | 19 |
| Interest rate contracts | $357,013,000 | 115 |
| Notional value of interest rate swaps | $340,145,000 | 100 |
| Futures and forward contracts | $0 | 127 |
| Written option contracts | $8,434,000 | 77 |
| Purchased option contracts | $8,434,000 | 178 |
| Foreign exchange rate contracts | $5,000 | 132 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $5,000 | 123 |
| Spot foreign exchange rate contracts | $5,000 | 87 |
| 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 | $1,490,220,000 | 73 |
| Notional amount of credit derivatives | $0 | 27 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 15 |
| Interest rate contracts | $1,490,219,000 | 70 |
| Notional value of interest rate swaps | $1,088,219,000 | 70 |
| Futures and forward contracts | $0 | 135 |
| Written option contracts | $125,000,000 | 50 |
| Purchased option contracts | $277,000,000 | 51 |
| Foreign exchange rate contracts | $1,000 | 124 |
| Notional value of exchange swaps | $0 | 38 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,000 | 119 |
| Spot foreign exchange rate contracts | $1,000 | 86 |
| 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 | $1,528,287,000 | 76 |
| Notional amount of credit derivatives | $0 | 24 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 16 |
| Interest rate contracts | $1,528,275,000 | 73 |
| Notional value of interest rate swaps | $825,812,000 | 82 |
| Futures and forward contracts | $250,463,000 | 53 |
| Written option contracts | $125,000,000 | 55 |
| Purchased option contracts | $327,000,000 | 47 |
| Foreign exchange rate contracts | $12,000 | 131 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $12,000 | 123 |
| Spot foreign exchange rate contracts | $12,000 | 97 |
| 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 | $1,073,002,000 | 92 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $1,073,000,000 | 85 |
| Notional value of interest rate swaps | $751,000,000 | 80 |
| Futures and forward contracts | $52,000,000 | 75 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $270,000,000 | 62 |
| Foreign exchange rate contracts | $2,000 | 149 |
| Notional value of exchange swaps | $0 | 37 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,000 | 139 |
| Spot foreign exchange rate contracts | $2,000 | 109 |
| 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 | $611,419,000 | 134 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $611,419,000 | 126 |
| Notional value of interest rate swaps | $295,000,000 | 143 |
| Futures and forward contracts | $90,919,000 | 67 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $225,500,000 | 77 |
| 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 | $552,980,000 | 159 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $552,980,000 | 150 |
| Notional value of interest rate swaps | $295,000,000 | 160 |
| Futures and forward contracts | $72,980,000 | 81 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $185,000,000 | 92 |
| Foreign exchange rate contracts | $0 | 190 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 183 |
| Spot foreign exchange rate contracts | $0 | 142 |
| Written option contracts | $0 | 44 |
| Purchased option contracts | $0 | 47 |
| Contracts on other commodities and equities. | $0 | 52 |
| Notional value of other swaps | $0 | 22 |
| Futures and forward contracts | $0 | 21 |
| Written option contracts | $0 | 26 |
| Purchased option contracts | $0 | 32 |
| 1994-12-31 | Rank | |
| Derivatives | $267,776,000 | 204 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $267,776,000 | 197 |
| Notional value of interest rate swaps | $230,000,000 | 180 |
| Futures and forward contracts | $37,776,000 | 76 |
| 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 | $193,497,000 | 202 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $193,497,000 | 196 |
| Notional value of interest rate swaps | $45,000,000 | 313 |
| Futures and forward contracts | $148,497,000 | 70 |
| 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 | $62,400,000 | 299 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $62,400,000 | 288 |
| Notional value of interest rate swaps | $0 | 497 |
| Futures and forward contracts | $62,400,000 | 80 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $0 | 202 |
| Foreign exchange rate contracts | $0 | 229 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 237 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $0 | 43 |
| Purchased option contracts | $0 | 41 |
| Contracts on other commodities and equities. | $0 | 32 |
| Notional value of other swaps | $0 | 12 |
| Futures and forward contracts | $0 | 19 |
| Written option contracts | $0 | 15 |
| Purchased option contracts | $0 | 13 |