Home > TCF National Bank > Derivatives
TCF National Bank, Derivatives
2021-03-31 | Rank | |
Derivatives | $8,294,359,000 | 57 |
Notional amount of credit derivatives | $549,262,000 | 27 |
Bank is guarantor | $388,220,000 | 26 |
Bank is beneficiary | $161,042,000 | 29 |
Interest rate contracts | $7,438,074,000 | 58 |
Notional value of interest rate swaps | $6,447,778,000 | 54 |
Futures and forward contracts | $460,280,000 | 58 |
Written option contracts | $530,016,000 | 56 |
Purchased option contracts | $0 | 144 |
Foreign exchange rate contracts | $286,123,000 | 45 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $286,123,000 | 38 |
Spot foreign exchange rate contracts | $0 | 44 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $20,900,000 | 39 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $10,450,000 | 28 |
Purchased option contracts | $10,450,000 | 25 |
2020-12-31 | Rank | |
Derivatives | $8,115,924,000 | 58 |
Notional amount of credit derivatives | $470,671,000 | 27 |
Bank is guarantor | $311,888,000 | 29 |
Bank is beneficiary | $158,783,000 | 29 |
Interest rate contracts | $7,313,587,000 | 57 |
Notional value of interest rate swaps | $6,290,464,000 | 54 |
Futures and forward contracts | $535,244,000 | 54 |
Written option contracts | $487,879,000 | 59 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $298,162,000 | 43 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $298,162,000 | 37 |
Spot foreign exchange rate contracts | $0 | 45 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $33,504,000 | 38 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $16,752,000 | 26 |
Purchased option contracts | $16,752,000 | 25 |
2020-09-30 | Rank | |
Derivatives | $8,165,409,000 | 61 |
Notional amount of credit derivatives | $445,120,000 | 31 |
Bank is guarantor | $283,136,000 | 30 |
Bank is beneficiary | $161,984,000 | 28 |
Interest rate contracts | $7,384,468,000 | 59 |
Notional value of interest rate swaps | $5,923,205,000 | 56 |
Futures and forward contracts | $805,888,000 | 47 |
Written option contracts | $655,375,000 | 49 |
Purchased option contracts | $0 | 140 |
Foreign exchange rate contracts | $291,905,000 | 43 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $291,905,000 | 37 |
Spot foreign exchange rate contracts | $0 | 44 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $43,916,000 | 39 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $21,958,000 | 26 |
Purchased option contracts | $21,958,000 | 25 |
2020-06-30 | Rank | |
Derivatives | $8,427,042,000 | 59 |
Notional amount of credit derivatives | $428,623,000 | 28 |
Bank is guarantor | $286,044,000 | 27 |
Bank is beneficiary | $142,579,000 | 30 |
Interest rate contracts | $7,664,659,000 | 60 |
Notional value of interest rate swaps | $6,045,881,000 | 60 |
Futures and forward contracts | $911,872,000 | 41 |
Written option contracts | $706,906,000 | 46 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $283,886,000 | 42 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $283,886,000 | 36 |
Spot foreign exchange rate contracts | $0 | 45 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 28 |
Contracts on other commodities and equities. | $49,874,000 | 37 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $24,937,000 | 26 |
Purchased option contracts | $24,937,000 | 24 |
2020-03-31 | Rank | |
Derivatives | $7,983,981,000 | 58 |
Notional amount of credit derivatives | $398,579,000 | 28 |
Bank is guarantor | $293,723,000 | 26 |
Bank is beneficiary | $104,856,000 | 33 |
Interest rate contracts | $7,123,386,000 | 61 |
Notional value of interest rate swaps | $6,025,131,000 | 59 |
Futures and forward contracts | $539,741,000 | 58 |
Written option contracts | $558,514,000 | 53 |
Purchased option contracts | $0 | 135 |
Foreign exchange rate contracts | $406,564,000 | 40 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $406,564,000 | 36 |
Spot foreign exchange rate contracts | $0 | 44 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $55,452,000 | 37 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $27,726,000 | 27 |
Purchased option contracts | $27,726,000 | 26 |
2019-12-31 | Rank | |
Derivatives | $6,424,691,000 | 62 |
Notional amount of credit derivatives | $316,353,000 | 28 |
Bank is guarantor | $219,062,000 | 27 |
Bank is beneficiary | $97,291,000 | 33 |
Interest rate contracts | $5,610,071,000 | 65 |
Notional value of interest rate swaps | $5,245,969,000 | 61 |
Futures and forward contracts | $174,013,000 | 73 |
Written option contracts | $190,089,000 | 61 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $440,249,000 | 38 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $440,249,000 | 35 |
Spot foreign exchange rate contracts | $0 | 45 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $58,018,000 | 37 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $29,009,000 | 27 |
Purchased option contracts | $29,009,000 | 26 |
2019-09-30 | Rank | |
Derivatives | $5,900,847,000 | 65 |
Notional amount of credit derivatives | $135,524,000 | 46 |
Bank is guarantor | $82,529,000 | 42 |
Bank is beneficiary | $52,995,000 | 40 |
Interest rate contracts | $5,238,509,000 | 67 |
Notional value of interest rate swaps | $4,709,441,000 | 61 |
Futures and forward contracts | $218,061,000 | 74 |
Written option contracts | $311,007,000 | 61 |
Purchased option contracts | $0 | 123 |
Foreign exchange rate contracts | $463,074,000 | 38 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $463,074,000 | 36 |
Spot foreign exchange rate contracts | $0 | 46 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $63,740,000 | 36 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $31,870,000 | 28 |
Purchased option contracts | $31,870,000 | 27 |
2019-06-30 | Rank | |
Derivatives | $1,982,970,000 | 108 |
Notional amount of credit derivatives | $95,145,000 | 50 |
Bank is guarantor | $42,097,000 | 53 |
Bank is beneficiary | $53,048,000 | 38 |
Interest rate contracts | $1,479,322,000 | 118 |
Notional value of interest rate swaps | $1,398,607,000 | 106 |
Futures and forward contracts | $0 | 473 |
Written option contracts | $80,715,000 | 133 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $408,503,000 | 38 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $408,503,000 | 36 |
Spot foreign exchange rate contracts | $0 | 45 |
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 | $1,875,911,000 | 104 |
Notional amount of credit derivatives | $95,198,000 | 49 |
Bank is guarantor | $42,096,000 | 54 |
Bank is beneficiary | $53,102,000 | 36 |
Interest rate contracts | $1,375,825,000 | 116 |
Notional value of interest rate swaps | $1,324,418,000 | 105 |
Futures and forward contracts | $0 | 474 |
Written option contracts | $51,407,000 | 138 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $404,888,000 | 39 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $404,888,000 | 36 |
Spot foreign exchange rate contracts | $0 | 43 |
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 | $1,685,001,000 | 106 |
Notional amount of credit derivatives | $65,251,000 | 58 |
Bank is guarantor | $42,096,000 | 50 |
Bank is beneficiary | $23,155,000 | 47 |
Interest rate contracts | $1,208,205,000 | 120 |
Notional value of interest rate swaps | $1,180,198,000 | 109 |
Futures and forward contracts | $0 | 475 |
Written option contracts | $28,007,000 | 159 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $411,545,000 | 38 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $411,545,000 | 36 |
Spot foreign exchange rate contracts | $0 | 45 |
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 | $1,449,062,000 | 113 |
Notional amount of credit derivatives | $46,956,000 | 62 |
Bank is guarantor | $29,998,000 | 55 |
Bank is beneficiary | $16,958,000 | 50 |
Interest rate contracts | $985,991,000 | 129 |
Notional value of interest rate swaps | $940,737,000 | 114 |
Futures and forward contracts | $0 | 495 |
Written option contracts | $45,254,000 | 137 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $416,115,000 | 40 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $416,115,000 | 37 |
Spot foreign exchange rate contracts | $0 | 47 |
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 | $1,397,558,000 | 113 |
Notional amount of credit derivatives | $47,007,000 | 59 |
Bank is guarantor | $29,998,000 | 53 |
Bank is beneficiary | $17,009,000 | 50 |
Interest rate contracts | $1,005,408,000 | 128 |
Notional value of interest rate swaps | $957,266,000 | 115 |
Futures and forward contracts | $0 | 505 |
Written option contracts | $48,142,000 | 145 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $345,143,000 | 41 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $345,143,000 | 36 |
Spot foreign exchange rate contracts | $0 | 44 |
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 | $1,270,492,000 | 119 |
Notional amount of credit derivatives | $34,560,000 | 63 |
Bank is guarantor | $17,500,000 | 56 |
Bank is beneficiary | $17,060,000 | 47 |
Interest rate contracts | $831,276,000 | 135 |
Notional value of interest rate swaps | $793,456,000 | 119 |
Futures and forward contracts | $0 | 505 |
Written option contracts | $37,820,000 | 162 |
Purchased option contracts | $0 | 129 |
Foreign exchange rate contracts | $404,656,000 | 42 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $404,656,000 | 42 |
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 | $1,169,205,000 | 116 |
Notional amount of credit derivatives | $34,611,000 | 60 |
Bank is guarantor | $17,500,000 | 51 |
Bank is beneficiary | $17,111,000 | 46 |
Interest rate contracts | $725,787,000 | 139 |
Notional value of interest rate swaps | $707,772,000 | 128 |
Futures and forward contracts | $0 | 512 |
Written option contracts | $18,015,000 | 194 |
Purchased option contracts | $0 | 124 |
Foreign exchange rate contracts | $408,807,000 | 44 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $408,807,000 | 42 |
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 | $1,196,028,000 | 111 |
Notional amount of credit derivatives | $34,663,000 | 54 |
Bank is guarantor | $17,500,000 | 49 |
Bank is beneficiary | $17,163,000 | 43 |
Interest rate contracts | $687,923,000 | 145 |
Notional value of interest rate swaps | $653,847,000 | 129 |
Futures and forward contracts | $0 | 521 |
Written option contracts | $34,076,000 | 180 |
Purchased option contracts | $0 | 124 |
Foreign exchange rate contracts | $473,442,000 | 43 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $473,442,000 | 43 |
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 | $968,086,000 | 120 |
Notional amount of credit derivatives | $5,000,000 | 62 |
Bank is guarantor | $0 | 69 |
Bank is beneficiary | $5,000,000 | 48 |
Interest rate contracts | $610,170,000 | 154 |
Notional value of interest rate swaps | $576,097,000 | 131 |
Futures and forward contracts | $0 | 544 |
Written option contracts | $34,073,000 | 183 |
Purchased option contracts | $0 | 129 |
Foreign exchange rate contracts | $352,916,000 | 45 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $352,916,000 | 44 |
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 | $900,259,000 | 122 |
Notional amount of credit derivatives | $0 | 72 |
Bank is guarantor | $0 | 64 |
Bank is beneficiary | $0 | 55 |
Interest rate contracts | $496,801,000 | 166 |
Notional value of interest rate swaps | $469,532,000 | 138 |
Futures and forward contracts | $0 | 542 |
Written option contracts | $27,269,000 | 198 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $403,458,000 | 44 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $403,458,000 | 44 |
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 | $907,013,000 | 116 |
Notional amount of credit derivatives | $0 | 71 |
Bank is guarantor | $0 | 63 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $479,899,000 | 159 |
Notional value of interest rate swaps | $448,998,000 | 132 |
Futures and forward contracts | $0 | 852 |
Written option contracts | $30,901,000 | 189 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $427,114,000 | 43 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $427,114,000 | 42 |
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 | $911,758,000 | 121 |
Notional amount of credit derivatives | $0 | 68 |
Bank is guarantor | $0 | 60 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $455,364,000 | 173 |
Notional value of interest rate swaps | $402,902,000 | 137 |
Futures and forward contracts | $0 | 878 |
Written option contracts | $52,462,000 | 181 |
Purchased option contracts | $0 | 159 |
Foreign exchange rate contracts | $456,394,000 | 44 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $456,394,000 | 43 |
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 | $875,589,000 | 124 |
Notional amount of credit derivatives | $0 | 71 |
Bank is guarantor | $0 | 61 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $426,920,000 | 174 |
Notional value of interest rate swaps | $372,888,000 | 137 |
Futures and forward contracts | $0 | 866 |
Written option contracts | $54,032,000 | 172 |
Purchased option contracts | $0 | 174 |
Foreign exchange rate contracts | $448,669,000 | 46 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $448,669,000 | 45 |
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 | $922,336,000 | 116 |
Notional amount of credit derivatives | $0 | 66 |
Bank is guarantor | $0 | 56 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $406,568,000 | 168 |
Notional value of interest rate swaps | $370,890,000 | 132 |
Futures and forward contracts | $0 | 840 |
Written option contracts | $35,678,000 | 198 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $515,768,000 | 42 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $515,768,000 | 39 |
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 | $922,568,000 | 108 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 55 |
Bank is beneficiary | $0 | 48 |
Interest rate contracts | $426,579,000 | 155 |
Notional value of interest rate swaps | $372,694,000 | 131 |
Futures and forward contracts | $0 | 833 |
Written option contracts | $53,885,000 | 129 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $495,989,000 | 44 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $495,989,000 | 42 |
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 | $913,621,000 | 103 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 54 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $352,400,000 | 174 |
Notional value of interest rate swaps | $315,768,000 | 136 |
Futures and forward contracts | $0 | 850 |
Written option contracts | $36,632,000 | 172 |
Purchased option contracts | $0 | 175 |
Foreign exchange rate contracts | $561,221,000 | 41 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $561,221,000 | 37 |
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 | $814,413,000 | 113 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 53 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $359,603,000 | 177 |
Notional value of interest rate swaps | $333,458,000 | 131 |
Futures and forward contracts | $0 | 844 |
Written option contracts | $26,145,000 | 230 |
Purchased option contracts | $0 | 173 |
Foreign exchange rate contracts | $454,810,000 | 45 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $454,810,000 | 43 |
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 | $818,095,000 | 112 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 52 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $337,959,000 | 179 |
Notional value of interest rate swaps | $306,124,000 | 133 |
Futures and forward contracts | $0 | 828 |
Written option contracts | $31,835,000 | 203 |
Purchased option contracts | $0 | 170 |
Foreign exchange rate contracts | $480,136,000 | 45 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $480,136,000 | 41 |
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 | $724,894,000 | 108 |
Notional amount of credit derivatives | $0 | 63 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $217,457,000 | 194 |
Notional value of interest rate swaps | $202,333,000 | 156 |
Futures and forward contracts | $0 | 802 |
Written option contracts | $15,124,000 | 228 |
Purchased option contracts | $0 | 171 |
Foreign exchange rate contracts | $507,437,000 | 45 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $507,437,000 | 41 |
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 | $721,999,000 | 110 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $175,897,000 | 212 |
Notional value of interest rate swaps | $166,918,000 | 166 |
Futures and forward contracts | $0 | 795 |
Written option contracts | $8,979,000 | 322 |
Purchased option contracts | $0 | 169 |
Foreign exchange rate contracts | $546,102,000 | 43 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $546,102,000 | 41 |
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 | $598,684,000 | 117 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 49 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $145,968,000 | 242 |
Notional value of interest rate swaps | $145,968,000 | 175 |
Futures and forward contracts | $0 | 816 |
Written option contracts | $0 | 884 |
Purchased option contracts | $0 | 174 |
Foreign exchange rate contracts | $452,716,000 | 45 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $452,716,000 | 40 |
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 | $560,064,000 | 115 |
Notional amount of credit derivatives | $0 | 62 |
Bank is guarantor | $0 | 47 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $90,097,000 | 267 |
Notional value of interest rate swaps | $90,097,000 | 197 |
Futures and forward contracts | $0 | 790 |
Written option contracts | $0 | 879 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $469,967,000 | 44 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $469,967,000 | 42 |
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 | $535,582,000 | 119 |
Notional amount of credit derivatives | $0 | 59 |
Bank is guarantor | $0 | 44 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $40,500,000 | 358 |
Notional value of interest rate swaps | $40,500,000 | 249 |
Futures and forward contracts | $0 | 792 |
Written option contracts | $0 | 858 |
Purchased option contracts | $0 | 164 |
Foreign exchange rate contracts | $495,082,000 | 42 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $495,082,000 | 40 |
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 | $526,322,000 | 126 |
Notional amount of credit derivatives | $0 | 58 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $0 | 1,377 |
Notional value of interest rate swaps | $0 | 469 |
Futures and forward contracts | $0 | 831 |
Written option contracts | $0 | 876 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $526,322,000 | 41 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $526,322,000 | 37 |
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 |
2013-06-30 | Rank | |
Derivatives | $413,796,000 | 156 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $0 | 1,362 |
Notional value of interest rate swaps | $0 | 460 |
Futures and forward contracts | $0 | 826 |
Written option contracts | $0 | 875 |
Purchased option contracts | $0 | 152 |
Foreign exchange rate contracts | $413,796,000 | 48 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $413,796,000 | 43 |
Spot foreign exchange rate contracts | $0 | 81 |
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 | $453,215,000 | 148 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $0 | 1,350 |
Notional value of interest rate swaps | $0 | 449 |
Futures and forward contracts | $0 | 809 |
Written option contracts | $0 | 875 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $453,215,000 | 44 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $453,215,000 | 39 |
Spot foreign exchange rate contracts | $0 | 77 |
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 | $497,399,000 | 145 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $0 | 1,317 |
Notional value of interest rate swaps | $0 | 435 |
Futures and forward contracts | $0 | 782 |
Written option contracts | $0 | 845 |
Purchased option contracts | $0 | 156 |
Foreign exchange rate contracts | $497,399,000 | 42 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $497,399,000 | 39 |
Spot foreign exchange rate contracts | $0 | 74 |
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 | $450,772,000 | 155 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $0 | 1,313 |
Notional value of interest rate swaps | $0 | 425 |
Futures and forward contracts | $0 | 769 |
Written option contracts | $0 | 839 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $450,772,000 | 44 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $450,772,000 | 40 |
Spot foreign exchange rate contracts | $0 | 77 |
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 | $336,860,000 | 170 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 34 |
Interest rate contracts | $0 | 1,282 |
Notional value of interest rate swaps | $0 | 414 |
Futures and forward contracts | $0 | 741 |
Written option contracts | $0 | 808 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $336,860,000 | 45 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $336,860,000 | 42 |
Spot foreign exchange rate contracts | $0 | 74 |
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 | $382,637,000 | 150 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $0 | 1,242 |
Notional value of interest rate swaps | $0 | 408 |
Futures and forward contracts | $0 | 728 |
Written option contracts | $0 | 789 |
Purchased option contracts | $0 | 154 |
Foreign exchange rate contracts | $382,637,000 | 43 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $382,637,000 | 40 |
Spot foreign exchange rate contracts | $0 | 72 |
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 | $176,979,000 | 185 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $0 | 1,143 |
Notional value of interest rate swaps | $0 | 369 |
Futures and forward contracts | $0 | 659 |
Written option contracts | $0 | 734 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $176,979,000 | 43 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $176,979,000 | 42 |
Spot foreign exchange rate contracts | $0 | 71 |
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 | $176,541,000 | 184 |
Notional amount of credit derivatives | $0 | 46 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $0 | 1,137 |
Notional value of interest rate swaps | $0 | 363 |
Futures and forward contracts | $0 | 648 |
Written option contracts | $0 | 730 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $176,541,000 | 42 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $176,541,000 | 40 |
Spot foreign exchange rate contracts | $0 | 74 |
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 | $159,224,000 | 169 |
Notional amount of credit derivatives | $0 | 45 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $0 | 1,113 |
Notional value of interest rate swaps | $0 | 361 |
Futures and forward contracts | $0 | 628 |
Written option contracts | $0 | 701 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $159,224,000 | 46 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $159,224,000 | 42 |
Spot foreign exchange rate contracts | $0 | 70 |
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 | $160,534,000 | 160 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $0 | 1,090 |
Notional value of interest rate swaps | $0 | 359 |
Futures and forward contracts | $0 | 610 |
Written option contracts | $0 | 700 |
Purchased option contracts | $0 | 139 |
Foreign exchange rate contracts | $160,534,000 | 46 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $160,534,000 | 43 |
Spot foreign exchange rate contracts | $0 | 68 |
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 | $185,540,000 | 165 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $0 | 1,118 |
Notional value of interest rate swaps | $0 | 354 |
Futures and forward contracts | $0 | 635 |
Written option contracts | $0 | 722 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $185,540,000 | 44 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $185,540,000 | 38 |
Spot foreign exchange rate contracts | $0 | 66 |
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 | $155,356,000 | 194 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $0 | 1,147 |
Notional value of interest rate swaps | $0 | 352 |
Futures and forward contracts | $0 | 630 |
Written option contracts | $0 | 752 |
Purchased option contracts | $0 | 135 |
Foreign exchange rate contracts | $155,356,000 | 42 |
Notional value of exchange swaps | $0 | 36 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $155,356,000 | 39 |
Spot foreign exchange rate contracts | $0 | 69 |
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 | $0 | 1,169 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $0 | 1,100 |
Notional value of interest rate swaps | $0 | 352 |
Futures and forward contracts | $0 | 592 |
Written option contracts | $0 | 710 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $0 | 105 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
Spot foreign exchange rate contracts | $0 | 67 |
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 | $0 | 1,156 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $0 | 1,088 |
Notional value of interest rate swaps | $0 | 357 |
Futures and forward contracts | $0 | 580 |
Written option contracts | $0 | 689 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
Spot foreign exchange rate contracts | $0 | 70 |
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 | $0 | 1,137 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $0 | 1,070 |
Notional value of interest rate swaps | $0 | 347 |
Futures and forward contracts | $0 | 570 |
Written option contracts | $0 | 689 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $0 | 100 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 94 |
Spot foreign exchange rate contracts | $0 | 67 |
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 | $0 | 1,183 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $0 | 1,099 |
Notional value of interest rate swaps | $0 | 346 |
Futures and forward contracts | $0 | 590 |
Written option contracts | $0 | 717 |
Purchased option contracts | $0 | 147 |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
Spot foreign exchange rate contracts | $0 | 70 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 130 |
Notional value of other swaps | $0 | 58 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 98 |
Purchased option contracts | $0 | 67 |
2009-06-30 | Rank | |
Derivatives | $0 | 1,221 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $0 | 1,134 |
Notional value of interest rate swaps | $0 | 357 |
Futures and forward contracts | $0 | 609 |
Written option contracts | $0 | 739 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $0 | 102 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
Spot foreign exchange rate contracts | $0 | 69 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 135 |
Notional value of other swaps | $0 | 65 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 100 |
Purchased option contracts | $0 | 75 |
2009-03-31 | Rank | |
Derivatives | $0 | 1,177 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 38 |
Interest rate contracts | $0 | 1,078 |
Notional value of interest rate swaps | $0 | 347 |
Futures and forward contracts | $0 | 582 |
Written option contracts | $0 | 706 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $0 | 106 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 100 |
Spot foreign exchange rate contracts | $0 | 71 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 135 |
Notional value of other swaps | $0 | 62 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 104 |
Purchased option contracts | $0 | 79 |
2008-12-31 | Rank | |
Derivatives | $0 | 1,109 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 40 |
Interest rate contracts | $0 | 1,015 |
Notional value of interest rate swaps | $0 | 349 |
Futures and forward contracts | $0 | 537 |
Written option contracts | $0 | 636 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
Spot foreign exchange rate contracts | $0 | 71 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 134 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 102 |
Purchased option contracts | $0 | 76 |
2008-09-30 | Rank | |
Derivatives | $0 | 1,077 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $0 | 973 |
Notional value of interest rate swaps | $0 | 346 |
Futures and forward contracts | $0 | 517 |
Written option contracts | $0 | 604 |
Purchased option contracts | $0 | 153 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
Spot foreign exchange rate contracts | $0 | 73 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 149 |
Notional value of other swaps | $0 | 73 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 112 |
Purchased option contracts | $0 | 82 |
2008-06-30 | Rank | |
Derivatives | $0 | 1,075 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $0 | 971 |
Notional value of interest rate swaps | $0 | 350 |
Futures and forward contracts | $0 | 487 |
Written option contracts | $0 | 598 |
Purchased option contracts | $0 | 152 |
Foreign exchange rate contracts | $0 | 102 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
Spot foreign exchange rate contracts | $0 | 73 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 156 |
Notional value of other swaps | $0 | 75 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 114 |
Purchased option contracts | $0 | 87 |
2008-03-31 | Rank | |
Derivatives | $0 | 1,109 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $0 | 1,003 |
Notional value of interest rate swaps | $0 | 344 |
Futures and forward contracts | $0 | 496 |
Written option contracts | $0 | 632 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $0 | 105 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
Spot foreign exchange rate contracts | $0 | 71 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 157 |
Notional value of other swaps | $0 | 76 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 113 |
Purchased option contracts | $0 | 83 |
2007-12-31 | Rank | |
Derivatives | $0 | 1,052 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $0 | 947 |
Notional value of interest rate swaps | $0 | 335 |
Futures and forward contracts | $0 | 454 |
Written option contracts | $0 | 590 |
Purchased option contracts | $0 | 169 |
Foreign exchange rate contracts | $0 | 100 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 94 |
Spot foreign exchange rate contracts | $0 | 70 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 157 |
Notional value of other swaps | $0 | 79 |
Futures and forward contracts | $0 | 22 |
Written option contracts | $0 | 111 |
Purchased option contracts | $0 | 82 |
2007-09-30 | Rank | |
Derivatives | $0 | 1,033 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 35 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $0 | 924 |
Notional value of interest rate swaps | $0 | 326 |
Futures and forward contracts | $0 | 443 |
Written option contracts | $0 | 558 |
Purchased option contracts | $0 | 177 |
Foreign exchange rate contracts | $0 | 100 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
Spot foreign exchange rate contracts | $0 | 72 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 170 |
Notional value of other swaps | $0 | 83 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 124 |
Purchased option contracts | $0 | 86 |
2007-06-30 | Rank | |
Derivatives | $0 | 1,067 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $0 | 948 |
Notional value of interest rate swaps | $0 | 350 |
Futures and forward contracts | $0 | 460 |
Written option contracts | $0 | 570 |
Purchased option contracts | $0 | 190 |
Foreign exchange rate contracts | $0 | 105 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
Spot foreign exchange rate contracts | $0 | 72 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 163 |
Notional value of other swaps | $0 | 82 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 118 |
Purchased option contracts | $0 | 83 |
2007-03-31 | Rank | |
Derivatives | $0 | 1,065 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $0 | 941 |
Notional value of interest rate swaps | $0 | 345 |
Futures and forward contracts | $0 | 444 |
Written option contracts | $0 | 548 |
Purchased option contracts | $0 | 191 |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
Spot foreign exchange rate contracts | $0 | 72 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 169 |
Notional value of other swaps | $0 | 83 |
Futures and forward contracts | $0 | 26 |
Written option contracts | $0 | 123 |
Purchased option contracts | $0 | 88 |
2006-12-31 | Rank | |
Derivatives | $0 | 1,023 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $0 | 900 |
Notional value of interest rate swaps | $0 | 345 |
Futures and forward contracts | $0 | 427 |
Written option contracts | $0 | 518 |
Purchased option contracts | $0 | 188 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 98 |
Spot foreign exchange rate contracts | $0 | 73 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 165 |
Notional value of other swaps | $0 | 84 |
Futures and forward contracts | $0 | 26 |
Written option contracts | $0 | 122 |
Purchased option contracts | $0 | 86 |
2006-09-30 | Rank | |
Derivatives | $0 | 1,023 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $0 | 894 |
Notional value of interest rate swaps | $0 | 353 |
Futures and forward contracts | $0 | 430 |
Written option contracts | $0 | 512 |
Purchased option contracts | $0 | 185 |
Foreign exchange rate contracts | $0 | 109 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 173 |
Notional value of other swaps | $0 | 85 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 130 |
Purchased option contracts | $0 | 92 |
2006-06-30 | Rank | |
Derivatives | $0 | 1,000 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 26 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $0 | 880 |
Notional value of interest rate swaps | $0 | 353 |
Futures and forward contracts | $0 | 416 |
Written option contracts | $0 | 505 |
Purchased option contracts | $0 | 168 |
Foreign exchange rate contracts | $0 | 105 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 98 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 36 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 172 |
Notional value of other swaps | $0 | 88 |
Futures and forward contracts | $0 | 29 |
Written option contracts | $0 | 124 |
Purchased option contracts | $0 | 90 |
2006-03-31 | Rank | |
Derivatives | $0 | 990 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 27 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $0 | 862 |
Notional value of interest rate swaps | $0 | 347 |
Futures and forward contracts | $0 | 407 |
Written option contracts | $0 | 497 |
Purchased option contracts | $0 | 163 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
Spot foreign exchange rate contracts | $0 | 78 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 177 |
Notional value of other swaps | $0 | 87 |
Futures and forward contracts | $0 | 30 |
Written option contracts | $0 | 127 |
Purchased option contracts | $0 | 93 |
2005-12-31 | Rank | |
Derivatives | $0 | 930 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $0 | 810 |
Notional value of interest rate swaps | $0 | 340 |
Futures and forward contracts | $0 | 388 |
Written option contracts | $0 | 465 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $0 | 103 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
Spot foreign exchange rate contracts | $0 | 72 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 170 |
Notional value of other swaps | $0 | 84 |
Futures and forward contracts | $0 | 29 |
Written option contracts | $0 | 117 |
Purchased option contracts | $0 | 94 |
2005-09-30 | Rank | |
Derivatives | $0 | 909 |
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 | $0 | 111 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
Spot foreign exchange rate contracts | $0 | 79 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 166 |
Notional value of other swaps | $0 | 76 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 118 |
Purchased option contracts | $0 | 91 |
2005-06-30 | Rank | |
Derivatives | $0 | 866 |
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 | $0 | 109 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
Spot foreign exchange rate contracts | $0 | 78 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 163 |
Notional value of other swaps | $0 | 79 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 117 |
Purchased option contracts | $0 | 88 |
2005-03-31 | Rank | |
Derivatives | $0 | 790 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $0 | 669 |
Notional value of interest rate swaps | $0 | 328 |
Futures and forward contracts | $0 | 283 |
Written option contracts | $0 | 342 |
Purchased option contracts | $0 | 119 |
Foreign exchange rate contracts | $0 | 112 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
Spot foreign exchange rate contracts | $0 | 81 |
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 | $0 | 774 |
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 | $0 | 109 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
Spot foreign exchange rate contracts | $0 | 74 |
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 | $104,832,000 | 183 |
Notional amount of credit derivatives | $0 | 36 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $104,832,000 | 176 |
Notional value of interest rate swaps | $0 | 341 |
Futures and forward contracts | $58,599,000 | 80 |
Written option contracts | $46,233,000 | 85 |
Purchased option contracts | $0 | 120 |
Foreign exchange rate contracts | $0 | 111 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
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 | $238,684,000 | 137 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $238,684,000 | 130 |
Notional value of interest rate swaps | $0 | 338 |
Futures and forward contracts | $146,018,000 | 55 |
Written option contracts | $92,666,000 | 60 |
Purchased option contracts | $0 | 123 |
Foreign exchange rate contracts | $0 | 110 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 106 |
Spot foreign exchange rate contracts | $0 | 81 |
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 | $404,235,000 | 114 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $404,235,000 | 108 |
Notional value of interest rate swaps | $0 | 325 |
Futures and forward contracts | $224,459,000 | 54 |
Written option contracts | $179,776,000 | 52 |
Purchased option contracts | $0 | 122 |
Foreign exchange rate contracts | $0 | 107 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 102 |
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 | $236,052,000 | 136 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 29 |
Interest rate contracts | $236,052,000 | 128 |
Notional value of interest rate swaps | $0 | 330 |
Futures and forward contracts | $146,195,000 | 57 |
Written option contracts | $89,857,000 | 58 |
Purchased option contracts | $0 | 125 |
Foreign exchange rate contracts | $0 | 109 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 100 |
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 | $441,691,000 | 116 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 28 |
Interest rate contracts | $441,691,000 | 110 |
Notional value of interest rate swaps | $0 | 328 |
Futures and forward contracts | $279,619,000 | 49 |
Written option contracts | $162,072,000 | 57 |
Purchased option contracts | $0 | 130 |
Foreign exchange rate contracts | $0 | 112 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
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 | $726,711,000 | 103 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $726,711,000 | 94 |
Notional value of interest rate swaps | $0 | 315 |
Futures and forward contracts | $726,711,000 | 44 |
Written option contracts | $0 | 209 |
Purchased option contracts | $0 | 134 |
Foreign exchange rate contracts | $0 | 111 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
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 | $622,554,000 | 105 |
Notional amount of credit derivatives | $0 | 33 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $622,554,000 | 100 |
Notional value of interest rate swaps | $0 | 307 |
Futures and forward contracts | $622,554,000 | 42 |
Written option contracts | $0 | 168 |
Purchased option contracts | $0 | 139 |
Foreign exchange rate contracts | $0 | 110 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
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 | $509,113,000 | 106 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 21 |
Interest rate contracts | $509,113,000 | 102 |
Notional value of interest rate swaps | $0 | 294 |
Futures and forward contracts | $509,113,000 | 42 |
Written option contracts | $0 | 138 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $0 | 110 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 103 |
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 | $484,294,000 | 100 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 24 |
Interest rate contracts | $484,294,000 | 97 |
Notional value of interest rate swaps | $0 | 263 |
Futures and forward contracts | $484,294,000 | 38 |
Written option contracts | $0 | 91 |
Purchased option contracts | $0 | 176 |
Foreign exchange rate contracts | $0 | 113 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
Spot foreign exchange rate contracts | $0 | 79 |
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 | $120,372,000 | 174 |
Notional amount of credit derivatives | $0 | 31 |
Bank is guarantor | $0 | 24 |
Bank is beneficiary | $0 | 19 |
Interest rate contracts | $120,372,000 | 166 |
Notional value of interest rate swaps | $0 | 286 |
Futures and forward contracts | $107,372,000 | 46 |
Written option contracts | $2,000,000 | 90 |
Purchased option contracts | $11,000,000 | 162 |
Foreign exchange rate contracts | $0 | 134 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 125 |
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 | $39,673,000 | 259 |
Notional amount of credit derivatives | $0 | 27 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 15 |
Interest rate contracts | $39,673,000 | 251 |
Notional value of interest rate swaps | $0 | 316 |
Futures and forward contracts | $34,673,000 | 70 |
Written option contracts | $0 | 99 |
Purchased option contracts | $5,000,000 | 177 |
Foreign exchange rate contracts | $0 | 125 |
Notional value of exchange swaps | $0 | 38 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 120 |
Spot foreign exchange rate contracts | $0 | 87 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 36 |
Contracts on other commodities and equities. | $0 | 60 |
Notional value of other swaps | $0 | 24 |
Futures and forward contracts | $0 | 10 |
Written option contracts | $0 | 47 |
Purchased option contracts | $0 | 32 |
1998-12-31 | Rank | |
Derivatives | $101,000,000 | 204 |
Notional amount of credit derivatives | $0 | 24 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 16 |
Interest rate contracts | $101,000,000 | 196 |
Notional value of interest rate swaps | $0 | 331 |
Futures and forward contracts | $86,000,000 | 71 |
Written option contracts | $0 | 98 |
Purchased option contracts | $15,000,000 | 161 |
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 | $84,000,000 | 212 |
Notional amount of credit derivatives | $0 | 18 |
Bank is guarantor | $0 | 16 |
Bank is beneficiary | $0 | 11 |
Interest rate contracts | $84,000,000 | 206 |
Notional value of interest rate swaps | $0 | 323 |
Futures and forward contracts | $61,000,000 | 67 |
Written option contracts | $3,000,000 | 101 |
Purchased option contracts | $20,000,000 | 144 |
Foreign exchange rate contracts | $0 | 150 |
Notional value of exchange swaps | $0 | 37 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 140 |
Spot foreign exchange rate contracts | $0 | 110 |
Written option contracts | $0 | 41 |
Purchased option contracts | $0 | 43 |
Contracts on other commodities and equities. | $0 | 44 |
Notional value of other swaps | $0 | 18 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
1996-12-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | NA | NA |
Notional value of interest rate swaps | NA | NA |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | NA | NA |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
Contracts on other commodities and equities. | NA | NA |
Notional value of other swaps | NA | NA |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
1995-12-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | NA | NA |
Notional value of interest rate swaps | NA | NA |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | NA | NA |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
Contracts on other commodities and equities. | NA | NA |
Notional value of other swaps | NA | NA |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
1994-12-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | NA | NA |
Notional value of interest rate swaps | NA | NA |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | NA | NA |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
Contracts on other commodities and equities. | NA | NA |
Notional value of other swaps | NA | NA |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
1993-12-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | NA | NA |
Notional value of interest rate swaps | NA | NA |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | NA | NA |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
Contracts on other commodities and equities. | NA | NA |
Notional value of other swaps | NA | NA |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
1992-12-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | NA | NA |
Notional value of interest rate swaps | NA | NA |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | NA | NA |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
Contracts on other commodities and equities. | NA | NA |
Notional value of other swaps | NA | NA |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |