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Arvest Bank, Derivatives

2020-03-31Rank
Derivatives$3,743,144,00092
Notional amount of credit derivatives$099
Bank is guarantor$089
Bank is beneficiary$073
Interest rate contracts$3,743,144,00089
Notional value of interest rate swaps$2,915,364,00085
Futures and forward contracts$474,000,00060
Written option contracts$353,780,00074
Purchased option contracts$0135
Foreign exchange rate contracts$090
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$018
Written option contracts$038
Purchased option contracts$037
2019-12-31Rank
Derivatives$3,262,659,00085
Notional amount of credit derivatives$096
Bank is guarantor$088
Bank is beneficiary$069
Interest rate contracts$3,262,659,00082
Notional value of interest rate swaps$2,828,613,00078
Futures and forward contracts$260,000,00060
Written option contracts$174,046,00066
Purchased option contracts$0131
Foreign exchange rate contracts$087
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$056
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$037
Purchased option contracts$037
2019-09-30Rank
Derivatives$3,476,426,00082
Notional amount of credit derivatives$091
Bank is guarantor$084
Bank is beneficiary$069
Interest rate contracts$3,476,426,00079
Notional value of interest rate swaps$2,772,334,00079
Futures and forward contracts$376,000,00057
Written option contracts$328,092,00059
Purchased option contracts$0123
Foreign exchange rate contracts$090
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$038
Purchased option contracts$037
2019-06-30Rank
Derivatives$2,900,415,00090
Notional amount of credit derivatives$091
Bank is guarantor$085
Bank is beneficiary$066
Interest rate contracts$2,900,415,00087
Notional value of interest rate swaps$2,412,097,00080
Futures and forward contracts$280,000,00063
Written option contracts$206,219,00080
Purchased option contracts$2,099,000117
Foreign exchange rate contracts$091
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$051
Notional value of other swaps$035
Futures and forward contracts$017
Written option contracts$037
Purchased option contracts$034
2019-03-31Rank
Derivatives$2,593,693,00088
Notional amount of credit derivatives$090
Bank is guarantor$083
Bank is beneficiary$065
Interest rate contracts$2,593,693,00084
Notional value of interest rate swaps$2,211,395,00080
Futures and forward contracts$222,000,00059
Written option contracts$158,199,00078
Purchased option contracts$2,099,000120
Foreign exchange rate contracts$099
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$053
Notional value of other swaps$034
Futures and forward contracts$017
Written option contracts$038
Purchased option contracts$036
2018-12-31Rank
Derivatives$2,364,448,00088
Notional amount of credit derivatives$089
Bank is guarantor$081
Bank is beneficiary$066
Interest rate contracts$2,364,448,00086
Notional value of interest rate swaps$2,091,780,00080
Futures and forward contracts$167,000,00056
Written option contracts$103,569,00080
Purchased option contracts$2,099,000120
Foreign exchange rate contracts$097
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$051
Notional value of other swaps$033
Futures and forward contracts$016
Written option contracts$038
Purchased option contracts$035
2018-09-30Rank
Derivatives$2,081,776,00098
Notional amount of credit derivatives$088
Bank is guarantor$080
Bank is beneficiary$061
Interest rate contracts$2,081,776,00094
Notional value of interest rate swaps$1,893,776,00086
Futures and forward contracts$188,000,00058
Written option contracts$0527
Purchased option contracts$0131
Foreign exchange rate contracts$0100
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$054
Notional value of other swaps$033
Futures and forward contracts$017
Written option contracts$037
Purchased option contracts$036
2018-06-30Rank
Derivatives$2,105,479,00096
Notional amount of credit derivatives$088
Bank is guarantor$081
Bank is beneficiary$061
Interest rate contracts$2,105,479,00090
Notional value of interest rate swaps$1,898,479,00081
Futures and forward contracts$207,000,00061
Written option contracts$0542
Purchased option contracts$0131
Foreign exchange rate contracts$0100
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$055
Notional value of other swaps$032
Futures and forward contracts$017
Written option contracts$039
Purchased option contracts$039
2018-03-31Rank
Derivatives$2,038,277,00092
Notional amount of credit derivatives$084
Bank is guarantor$077
Bank is beneficiary$058
Interest rate contracts$2,038,277,00088
Notional value of interest rate swaps$1,849,277,00076
Futures and forward contracts$189,000,00062
Written option contracts$0533
Purchased option contracts$0129
Foreign exchange rate contracts$0117
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0111
Spot foreign exchange rate contracts$085
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$055
Notional value of other swaps$031
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$039
2017-12-31Rank
Derivatives$2,002,930,00090
Notional amount of credit derivatives$080
Bank is guarantor$072
Bank is beneficiary$060
Interest rate contracts$2,002,930,00086
Notional value of interest rate swaps$1,854,930,00077
Futures and forward contracts$148,000,00065
Written option contracts$0541
Purchased option contracts$0124
Foreign exchange rate contracts$0116
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0110
Spot foreign exchange rate contracts$085
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$053
Notional value of other swaps$030
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$038
2017-09-30Rank
Derivatives$2,039,226,00086
Notional amount of credit derivatives$077
Bank is guarantor$071
Bank is beneficiary$057
Interest rate contracts$2,039,226,00080
Notional value of interest rate swaps$1,861,226,00075
Futures and forward contracts$178,000,00069
Written option contracts$0557
Purchased option contracts$0124
Foreign exchange rate contracts$0119
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0112
Spot foreign exchange rate contracts$084
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$053
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$039
2017-06-30Rank
Derivatives$1,986,704,00086
Notional amount of credit derivatives$076
Bank is guarantor$069
Bank is beneficiary$054
Interest rate contracts$1,986,704,00082
Notional value of interest rate swaps$1,793,704,00076
Futures and forward contracts$193,000,00070
Written option contracts$0572
Purchased option contracts$0129
Foreign exchange rate contracts$0118
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0111
Spot foreign exchange rate contracts$088
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$053
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$039
2017-03-31Rank
Derivatives$1,894,374,00083
Notional amount of credit derivatives$072
Bank is guarantor$064
Bank is beneficiary$055
Interest rate contracts$1,894,374,00080
Notional value of interest rate swaps$1,707,374,00073
Futures and forward contracts$187,000,00067
Written option contracts$0577
Purchased option contracts$0131
Foreign exchange rate contracts$0116
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0109
Spot foreign exchange rate contracts$085
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$055
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$041
Purchased option contracts$040
2016-12-31Rank
Derivatives$1,781,885,00087
Notional amount of credit derivatives$071
Bank is guarantor$063
Bank is beneficiary$052
Interest rate contracts$1,781,885,00082
Notional value of interest rate swaps$1,626,885,00078
Futures and forward contracts$155,000,00072
Written option contracts$0918
Purchased option contracts$0158
Foreign exchange rate contracts$0115
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0109
Spot foreign exchange rate contracts$083
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$062
Notional value of other swaps$030
Futures and forward contracts$017
Written option contracts$045
Purchased option contracts$044
2016-09-30Rank
Derivatives$1,824,572,00088
Notional amount of credit derivatives$068
Bank is guarantor$060
Bank is beneficiary$051
Interest rate contracts$1,824,572,00084
Notional value of interest rate swaps$1,589,572,00079
Futures and forward contracts$235,000,00077
Written option contracts$0927
Purchased option contracts$0159
Foreign exchange rate contracts$0115
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0110
Spot foreign exchange rate contracts$084
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$066
Notional value of other swaps$031
Futures and forward contracts$017
Written option contracts$049
Purchased option contracts$044
2016-06-30Rank
Derivatives$1,852,871,00084
Notional amount of credit derivatives$071
Bank is guarantor$061
Bank is beneficiary$052
Interest rate contracts$1,852,871,00079
Notional value of interest rate swaps$1,627,871,00076
Futures and forward contracts$225,000,00075
Written option contracts$0918
Purchased option contracts$0174
Foreign exchange rate contracts$0119
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$0114
Spot foreign exchange rate contracts$090
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$069
Notional value of other swaps$034
Futures and forward contracts$018
Written option contracts$050
Purchased option contracts$045
2016-03-31Rank
Derivatives$1,815,153,00082
Notional amount of credit derivatives$066
Bank is guarantor$056
Bank is beneficiary$051
Interest rate contracts$1,815,153,00078
Notional value of interest rate swaps$1,620,153,00072
Futures and forward contracts$195,000,00073
Written option contracts$0894
Purchased option contracts$0172
Foreign exchange rate contracts$0116
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0111
Spot foreign exchange rate contracts$085
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$073
Notional value of other swaps$035
Futures and forward contracts$020
Written option contracts$051
Purchased option contracts$045
2015-12-31Rank
Derivatives$1,740,155,00082
Notional amount of credit derivatives$065
Bank is guarantor$055
Bank is beneficiary$048
Interest rate contracts$1,740,155,00079
Notional value of interest rate swaps$1,595,155,00070
Futures and forward contracts$145,000,00074
Written option contracts$0872
Purchased option contracts$0172
Foreign exchange rate contracts$0114
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0109
Spot foreign exchange rate contracts$082
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$072
Notional value of other swaps$036
Futures and forward contracts$020
Written option contracts$050
Purchased option contracts$045
2015-09-30Rank
Derivatives$1,693,293,00081
Notional amount of credit derivatives$065
Bank is guarantor$054
Bank is beneficiary$046
Interest rate contracts$1,693,293,00077
Notional value of interest rate swaps$1,523,293,00070
Futures and forward contracts$170,000,00074
Written option contracts$0880
Purchased option contracts$0175
Foreign exchange rate contracts$0122
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0118
Spot foreign exchange rate contracts$088
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$072
Notional value of other swaps$034
Futures and forward contracts$020
Written option contracts$052
Purchased option contracts$044
2015-06-30Rank
Derivatives$1,657,146,00085
Notional amount of credit derivatives$065
Bank is guarantor$053
Bank is beneficiary$047
Interest rate contracts$1,657,146,00080
Notional value of interest rate swaps$1,472,146,00072
Futures and forward contracts$185,000,00079
Written option contracts$0897
Purchased option contracts$0173
Foreign exchange rate contracts$0116
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0113
Spot foreign exchange rate contracts$084
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$077
Notional value of other swaps$037
Futures and forward contracts$020
Written option contracts$057
Purchased option contracts$042
2015-03-31Rank
Derivatives$1,615,660,00086
Notional amount of credit derivatives$065
Bank is guarantor$052
Bank is beneficiary$046
Interest rate contracts$1,615,660,00080
Notional value of interest rate swaps$1,415,660,00074
Futures and forward contracts$200,000,00072
Written option contracts$0899
Purchased option contracts$0170
Foreign exchange rate contracts$0123
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0120
Spot foreign exchange rate contracts$087
Written option contracts$034
Purchased option contracts$034
Contracts on other commodities and equities.$080
Notional value of other swaps$035
Futures and forward contracts$020
Written option contracts$061
Purchased option contracts$045
2014-12-31Rank
Derivatives$1,484,109,00086
Notional amount of credit derivatives$063
Bank is guarantor$050
Bank is beneficiary$045
Interest rate contracts$1,484,109,00079
Notional value of interest rate swaps$1,359,109,00075
Futures and forward contracts$125,000,00072
Written option contracts$0871
Purchased option contracts$0171
Foreign exchange rate contracts$0120
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$0117
Spot foreign exchange rate contracts$084
Written option contracts$034
Purchased option contracts$034
Contracts on other commodities and equities.$080
Notional value of other swaps$034
Futures and forward contracts$022
Written option contracts$061
Purchased option contracts$046
2014-09-30Rank
Derivatives$1,450,014,00084
Notional amount of credit derivatives$064
Bank is guarantor$050
Bank is beneficiary$046
Interest rate contracts$1,450,014,00079
Notional value of interest rate swaps$1,310,014,00074
Futures and forward contracts$140,000,00066
Written option contracts$0881
Purchased option contracts$0169
Foreign exchange rate contracts$0125
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0121
Spot foreign exchange rate contracts$087
Written option contracts$033
Purchased option contracts$034
Contracts on other commodities and equities.$088
Notional value of other swaps$032
Futures and forward contracts$024
Written option contracts$068
Purchased option contracts$051
2014-06-30Rank
Derivatives$1,438,784,00085
Notional amount of credit derivatives$064
Bank is guarantor$049
Bank is beneficiary$047
Interest rate contracts$1,438,784,00077
Notional value of interest rate swaps$1,278,030,00074
Futures and forward contracts$160,754,00068
Written option contracts$0884
Purchased option contracts$0174
Foreign exchange rate contracts$0120
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0114
Spot foreign exchange rate contracts$080
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$092
Notional value of other swaps$033
Futures and forward contracts$023
Written option contracts$072
Purchased option contracts$051
2014-03-31Rank
Derivatives$1,370,303,00084
Notional amount of credit derivatives$062
Bank is guarantor$047
Bank is beneficiary$045
Interest rate contracts$1,370,303,00077
Notional value of interest rate swaps$1,234,157,00071
Futures and forward contracts$136,146,00063
Written option contracts$0879
Purchased option contracts$0172
Foreign exchange rate contracts$0117
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0110
Spot foreign exchange rate contracts$080
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$094
Notional value of other swaps$034
Futures and forward contracts$025
Written option contracts$073
Purchased option contracts$050
2013-12-31Rank
Derivatives$1,351,114,00085
Notional amount of credit derivatives$059
Bank is guarantor$044
Bank is beneficiary$043
Interest rate contracts$1,351,114,00075
Notional value of interest rate swaps$1,204,175,00070
Futures and forward contracts$140,897,00054
Written option contracts$3,021,000415
Purchased option contracts$3,021,000141
Foreign exchange rate contracts$0114
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0106
Spot foreign exchange rate contracts$077
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$090
Notional value of other swaps$034
Futures and forward contracts$025
Written option contracts$070
Purchased option contracts$050
2013-09-30Rank
Derivatives$1,353,333,00084
Notional amount of credit derivatives$058
Bank is guarantor$043
Bank is beneficiary$043
Interest rate contracts$1,353,333,00076
Notional value of interest rate swaps$1,158,742,00070
Futures and forward contracts$194,591,00051
Written option contracts$0876
Purchased option contracts$0158
Foreign exchange rate contracts$0116
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$0107
Spot foreign exchange rate contracts$079
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$095
Notional value of other swaps$035
Futures and forward contracts$027
Written option contracts$072
Purchased option contracts$049
2013-06-30Rank
Derivatives$1,424,279,00082
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$1,424,279,00076
Notional value of interest rate swaps$1,113,168,00069
Futures and forward contracts$311,111,00054
Written option contracts$0875
Purchased option contracts$0152
Foreign exchange rate contracts$0122
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0114
Spot foreign exchange rate contracts$081
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$097
Notional value of other swaps$036
Futures and forward contracts$026
Written option contracts$075
Purchased option contracts$052
2013-03-31Rank
Derivatives$1,379,815,00085
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$1,379,317,00077
Notional value of interest rate swaps$1,044,827,00072
Futures and forward contracts$334,490,00052
Written option contracts$0875
Purchased option contracts$0157
Foreign exchange rate contracts$498,000100
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$498,00093
Spot foreign exchange rate contracts$077
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0101
Notional value of other swaps$037
Futures and forward contracts$024
Written option contracts$078
Purchased option contracts$056
2012-12-31Rank
Derivatives$1,393,049,00085
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$039
Interest rate contracts$1,393,049,00078
Notional value of interest rate swaps$986,152,00074
Futures and forward contracts$406,897,00054
Written option contracts$0845
Purchased option contracts$0156
Foreign exchange rate contracts$0110
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0103
Spot foreign exchange rate contracts$074
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$098
Notional value of other swaps$035
Futures and forward contracts$021
Written option contracts$076
Purchased option contracts$055
2012-09-30Rank
Derivatives$1,320,096,00089
Notional amount of credit derivatives$052
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$1,320,096,00083
Notional value of interest rate swaps$865,351,00080
Futures and forward contracts$454,745,00049
Written option contracts$0839
Purchased option contracts$0157
Foreign exchange rate contracts$0112
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0105
Spot foreign exchange rate contracts$077
Written option contracts$034
Purchased option contracts$035
Contracts on other commodities and equities.$0106
Notional value of other swaps$037
Futures and forward contracts$022
Written option contracts$080
Purchased option contracts$058
2012-06-30Rank
Derivatives$1,046,449,00096
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$034
Interest rate contracts$1,046,449,00089
Notional value of interest rate swaps$753,376,00082
Futures and forward contracts$293,073,00064
Written option contracts$0808
Purchased option contracts$0157
Foreign exchange rate contracts$0109
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0102
Spot foreign exchange rate contracts$074
Written option contracts$035
Purchased option contracts$035
Contracts on other commodities and equities.$0100
Notional value of other swaps$036
Futures and forward contracts$021
Written option contracts$074
Purchased option contracts$057
2012-03-31Rank
Derivatives$850,564,000101
Notional amount of credit derivatives$051
Bank is guarantor$043
Bank is beneficiary$035
Interest rate contracts$850,564,00095
Notional value of interest rate swaps$590,564,00088
Futures and forward contracts$260,000,00060
Written option contracts$0789
Purchased option contracts$0154
Foreign exchange rate contracts$0103
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$072
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0105
Notional value of other swaps$036
Futures and forward contracts$023
Written option contracts$077
Purchased option contracts$060
2011-12-31Rank
Derivatives$677,439,000100
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$035
Interest rate contracts$677,439,00093
Notional value of interest rate swaps$495,196,00088
Futures and forward contracts$182,243,00059
Written option contracts$0734
Purchased option contracts$0142
Foreign exchange rate contracts$0101
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$071
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$095
Notional value of other swaps$037
Futures and forward contracts$017
Written option contracts$072
Purchased option contracts$059
2011-09-30Rank
Derivatives$638,160,000104
Notional amount of credit derivatives$046
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$638,160,00098
Notional value of interest rate swaps$392,516,00094
Futures and forward contracts$245,644,00052
Written option contracts$0730
Purchased option contracts$0141
Foreign exchange rate contracts$0101
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$074
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0102
Notional value of other swaps$037
Futures and forward contracts$018
Written option contracts$077
Purchased option contracts$061
2011-06-30Rank
Derivatives$456,743,000108
Notional amount of credit derivatives$045
Bank is guarantor$038
Bank is beneficiary$031
Interest rate contracts$456,743,000104
Notional value of interest rate swaps$299,743,000107
Futures and forward contracts$157,000,00054
Written option contracts$0701
Purchased option contracts$0143
Foreign exchange rate contracts$0101
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$093
Spot foreign exchange rate contracts$070
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0104
Notional value of other swaps$039
Futures and forward contracts$017
Written option contracts$077
Purchased option contracts$063
2011-03-31Rank
Derivatives$371,888,000119
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$032
Interest rate contracts$371,888,000114
Notional value of interest rate swaps$243,788,000111
Futures and forward contracts$128,100,00049
Written option contracts$0700
Purchased option contracts$0139
Foreign exchange rate contracts$0101
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$092
Spot foreign exchange rate contracts$068
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$0108
Notional value of other swaps$043
Futures and forward contracts$015
Written option contracts$081
Purchased option contracts$065
2010-12-31Rank
Derivatives$453,035,000112
Notional amount of credit derivatives$048
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$453,035,000107
Notional value of interest rate swaps$250,035,000110
Futures and forward contracts$203,000,00054
Written option contracts$0722
Purchased option contracts$0142
Foreign exchange rate contracts$0104
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$066
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0106
Notional value of other swaps$042
Futures and forward contracts$015
Written option contracts$079
Purchased option contracts$065
2010-09-30Rank
Derivatives$583,451,000106
Notional amount of credit derivatives$047
Bank is guarantor$036
Bank is beneficiary$032
Interest rate contracts$583,451,00098
Notional value of interest rate swaps$262,119,000104
Futures and forward contracts$321,332,00052
Written option contracts$0752
Purchased option contracts$0135
Foreign exchange rate contracts$0105
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$069
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$0114
Notional value of other swaps$046
Futures and forward contracts$014
Written option contracts$086
Purchased option contracts$063
2010-06-30Rank
Derivatives$476,434,000103
Notional amount of credit derivatives$047
Bank is guarantor$037
Bank is beneficiary$033
Interest rate contracts$476,434,00097
Notional value of interest rate swaps$296,434,000101
Futures and forward contracts$180,000,00051
Written option contracts$0710
Purchased option contracts$0143
Foreign exchange rate contracts$0105
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$067
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$0117
Notional value of other swaps$049
Futures and forward contracts$015
Written option contracts$087
Purchased option contracts$063
2010-03-31Rank
Derivatives$516,361,00098
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$033
Interest rate contracts$516,361,00091
Notional value of interest rate swaps$356,268,00096
Futures and forward contracts$160,093,00045
Written option contracts$0689
Purchased option contracts$0142
Foreign exchange rate contracts$0104
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$070
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0122
Notional value of other swaps$053
Futures and forward contracts$015
Written option contracts$091
Purchased option contracts$066
2009-12-31Rank
Derivatives$534,206,00094
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$035
Interest rate contracts$534,206,00087
Notional value of interest rate swaps$363,706,00093
Futures and forward contracts$170,500,00047
Written option contracts$0689
Purchased option contracts$0146
Foreign exchange rate contracts$0100
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$067
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$0118
Notional value of other swaps$053
Futures and forward contracts$014
Written option contracts$090
Purchased option contracts$065
2009-09-30Rank
Derivatives$533,334,00097
Notional amount of credit derivatives$051
Bank is guarantor$042
Bank is beneficiary$036
Interest rate contracts$533,334,00091
Notional value of interest rate swaps$376,227,00091
Futures and forward contracts$157,107,00047
Written option contracts$0717
Purchased option contracts$0147
Foreign exchange rate contracts$0101
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$070
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0130
Notional value of other swaps$058
Futures and forward contracts$017
Written option contracts$098
Purchased option contracts$067
2009-06-30Rank
Derivatives$693,737,00091
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$036
Interest rate contracts$693,737,00083
Notional value of interest rate swaps$422,287,00090
Futures and forward contracts$271,450,00043
Written option contracts$0739
Purchased option contracts$0145
Foreign exchange rate contracts$0102
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$069
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0135
Notional value of other swaps$065
Futures and forward contracts$016
Written option contracts$0100
Purchased option contracts$075
2009-03-31Rank
Derivatives$706,076,00095
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$038
Interest rate contracts$706,076,00088
Notional value of interest rate swaps$431,634,00091
Futures and forward contracts$274,442,00047
Written option contracts$0706
Purchased option contracts$0145
Foreign exchange rate contracts$0106
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0100
Spot foreign exchange rate contracts$071
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0135
Notional value of other swaps$062
Futures and forward contracts$016
Written option contracts$0104
Purchased option contracts$079
2008-12-31Rank
Derivatives$594,751,00098
Notional amount of credit derivatives$050
Bank is guarantor$036
Bank is beneficiary$040
Interest rate contracts$594,751,00090
Notional value of interest rate swaps$437,251,00092
Futures and forward contracts$157,500,00048
Written option contracts$0636
Purchased option contracts$0145
Foreign exchange rate contracts$0104
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$071
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0134
Notional value of other swaps$070
Futures and forward contracts$016
Written option contracts$0102
Purchased option contracts$076
2008-09-30Rank
Derivatives$530,123,000102
Notional amount of credit derivatives$054
Bank is guarantor$039
Bank is beneficiary$041
Interest rate contracts$530,123,00091
Notional value of interest rate swaps$438,623,00091
Futures and forward contracts$91,500,00052
Written option contracts$0604
Purchased option contracts$0153
Foreign exchange rate contracts$0104
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$073
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0149
Notional value of other swaps$073
Futures and forward contracts$015
Written option contracts$0112
Purchased option contracts$082
2008-06-30Rank
Derivatives$534,173,000104
Notional amount of credit derivatives$052
Bank is guarantor$037
Bank is beneficiary$039
Interest rate contracts$534,173,00097
Notional value of interest rate swaps$429,673,00094
Futures and forward contracts$104,500,00051
Written option contracts$0598
Purchased option contracts$0152
Foreign exchange rate contracts$0102
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$073
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0156
Notional value of other swaps$075
Futures and forward contracts$017
Written option contracts$0114
Purchased option contracts$087
2008-03-31Rank
Derivatives$530,607,000106
Notional amount of credit derivatives$050
Bank is guarantor$038
Bank is beneficiary$037
Interest rate contracts$530,607,000100
Notional value of interest rate swaps$419,107,00093
Futures and forward contracts$111,500,00049
Written option contracts$0632
Purchased option contracts$0158
Foreign exchange rate contracts$0105
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$071
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$0157
Notional value of other swaps$076
Futures and forward contracts$018
Written option contracts$0113
Purchased option contracts$083
2007-12-31Rank
Derivatives$474,576,000104
Notional amount of credit derivatives$048
Bank is guarantor$036
Bank is beneficiary$037
Interest rate contracts$474,576,000101
Notional value of interest rate swaps$388,576,00094
Futures and forward contracts$86,000,00052
Written option contracts$0590
Purchased option contracts$0169
Foreign exchange rate contracts$0100
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$070
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$0157
Notional value of other swaps$079
Futures and forward contracts$022
Written option contracts$0111
Purchased option contracts$082
2007-09-30Rank
Derivatives$447,117,000103
Notional amount of credit derivatives$048
Bank is guarantor$035
Bank is beneficiary$039
Interest rate contracts$447,117,000100
Notional value of interest rate swaps$360,117,00094
Futures and forward contracts$87,000,00050
Written option contracts$0558
Purchased option contracts$0177
Foreign exchange rate contracts$0100
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$072
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$0170
Notional value of other swaps$083
Futures and forward contracts$024
Written option contracts$0124
Purchased option contracts$086
2007-06-30Rank
Derivatives$443,832,000114
Notional amount of credit derivatives$052
Bank is guarantor$039
Bank is beneficiary$037
Interest rate contracts$443,832,000110
Notional value of interest rate swaps$349,832,00099
Futures and forward contracts$94,000,00058
Written option contracts$0570
Purchased option contracts$0190
Foreign exchange rate contracts$0105
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$072
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$0163
Notional value of other swaps$082
Futures and forward contracts$027
Written option contracts$0118
Purchased option contracts$083
2007-03-31Rank
Derivatives$438,647,000118
Notional amount of credit derivatives$054
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$438,647,000113
Notional value of interest rate swaps$350,647,000102
Futures and forward contracts$88,000,00056
Written option contracts$0548
Purchased option contracts$0191
Foreign exchange rate contracts$0101
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$072
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0169
Notional value of other swaps$083
Futures and forward contracts$026
Written option contracts$0123
Purchased option contracts$088
2006-12-31Rank
Derivatives$439,340,000119
Notional amount of credit derivatives$048
Bank is guarantor$034
Bank is beneficiary$036
Interest rate contracts$439,340,000114
Notional value of interest rate swaps$353,977,000102
Futures and forward contracts$85,363,00057
Written option contracts$0518
Purchased option contracts$0188
Foreign exchange rate contracts$0104
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$098
Spot foreign exchange rate contracts$073
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$0165
Notional value of other swaps$084
Futures and forward contracts$026
Written option contracts$0122
Purchased option contracts$086
2006-09-30Rank
Derivatives$436,816,000121
Notional amount of credit derivatives$047
Bank is guarantor$034
Bank is beneficiary$035
Interest rate contracts$436,816,000116
Notional value of interest rate swaps$351,816,000106
Futures and forward contracts$85,000,00061
Written option contracts$0512
Purchased option contracts$0185
Foreign exchange rate contracts$0109
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$077
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0173
Notional value of other swaps$085
Futures and forward contracts$027
Written option contracts$0130
Purchased option contracts$092
2006-06-30Rank
Derivatives$457,613,000123
Notional amount of credit derivatives$041
Bank is guarantor$026
Bank is beneficiary$035
Interest rate contracts$457,613,000118
Notional value of interest rate swaps$352,613,000105
Futures and forward contracts$105,000,00059
Written option contracts$0505
Purchased option contracts$0168
Foreign exchange rate contracts$0105
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$098
Spot foreign exchange rate contracts$077
Written option contracts$036
Purchased option contracts$033
Contracts on other commodities and equities.$0172
Notional value of other swaps$088
Futures and forward contracts$029
Written option contracts$0124
Purchased option contracts$090
2006-03-31Rank
Derivatives$394,624,000123
Notional amount of credit derivatives$041
Bank is guarantor$027
Bank is beneficiary$035
Interest rate contracts$394,624,000118
Notional value of interest rate swaps$299,624,000112
Futures and forward contracts$95,000,00062
Written option contracts$0497
Purchased option contracts$0163
Foreign exchange rate contracts$0104
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$078
Written option contracts$034
Purchased option contracts$031
Contracts on other commodities and equities.$0177
Notional value of other swaps$087
Futures and forward contracts$030
Written option contracts$0127
Purchased option contracts$093
2005-12-31Rank
Derivatives$384,734,000120
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$033
Interest rate contracts$384,734,000117
Notional value of interest rate swaps$299,734,000115
Futures and forward contracts$85,000,00060
Written option contracts$0465
Purchased option contracts$0157
Foreign exchange rate contracts$0103
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$072
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0170
Notional value of other swaps$084
Futures and forward contracts$029
Written option contracts$0117
Purchased option contracts$094
2005-09-30Rank
Derivatives$404,935,000118
Notional amount of credit derivatives$039
Bank is guarantor$028
Bank is beneficiary$031
Interest rate contracts$404,935,000115
Notional value of interest rate swaps$296,935,000113
Futures and forward contracts$108,000,00058
Written option contracts$0439
Purchased option contracts$0141
Foreign exchange rate contracts$0111
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$0107
Spot foreign exchange rate contracts$079
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$0166
Notional value of other swaps$076
Futures and forward contracts$027
Written option contracts$0118
Purchased option contracts$091
2005-06-30Rank
Derivatives$384,941,000121
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$031
Interest rate contracts$384,941,000118
Notional value of interest rate swaps$276,941,000111
Futures and forward contracts$108,000,00063
Written option contracts$0424
Purchased option contracts$0117
Foreign exchange rate contracts$0109
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$078
Written option contracts$034
Purchased option contracts$032
Contracts on other commodities and equities.$0163
Notional value of other swaps$079
Futures and forward contracts$024
Written option contracts$0117
Purchased option contracts$088
2005-03-31Rank
Derivatives$358,504,000118
Notional amount of credit derivatives$035
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$358,504,000114
Notional value of interest rate swaps$260,504,000109
Futures and forward contracts$98,000,00060
Written option contracts$0342
Purchased option contracts$0119
Foreign exchange rate contracts$0112
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$0109
Spot foreign exchange rate contracts$081
Written option contracts$034
Purchased option contracts$033
Contracts on other commodities and equities.$0152
Notional value of other swaps$080
Futures and forward contracts$015
Written option contracts$0113
Purchased option contracts$084
2004-12-31Rank
Derivatives$345,813,000123
Notional amount of credit derivatives$035
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$345,813,000117
Notional value of interest rate swaps$252,813,000111
Futures and forward contracts$93,000,00063
Written option contracts$0340
Purchased option contracts$0114
Foreign exchange rate contracts$0109
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$074
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$0147
Notional value of other swaps$078
Futures and forward contracts$014
Written option contracts$0110
Purchased option contracts$079
2004-09-30Rank
Derivatives$319,455,000127
Notional amount of credit derivatives$036
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$319,455,000123
Notional value of interest rate swaps$240,095,000115
Futures and forward contracts$79,360,00072
Written option contracts$0334
Purchased option contracts$0120
Foreign exchange rate contracts$0111
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0107
Spot foreign exchange rate contracts$080
Written option contracts$034
Purchased option contracts$033
Contracts on other commodities and equities.$0148
Notional value of other swaps$075
Futures and forward contracts$014
Written option contracts$0112
Purchased option contracts$076
2004-06-30Rank
Derivatives$324,367,000125
Notional amount of credit derivatives$037
Bank is guarantor$023
Bank is beneficiary$031
Interest rate contracts$324,367,000119
Notional value of interest rate swaps$231,367,000113
Futures and forward contracts$93,000,00065
Written option contracts$0309
Purchased option contracts$0123
Foreign exchange rate contracts$0110
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0106
Spot foreign exchange rate contracts$081
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$0141
Notional value of other swaps$074
Futures and forward contracts$014
Written option contracts$0108
Purchased option contracts$075
2004-03-31Rank
Derivatives$334,743,000124
Notional amount of credit derivatives$037
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$334,743,000117
Notional value of interest rate swaps$228,159,000109
Futures and forward contracts$106,584,00070
Written option contracts$0273
Purchased option contracts$0122
Foreign exchange rate contracts$0107
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0102
Spot foreign exchange rate contracts$078
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$0134
Notional value of other swaps$071
Futures and forward contracts$013
Written option contracts$0102
Purchased option contracts$071
2003-12-31Rank
Derivatives$291,226,000124
Notional amount of credit derivatives$032
Bank is guarantor$020
Bank is beneficiary$029
Interest rate contracts$291,226,000116
Notional value of interest rate swaps$226,226,000113
Futures and forward contracts$65,000,00072
Written option contracts$0251
Purchased option contracts$0125
Foreign exchange rate contracts$0109
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0100
Spot foreign exchange rate contracts$077
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$0131
Notional value of other swaps$070
Futures and forward contracts$013
Written option contracts$099
Purchased option contracts$071
2003-09-30Rank
Derivatives$320,534,000131
Notional amount of credit derivatives$032
Bank is guarantor$019
Bank is beneficiary$028
Interest rate contracts$320,534,000124
Notional value of interest rate swaps$222,534,000112
Futures and forward contracts$98,000,00067
Written option contracts$0233
Purchased option contracts$0130
Foreign exchange rate contracts$0112
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0105
Spot foreign exchange rate contracts$078
Written option contracts$032
Purchased option contracts$030
Contracts on other commodities and equities.$0134
Notional value of other swaps$070
Futures and forward contracts$014
Written option contracts$0101
Purchased option contracts$070
2003-06-30Rank
Derivatives$406,880,000122
Notional amount of credit derivatives$030
Bank is guarantor$020
Bank is beneficiary$025
Interest rate contracts$406,880,000117
Notional value of interest rate swaps$179,921,000117
Futures and forward contracts$226,959,00060
Written option contracts$0209
Purchased option contracts$0134
Foreign exchange rate contracts$0111
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$078
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$0130
Notional value of other swaps$068
Futures and forward contracts$014
Written option contracts$096
Purchased option contracts$064
2003-03-31Rank
Derivatives$262,559,000139
Notional amount of credit derivatives$033
Bank is guarantor$023
Bank is beneficiary$025
Interest rate contracts$262,559,000135
Notional value of interest rate swaps$130,559,000126
Futures and forward contracts$132,000,00067
Written option contracts$0168
Purchased option contracts$0139
Foreign exchange rate contracts$0110
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$081
Written option contracts$028
Purchased option contracts$027
Contracts on other commodities and equities.$0123
Notional value of other swaps$065
Futures and forward contracts$012
Written option contracts$086
Purchased option contracts$062
2002-12-31Rank
Derivatives$194,245,000143
Notional amount of credit derivatives$030
Bank is guarantor$023
Bank is beneficiary$021
Interest rate contracts$194,245,000134
Notional value of interest rate swaps$89,129,000140
Futures and forward contracts$105,116,00064
Written option contracts$0138
Purchased option contracts$0146
Foreign exchange rate contracts$0110
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0103
Spot foreign exchange rate contracts$081
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$0109
Notional value of other swaps$053
Futures and forward contracts$011
Written option contracts$075
Purchased option contracts$059
2001-12-31Rank
Derivatives$0450
Notional amount of credit derivatives$032
Bank is guarantor$022
Bank is beneficiary$024
Interest rate contracts$0395
Notional value of interest rate swaps$0263
Futures and forward contracts$0140
Written option contracts$091
Purchased option contracts$0176
Foreign exchange rate contracts$0113
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$0105
Spot foreign exchange rate contracts$079
Written option contracts$028
Purchased option contracts$028
Contracts on other commodities and equities.$073
Notional value of other swaps$028
Futures and forward contracts$011
Written option contracts$044
Purchased option contracts$038
2000-12-31Rank
Derivatives$0481
Notional amount of credit derivatives$031
Bank is guarantor$024
Bank is beneficiary$019
Interest rate contracts$0427
Notional value of interest rate swaps$0286
Futures and forward contracts$0127
Written option contracts$098
Purchased option contracts$0204
Foreign exchange rate contracts$0134
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$0125
Spot foreign exchange rate contracts$090
Written option contracts$028
Purchased option contracts$029
Contracts on other commodities and equities.$066
Notional value of other swaps$024
Futures and forward contracts$012
Written option contracts$049
Purchased option contracts$031
1999-12-31Rank
Derivatives$0488
Notional amount of credit derivatives$027
Bank is guarantor$023
Bank is beneficiary$015
Interest rate contracts$0447
Notional value of interest rate swaps$0316
Futures and forward contracts$0135
Written option contracts$099
Purchased option contracts$0208
Foreign exchange rate contracts$0125
Notional value of exchange swaps$038
Commitments to purchase foreign currencies & U.S. dollar exchange$0120
Spot foreign exchange rate contracts$087
Written option contracts$035
Purchased option contracts$036
Contracts on other commodities and equities.$060
Notional value of other swaps$024
Futures and forward contracts$010
Written option contracts$047
Purchased option contracts$032
1998-12-31Rank
Derivatives$0527
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$0487
Notional value of interest rate swaps$0331
Futures and forward contracts$0151
Written option contracts$098
Purchased option contracts$0228
Foreign exchange rate contracts$0135
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$0127
Spot foreign exchange rate contracts$0101
Written option contracts$037
Purchased option contracts$039
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$0533
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$0492
Notional value of interest rate swaps$0323
Futures and forward contracts$0177
Written option contracts$0109
Purchased option contracts$0240
Foreign exchange rate contracts$0150
Notional value of exchange swaps$037
Commitments to purchase foreign currencies & U.S. dollar exchange$0140
Spot foreign exchange rate contracts$0110
Written option contracts$041
Purchased option contracts$043
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$0549
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0508
Notional value of interest rate swaps$0389
Futures and forward contracts$0134
Written option contracts$0132
Purchased option contracts$0241
Foreign exchange rate contracts$0170
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$0162
Spot foreign exchange rate contracts$0127
Written option contracts$037
Purchased option contracts$041
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$0628
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0577
Notional value of interest rate swaps$0470
Futures and forward contracts$0149
Written option contracts$0132
Purchased option contracts$0296
Foreign exchange rate contracts$0190
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0183
Spot foreign exchange rate contracts$0142
Written option contracts$044
Purchased option contracts$047
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$0687
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0630
Notional value of interest rate swaps$0530
Futures and forward contracts$0164
Written option contracts$0137
Purchased option contracts$0280
Foreign exchange rate contracts$0190
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0196
Spot foreign exchange rate contractsNANA
Written option contracts$036
Purchased option contracts$042
Contracts on other commodities and equities.$052
Notional value of other swapsNANA
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA
1993-12-31Rank
Derivatives$0714
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0646
Notional value of interest rate swaps$0543
Futures and forward contracts$0179
Written option contracts$0121
Purchased option contracts$0236
Foreign exchange rate contracts$0204
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0212
Spot foreign exchange rate contractsNANA
Written option contracts$039
Purchased option contracts$040
Contracts on other commodities and equities.$046
Notional value of other swapsNANA
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA
1992-12-31Rank
Derivatives$0651
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0574
Notional value of interest rate swaps$0497
Futures and forward contracts$0150
Written option contracts$0109
Purchased option contracts$0202
Foreign exchange rate contracts$0229
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0237
Spot foreign exchange rate contractsNANA
Written option contracts$043
Purchased option contracts$041
Contracts on other commodities and equities.$032
Notional value of other swapsNANA
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA