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Wells Fargo Bank, Derivatives

2017-06-30Rank
Derivatives$8,086,935,000,0005
Notional amount of credit derivatives$33,835,000,0006
Bank is guarantor$11,506,000,0006
Bank is beneficiary$22,329,000,0006
Interest rate contracts$7,399,502,000,0005
Notional value of interest rate swaps$4,154,350,000,0005
Futures and forward contracts$2,362,278,000,0005
Written option contracts$437,220,000,0005
Purchased option contracts$445,654,000,0005
Foreign exchange rate contracts$429,351,000,0009
Notional value of exchange swaps$310,930,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$81,518,000,00010
Spot foreign exchange rate contracts$6,437,000,00010
Written option contracts$18,452,000,0007
Purchased option contracts$18,451,000,0007
Contracts on other commodities and equities.$224,247,000,0004
Notional value of other swaps$54,979,000,0004
Futures and forward contracts$21,844,000,0004
Written option contracts$88,795,000,0004
Purchased option contracts$58,629,000,0004
2017-03-31Rank
Derivatives$8,447,979,000,0005
Notional amount of credit derivatives$31,512,000,0006
Bank is guarantor$11,077,000,0006
Bank is beneficiary$20,435,000,0006
Interest rate contracts$7,792,268,000,0005
Notional value of interest rate swaps$4,715,275,000,0005
Futures and forward contracts$2,198,555,000,0005
Written option contracts$442,283,000,0005
Purchased option contracts$436,155,000,0005
Foreign exchange rate contracts$397,962,000,0009
Notional value of exchange swaps$286,537,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$78,750,000,00010
Spot foreign exchange rate contracts$5,651,000,00010
Written option contracts$16,416,000,0007
Purchased option contracts$16,259,000,0007
Contracts on other commodities and equities.$226,237,000,0004
Notional value of other swaps$54,935,000,0004
Futures and forward contracts$22,565,000,0004
Written option contracts$87,923,000,0004
Purchased option contracts$60,814,000,0004
2016-12-31Rank
Derivatives$7,198,644,000,0005
Notional amount of credit derivatives$32,000,000,0006
Bank is guarantor$11,083,000,0006
Bank is beneficiary$20,917,000,0006
Interest rate contracts$6,569,850,000,0005
Notional value of interest rate swaps$4,316,161,000,0005
Futures and forward contracts$1,496,525,000,0005
Written option contracts$373,601,000,0005
Purchased option contracts$383,563,000,0005
Foreign exchange rate contracts$387,795,000,0009
Notional value of exchange swaps$282,519,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$76,292,000,00010
Spot foreign exchange rate contracts$5,055,000,00010
Written option contracts$14,793,000,0007
Purchased option contracts$14,191,000,0007
Contracts on other commodities and equities.$208,999,000,0004
Notional value of other swaps$52,653,000,0004
Futures and forward contracts$20,488,000,0004
Written option contracts$81,340,000,0004
Purchased option contracts$54,518,000,0004
2016-09-30Rank
Derivatives$7,370,162,000,0005
Notional amount of credit derivatives$33,249,000,0006
Bank is guarantor$10,920,000,0006
Bank is beneficiary$22,329,000,0006
Interest rate contracts$6,708,850,000,0005
Notional value of interest rate swaps$4,257,586,000,0005
Futures and forward contracts$1,739,432,000,0005
Written option contracts$350,771,000,0005
Purchased option contracts$361,061,000,0005
Foreign exchange rate contracts$408,812,000,0009
Notional value of exchange swaps$293,055,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$78,709,000,00010
Spot foreign exchange rate contracts$6,376,000,00010
Written option contracts$18,291,000,0007
Purchased option contracts$18,757,000,0007
Contracts on other commodities and equities.$219,251,000,0004
Notional value of other swaps$55,245,000,0005
Futures and forward contracts$19,097,000,0004
Written option contracts$84,721,000,0004
Purchased option contracts$60,188,000,0004
2016-06-30Rank
Derivatives$6,841,501,000,0005
Notional amount of credit derivatives$31,722,000,0006
Bank is guarantor$10,489,000,0006
Bank is beneficiary$21,233,000,0006
Interest rate contracts$6,205,938,000,0005
Notional value of interest rate swaps$3,974,828,000,0005
Futures and forward contracts$1,561,237,000,0005
Written option contracts$324,906,000,0005
Purchased option contracts$344,967,000,0005
Foreign exchange rate contracts$397,948,000,0009
Notional value of exchange swaps$284,054,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$81,836,000,00010
Spot foreign exchange rate contracts$6,066,000,00010
Written option contracts$16,019,000,0007
Purchased option contracts$16,039,000,0007
Contracts on other commodities and equities.$205,893,000,0004
Notional value of other swaps$48,840,000,0005
Futures and forward contracts$16,389,000,0004
Written option contracts$81,581,000,0004
Purchased option contracts$59,083,000,0004
2016-03-31Rank
Derivatives$6,002,078,000,0005
Notional amount of credit derivatives$30,027,000,0006
Bank is guarantor$9,991,000,0006
Bank is beneficiary$20,036,000,0006
Interest rate contracts$5,374,113,000,0005
Notional value of interest rate swaps$3,810,766,000,0005
Futures and forward contracts$898,552,000,0005
Written option contracts$314,656,000,0005
Purchased option contracts$350,139,000,0005
Foreign exchange rate contracts$406,090,000,0009
Notional value of exchange swaps$295,138,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$81,096,000,00010
Spot foreign exchange rate contracts$7,003,000,00010
Written option contracts$14,908,000,0007
Purchased option contracts$14,948,000,0007
Contracts on other commodities and equities.$191,848,000,0004
Notional value of other swaps$42,892,000,0005
Futures and forward contracts$10,488,000,0004
Written option contracts$79,439,000,0004
Purchased option contracts$59,029,000,0004
2015-12-31Rank
Derivatives$5,737,121,000,0005
Notional amount of credit derivatives$29,212,000,0006
Bank is guarantor$10,893,000,0006
Bank is beneficiary$18,319,000,0006
Interest rate contracts$5,160,296,000,0005
Notional value of interest rate swaps$3,942,860,000,0005
Futures and forward contracts$661,613,000,0005
Written option contracts$268,027,000,0005
Purchased option contracts$287,796,000,0005
Foreign exchange rate contracts$361,646,000,0009
Notional value of exchange swaps$269,863,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$67,630,000,00010
Spot foreign exchange rate contracts$4,353,000,00010
Written option contracts$11,986,000,0007
Purchased option contracts$12,167,000,0007
Contracts on other commodities and equities.$185,967,000,0004
Notional value of other swaps$43,764,000,0005
Futures and forward contracts$10,977,000,0004
Written option contracts$74,198,000,0004
Purchased option contracts$57,028,000,0004
2015-09-30Rank
Derivatives$6,154,273,000,0005
Notional amount of credit derivatives$31,643,000,0006
Bank is guarantor$11,739,000,0006
Bank is beneficiary$19,904,000,0006
Interest rate contracts$5,569,294,000,0005
Notional value of interest rate swaps$4,358,312,000,0005
Futures and forward contracts$651,521,000,0005
Written option contracts$253,550,000,0005
Purchased option contracts$305,911,000,0005
Foreign exchange rate contracts$362,498,000,0009
Notional value of exchange swaps$269,026,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$69,223,000,00010
Spot foreign exchange rate contracts$7,162,000,00010
Written option contracts$11,909,000,0007
Purchased option contracts$12,340,000,0007
Contracts on other commodities and equities.$190,838,000,0004
Notional value of other swaps$37,822,000,0005
Futures and forward contracts$11,792,000,0004
Written option contracts$78,395,000,0004
Purchased option contracts$62,829,000,0003
2015-06-30Rank
Derivatives$6,102,339,000,0005
Notional amount of credit derivatives$29,869,000,0006
Bank is guarantor$11,325,000,0006
Bank is beneficiary$18,544,000,0006
Interest rate contracts$5,510,736,000,0005
Notional value of interest rate swaps$4,161,204,000,0005
Futures and forward contracts$839,959,000,0005
Written option contracts$251,732,000,0005
Purchased option contracts$257,841,000,0005
Foreign exchange rate contracts$360,065,000,0009
Notional value of exchange swaps$274,240,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$64,202,000,00010
Spot foreign exchange rate contracts$10,401,000,00010
Written option contracts$10,555,000,0007
Purchased option contracts$11,068,000,0007
Contracts on other commodities and equities.$201,669,000,0004
Notional value of other swaps$35,540,000,0005
Futures and forward contracts$14,844,000,0004
Written option contracts$83,336,000,0004
Purchased option contracts$67,949,000,0003
2015-03-31Rank
Derivatives$5,885,212,000,0005
Notional amount of credit derivatives$33,194,000,0006
Bank is guarantor$14,246,000,0006
Bank is beneficiary$18,948,000,0006
Interest rate contracts$5,327,471,000,0005
Notional value of interest rate swaps$3,848,125,000,0005
Futures and forward contracts$973,023,000,0005
Written option contracts$238,859,000,0005
Purchased option contracts$267,464,000,0005
Foreign exchange rate contracts$315,132,000,0009
Notional value of exchange swaps$237,616,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$54,076,000,00010
Spot foreign exchange rate contracts$10,279,000,0009
Written option contracts$11,549,000,0007
Purchased option contracts$11,891,000,0007
Contracts on other commodities and equities.$209,415,000,0004
Notional value of other swaps$36,414,000,0005
Futures and forward contracts$13,709,000,0004
Written option contracts$87,272,000,0003
Purchased option contracts$72,020,000,0003
2014-12-31Rank
Derivatives$5,373,594,000,0005
Notional amount of credit derivatives$30,623,000,0006
Bank is guarantor$13,211,000,0006
Bank is beneficiary$17,412,000,0006
Interest rate contracts$4,809,990,000,0005
Notional value of interest rate swaps$3,544,911,000,0005
Futures and forward contracts$823,678,000,0005
Written option contracts$195,887,000,0005
Purchased option contracts$245,514,000,0005
Foreign exchange rate contracts$312,843,000,0009
Notional value of exchange swaps$238,846,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$52,059,000,00010
Spot foreign exchange rate contracts$5,002,000,0009
Written option contracts$10,698,000,0007
Purchased option contracts$11,240,000,0007
Contracts on other commodities and equities.$220,138,000,0004
Notional value of other swaps$39,264,000,0004
Futures and forward contracts$14,802,000,0004
Written option contracts$90,931,000,0003
Purchased option contracts$75,141,000,0003
2014-09-30Rank
Derivatives$5,155,316,000,0005
Notional amount of credit derivatives$34,255,000,0006
Bank is guarantor$15,368,000,0006
Bank is beneficiary$18,887,000,0006
Interest rate contracts$4,579,339,000,0005
Notional value of interest rate swaps$3,147,142,000,0005
Futures and forward contracts$968,108,000,0005
Written option contracts$209,002,000,0005
Purchased option contracts$255,087,000,0005
Foreign exchange rate contracts$298,778,000,0009
Notional value of exchange swaps$223,660,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$54,854,000,00010
Spot foreign exchange rate contracts$10,155,000,00010
Written option contracts$9,744,000,0007
Purchased option contracts$10,520,000,0007
Contracts on other commodities and equities.$242,944,000,0004
Notional value of other swaps$37,168,000,0004
Futures and forward contracts$23,412,000,0004
Written option contracts$93,187,000,0003
Purchased option contracts$89,177,000,0003
2014-06-30Rank
Derivatives$5,079,071,000,0006
Notional amount of credit derivatives$37,904,000,0006
Bank is guarantor$16,903,000,0006
Bank is beneficiary$21,001,000,0006
Interest rate contracts$4,538,891,000,0005
Notional value of interest rate swaps$3,006,154,000,0006
Futures and forward contracts$1,090,951,000,0005
Written option contracts$192,656,000,0005
Purchased option contracts$249,130,000,0005
Foreign exchange rate contracts$277,584,000,0009
Notional value of exchange swaps$210,034,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$47,974,000,00010
Spot foreign exchange rate contracts$9,507,000,0009
Written option contracts$9,575,000,0007
Purchased option contracts$10,001,000,0007
Contracts on other commodities and equities.$224,692,000,0004
Notional value of other swaps$36,384,000,0005
Futures and forward contracts$26,642,000,0004
Written option contracts$80,858,000,0003
Purchased option contracts$80,808,000,0003
2014-03-31Rank
Derivatives$4,977,583,000,0006
Notional amount of credit derivatives$39,402,000,0006
Bank is guarantor$17,581,000,0006
Bank is beneficiary$21,821,000,0006
Interest rate contracts$4,468,504,000,0005
Notional value of interest rate swaps$2,673,568,000,0006
Futures and forward contracts$1,360,913,000,0005
Written option contracts$199,447,000,0005
Purchased option contracts$234,576,000,0005
Foreign exchange rate contracts$253,009,000,0009
Notional value of exchange swaps$184,529,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$47,869,000,00010
Spot foreign exchange rate contracts$11,261,000,0009
Written option contracts$9,976,000,0007
Purchased option contracts$10,635,000,0007
Contracts on other commodities and equities.$216,668,000,0004
Notional value of other swaps$33,556,000,0005
Futures and forward contracts$25,727,000,0004
Written option contracts$79,577,000,0003
Purchased option contracts$77,808,000,0003
2013-12-31Rank
Derivatives$4,862,339,000,0006
Notional amount of credit derivatives$46,670,000,0006
Bank is guarantor$21,208,000,0006
Bank is beneficiary$25,462,000,0006
Interest rate contracts$4,403,929,000,0005
Notional value of interest rate swaps$2,608,387,000,0006
Futures and forward contracts$1,367,693,000,0005
Written option contracts$194,078,000,0005
Purchased option contracts$233,771,000,0005
Foreign exchange rate contracts$214,336,000,00010
Notional value of exchange swaps$158,734,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$40,055,000,00010
Spot foreign exchange rate contracts$6,044,000,0009
Written option contracts$7,625,000,0007
Purchased option contracts$7,922,000,0007
Contracts on other commodities and equities.$197,404,000,0004
Notional value of other swaps$33,894,000,0004
Futures and forward contracts$25,846,000,0004
Written option contracts$71,198,000,0004
Purchased option contracts$66,466,000,0003
2013-09-30Rank
Derivatives$4,341,088,000,0006
Notional amount of credit derivatives$49,183,000,0006
Bank is guarantor$23,085,000,0006
Bank is beneficiary$26,098,000,0006
Interest rate contracts$3,880,517,000,0005
Notional value of interest rate swaps$2,228,632,000,0006
Futures and forward contracts$1,223,676,000,0005
Written option contracts$201,752,000,0005
Purchased option contracts$226,457,000,0005
Foreign exchange rate contracts$228,649,000,00010
Notional value of exchange swaps$158,535,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$55,830,000,00010
Spot foreign exchange rate contracts$8,416,000,0009
Written option contracts$6,962,000,0007
Purchased option contracts$7,322,000,0007
Contracts on other commodities and equities.$182,739,000,0004
Notional value of other swaps$30,927,000,0004
Futures and forward contracts$24,104,000,0004
Written option contracts$66,745,000,0004
Purchased option contracts$60,963,000,0003
2013-06-30Rank
Derivatives$3,985,200,000,0006
Notional amount of credit derivatives$53,586,000,0006
Bank is guarantor$24,935,000,0006
Bank is beneficiary$28,651,000,0006
Interest rate contracts$3,515,997,000,0006
Notional value of interest rate swaps$2,020,438,000,0006
Futures and forward contracts$1,096,424,000,0005
Written option contracts$204,689,000,0005
Purchased option contracts$194,446,000,0005
Foreign exchange rate contracts$235,974,000,00010
Notional value of exchange swaps$171,928,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$48,341,000,00010
Spot foreign exchange rate contracts$8,160,000,0009
Written option contracts$7,633,000,0007
Purchased option contracts$8,072,000,0007
Contracts on other commodities and equities.$179,643,000,0004
Notional value of other swaps$31,229,000,0004
Futures and forward contracts$22,561,000,0004
Written option contracts$67,696,000,0004
Purchased option contracts$58,157,000,0004
2013-03-31Rank
Derivatives$3,933,112,000,0006
Notional amount of credit derivatives$55,638,000,0006
Bank is guarantor$26,569,000,0006
Bank is beneficiary$29,069,000,0006
Interest rate contracts$3,491,092,000,0006
Notional value of interest rate swaps$1,819,300,000,0006
Futures and forward contracts$1,309,715,000,0005
Written option contracts$202,450,000,0005
Purchased option contracts$159,627,000,0005
Foreign exchange rate contracts$215,420,000,00010
Notional value of exchange swaps$159,980,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$42,905,000,00010
Spot foreign exchange rate contracts$5,546,000,0009
Written option contracts$6,209,000,0008
Purchased option contracts$6,326,000,0008
Contracts on other commodities and equities.$170,962,000,0004
Notional value of other swaps$28,887,000,0004
Futures and forward contracts$20,017,000,0004
Written option contracts$63,097,000,0004
Purchased option contracts$58,961,000,0004
2012-12-31Rank
Derivatives$3,674,063,000,0006
Notional amount of credit derivatives$59,908,000,0006
Bank is guarantor$28,364,000,0006
Bank is beneficiary$31,544,000,0006
Interest rate contracts$3,245,712,000,0005
Notional value of interest rate swaps$1,781,956,000,0006
Futures and forward contracts$1,115,081,000,0005
Written option contracts$197,136,000,0005
Purchased option contracts$151,539,000,0005
Foreign exchange rate contracts$204,822,000,00010
Notional value of exchange swaps$161,139,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$34,415,000,00010
Spot foreign exchange rate contracts$4,013,000,0009
Written option contracts$4,475,000,0008
Purchased option contracts$4,793,000,0008
Contracts on other commodities and equities.$163,621,000,0004
Notional value of other swaps$28,748,000,0004
Futures and forward contracts$16,689,000,0004
Written option contracts$60,111,000,0004
Purchased option contracts$58,073,000,0004
2012-09-30Rank
Derivatives$3,764,603,000,0006
Notional amount of credit derivatives$64,269,000,0006
Bank is guarantor$30,699,000,0006
Bank is beneficiary$33,570,000,0006
Interest rate contracts$3,307,262,000,0005
Notional value of interest rate swaps$1,788,592,000,0006
Futures and forward contracts$1,134,888,000,0005
Written option contracts$224,280,000,0005
Purchased option contracts$159,502,000,0005
Foreign exchange rate contracts$230,061,000,0009
Notional value of exchange swaps$181,010,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$39,196,000,00010
Spot foreign exchange rate contracts$8,986,000,0009
Written option contracts$4,774,000,0008
Purchased option contracts$5,081,000,0008
Contracts on other commodities and equities.$163,011,000,0004
Notional value of other swaps$30,897,000,0004
Futures and forward contracts$15,873,000,0004
Written option contracts$60,892,000,0004
Purchased option contracts$55,349,000,0004
2012-06-30Rank
Derivatives$3,609,569,000,0006
Notional amount of credit derivatives$66,360,000,0006
Bank is guarantor$32,082,000,0006
Bank is beneficiary$34,278,000,0006
Interest rate contracts$3,201,260,000,0005
Notional value of interest rate swaps$1,831,265,000,0006
Futures and forward contracts$972,303,000,0005
Written option contracts$233,938,000,0005
Purchased option contracts$163,754,000,0005
Foreign exchange rate contracts$188,427,000,00010
Notional value of exchange swaps$51,872,000,0008
Commitments to purchase foreign currencies & U.S. dollar exchange$125,930,000,00010
Spot foreign exchange rate contracts$18,719,000,0008
Written option contracts$5,181,000,0008
Purchased option contracts$5,444,000,0008
Contracts on other commodities and equities.$153,522,000,0004
Notional value of other swaps$31,752,000,0004
Futures and forward contracts$17,367,000,0004
Written option contracts$53,672,000,0004
Purchased option contracts$50,731,000,0004
2012-03-31Rank
Derivatives$3,795,519,000,0006
Notional amount of credit derivatives$74,810,000,0006
Bank is guarantor$36,940,000,0006
Bank is beneficiary$37,870,000,0006
Interest rate contracts$3,357,922,000,0005
Notional value of interest rate swaps$1,993,515,000,0006
Futures and forward contracts$999,888,000,0005
Written option contracts$206,479,000,0005
Purchased option contracts$158,040,000,0005
Foreign exchange rate contracts$205,622,000,00010
Notional value of exchange swaps$53,297,000,0008
Commitments to purchase foreign currencies & U.S. dollar exchange$143,021,000,00010
Spot foreign exchange rate contracts$17,124,000,0009
Written option contracts$4,255,000,0008
Purchased option contracts$5,049,000,0008
Contracts on other commodities and equities.$157,165,000,0004
Notional value of other swaps$29,943,000,0004
Futures and forward contracts$16,772,000,0004
Written option contracts$55,569,000,0003
Purchased option contracts$54,881,000,0004
2011-12-31Rank
Derivatives$3,341,196,000,0006
Notional amount of credit derivatives$81,243,000,0006
Bank is guarantor$40,742,000,0006
Bank is beneficiary$40,501,000,0006
Interest rate contracts$2,932,553,000,0005
Notional value of interest rate swaps$1,869,273,000,0006
Futures and forward contracts$694,077,000,0005
Written option contracts$205,655,000,0005
Purchased option contracts$163,548,000,0005
Foreign exchange rate contracts$179,651,000,00010
Notional value of exchange swaps$52,751,000,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$117,642,000,0009
Spot foreign exchange rate contracts$8,554,000,0008
Written option contracts$4,473,000,0008
Purchased option contracts$4,785,000,0008
Contracts on other commodities and equities.$147,749,000,0004
Notional value of other swaps$30,353,000,0004
Futures and forward contracts$14,793,000,0004
Written option contracts$53,253,000,0003
Purchased option contracts$49,350,000,0004
2011-09-30Rank
Derivatives$3,944,092,000,0006
Notional amount of credit derivatives$92,141,000,0006
Bank is guarantor$45,808,000,0006
Bank is beneficiary$46,333,000,0006
Interest rate contracts$3,489,514,000,0005
Notional value of interest rate swaps$1,857,345,000,0006
Futures and forward contracts$1,217,046,000,0005
Written option contracts$232,323,000,0005
Purchased option contracts$182,800,000,0005
Foreign exchange rate contracts$204,005,000,00010
Notional value of exchange swaps$52,076,000,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$141,379,000,00010
Spot foreign exchange rate contracts$22,720,000,0008
Written option contracts$4,873,000,0007
Purchased option contracts$5,677,000,0007
Contracts on other commodities and equities.$158,432,000,0003
Notional value of other swaps$34,260,000,0003
Futures and forward contracts$14,292,000,0004
Written option contracts$60,088,000,0003
Purchased option contracts$49,792,000,0004
2011-06-30Rank
Derivatives$3,740,343,000,0006
Notional amount of credit derivatives$97,420,000,0006
Bank is guarantor$48,467,000,0006
Bank is beneficiary$48,953,000,0006
Interest rate contracts$3,294,382,000,0005
Notional value of interest rate swaps$1,835,267,000,0006
Futures and forward contracts$1,068,633,000,0005
Written option contracts$206,191,000,0005
Purchased option contracts$184,291,000,0005
Foreign exchange rate contracts$185,656,000,00010
Notional value of exchange swaps$53,405,000,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$122,597,000,00010
Spot foreign exchange rate contracts$14,594,000,0008
Written option contracts$4,837,000,0007
Purchased option contracts$4,817,000,0007
Contracts on other commodities and equities.$162,885,000,0003
Notional value of other swaps$33,891,000,0003
Futures and forward contracts$16,215,000,0004
Written option contracts$57,652,000,0003
Purchased option contracts$55,127,000,0004
2011-03-31Rank
Derivatives$3,611,721,000,0006
Notional amount of credit derivatives$98,702,000,0006
Bank is guarantor$49,183,000,0006
Bank is beneficiary$49,519,000,0006
Interest rate contracts$3,152,303,000,0005
Notional value of interest rate swaps$1,779,959,000,0006
Futures and forward contracts$992,772,000,0005
Written option contracts$203,726,000,0005
Purchased option contracts$175,846,000,0005
Foreign exchange rate contracts$193,570,000,00010
Notional value of exchange swaps$56,233,000,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$124,200,000,00010
Spot foreign exchange rate contracts$28,617,000,0008
Written option contracts$7,152,000,0007
Purchased option contracts$5,985,000,0007
Contracts on other commodities and equities.$167,146,000,0003
Notional value of other swaps$33,332,000,0003
Futures and forward contracts$18,353,000,0004
Written option contracts$58,583,000,0003
Purchased option contracts$56,878,000,0003
2010-12-31Rank
Derivatives$3,769,428,000,0005
Notional amount of credit derivatives$101,557,000,0006
Bank is guarantor$51,803,000,0006
Bank is beneficiary$49,754,000,0006
Interest rate contracts$3,365,926,000,0005
Notional value of interest rate swaps$1,792,359,000,0005
Futures and forward contracts$1,168,634,000,0005
Written option contracts$224,155,000,0005
Purchased option contracts$180,778,000,0006
Foreign exchange rate contracts$147,739,000,00010
Notional value of exchange swaps$54,814,000,0008
Commitments to purchase foreign currencies & U.S. dollar exchange$82,772,000,00010
Spot foreign exchange rate contracts$14,745,000,0007
Written option contracts$5,324,000,0007
Purchased option contracts$4,829,000,0007
Contracts on other commodities and equities.$154,206,000,0003
Notional value of other swaps$30,303,000,0003
Futures and forward contracts$16,719,000,0004
Written option contracts$55,065,000,0003
Purchased option contracts$52,119,000,0003
2010-09-30Rank
Derivatives$3,876,717,000,0006
Notional amount of credit derivatives$112,776,000,0006
Bank is guarantor$57,897,000,0006
Bank is beneficiary$54,879,000,0006
Interest rate contracts$3,422,946,000,0005
Notional value of interest rate swaps$1,836,175,000,0005
Futures and forward contracts$1,181,454,000,0005
Written option contracts$242,255,000,0005
Purchased option contracts$163,062,000,0006
Foreign exchange rate contracts$195,445,000,0009
Notional value of exchange swaps$60,100,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$124,465,000,0009
Spot foreign exchange rate contracts$13,115,000,0008
Written option contracts$5,603,000,0007
Purchased option contracts$5,277,000,0007
Contracts on other commodities and equities.$145,550,000,0003
Notional value of other swaps$26,281,000,0003
Futures and forward contracts$15,299,000,0004
Written option contracts$54,951,000,0003
Purchased option contracts$49,019,000,0004
2010-06-30Rank
Derivatives$3,631,526,000,0006
Notional amount of credit derivatives$126,297,000,0006
Bank is guarantor$62,652,000,0006
Bank is beneficiary$63,645,000,0006
Interest rate contracts$3,243,603,000,0005
Notional value of interest rate swaps$1,874,896,000,0005
Futures and forward contracts$1,014,806,000,0005
Written option contracts$216,541,000,0006
Purchased option contracts$137,360,000,0007
Foreign exchange rate contracts$143,168,000,0009
Notional value of exchange swaps$31,509,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$99,958,000,0009
Spot foreign exchange rate contracts$19,270,000,0007
Written option contracts$5,517,000,0007
Purchased option contracts$6,184,000,0007
Contracts on other commodities and equities.$118,458,000,0003
Notional value of other swaps$33,264,000,0003
Futures and forward contracts$11,656,000,0004
Written option contracts$38,815,000,0005
Purchased option contracts$34,723,000,0004
2010-03-31Rank
Derivatives$3,780,291,000,0005
Notional amount of credit derivatives$162,615,000,0006
Bank is guarantor$77,639,000,0006
Bank is beneficiary$84,976,000,0006
Interest rate contracts$3,311,336,000,0005
Notional value of interest rate swaps$1,893,059,000,0005
Futures and forward contracts$1,028,242,000,0005
Written option contracts$229,786,000,0006
Purchased option contracts$160,249,000,0006
Foreign exchange rate contracts$185,123,000,0009
Notional value of exchange swaps$59,411,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$111,615,000,0009
Spot foreign exchange rate contracts$17,550,000,0007
Written option contracts$8,069,000,0007
Purchased option contracts$6,028,000,0007
Contracts on other commodities and equities.$121,217,000,0004
Notional value of other swaps$29,277,000,0004
Futures and forward contracts$12,364,000,0004
Written option contracts$40,555,000,0004
Purchased option contracts$39,021,000,0004
2009-12-31Rank
Derivatives$1,746,533,000,0007
Notional amount of credit derivatives$1,205,000,00013
Bank is guarantor$340,000,00013
Bank is beneficiary$865,000,00013
Interest rate contracts$1,626,937,000,0006
Notional value of interest rate swaps$596,193,000,0007
Futures and forward contracts$944,321,000,0005
Written option contracts$62,902,000,0007
Purchased option contracts$23,521,000,0009
Foreign exchange rate contracts$74,093,000,00010
Notional value of exchange swaps$27,188,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$37,157,000,00010
Spot foreign exchange rate contracts$5,789,000,0009
Written option contracts$4,916,000,0007
Purchased option contracts$4,832,000,0007
Contracts on other commodities and equities.$44,298,000,0007
Notional value of other swaps$12,282,000,0005
Futures and forward contracts$014
Written option contracts$16,581,000,0006
Purchased option contracts$15,435,000,0005
2009-09-30Rank
Derivatives$1,783,175,000,0007
Notional amount of credit derivatives$1,382,000,00014
Bank is guarantor$362,000,00014
Bank is beneficiary$1,020,000,00012
Interest rate contracts$1,659,551,000,0006
Notional value of interest rate swaps$586,836,000,0007
Futures and forward contracts$978,237,000,0005
Written option contracts$70,378,000,0007
Purchased option contracts$24,100,000,0008
Foreign exchange rate contracts$78,863,000,00010
Notional value of exchange swaps$23,867,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$45,538,000,00010
Spot foreign exchange rate contracts$12,250,000,0008
Written option contracts$4,687,000,0007
Purchased option contracts$4,771,000,0007
Contracts on other commodities and equities.$43,379,000,0006
Notional value of other swaps$11,824,000,0005
Futures and forward contracts$017
Written option contracts$16,054,000,0005
Purchased option contracts$15,501,000,0005
2009-06-30Rank
Derivatives$2,080,418,000,0007
Notional amount of credit derivatives$1,404,000,00014
Bank is guarantor$404,000,00014
Bank is beneficiary$1,000,000,00012
Interest rate contracts$1,957,695,000,0006
Notional value of interest rate swaps$581,562,000,0007
Futures and forward contracts$1,262,261,000,0005
Written option contracts$87,771,000,0007
Purchased option contracts$26,101,000,0008
Foreign exchange rate contracts$76,866,000,00010
Notional value of exchange swaps$24,399,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$43,261,000,00010
Spot foreign exchange rate contracts$10,017,000,0008
Written option contracts$4,586,000,0007
Purchased option contracts$4,620,000,0007
Contracts on other commodities and equities.$44,453,000,0006
Notional value of other swaps$11,253,000,0005
Futures and forward contracts$016
Written option contracts$16,762,000,0005
Purchased option contracts$16,438,000,0005
2009-03-31Rank
Derivatives$1,880,899,000,0007
Notional amount of credit derivatives$1,632,000,00014
Bank is guarantor$465,000,00014
Bank is beneficiary$1,167,000,00012
Interest rate contracts$1,761,972,000,0007
Notional value of interest rate swaps$590,001,000,0007
Futures and forward contracts$1,037,637,000,0005
Written option contracts$107,478,000,0007
Purchased option contracts$26,856,000,0008
Foreign exchange rate contracts$73,017,000,00010
Notional value of exchange swaps$22,314,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$41,320,000,00010
Spot foreign exchange rate contracts$11,018,000,0008
Written option contracts$4,668,000,0007
Purchased option contracts$4,715,000,0007
Contracts on other commodities and equities.$44,278,000,0006
Notional value of other swaps$10,572,000,0005
Futures and forward contracts$016
Written option contracts$16,786,000,0005
Purchased option contracts$16,920,000,0005
2008-12-31Rank
Derivatives$1,501,321,000,0007
Notional amount of credit derivatives$1,524,000,00016
Bank is guarantor$488,000,00013
Bank is beneficiary$1,036,000,00016
Interest rate contracts$1,380,949,000,0007
Notional value of interest rate swaps$588,145,000,0007
Futures and forward contracts$657,915,000,0004
Written option contracts$92,140,000,0008
Purchased option contracts$42,749,000,0008
Foreign exchange rate contracts$74,614,000,00010
Notional value of exchange swaps$22,709,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$41,106,000,00010
Spot foreign exchange rate contracts$6,576,000,0007
Written option contracts$5,386,000,0007
Purchased option contracts$5,413,000,0007
Contracts on other commodities and equities.$44,234,000,0006
Notional value of other swaps$10,289,000,0005
Futures and forward contracts$016
Written option contracts$16,971,000,0005
Purchased option contracts$16,974,000,0005
2008-09-30Rank
Derivatives$1,448,237,000,0006
Notional amount of credit derivatives$1,720,000,00016
Bank is guarantor$607,000,00013
Bank is beneficiary$1,113,000,00016
Interest rate contracts$1,315,818,000,0006
Notional value of interest rate swaps$527,633,000,0006
Futures and forward contracts$615,208,000,0004
Written option contracts$82,917,000,0007
Purchased option contracts$90,060,000,0007
Foreign exchange rate contracts$82,394,000,0009
Notional value of exchange swaps$23,080,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$47,190,000,0009
Spot foreign exchange rate contracts$19,149,000,0008
Written option contracts$6,061,000,0006
Purchased option contracts$6,063,000,0006
Contracts on other commodities and equities.$48,305,000,0006
Notional value of other swaps$11,946,000,0006
Futures and forward contracts$015
Written option contracts$18,058,000,0005
Purchased option contracts$18,301,000,0005
2008-06-30Rank
Derivatives$1,534,198,000,0006
Notional amount of credit derivatives$2,238,000,00014
Bank is guarantor$827,000,00012
Bank is beneficiary$1,411,000,00015
Interest rate contracts$1,420,144,000,0006
Notional value of interest rate swaps$529,435,000,0006
Futures and forward contracts$723,285,000,0004
Written option contracts$59,447,000,0007
Purchased option contracts$107,977,000,0006
Foreign exchange rate contracts$71,231,000,00010
Notional value of exchange swaps$22,662,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$41,357,000,00010
Spot foreign exchange rate contracts$18,278,000,00010
Written option contracts$3,562,000,0008
Purchased option contracts$3,650,000,0008
Contracts on other commodities and equities.$40,585,000,0006
Notional value of other swaps$10,998,000,0006
Futures and forward contracts$017
Written option contracts$14,779,000,0006
Purchased option contracts$14,808,000,0006
2008-03-31Rank
Derivatives$1,459,513,000,0006
Notional amount of credit derivatives$2,088,000,00015
Bank is guarantor$842,000,00013
Bank is beneficiary$1,246,000,00016
Interest rate contracts$1,356,086,000,0006
Notional value of interest rate swaps$413,588,000,0006
Futures and forward contracts$798,641,000,0004
Written option contracts$63,979,000,0007
Purchased option contracts$79,878,000,0007
Foreign exchange rate contracts$67,772,000,00010
Notional value of exchange swaps$20,054,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$41,043,000,00010
Spot foreign exchange rate contracts$19,284,000,0009
Written option contracts$3,320,000,0009
Purchased option contracts$3,355,000,0009
Contracts on other commodities and equities.$33,567,000,0006
Notional value of other swaps$8,634,000,0006
Futures and forward contracts$018
Written option contracts$12,450,000,0006
Purchased option contracts$12,483,000,0006
2007-12-31Rank
Derivatives$1,052,101,000,0006
Notional amount of credit derivatives$2,766,000,00011
Bank is guarantor$886,000,00010
Bank is beneficiary$1,880,000,00013
Interest rate contracts$962,377,000,0006
Notional value of interest rate swaps$293,930,000,0007
Futures and forward contracts$574,428,000,0004
Written option contracts$50,402,000,0007
Purchased option contracts$43,617,000,0007
Foreign exchange rate contracts$66,549,000,00010
Notional value of exchange swaps$19,639,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$40,524,000,00010
Spot foreign exchange rate contracts$21,531,000,0006
Written option contracts$3,164,000,0009
Purchased option contracts$3,222,000,0009
Contracts on other commodities and equities.$20,409,000,0006
Notional value of other swaps$5,487,000,0007
Futures and forward contracts$022
Written option contracts$7,415,000,0006
Purchased option contracts$7,507,000,0006
2007-09-30Rank
Derivatives$1,010,064,000,0006
Notional amount of credit derivatives$2,362,000,00011
Bank is guarantor$833,000,00010
Bank is beneficiary$1,529,000,00012
Interest rate contracts$927,096,000,0006
Notional value of interest rate swaps$272,024,000,0007
Futures and forward contracts$516,353,000,0004
Written option contracts$42,426,000,0007
Purchased option contracts$96,293,000,0007
Foreign exchange rate contracts$64,264,000,00010
Notional value of exchange swaps$19,263,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$38,150,000,00010
Spot foreign exchange rate contracts$18,580,000,0009
Written option contracts$3,402,000,0008
Purchased option contracts$3,449,000,0008
Contracts on other commodities and equities.$16,342,000,0006
Notional value of other swaps$4,682,000,0007
Futures and forward contracts$024
Written option contracts$5,961,000,0007
Purchased option contracts$5,699,000,0007
2007-06-30Rank
Derivatives$849,819,000,0007
Notional amount of credit derivatives$1,895,000,00013
Bank is guarantor$616,000,00010
Bank is beneficiary$1,279,000,00013
Interest rate contracts$769,695,000,0007
Notional value of interest rate swaps$212,480,000,0007
Futures and forward contracts$414,605,000,0005
Written option contracts$53,090,000,0007
Purchased option contracts$89,520,000,0007
Foreign exchange rate contracts$62,984,000,00010
Notional value of exchange swaps$18,878,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$37,765,000,00010
Spot foreign exchange rate contracts$12,036,000,00010
Written option contracts$3,214,000,0008
Purchased option contracts$3,127,000,0008
Contracts on other commodities and equities.$15,245,000,0007
Notional value of other swaps$4,257,000,0007
Futures and forward contracts$027
Written option contracts$5,489,000,0008
Purchased option contracts$5,499,000,0007
2007-03-31Rank
Derivatives$892,077,000,0007
Notional amount of credit derivatives$1,736,000,00013
Bank is guarantor$686,000,00010
Bank is beneficiary$1,050,000,00013
Interest rate contracts$807,363,000,0007
Notional value of interest rate swaps$176,329,000,0007
Futures and forward contracts$472,212,000,0005
Written option contracts$52,059,000,0008
Purchased option contracts$106,763,000,0007
Foreign exchange rate contracts$69,672,000,00010
Notional value of exchange swaps$18,770,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$40,844,000,00010
Spot foreign exchange rate contracts$12,298,000,00010
Written option contracts$4,963,000,0008
Purchased option contracts$5,095,000,0008
Contracts on other commodities and equities.$13,306,000,0007
Notional value of other swaps$4,233,000,0008
Futures and forward contracts$026
Written option contracts$4,530,000,0008
Purchased option contracts$4,543,000,0007
2006-12-31Rank
Derivatives$859,432,000,0007
Notional amount of credit derivatives$1,510,000,00013
Bank is guarantor$596,000,0009
Bank is beneficiary$914,000,00013
Interest rate contracts$790,286,000,0006
Notional value of interest rate swaps$170,078,000,0007
Futures and forward contracts$449,923,000,0005
Written option contracts$56,659,000,0008
Purchased option contracts$113,626,000,0007
Foreign exchange rate contracts$55,905,000,00010
Notional value of exchange swaps$15,739,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$35,581,000,00010
Spot foreign exchange rate contracts$8,181,000,0008
Written option contracts$2,203,000,0008
Purchased option contracts$2,382,000,0008
Contracts on other commodities and equities.$11,731,000,0007
Notional value of other swaps$3,820,000,0007
Futures and forward contracts$60,000,00012
Written option contracts$4,195,000,0008
Purchased option contracts$3,656,000,0009
2006-09-30Rank
Derivatives$1,035,257,000,0006
Notional amount of credit derivatives$3,793,000,00010
Bank is guarantor$1,719,000,0007
Bank is beneficiary$2,074,000,00011
Interest rate contracts$974,069,000,0006
Notional value of interest rate swaps$137,108,000,0007
Futures and forward contracts$603,022,000,0004
Written option contracts$52,850,000,0007
Purchased option contracts$181,089,000,0006
Foreign exchange rate contracts$44,276,000,00010
Notional value of exchange swaps$6,231,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$33,823,000,00010
Spot foreign exchange rate contracts$8,894,000,0009
Written option contracts$2,061,000,0009
Purchased option contracts$2,161,000,0009
Contracts on other commodities and equities.$13,119,000,0006
Notional value of other swaps$3,086,000,0008
Futures and forward contracts$027
Written option contracts$5,011,000,0008
Purchased option contracts$5,022,000,0007
2006-06-30Rank
Derivatives$891,115,000,0007
Notional amount of credit derivatives$3,779,000,00010
Bank is guarantor$1,760,000,0007
Bank is beneficiary$2,019,000,00010
Interest rate contracts$823,771,000,0006
Notional value of interest rate swaps$137,112,000,0007
Futures and forward contracts$485,114,000,0004
Written option contracts$64,901,000,0007
Purchased option contracts$136,644,000,0007
Foreign exchange rate contracts$51,031,000,00010
Notional value of exchange swaps$9,324,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$36,766,000,0009
Spot foreign exchange rate contracts$12,930,000,0007
Written option contracts$2,446,000,0009
Purchased option contracts$2,495,000,00010
Contracts on other commodities and equities.$12,534,000,0007
Notional value of other swaps$3,228,000,0008
Futures and forward contracts$029
Written option contracts$4,653,000,0008
Purchased option contracts$4,653,000,0007
2006-03-31Rank
Derivatives$779,017,000,0007
Notional amount of credit derivatives$3,449,000,00010
Bank is guarantor$1,681,000,0007
Bank is beneficiary$1,768,000,00010
Interest rate contracts$709,152,000,0007
Notional value of interest rate swaps$137,296,000,0007
Futures and forward contracts$391,215,000,0004
Written option contracts$60,186,000,0008
Purchased option contracts$120,455,000,0007
Foreign exchange rate contracts$55,107,000,00010
Notional value of exchange swaps$13,682,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$36,291,000,00010
Spot foreign exchange rate contracts$13,791,000,0008
Written option contracts$2,530,000,0009
Purchased option contracts$2,604,000,0009
Contracts on other commodities and equities.$11,309,000,0007
Notional value of other swaps$3,120,000,0008
Futures and forward contracts$030
Written option contracts$4,095,000,0007
Purchased option contracts$4,094,000,0007
2005-12-31Rank
Derivatives$727,603,000,0007
Notional amount of credit derivatives$3,314,000,00010
Bank is guarantor$1,618,000,0007
Bank is beneficiary$1,696,000,00010
Interest rate contracts$684,050,000,0007
Notional value of interest rate swaps$130,590,000,0007
Futures and forward contracts$439,810,000,0004
Written option contracts$62,008,000,0008
Purchased option contracts$51,642,000,0009
Foreign exchange rate contracts$30,051,000,00010
Notional value of exchange swaps$2,959,000,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$22,570,000,00010
Spot foreign exchange rate contracts$5,944,000,0009
Written option contracts$2,251,000,0009
Purchased option contracts$2,271,000,0009
Contracts on other commodities and equities.$10,188,000,0006
Notional value of other swaps$3,065,000,0008
Futures and forward contracts$029
Written option contracts$3,560,000,0007
Purchased option contracts$3,563,000,0007
2005-09-30Rank
Derivatives$864,247,000,0006
Notional amount of credit derivatives$3,278,000,0009
Bank is guarantor$1,587,000,0007
Bank is beneficiary$1,691,000,00010
Interest rate contracts$819,308,000,0006
Notional value of interest rate swaps$125,333,000,0007
Futures and forward contracts$496,250,000,0004
Written option contracts$81,578,000,0007
Purchased option contracts$116,147,000,0007
Foreign exchange rate contracts$32,823,000,00010
Notional value of exchange swaps$1,388,000,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$26,709,000,00010
Spot foreign exchange rate contracts$8,434,000,00010
Written option contracts$2,341,000,0009
Purchased option contracts$2,385,000,0009
Contracts on other commodities and equities.$8,838,000,0007
Notional value of other swaps$3,178,000,0007
Futures and forward contracts$027
Written option contracts$2,829,000,0007
Purchased option contracts$2,831,000,0007
2005-06-30Rank
Derivatives$677,496,000,0007
Notional amount of credit derivatives$3,235,000,0008
Bank is guarantor$1,586,000,0007
Bank is beneficiary$1,649,000,00010
Interest rate contracts$632,515,000,0006
Notional value of interest rate swaps$113,691,000,0007
Futures and forward contracts$366,672,000,0005
Written option contracts$82,764,000,0007
Purchased option contracts$69,388,000,0008
Foreign exchange rate contracts$35,585,000,00010
Notional value of exchange swaps$1,135,000,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$29,056,000,00010
Spot foreign exchange rate contracts$9,781,000,0008
Written option contracts$2,674,000,0009
Purchased option contracts$2,720,000,0009
Contracts on other commodities and equities.$6,161,000,0008
Notional value of other swaps$2,887,000,0007
Futures and forward contracts$024
Written option contracts$1,636,000,0007
Purchased option contracts$1,638,000,0008
2005-03-31Rank
Derivatives$711,249,000,0006
Notional amount of credit derivatives$3,347,000,0009
Bank is guarantor$1,596,000,0008
Bank is beneficiary$1,751,000,00010
Interest rate contracts$671,596,000,0006
Notional value of interest rate swaps$102,952,000,0008
Futures and forward contracts$426,979,000,0004
Written option contracts$86,311,000,0007
Purchased option contracts$55,354,000,0009
Foreign exchange rate contracts$31,213,000,00010
Notional value of exchange swaps$673,000,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$25,887,000,00010
Spot foreign exchange rate contracts$7,690,000,0009
Written option contracts$2,306,000,0009
Purchased option contracts$2,347,000,0009
Contracts on other commodities and equities.$5,093,000,0008
Notional value of other swaps$2,560,000,0008
Futures and forward contracts$015
Written option contracts$1,265,000,0009
Purchased option contracts$1,268,000,00010
2004-12-31Rank
Derivatives$637,778,000,0007
Notional amount of credit derivatives$3,303,000,0009
Bank is guarantor$1,542,000,0008
Bank is beneficiary$1,761,000,00010
Interest rate contracts$598,743,000,0006
Notional value of interest rate swaps$100,970,000,0008
Futures and forward contracts$311,823,000,0005
Written option contracts$96,566,000,0007
Purchased option contracts$89,384,000,0007
Foreign exchange rate contracts$30,883,000,00010
Notional value of exchange swaps$673,000,00014
Commitments to purchase foreign currencies & U.S. dollar exchange$25,812,000,00010
Spot foreign exchange rate contracts$5,032,000,0008
Written option contracts$2,187,000,0009
Purchased option contracts$2,211,000,0009
Contracts on other commodities and equities.$4,849,000,0008
Notional value of other swaps$2,320,000,0008
Futures and forward contracts$014
Written option contracts$1,265,000,0009
Purchased option contracts$1,264,000,0009
2004-09-30Rank
Derivatives$745,744,000,0006
Notional amount of credit derivatives$3,228,000,0009
Bank is guarantor$1,537,000,0008
Bank is beneficiary$1,691,000,00011
Interest rate contracts$707,256,000,0006
Notional value of interest rate swaps$106,613,000,0009
Futures and forward contracts$367,920,000,0005
Written option contracts$115,335,000,0007
Purchased option contracts$117,388,000,0005
Foreign exchange rate contracts$31,262,000,00012
Notional value of exchange swaps$603,000,00015
Commitments to purchase foreign currencies & U.S. dollar exchange$26,908,000,00011
Spot foreign exchange rate contracts$8,085,000,0009
Written option contracts$1,859,000,00011
Purchased option contracts$1,892,000,00011
Contracts on other commodities and equities.$3,998,000,0009
Notional value of other swaps$1,897,000,0008
Futures and forward contracts$210,000,0008
Written option contracts$950,000,00010
Purchased option contracts$941,000,00012
2004-06-30Rank
Derivatives$687,870,000,0007
Notional amount of credit derivatives$3,150,000,0009
Bank is guarantor$1,504,000,0008
Bank is beneficiary$1,646,000,00010
Interest rate contracts$651,377,000,0007
Notional value of interest rate swaps$96,125,000,0008
Futures and forward contracts$329,718,000,0005
Written option contracts$99,704,000,0007
Purchased option contracts$125,830,000,0006
Foreign exchange rate contracts$30,440,000,00012
Notional value of exchange swaps$292,000,00017
Commitments to purchase foreign currencies & U.S. dollar exchange$26,675,000,00011
Spot foreign exchange rate contracts$9,292,000,0009
Written option contracts$1,721,000,00011
Purchased option contracts$1,752,000,00010
Contracts on other commodities and equities.$2,903,000,0009
Notional value of other swaps$1,284,000,00010
Futures and forward contracts$102,000,00010
Written option contracts$737,000,00011
Purchased option contracts$780,000,00012
2004-03-31Rank
Derivatives$581,120,000,0008
Notional amount of credit derivatives$3,289,000,0009
Bank is guarantor$1,637,000,0008
Bank is beneficiary$1,652,000,00010
Interest rate contracts$543,628,000,0007
Notional value of interest rate swaps$83,250,000,00010
Futures and forward contracts$250,696,000,0005
Written option contracts$102,744,000,0008
Purchased option contracts$106,938,000,0007
Foreign exchange rate contracts$30,809,000,00012
Notional value of exchange swaps$292,000,00017
Commitments to purchase foreign currencies & U.S. dollar exchange$25,982,000,00012
Spot foreign exchange rate contracts$6,053,000,00010
Written option contracts$2,258,000,00011
Purchased option contracts$2,277,000,00011
Contracts on other commodities and equities.$3,394,000,0008
Notional value of other swaps$1,877,000,0008
Futures and forward contracts$146,000,0008
Written option contracts$689,000,00011
Purchased option contracts$682,000,00012
2003-12-31Rank
Derivatives$561,256,000,0008
Notional amount of credit derivatives$3,276,000,0009
Bank is guarantor$1,587,000,0008
Bank is beneficiary$1,689,000,00010
Interest rate contracts$529,063,000,0007
Notional value of interest rate swaps$80,892,000,00010
Futures and forward contracts$203,123,000,0005
Written option contracts$95,249,000,0008
Purchased option contracts$149,799,000,0007
Foreign exchange rate contracts$26,718,000,00012
Notional value of exchange swaps$292,000,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$22,592,000,00012
Spot foreign exchange rate contracts$4,095,000,00010
Written option contracts$1,904,000,00011
Purchased option contracts$1,930,000,00011
Contracts on other commodities and equities.$2,199,000,0009
Notional value of other swaps$839,000,00010
Futures and forward contracts$4,000,00011
Written option contracts$680,000,00011
Purchased option contracts$676,000,00011
2003-09-30Rank
Derivatives$741,584,000,0007
Notional amount of credit derivatives$2,889,000,00010
Bank is guarantor$1,447,000,0008
Bank is beneficiary$1,442,000,00011
Interest rate contracts$711,227,000,0007
Notional value of interest rate swaps$85,916,000,00010
Futures and forward contracts$288,230,000,0005
Written option contracts$168,715,000,0005
Purchased option contracts$168,366,000,0007
Foreign exchange rate contracts$26,080,000,00012
Notional value of exchange swaps$584,000,00014
Commitments to purchase foreign currencies & U.S. dollar exchange$22,159,000,00012
Spot foreign exchange rate contracts$8,027,000,0009
Written option contracts$1,659,000,00010
Purchased option contracts$1,678,000,00010
Contracts on other commodities and equities.$1,388,000,00012
Notional value of other swaps$433,000,00011
Futures and forward contracts$5,000,00010
Written option contracts$481,000,00011
Purchased option contracts$469,000,00011
2003-06-30Rank
Derivatives$919,322,000,0007
Notional amount of credit derivatives$2,807,000,0009
Bank is guarantor$1,422,000,0008
Bank is beneficiary$1,385,000,00011
Interest rate contracts$892,031,000,0006
Notional value of interest rate swaps$85,702,000,0009
Futures and forward contracts$539,942,000,0004
Written option contracts$177,630,000,0005
Purchased option contracts$88,757,000,0007
Foreign exchange rate contracts$22,712,000,00012
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$20,573,000,00012
Spot foreign exchange rate contracts$5,953,000,00010
Written option contracts$1,009,000,00010
Purchased option contracts$1,130,000,00010
Contracts on other commodities and equities.$1,772,000,00010
Notional value of other swaps$609,000,00010
Futures and forward contracts$1,000,00011
Written option contracts$581,000,00011
Purchased option contracts$581,000,00011
2003-03-31Rank
Derivatives$758,106,000,0007
Notional amount of credit derivatives$2,577,000,0009
Bank is guarantor$1,340,000,0008
Bank is beneficiary$1,237,000,00012
Interest rate contracts$732,994,000,0006
Notional value of interest rate swaps$86,253,000,00010
Futures and forward contracts$369,329,000,0005
Written option contracts$153,452,000,0005
Purchased option contracts$123,960,000,0007
Foreign exchange rate contracts$21,091,000,00011
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$19,072,000,00012
Spot foreign exchange rate contracts$5,790,000,0009
Written option contracts$844,000,00010
Purchased option contracts$1,175,000,00010
Contracts on other commodities and equities.$1,444,000,00010
Notional value of other swaps$434,000,00010
Futures and forward contracts$012
Written option contracts$328,000,00011
Purchased option contracts$682,000,00011
2002-12-31Rank
Derivatives$670,473,000,0007
Notional amount of credit derivatives$2,620,000,0009
Bank is guarantor$1,348,000,0008
Bank is beneficiary$1,272,000,00012
Interest rate contracts$650,565,000,0006
Notional value of interest rate swaps$88,711,000,0009
Futures and forward contracts$267,468,000,0005
Written option contracts$165,695,000,0005
Purchased option contracts$128,691,000,0006
Foreign exchange rate contracts$16,097,000,00011
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$14,612,000,00012
Spot foreign exchange rate contracts$1,599,000,00011
Written option contracts$736,000,00010
Purchased option contracts$749,000,00010
Contracts on other commodities and equities.$1,191,000,00011
Notional value of other swaps$194,000,00011
Futures and forward contracts$011
Written option contracts$498,000,00011
Purchased option contracts$499,000,00011
2001-12-31Rank
Derivatives$861,682,000,0005
Notional amount of credit derivatives$1,847,000,0008
Bank is guarantor$882,000,0007
Bank is beneficiary$965,000,0008
Interest rate contracts$846,100,000,0005
Notional value of interest rate swaps$93,159,000,0009
Futures and forward contracts$178,482,000,0005
Written option contracts$281,707,000,0004
Purchased option contracts$292,752,000,0004
Foreign exchange rate contracts$10,176,000,00013
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$9,641,000,00013
Spot foreign exchange rate contracts$1,027,000,00011
Written option contracts$260,000,00014
Purchased option contracts$275,000,00013
Contracts on other commodities and equities.$3,559,000,0009
Notional value of other swaps$1,881,000,0007
Futures and forward contracts$011
Written option contracts$838,000,0008
Purchased option contracts$840,000,0008
2000-12-31Rank
Derivatives$224,744,000,00010
Notional amount of credit derivatives$110,000,00016
Bank is guarantor$024
Bank is beneficiary$110,000,00012
Interest rate contracts$215,444,000,0009
Notional value of interest rate swaps$62,353,000,0009
Futures and forward contracts$110,911,000,0006
Written option contracts$13,686,000,0009
Purchased option contracts$28,494,000,0009
Foreign exchange rate contracts$9,082,000,00014
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$8,998,000,00013
Spot foreign exchange rate contracts$1,462,000,00012
Written option contracts$42,000,00019
Purchased option contracts$42,000,00018
Contracts on other commodities and equities.$108,000,00022
Notional value of other swaps$80,000,00016
Futures and forward contracts$012
Written option contracts$14,000,00019
Purchased option contracts$14,000,00022
1999-12-31Rank
Derivatives$229,815,000,0009
Notional amount of credit derivatives$200,000,00013
Bank is guarantor$023
Bank is beneficiary$200,000,0009
Interest rate contracts$225,800,000,0008
Notional value of interest rate swaps$46,458,000,0009
Futures and forward contracts$96,256,000,0007
Written option contracts$21,667,000,0009
Purchased option contracts$61,419,000,0007
Foreign exchange rate contracts$3,814,000,00016
Notional value of exchange swaps$038
Commitments to purchase foreign currencies & U.S. dollar exchange$3,733,000,00015
Spot foreign exchange rate contracts$279,000,00013
Written option contracts$42,000,00023
Purchased option contracts$39,000,00023
Contracts on other commodities and equities.$1,000,00050
Notional value of other swaps$1,000,00022
Futures and forward contracts$010
Written option contracts$047
Purchased option contracts$032
1998-12-31Rank
Derivatives$69,738,000,00015
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$66,828,000,00013
Notional value of interest rate swaps$25,261,000,00015
Futures and forward contracts$15,294,000,00011
Written option contracts$5,303,000,00016
Purchased option contracts$20,970,000,00012
Foreign exchange rate contracts$2,910,000,00019
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$2,824,000,00019
Spot foreign exchange rate contracts$136,000,00026
Written option contracts$43,000,00023
Purchased option contracts$43,000,00023
Contracts on other commodities and equities.$057
Notional value of other swaps$022
Futures and forward contracts$013
Written option contracts$040
Purchased option contracts$027
1997-12-31Rank
Derivatives$60,562,862,00014
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$58,443,561,00013
Notional value of interest rate swaps$19,650,270,00014
Futures and forward contracts$8,674,855,00012
Written option contracts$5,094,753,00014
Purchased option contracts$25,023,683,0009
Foreign exchange rate contracts$2,119,301,00024
Notional value of exchange swaps$037
Commitments to purchase foreign currencies & U.S. dollar exchange$1,899,395,00024
Spot foreign exchange rate contracts$218,185,00021
Written option contracts$109,953,00018
Purchased option contracts$109,953,00017
Contracts on other commodities and equities.$044
Notional value of other swaps$018
Futures and forward contracts$017
Written option contracts$028
Purchased option contracts$027
1996-12-31Rank
Derivatives$53,063,193,00014
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$51,571,860,00013
Notional value of interest rate swaps$19,162,346,00012
Futures and forward contracts$5,188,500,00015
Written option contracts$3,653,552,00016
Purchased option contracts$23,567,462,0008
Foreign exchange rate contracts$1,491,333,00026
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$1,367,767,00024
Spot foreign exchange rate contracts$198,050,00021
Written option contracts$58,518,00019
Purchased option contracts$65,048,00018
Contracts on other commodities and equities.$044
Notional value of other swaps$016
Futures and forward contracts$019
Written option contracts$027
Purchased option contracts$026
1995-12-31Rank
Derivatives$32,868,109,00017
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$31,882,474,00014
Notional value of interest rate swaps$8,056,229,00027
Futures and forward contracts$5,394,800,00015
Written option contracts$1,274,930,00025
Purchased option contracts$17,156,515,0009
Foreign exchange rate contracts$985,635,00031
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$934,151,00030
Spot foreign exchange rate contracts$50,641,00038
Written option contracts$22,610,00021
Purchased option contracts$28,874,00022
Contracts on other commodities and equities.$052
Notional value of other swaps$022
Futures and forward contracts$021
Written option contracts$026
Purchased option contracts$032
1994-12-31Rank
Derivatives$26,115,099,00020
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$24,862,685,00018
Notional value of interest rate swaps$3,190,581,00050
Futures and forward contracts$5,017,384,00018
Written option contracts$1,039,400,00029
Purchased option contracts$15,615,320,00011
Foreign exchange rate contracts$1,252,414,00027
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$615,780,00038
Spot foreign exchange rate contractsNANA
Written option contracts$317,693,00014
Purchased option contracts$318,941,00014
Contracts on other commodities and equities.$052
Notional value of other swaps$016
Futures and forward contracts$020
Written option contracts$017
Purchased option contracts$027
1993-12-31Rank
Derivatives$13,832,674,00026
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$13,491,989,00025
Notional value of interest rate swaps$2,158,569,00057
Futures and forward contracts$4,964,600,00016
Written option contracts$1,169,720,00029
Purchased option contracts$5,199,100,00017
Foreign exchange rate contracts$340,685,00047
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$320,398,00049
Spot foreign exchange rate contractsNANA
Written option contracts$6,051,00030
Purchased option contracts$14,236,00029
Contracts on other commodities and equities.$046
Notional value of other swaps$015
Futures and forward contracts$020
Written option contracts$015
Purchased option contracts$024
1992-12-31Rank
Derivatives$15,454,582,00023
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$15,112,033,00020
Notional value of interest rate swaps$3,043,248,00036
Futures and forward contracts$5,068,211,00015
Written option contracts$1,121,444,00020
Purchased option contracts$5,879,130,00011
Foreign exchange rate contracts$342,549,00047
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$333,121,00049
Spot foreign exchange rate contractsNANA
Written option contracts$1,663,00035
Purchased option contracts$7,765,00028
Contracts on other commodities and equities.$032
Notional value of other swaps$012
Futures and forward contracts$019
Written option contracts$015
Purchased option contracts$013