Home > Bank of America > Derivatives

Bank of America, Derivatives

2022-03-31Rank
Derivatives$23,002,087,000,0004
Notional amount of credit derivatives$549,122,000,0004
Bank is guarantor$265,620,000,0003
Bank is beneficiary$283,502,000,0004
Interest rate contracts$15,557,003,000,0004
Notional value of interest rate swaps$12,351,054,000,0004
Futures and forward contracts$713,213,000,0004
Written option contracts$1,278,718,000,0004
Purchased option contracts$1,214,018,000,0004
Foreign exchange rate contracts$6,027,483,000,0004
Notional value of exchange swaps$934,906,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$4,489,460,000,0002
Spot foreign exchange rate contracts$521,909,000,0002
Written option contracts$299,293,000,0004
Purchased option contracts$303,824,000,0004
Contracts on other commodities and equities.$868,479,000,0003
Notional value of other swaps$349,313,000,0003
Futures and forward contracts$51,117,000,0004
Written option contracts$272,311,000,0003
Purchased option contracts$195,738,000,0003
2021-12-31Rank
Derivatives$18,498,057,000,0004
Notional amount of credit derivatives$446,454,000,0004
Bank is guarantor$216,419,000,0004
Bank is beneficiary$230,035,000,0004
Interest rate contracts$12,308,188,000,0004
Notional value of interest rate swaps$9,530,532,000,0004
Futures and forward contracts$460,896,000,0006
Written option contracts$1,173,714,000,0004
Purchased option contracts$1,143,046,000,0004
Foreign exchange rate contracts$4,938,982,000,0004
Notional value of exchange swaps$891,122,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,605,015,000,0004
Spot foreign exchange rate contracts$305,962,000,0003
Written option contracts$219,718,000,0004
Purchased option contracts$223,127,000,0004
Contracts on other commodities and equities.$804,433,000,0003
Notional value of other swaps$356,404,000,0003
Futures and forward contracts$41,744,000,0004
Written option contracts$225,937,000,0003
Purchased option contracts$180,348,000,0003
2021-09-30Rank
Derivatives$20,191,196,000,0004
Notional amount of credit derivatives$442,860,000,0004
Bank is guarantor$215,987,000,0004
Bank is beneficiary$226,873,000,0004
Interest rate contracts$13,495,274,000,0004
Notional value of interest rate swaps$10,200,268,000,0004
Futures and forward contracts$990,109,000,0005
Written option contracts$1,141,273,000,0004
Purchased option contracts$1,163,624,000,0004
Foreign exchange rate contracts$5,439,302,000,0004
Notional value of exchange swaps$909,096,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$4,083,401,000,0004
Spot foreign exchange rate contracts$583,763,000,0003
Written option contracts$220,825,000,0004
Purchased option contracts$225,980,000,0004
Contracts on other commodities and equities.$813,760,000,0003
Notional value of other swaps$363,248,000,0003
Futures and forward contracts$41,152,000,0004
Written option contracts$230,364,000,0003
Purchased option contracts$178,996,000,0003
2021-06-30Rank
Derivatives$19,001,395,000,0004
Notional amount of credit derivatives$442,108,000,0003
Bank is guarantor$216,070,000,0003
Bank is beneficiary$226,038,000,0003
Interest rate contracts$12,599,748,000,0004
Notional value of interest rate swaps$9,195,232,000,0004
Futures and forward contracts$1,033,793,000,0005
Written option contracts$1,152,383,000,0004
Purchased option contracts$1,218,340,000,0004
Foreign exchange rate contracts$5,249,301,000,0004
Notional value of exchange swaps$920,773,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,898,380,000,0003
Spot foreign exchange rate contracts$455,509,000,0003
Written option contracts$215,326,000,0004
Purchased option contracts$214,822,000,0004
Contracts on other commodities and equities.$710,238,000,0003
Notional value of other swaps$320,112,000,0003
Futures and forward contracts$37,844,000,0004
Written option contracts$194,448,000,0003
Purchased option contracts$157,834,000,0003
2021-03-31Rank
Derivatives$19,227,278,000,0004
Notional amount of credit derivatives$455,205,000,0003
Bank is guarantor$221,073,000,0003
Bank is beneficiary$234,132,000,0003
Interest rate contracts$12,320,055,000,0004
Notional value of interest rate swaps$8,513,120,000,0004
Futures and forward contracts$1,453,377,000,0005
Written option contracts$1,161,065,000,0004
Purchased option contracts$1,192,493,000,0004
Foreign exchange rate contracts$5,828,055,000,0004
Notional value of exchange swaps$909,239,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$4,489,665,000,0003
Spot foreign exchange rate contracts$701,220,000,0002
Written option contracts$213,861,000,0004
Purchased option contracts$215,290,000,0004
Contracts on other commodities and equities.$623,963,000,0003
Notional value of other swaps$262,000,000,0003
Futures and forward contracts$33,460,000,0004
Written option contracts$189,140,000,0003
Purchased option contracts$139,363,000,0003
2020-12-31Rank
Derivatives$15,130,256,000,0004
Notional amount of credit derivatives$441,494,000,0003
Bank is guarantor$214,782,000,0003
Bank is beneficiary$226,712,000,0003
Interest rate contracts$9,659,921,000,0004
Notional value of interest rate swaps$6,863,230,000,0004
Futures and forward contracts$716,791,000,0005
Written option contracts$1,031,228,000,0004
Purchased option contracts$1,048,672,000,0004
Foreign exchange rate contracts$4,426,595,000,0004
Notional value of exchange swaps$898,975,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,188,596,000,0004
Spot foreign exchange rate contracts$293,480,000,0004
Written option contracts$169,365,000,0004
Purchased option contracts$169,659,000,0004
Contracts on other commodities and equities.$602,246,000,0003
Notional value of other swaps$237,472,000,0003
Futures and forward contracts$20,047,000,0005
Written option contracts$190,913,000,0003
Purchased option contracts$153,814,000,0003
2020-09-30Rank
Derivatives$17,891,366,000,0004
Notional amount of credit derivatives$536,115,000,0003
Bank is guarantor$256,948,000,0003
Bank is beneficiary$279,167,000,0003
Interest rate contracts$11,875,296,000,0004
Notional value of interest rate swaps$8,426,507,000,0004
Futures and forward contracts$1,266,563,000,0005
Written option contracts$1,104,189,000,0004
Purchased option contracts$1,078,037,000,0004
Foreign exchange rate contracts$4,904,947,000,0004
Notional value of exchange swaps$894,531,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,653,486,000,0003
Spot foreign exchange rate contracts$394,096,000,0004
Written option contracts$177,187,000,0004
Purchased option contracts$179,743,000,0004
Contracts on other commodities and equities.$575,008,000,0003
Notional value of other swaps$214,247,000,0003
Futures and forward contracts$24,033,000,0004
Written option contracts$186,328,000,0003
Purchased option contracts$150,400,000,0003
2020-06-30Rank
Derivatives$18,929,229,000,0004
Notional amount of credit derivatives$512,747,000,0003
Bank is guarantor$242,971,000,0003
Bank is beneficiary$269,776,000,0003
Interest rate contracts$12,974,942,000,0004
Notional value of interest rate swaps$9,024,445,000,0004
Futures and forward contracts$1,625,174,000,0005
Written option contracts$1,180,069,000,0004
Purchased option contracts$1,145,254,000,0004
Foreign exchange rate contracts$4,930,876,000,0004
Notional value of exchange swaps$909,432,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,703,636,000,0003
Spot foreign exchange rate contracts$376,550,000,0003
Written option contracts$158,739,000,0004
Purchased option contracts$159,069,000,0004
Contracts on other commodities and equities.$510,664,000,0003
Notional value of other swaps$187,880,000,0003
Futures and forward contracts$16,028,000,0005
Written option contracts$169,906,000,0003
Purchased option contracts$136,850,000,0003
2020-03-31Rank
Derivatives$20,612,117,000,0004
Notional amount of credit derivatives$562,043,000,0003
Bank is guarantor$271,895,000,0003
Bank is beneficiary$290,148,000,0003
Interest rate contracts$14,323,001,000,0004
Notional value of interest rate swaps$9,588,547,000,0004
Futures and forward contracts$2,282,218,000,0005
Written option contracts$1,252,163,000,0004
Purchased option contracts$1,200,073,000,0004
Foreign exchange rate contracts$5,240,647,000,0004
Notional value of exchange swaps$995,680,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,907,656,000,0004
Spot foreign exchange rate contracts$339,257,000,0004
Written option contracts$169,058,000,0004
Purchased option contracts$168,253,000,0004
Contracts on other commodities and equities.$486,426,000,0003
Notional value of other swaps$182,635,000,0003
Futures and forward contracts$11,490,000,0005
Written option contracts$147,162,000,0003
Purchased option contracts$145,139,000,0004
2019-12-31Rank
Derivatives$17,083,095,000,0004
Notional amount of credit derivatives$482,730,000,0003
Bank is guarantor$237,226,000,0003
Bank is beneficiary$245,504,000,0003
Interest rate contracts$11,363,331,000,0004
Notional value of interest rate swaps$7,987,305,000,0004
Futures and forward contracts$1,056,717,000,0005
Written option contracts$1,199,185,000,0004
Purchased option contracts$1,120,124,000,0004
Foreign exchange rate contracts$4,623,013,000,0004
Notional value of exchange swaps$1,009,085,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,311,478,000,0004
Spot foreign exchange rate contracts$290,904,000,0003
Written option contracts$153,394,000,0004
Purchased option contracts$149,056,000,0004
Contracts on other commodities and equities.$614,021,000,0003
Notional value of other swaps$210,509,000,0003
Futures and forward contracts$24,829,000,0004
Written option contracts$207,327,000,0003
Purchased option contracts$171,356,000,0003
2019-09-30Rank
Derivatives$22,377,018,000,0004
Notional amount of credit derivatives$506,984,000,0003
Bank is guarantor$242,456,000,0003
Bank is beneficiary$264,528,000,0003
Interest rate contracts$15,401,008,000,0004
Notional value of interest rate swaps$10,665,713,000,0004
Futures and forward contracts$2,319,341,000,0005
Written option contracts$1,221,722,000,0004
Purchased option contracts$1,194,232,000,0004
Foreign exchange rate contracts$5,900,107,000,0004
Notional value of exchange swaps$1,094,234,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$4,461,639,000,0004
Spot foreign exchange rate contracts$503,845,000,0002
Written option contracts$171,389,000,0004
Purchased option contracts$172,845,000,0004
Contracts on other commodities and equities.$568,919,000,0003
Notional value of other swaps$189,556,000,0003
Futures and forward contracts$16,019,000,0005
Written option contracts$193,888,000,0003
Purchased option contracts$169,456,000,0003
2019-06-30Rank
Derivatives$22,789,431,000,0004
Notional amount of credit derivatives$539,717,000,0003
Bank is guarantor$267,538,000,0003
Bank is beneficiary$272,179,000,0003
Interest rate contracts$15,942,982,000,0004
Notional value of interest rate swaps$11,224,624,000,0004
Futures and forward contracts$2,444,412,000,0005
Written option contracts$1,149,065,000,0004
Purchased option contracts$1,124,881,000,0004
Foreign exchange rate contracts$5,734,673,000,0004
Notional value of exchange swaps$1,054,984,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$4,371,037,000,0003
Spot foreign exchange rate contracts$563,594,000,0003
Written option contracts$155,251,000,0004
Purchased option contracts$153,401,000,0004
Contracts on other commodities and equities.$572,059,000,0003
Notional value of other swaps$190,915,000,0003
Futures and forward contracts$11,719,000,0005
Written option contracts$206,219,000,0003
Purchased option contracts$163,206,000,0003
2019-03-31Rank
Derivatives$20,867,775,000,0004
Notional amount of credit derivatives$579,513,000,0003
Bank is guarantor$283,136,000,0003
Bank is beneficiary$296,377,000,0003
Interest rate contracts$14,037,928,000,0004
Notional value of interest rate swaps$9,835,413,000,0004
Futures and forward contracts$2,146,128,000,0005
Written option contracts$1,027,830,000,0004
Purchased option contracts$1,028,557,000,0004
Foreign exchange rate contracts$5,672,395,000,0003
Notional value of exchange swaps$1,009,515,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$4,383,157,000,0003
Spot foreign exchange rate contracts$431,354,000,0003
Written option contracts$143,423,000,0004
Purchased option contracts$136,300,000,0004
Contracts on other commodities and equities.$577,939,000,0003
Notional value of other swaps$186,997,000,0003
Futures and forward contracts$21,935,000,0004
Written option contracts$195,493,000,0003
Purchased option contracts$173,514,000,0003
2018-12-31Rank
Derivatives$18,028,718,000,0004
Notional amount of credit derivatives$582,890,000,0003
Bank is guarantor$288,369,000,0003
Bank is beneficiary$294,521,000,0003
Interest rate contracts$12,055,035,000,0004
Notional value of interest rate swaps$8,676,200,000,0004
Futures and forward contracts$1,456,204,000,0005
Written option contracts$956,797,000,0004
Purchased option contracts$965,834,000,0004
Foreign exchange rate contracts$4,898,574,000,0003
Notional value of exchange swaps$1,015,363,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,638,446,000,0003
Spot foreign exchange rate contracts$288,859,000,0003
Written option contracts$124,446,000,0004
Purchased option contracts$120,319,000,0004
Contracts on other commodities and equities.$492,219,000,0003
Notional value of other swaps$173,213,000,0003
Futures and forward contracts$19,030,000,0005
Written option contracts$158,010,000,0003
Purchased option contracts$141,966,000,0003
2018-09-30Rank
Derivatives$20,841,507,000,0004
Notional amount of credit derivatives$590,145,000,0003
Bank is guarantor$291,049,000,0003
Bank is beneficiary$299,096,000,0003
Interest rate contracts$14,561,832,000,0004
Notional value of interest rate swaps$9,906,448,000,0004
Futures and forward contracts$3,307,750,000,0004
Written option contracts$668,177,000,0004
Purchased option contracts$679,457,000,0004
Foreign exchange rate contracts$5,194,822,000,0003
Notional value of exchange swaps$1,156,507,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,734,521,000,0003
Spot foreign exchange rate contracts$429,381,000,0003
Written option contracts$153,261,000,0004
Purchased option contracts$150,533,000,0004
Contracts on other commodities and equities.$494,708,000,0003
Notional value of other swaps$171,523,000,0003
Futures and forward contracts$13,988,000,0005
Written option contracts$175,283,000,0003
Purchased option contracts$133,914,000,0003
2018-06-30Rank
Derivatives$22,206,811,000,0004
Notional amount of credit derivatives$631,185,000,0003
Bank is guarantor$310,465,000,0003
Bank is beneficiary$320,720,000,0003
Interest rate contracts$15,213,442,000,0004
Notional value of interest rate swaps$10,338,219,000,0004
Futures and forward contracts$3,571,410,000,0004
Written option contracts$674,588,000,0004
Purchased option contracts$629,225,000,0004
Foreign exchange rate contracts$5,950,495,000,0003
Notional value of exchange swaps$1,155,562,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$4,434,026,000,0003
Spot foreign exchange rate contracts$473,638,000,0003
Written option contracts$183,874,000,0003
Purchased option contracts$177,033,000,0003
Contracts on other commodities and equities.$411,689,000,0003
Notional value of other swaps$154,691,000,0003
Futures and forward contracts$9,509,000,0005
Written option contracts$131,428,000,0003
Purchased option contracts$116,061,000,0003
2018-03-31Rank
Derivatives$21,593,895,000,0004
Notional amount of credit derivatives$705,461,000,0003
Bank is guarantor$344,316,000,0003
Bank is beneficiary$361,145,000,0003
Interest rate contracts$14,889,111,000,0004
Notional value of interest rate swaps$10,197,429,000,0004
Futures and forward contracts$3,476,544,000,0004
Written option contracts$607,753,000,0004
Purchased option contracts$607,385,000,0004
Foreign exchange rate contracts$5,623,821,000,0003
Notional value of exchange swaps$1,196,318,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$4,084,677,000,0003
Spot foreign exchange rate contracts$482,193,000,0003
Written option contracts$172,805,000,0003
Purchased option contracts$170,021,000,0003
Contracts on other commodities and equities.$375,502,000,0003
Notional value of other swaps$150,075,000,0003
Futures and forward contracts$6,399,000,0005
Written option contracts$113,365,000,0003
Purchased option contracts$105,663,000,0003
2017-12-31Rank
Derivatives$18,401,323,000,0004
Notional amount of credit derivatives$709,484,000,0003
Bank is guarantor$350,607,000,0003
Bank is beneficiary$358,877,000,0003
Interest rate contracts$12,736,796,000,0004
Notional value of interest rate swaps$8,980,292,000,0004
Futures and forward contracts$2,659,069,000,0004
Written option contracts$547,419,000,0004
Purchased option contracts$550,016,000,0004
Foreign exchange rate contracts$4,588,842,000,0003
Notional value of exchange swaps$1,183,143,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,112,537,000,0003
Spot foreign exchange rate contracts$315,390,000,0003
Written option contracts$143,659,000,0003
Purchased option contracts$149,503,000,0003
Contracts on other commodities and equities.$366,201,000,0003
Notional value of other swaps$163,512,000,0003
Futures and forward contracts$14,289,000,0005
Written option contracts$108,967,000,0003
Purchased option contracts$79,433,000,0004
2017-09-30Rank
Derivatives$23,047,428,000,0004
Notional amount of credit derivatives$840,937,000,0003
Bank is guarantor$418,436,000,0003
Bank is beneficiary$422,501,000,0003
Interest rate contracts$16,483,968,000,0004
Notional value of interest rate swaps$11,546,166,000,0004
Futures and forward contracts$3,659,166,000,0004
Written option contracts$664,039,000,0004
Purchased option contracts$614,597,000,0004
Foreign exchange rate contracts$5,349,407,000,0003
Notional value of exchange swaps$1,189,394,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,786,687,000,0003
Spot foreign exchange rate contracts$430,003,000,0003
Written option contracts$184,322,000,0003
Purchased option contracts$189,004,000,0003
Contracts on other commodities and equities.$373,116,000,0003
Notional value of other swaps$159,619,000,0003
Futures and forward contracts$5,346,000,0005
Written option contracts$117,276,000,0003
Purchased option contracts$90,875,000,0003
2017-06-30Rank
Derivatives$23,217,406,000,0004
Notional amount of credit derivatives$820,982,000,0003
Bank is guarantor$410,093,000,0003
Bank is beneficiary$410,889,000,0003
Interest rate contracts$16,776,681,000,0004
Notional value of interest rate swaps$11,870,794,000,0004
Futures and forward contracts$3,786,875,000,0004
Written option contracts$549,595,000,0004
Purchased option contracts$569,417,000,0004
Foreign exchange rate contracts$5,221,388,000,0003
Notional value of exchange swaps$1,141,642,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,750,750,000,0003
Spot foreign exchange rate contracts$436,121,000,0003
Written option contracts$170,225,000,0004
Purchased option contracts$158,771,000,0004
Contracts on other commodities and equities.$398,355,000,0003
Notional value of other swaps$146,813,000,0003
Futures and forward contracts$8,362,000,0005
Written option contracts$139,095,000,0003
Purchased option contracts$104,085,000,0003
2017-03-31Rank
Derivatives$22,720,669,000,0004
Notional amount of credit derivatives$949,248,000,0003
Bank is guarantor$476,378,000,0003
Bank is beneficiary$472,870,000,0003
Interest rate contracts$16,117,762,000,0004
Notional value of interest rate swaps$10,877,951,000,0004
Futures and forward contracts$4,189,839,000,0004
Written option contracts$501,733,000,0004
Purchased option contracts$548,239,000,0004
Foreign exchange rate contracts$5,268,018,000,0003
Notional value of exchange swaps$1,047,195,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,861,404,000,0003
Spot foreign exchange rate contracts$437,647,000,0003
Written option contracts$178,008,000,0004
Purchased option contracts$181,411,000,0004
Contracts on other commodities and equities.$385,641,000,0003
Notional value of other swaps$161,449,000,0003
Futures and forward contracts$3,771,000,0005
Written option contracts$129,055,000,0003
Purchased option contracts$91,366,000,0003
2016-12-31Rank
Derivatives$21,409,764,000,0004
Notional amount of credit derivatives$978,880,000,0003
Bank is guarantor$496,014,000,0003
Bank is beneficiary$482,866,000,0003
Interest rate contracts$15,703,092,000,0004
Notional value of interest rate swaps$10,694,576,000,0004
Futures and forward contracts$3,951,113,000,0004
Written option contracts$520,448,000,0004
Purchased option contracts$536,955,000,0004
Foreign exchange rate contracts$4,398,523,000,0003
Notional value of exchange swaps$963,289,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,057,792,000,0003
Spot foreign exchange rate contracts$263,797,000,0003
Written option contracts$190,631,000,0004
Purchased option contracts$186,811,000,0004
Contracts on other commodities and equities.$329,269,000,0003
Notional value of other swaps$150,939,000,0003
Futures and forward contracts$1,161,000,0005
Written option contracts$103,561,000,0003
Purchased option contracts$73,608,000,0003
2016-09-30Rank
Derivatives$22,437,645,000,0004
Notional amount of credit derivatives$1,359,701,000,0003
Bank is guarantor$683,583,000,0003
Bank is beneficiary$676,118,000,0003
Interest rate contracts$15,646,046,000,0004
Notional value of interest rate swaps$10,490,953,000,0004
Futures and forward contracts$4,047,464,000,0004
Written option contracts$536,998,000,0004
Purchased option contracts$570,631,000,0004
Foreign exchange rate contracts$5,095,537,000,0003
Notional value of exchange swaps$1,009,300,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,684,227,000,0002
Spot foreign exchange rate contracts$464,550,000,0003
Written option contracts$204,638,000,0004
Purchased option contracts$197,372,000,0004
Contracts on other commodities and equities.$336,361,000,0003
Notional value of other swaps$170,434,000,0003
Futures and forward contracts$1,551,000,0005
Written option contracts$97,163,000,0003
Purchased option contracts$67,213,000,0003
2016-06-30Rank
Derivatives$27,402,395,000,0004
Notional amount of credit derivatives$1,458,483,000,0003
Bank is guarantor$730,740,000,0003
Bank is beneficiary$727,743,000,0003
Interest rate contracts$19,523,140,000,0004
Notional value of interest rate swaps$13,338,478,000,0004
Futures and forward contracts$5,073,053,000,0003
Written option contracts$538,888,000,0004
Purchased option contracts$572,721,000,0004
Foreign exchange rate contracts$6,077,258,000,0003
Notional value of exchange swaps$1,071,523,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$4,404,856,000,0002
Spot foreign exchange rate contracts$539,758,000,0003
Written option contracts$300,088,000,0004
Purchased option contracts$300,791,000,0003
Contracts on other commodities and equities.$343,514,000,0003
Notional value of other swaps$170,308,000,0003
Futures and forward contracts$3,466,000,0005
Written option contracts$100,548,000,0003
Purchased option contracts$69,192,000,0003
2016-03-31Rank
Derivatives$26,887,614,000,0004
Notional amount of credit derivatives$1,653,695,000,0003
Bank is guarantor$834,302,000,0003
Bank is beneficiary$819,393,000,0003
Interest rate contracts$18,892,451,000,0004
Notional value of interest rate swaps$12,777,191,000,0004
Futures and forward contracts$4,939,028,000,0003
Written option contracts$570,783,000,0004
Purchased option contracts$605,449,000,0004
Foreign exchange rate contracts$6,005,483,000,0003
Notional value of exchange swaps$1,062,929,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$4,228,519,000,0002
Spot foreign exchange rate contracts$625,328,000,0003
Written option contracts$356,912,000,0003
Purchased option contracts$357,123,000,0003
Contracts on other commodities and equities.$335,985,000,0003
Notional value of other swaps$176,252,000,0003
Futures and forward contracts$2,197,000,0005
Written option contracts$90,251,000,0003
Purchased option contracts$67,285,000,0003
2015-12-31Rank
Derivatives$26,073,606,000,0004
Notional amount of credit derivatives$1,617,946,000,0003
Bank is guarantor$815,208,000,0003
Bank is beneficiary$802,738,000,0003
Interest rate contracts$18,497,687,000,0004
Notional value of interest rate swaps$12,590,523,000,0004
Futures and forward contracts$4,733,478,000,0004
Written option contracts$571,773,000,0004
Purchased option contracts$601,913,000,0004
Foreign exchange rate contracts$5,615,964,000,0003
Notional value of exchange swaps$1,057,281,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$3,906,693,000,0002
Spot foreign exchange rate contracts$404,112,000,0001
Written option contracts$326,454,000,0003
Purchased option contracts$325,536,000,0003
Contracts on other commodities and equities.$342,009,000,0003
Notional value of other swaps$194,439,000,0003
Futures and forward contracts$2,180,000,0005
Written option contracts$83,958,000,0003
Purchased option contracts$61,432,000,0003
2015-09-30Rank
Derivatives$28,434,631,000,0004
Notional amount of credit derivatives$1,814,832,000,0003
Bank is guarantor$909,235,000,0003
Bank is beneficiary$905,597,000,0003
Interest rate contracts$20,081,622,000,0004
Notional value of interest rate swaps$12,975,902,000,0004
Futures and forward contracts$5,669,604,000,0003
Written option contracts$739,076,000,0004
Purchased option contracts$697,040,000,0004
Foreign exchange rate contracts$6,203,060,000,0003
Notional value of exchange swaps$1,116,678,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$4,267,868,000,0002
Spot foreign exchange rate contracts$623,535,000,0003
Written option contracts$408,522,000,0003
Purchased option contracts$409,992,000,0003
Contracts on other commodities and equities.$335,117,000,0003
Notional value of other swaps$189,160,000,0003
Futures and forward contracts$303,000,0008
Written option contracts$85,392,000,0003
Purchased option contracts$60,262,000,0004
2015-06-30Rank
Derivatives$29,657,957,000,0004
Notional amount of credit derivatives$1,925,826,000,0003
Bank is guarantor$961,357,000,0003
Bank is beneficiary$964,469,000,0003
Interest rate contracts$20,789,327,000,0004
Notional value of interest rate swaps$13,958,612,000,0004
Futures and forward contracts$5,243,587,000,0004
Written option contracts$827,594,000,0004
Purchased option contracts$759,534,000,0004
Foreign exchange rate contracts$6,595,961,000,0003
Notional value of exchange swaps$1,211,246,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$4,528,812,000,0002
Spot foreign exchange rate contracts$595,310,000,0003
Written option contracts$428,560,000,0003
Purchased option contracts$427,343,000,0003
Contracts on other commodities and equities.$346,843,000,0003
Notional value of other swaps$197,942,000,0003
Futures and forward contracts$430,000,0007
Written option contracts$87,669,000,0003
Purchased option contracts$60,802,000,0004
2015-03-31Rank
Derivatives$31,826,341,000,0004
Notional amount of credit derivatives$2,120,975,000,0003
Bank is guarantor$1,061,227,000,0003
Bank is beneficiary$1,059,748,000,0003
Interest rate contracts$22,814,256,000,0004
Notional value of interest rate swaps$14,087,523,000,0004
Futures and forward contracts$7,060,681,000,0002
Written option contracts$871,427,000,0004
Purchased option contracts$794,625,000,0004
Foreign exchange rate contracts$6,538,554,000,0003
Notional value of exchange swaps$1,225,190,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$4,479,019,000,0002
Spot foreign exchange rate contracts$516,056,000,0003
Written option contracts$417,448,000,0003
Purchased option contracts$416,897,000,0003
Contracts on other commodities and equities.$352,556,000,0003
Notional value of other swaps$219,542,000,0003
Futures and forward contracts$352,000,0008
Written option contracts$75,271,000,0004
Purchased option contracts$57,391,000,0004
2014-12-31Rank
Derivatives$37,123,622,000,0004
Notional amount of credit derivatives$2,185,561,000,0003
Bank is guarantor$1,092,918,000,0003
Bank is beneficiary$1,092,643,000,0003
Interest rate contracts$28,094,603,000,0004
Notional value of interest rate swaps$19,508,371,000,0004
Futures and forward contracts$6,881,283,000,0002
Written option contracts$878,481,000,0004
Purchased option contracts$826,468,000,0004
Foreign exchange rate contracts$6,458,770,000,0003
Notional value of exchange swaps$1,252,303,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$4,426,501,000,0002
Spot foreign exchange rate contracts$397,303,000,0002
Written option contracts$389,886,000,0003
Purchased option contracts$390,080,000,0003
Contracts on other commodities and equities.$384,688,000,0003
Notional value of other swaps$227,890,000,0003
Futures and forward contracts$899,000,0005
Written option contracts$86,948,000,0004
Purchased option contracts$68,951,000,0004
2014-09-30Rank
Derivatives$38,111,062,000,0004
Notional amount of credit derivatives$2,372,633,000,0003
Bank is guarantor$1,176,421,000,0003
Bank is beneficiary$1,196,212,000,0003
Interest rate contracts$28,394,819,000,0004
Notional value of interest rate swaps$19,638,282,000,0004
Futures and forward contracts$7,055,985,000,0002
Written option contracts$870,907,000,0004
Purchased option contracts$829,645,000,0004
Foreign exchange rate contracts$6,958,751,000,0003
Notional value of exchange swaps$1,285,990,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$4,715,696,000,0002
Spot foreign exchange rate contracts$605,902,000,0003
Written option contracts$479,715,000,0003
Purchased option contracts$477,350,000,0003
Contracts on other commodities and equities.$384,859,000,0003
Notional value of other swaps$232,033,000,0003
Futures and forward contracts$4,156,000,0005
Written option contracts$83,818,000,0004
Purchased option contracts$64,852,000,0004
2014-06-30Rank
Derivatives$37,270,132,000,0004
Notional amount of credit derivatives$2,519,977,000,0003
Bank is guarantor$1,253,344,000,0003
Bank is beneficiary$1,266,633,000,0003
Interest rate contracts$28,314,853,000,0004
Notional value of interest rate swaps$19,931,769,000,0004
Futures and forward contracts$6,626,812,000,0002
Written option contracts$902,765,000,0004
Purchased option contracts$853,507,000,0004
Foreign exchange rate contracts$6,048,973,000,0003
Notional value of exchange swaps$1,341,103,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$4,027,576,000,0002
Spot foreign exchange rate contracts$485,502,000,0003
Written option contracts$340,267,000,0003
Purchased option contracts$340,027,000,0003
Contracts on other commodities and equities.$386,329,000,0003
Notional value of other swaps$247,136,000,0002
Futures and forward contracts$6,703,000,0005
Written option contracts$71,269,000,0004
Purchased option contracts$61,221,000,0004
2014-03-31Rank
Derivatives$36,411,874,000,0004
Notional amount of credit derivatives$2,615,680,000,0002
Bank is guarantor$1,304,027,000,0002
Bank is beneficiary$1,311,653,000,0003
Interest rate contracts$27,585,270,000,0004
Notional value of interest rate swaps$20,956,028,000,0004
Futures and forward contracts$4,888,262,000,0004
Written option contracts$887,586,000,0004
Purchased option contracts$853,394,000,0004
Foreign exchange rate contracts$5,831,820,000,0003
Notional value of exchange swaps$1,303,689,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$3,808,724,000,0002
Spot foreign exchange rate contracts$483,921,000,0003
Written option contracts$362,478,000,0003
Purchased option contracts$356,929,000,0003
Contracts on other commodities and equities.$379,104,000,0003
Notional value of other swaps$240,978,000,0002
Futures and forward contracts$5,621,000,0005
Written option contracts$76,223,000,0004
Purchased option contracts$56,282,000,0004
2013-12-31Rank
Derivatives$39,103,552,000,0004
Notional amount of credit derivatives$2,589,004,000,0002
Bank is guarantor$1,292,846,000,0002
Bank is beneficiary$1,296,158,000,0003
Interest rate contracts$31,012,145,000,0004
Notional value of interest rate swaps$23,188,874,000,0004
Futures and forward contracts$6,002,647,000,0002
Written option contracts$934,685,000,0004
Purchased option contracts$885,939,000,0004
Foreign exchange rate contracts$5,093,706,000,0003
Notional value of exchange swaps$1,293,815,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$3,172,487,000,0002
Spot foreign exchange rate contracts$252,652,000,0002
Written option contracts$317,671,000,0003
Purchased option contracts$309,733,000,0003
Contracts on other commodities and equities.$408,697,000,0003
Notional value of other swaps$268,673,000,0002
Futures and forward contracts$1,996,000,0005
Written option contracts$81,363,000,0003
Purchased option contracts$56,665,000,0004
2013-09-30Rank
Derivatives$41,890,443,000,0004
Notional amount of credit derivatives$2,887,671,000,0003
Bank is guarantor$1,446,758,000,0003
Bank is beneficiary$1,440,913,000,0003
Interest rate contracts$33,346,536,000,0004
Notional value of interest rate swaps$24,821,110,000,0004
Futures and forward contracts$6,450,055,000,0002
Written option contracts$1,047,521,000,0004
Purchased option contracts$1,027,850,000,0004
Foreign exchange rate contracts$5,276,130,000,0003
Notional value of exchange swaps$1,289,025,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$3,205,685,000,0002
Spot foreign exchange rate contracts$503,730,000,0003
Written option contracts$392,855,000,0003
Purchased option contracts$388,565,000,0003
Contracts on other commodities and equities.$380,106,000,0003
Notional value of other swaps$247,977,000,0002
Futures and forward contracts$3,837,000,0005
Written option contracts$72,464,000,0003
Purchased option contracts$55,828,000,0004
2013-06-30Rank
Derivatives$43,136,824,000,0004
Notional amount of credit derivatives$3,040,180,000,0003
Bank is guarantor$1,514,016,000,0003
Bank is beneficiary$1,526,164,000,0003
Interest rate contracts$34,473,279,000,0004
Notional value of interest rate swaps$24,593,153,000,0004
Futures and forward contracts$7,421,006,000,0002
Written option contracts$1,251,423,000,0004
Purchased option contracts$1,207,697,000,0004
Foreign exchange rate contracts$5,274,111,000,0003
Notional value of exchange swaps$1,316,039,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$3,075,572,000,0002
Spot foreign exchange rate contracts$466,555,000,0003
Written option contracts$439,659,000,0003
Purchased option contracts$442,841,000,0003
Contracts on other commodities and equities.$349,254,000,0003
Notional value of other swaps$206,055,000,0002
Futures and forward contracts$810,000,0005
Written option contracts$80,238,000,0003
Purchased option contracts$62,151,000,0003
2013-03-31Rank
Derivatives$44,918,343,000,0003
Notional amount of credit derivatives$3,190,408,000,0003
Bank is guarantor$1,587,301,000,0002
Bank is beneficiary$1,603,107,000,0003
Interest rate contracts$36,178,730,000,0004
Notional value of interest rate swaps$25,482,371,000,0004
Futures and forward contracts$8,275,196,000,0002
Written option contracts$1,247,740,000,0004
Purchased option contracts$1,173,423,000,0004
Foreign exchange rate contracts$5,211,085,000,0003
Notional value of exchange swaps$1,350,877,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$3,066,659,000,0002
Spot foreign exchange rate contracts$375,340,000,0001
Written option contracts$396,437,000,0003
Purchased option contracts$397,112,000,0003
Contracts on other commodities and equities.$338,120,000,0003
Notional value of other swaps$193,239,000,0002
Futures and forward contracts$1,060,000,0007
Written option contracts$73,838,000,0003
Purchased option contracts$69,983,000,0003
2012-12-31Rank
Derivatives$42,785,858,401,0003
Notional amount of credit derivatives$3,076,842,996,0003
Bank is guarantor$1,529,878,342,0002
Bank is beneficiary$1,546,964,654,0003
Interest rate contracts$34,168,999,781,0004
Notional value of interest rate swaps$23,871,601,921,0004
Futures and forward contracts$7,838,626,356,0002
Written option contracts$1,270,486,371,0004
Purchased option contracts$1,188,285,133,0004
Foreign exchange rate contracts$5,206,165,894,0003
Notional value of exchange swaps$1,470,615,943,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,213,459,476,0002
Spot foreign exchange rate contracts$306,650,794,0002
Written option contracts$260,281,724,0004
Purchased option contracts$261,808,751,0004
Contracts on other commodities and equities.$333,849,730,0003
Notional value of other swaps$177,265,070,0002
Futures and forward contracts$213,766,00010
Written option contracts$79,588,378,0003
Purchased option contracts$76,782,516,0003
2012-09-30Rank
Derivatives$44,190,619,924,0003
Notional amount of credit derivatives$3,424,346,972,0002
Bank is guarantor$1,710,535,620,0002
Bank is beneficiary$1,713,811,352,0002
Interest rate contracts$34,958,643,112,0004
Notional value of interest rate swaps$23,578,516,799,0004
Futures and forward contracts$8,746,274,241,0002
Written option contracts$1,340,245,149,0004
Purchased option contracts$1,293,606,923,0004
Foreign exchange rate contracts$5,491,721,945,0003
Notional value of exchange swaps$1,460,516,748,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$3,429,899,550,0002
Spot foreign exchange rate contracts$400,052,650,0003
Written option contracts$299,296,332,0004
Purchased option contracts$302,009,315,0004
Contracts on other commodities and equities.$315,907,895,0003
Notional value of other swaps$165,231,179,0002
Futures and forward contracts$490,268,0008
Written option contracts$76,193,661,0003
Purchased option contracts$73,992,787,0003
2012-06-30Rank
Derivatives$44,798,209,864,0003
Notional amount of credit derivatives$3,390,285,093,0002
Bank is guarantor$1,690,280,123,0002
Bank is beneficiary$1,700,004,970,0002
Interest rate contracts$35,939,412,491,0004
Notional value of interest rate swaps$24,687,946,203,0004
Futures and forward contracts$8,675,722,051,0002
Written option contracts$1,285,919,641,0004
Purchased option contracts$1,289,824,596,0004
Foreign exchange rate contracts$5,190,016,410,0003
Notional value of exchange swaps$1,449,099,796,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,156,538,868,0002
Spot foreign exchange rate contracts$392,837,593,0003
Written option contracts$292,042,964,0004
Purchased option contracts$292,334,782,0004
Contracts on other commodities and equities.$278,495,870,0003
Notional value of other swaps$146,253,425,0002
Futures and forward contracts$748,639,0005
Written option contracts$66,084,667,0003
Purchased option contracts$65,409,139,0003
2012-03-31Rank
Derivatives$46,723,975,866,0003
Notional amount of credit derivatives$3,562,319,614,0002
Bank is guarantor$1,776,014,720,0002
Bank is beneficiary$1,786,304,894,0002
Interest rate contracts$37,829,313,071,0004
Notional value of interest rate swaps$26,688,401,530,0004
Futures and forward contracts$8,459,191,214,0002
Written option contracts$1,327,980,873,0004
Purchased option contracts$1,353,739,454,0004
Foreign exchange rate contracts$5,078,407,278,0003
Notional value of exchange swaps$1,377,552,681,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$3,226,868,514,0003
Spot foreign exchange rate contracts$362,281,490,0003
Written option contracts$235,733,423,0004
Purchased option contracts$238,252,660,0004
Contracts on other commodities and equities.$253,935,903,0003
Notional value of other swaps$133,798,225,0003
Futures and forward contracts$1,068,004,0006
Written option contracts$54,810,583,0004
Purchased option contracts$64,259,091,0003
2011-12-31Rank
Derivatives$50,390,880,910,0003
Notional amount of credit derivatives$4,720,320,266,0002
Bank is guarantor$2,342,544,257,0002
Bank is beneficiary$2,377,776,009,0002
Interest rate contracts$40,830,764,771,0004
Notional value of interest rate swaps$29,705,629,963,0004
Futures and forward contracts$8,203,345,962,0001
Written option contracts$1,430,677,395,0004
Purchased option contracts$1,491,111,451,0004
Foreign exchange rate contracts$4,662,157,304,0003
Notional value of exchange swaps$1,420,481,015,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$2,830,090,182,0003
Spot foreign exchange rate contracts$254,990,960,0002
Written option contracts$204,427,019,0003
Purchased option contracts$207,159,088,0003
Contracts on other commodities and equities.$177,638,569,0003
Notional value of other swaps$76,992,166,0003
Futures and forward contracts$343,077,0007
Written option contracts$44,438,807,0004
Purchased option contracts$55,864,519,0003
2011-09-30Rank
Derivatives$55,658,047,658,0003
Notional amount of credit derivatives$5,064,530,138,0002
Bank is guarantor$2,509,397,439,0002
Bank is beneficiary$2,555,132,699,0002
Interest rate contracts$45,389,901,788,0003
Notional value of interest rate swaps$34,043,725,482,0002
Futures and forward contracts$7,959,994,530,0001
Written option contracts$1,635,875,941,0004
Purchased option contracts$1,750,305,835,0004
Foreign exchange rate contracts$5,090,103,994,0003
Notional value of exchange swaps$1,125,234,569,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$3,394,469,872,0003
Spot foreign exchange rate contracts$535,011,895,0003
Written option contracts$283,907,624,0003
Purchased option contracts$286,491,929,0003
Contracts on other commodities and equities.$113,511,738,0004
Notional value of other swaps$7,911,833,0005
Futures and forward contracts$162,610,0009
Written option contracts$46,207,126,0004
Purchased option contracts$59,230,169,0003
2011-06-30Rank
Derivatives$53,671,986,242,0003
Notional amount of credit derivatives$5,035,483,885,0002
Bank is guarantor$2,497,464,918,0002
Bank is beneficiary$2,538,018,967,0002
Interest rate contracts$43,091,040,371,0004
Notional value of interest rate swaps$30,988,959,908,0004
Futures and forward contracts$8,452,420,557,0001
Written option contracts$1,787,208,661,0004
Purchased option contracts$1,862,451,245,0004
Foreign exchange rate contracts$5,426,057,852,0003
Notional value of exchange swaps$1,074,040,443,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$3,376,354,737,0003
Spot foreign exchange rate contracts$514,715,497,0002
Written option contracts$485,951,725,0003
Purchased option contracts$489,710,947,0003
Contracts on other commodities and equities.$119,404,134,0004
Notional value of other swaps$7,044,794,0005
Futures and forward contracts$20,557,00011
Written option contracts$49,564,455,0004
Purchased option contracts$62,774,328,0003
2011-03-31Rank
Derivatives$52,950,956,109,0003
Notional amount of credit derivatives$4,997,263,465,0002
Bank is guarantor$2,481,367,712,0002
Bank is beneficiary$2,515,895,753,0002
Interest rate contracts$40,610,511,502,0004
Notional value of interest rate swaps$29,565,071,019,0004
Futures and forward contracts$7,676,577,498,0002
Written option contracts$1,628,620,681,0004
Purchased option contracts$1,740,242,304,0004
Foreign exchange rate contracts$7,239,642,630,0002
Notional value of exchange swaps$1,020,554,844,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$3,323,927,801,0003
Spot foreign exchange rate contracts$446,127,237,0003
Written option contracts$1,444,698,429,0001
Purchased option contracts$1,450,461,556,0001
Contracts on other commodities and equities.$103,538,512,0004
Notional value of other swaps$7,728,873,0005
Futures and forward contracts$119,417,00010
Written option contracts$42,764,224,0005
Purchased option contracts$52,925,998,0004
2010-12-31Rank
Derivatives$48,670,944,918,0003
Notional amount of credit derivatives$4,815,211,465,0002
Bank is guarantor$2,395,851,336,0002
Bank is beneficiary$2,419,360,129,0002
Interest rate contracts$39,686,491,274,0004
Notional value of interest rate swaps$29,901,058,429,0003
Futures and forward contracts$6,501,634,556,0002
Written option contracts$1,590,755,642,0004
Purchased option contracts$1,693,042,647,0004
Foreign exchange rate contracts$4,077,659,371,0003
Notional value of exchange swaps$697,146,372,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$2,835,605,916,0003
Spot foreign exchange rate contracts$207,327,582,0003
Written option contracts$271,050,326,0003
Purchased option contracts$273,856,757,0003
Contracts on other commodities and equities.$91,582,808,0004
Notional value of other swaps$6,786,400,0005
Futures and forward contracts$18,903,00011
Written option contracts$36,048,401,0005
Purchased option contracts$48,729,104,0004
2010-09-30Rank
Derivatives$50,852,516,370,0003
Notional amount of credit derivatives$4,931,212,472,0002
Bank is guarantor$2,452,916,113,0002
Bank is beneficiary$2,478,296,359,0002
Interest rate contracts$41,461,616,286,0003
Notional value of interest rate swaps$29,540,868,336,0004
Futures and forward contracts$8,189,982,793,0002
Written option contracts$1,714,987,647,0004
Purchased option contracts$2,015,777,510,0004
Foreign exchange rate contracts$4,367,202,053,0003
Notional value of exchange swaps$729,784,008,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$2,775,126,000,0003
Spot foreign exchange rate contracts$384,678,629,0003
Written option contracts$428,660,560,0003
Purchased option contracts$433,631,485,0003
Contracts on other commodities and equities.$92,485,559,0004
Notional value of other swaps$7,737,019,0005
Futures and forward contracts$71,371,00010
Written option contracts$35,367,671,0005
Purchased option contracts$49,309,498,0003
2010-06-30Rank
Derivatives$48,902,523,360,0002
Notional amount of credit derivatives$4,694,042,225,0002
Bank is guarantor$2,357,304,207,0002
Bank is beneficiary$2,336,738,018,0002
Interest rate contracts$40,520,688,212,0002
Notional value of interest rate swaps$29,271,094,400,0003
Futures and forward contracts$7,776,987,043,0002
Written option contracts$1,742,154,068,0004
Purchased option contracts$1,730,452,701,0004
Foreign exchange rate contracts$3,592,188,979,0003
Notional value of exchange swaps$698,960,883,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$2,338,256,349,0003
Spot foreign exchange rate contracts$382,164,763,0003
Written option contracts$275,051,899,0003
Purchased option contracts$279,919,848,0003
Contracts on other commodities and equities.$95,603,944,0004
Notional value of other swaps$9,340,005,0004
Futures and forward contracts$124,550,0008
Written option contracts$39,276,447,0004
Purchased option contracts$46,862,942,0003
2010-03-31Rank
Derivatives$46,920,244,651,0002
Notional amount of credit derivatives$4,833,594,190,0002
Bank is guarantor$2,423,660,659,0002
Bank is beneficiary$2,409,933,531,0002
Interest rate contracts$38,921,992,484,0003
Notional value of interest rate swaps$28,790,214,933,0003
Futures and forward contracts$6,777,082,640,0002
Written option contracts$1,674,839,570,0004
Purchased option contracts$1,679,855,341,0004
Foreign exchange rate contracts$3,031,742,009,0003
Notional value of exchange swaps$710,455,963,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$2,022,273,584,0003
Spot foreign exchange rate contracts$279,610,802,0003
Written option contracts$149,083,055,0003
Purchased option contracts$149,929,407,0003
Contracts on other commodities and equities.$132,915,968,0003
Notional value of other swaps$36,713,023,0003
Futures and forward contracts$1,245,645,0005
Written option contracts$39,328,499,0005
Purchased option contracts$55,628,801,0003
2009-12-31Rank
Derivatives$44,469,198,978,0002
Notional amount of credit derivatives$3,946,127,832,0002
Bank is guarantor$1,970,674,776,0002
Bank is beneficiary$1,975,453,056,0002
Interest rate contracts$37,958,838,638,0003
Notional value of interest rate swaps$28,214,042,395,0003
Futures and forward contracts$6,134,082,267,0002
Written option contracts$1,815,804,580,0004
Purchased option contracts$1,794,909,396,0004
Foreign exchange rate contracts$2,395,644,240,0003
Notional value of exchange swaps$680,729,105,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$1,471,534,476,0003
Spot foreign exchange rate contracts$153,270,936,0002
Written option contracts$135,637,744,0003
Purchased option contracts$107,742,915,0003
Contracts on other commodities and equities.$168,588,268,0003
Notional value of other swaps$37,193,007,0003
Futures and forward contracts$2,276,016,0005
Written option contracts$54,969,756,0003
Purchased option contracts$74,149,489,0002
2009-09-30Rank
Derivatives$40,383,181,031,0003
Notional amount of credit derivatives$2,011,096,162,0003
Bank is guarantor$998,546,222,0003
Bank is beneficiary$1,012,549,940,0003
Interest rate contracts$35,762,267,728,0003
Notional value of interest rate swaps$27,162,761,318,0003
Futures and forward contracts$4,976,157,945,0002
Written option contracts$1,820,564,945,0004
Purchased option contracts$1,802,783,520,0004
Foreign exchange rate contracts$2,408,086,990,0003
Notional value of exchange swaps$659,497,682,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$1,491,562,180,0003
Spot foreign exchange rate contracts$282,920,670,0003
Written option contracts$142,221,383,0003
Purchased option contracts$114,805,745,0003
Contracts on other commodities and equities.$201,730,151,0003
Notional value of other swaps$31,706,966,0004
Futures and forward contracts$1,975,929,0005
Written option contracts$71,878,005,0002
Purchased option contracts$96,169,251,0002
2009-06-30Rank
Derivatives$39,228,158,655,0003
Notional amount of credit derivatives$1,889,710,572,0003
Bank is guarantor$937,194,799,0003
Bank is beneficiary$952,515,773,0003
Interest rate contracts$35,069,870,139,0003
Notional value of interest rate swaps$26,659,716,689,0003
Futures and forward contracts$4,763,870,148,0002
Written option contracts$1,817,480,211,0004
Purchased option contracts$1,828,803,091,0004
Foreign exchange rate contracts$2,078,757,492,0003
Notional value of exchange swaps$509,476,524,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$1,266,369,845,0003
Spot foreign exchange rate contracts$163,274,725,0003
Written option contracts$164,219,313,0003
Purchased option contracts$138,691,810,0003
Contracts on other commodities and equities.$189,820,452,0003
Notional value of other swaps$21,790,780,0004
Futures and forward contracts$1,566,479,0005
Written option contracts$72,327,037,0002
Purchased option contracts$94,136,156,0002
2009-03-31Rank
Derivatives$39,001,772,147,0003
Notional amount of credit derivatives$1,866,339,149,0003
Bank is guarantor$920,917,173,0003
Bank is beneficiary$945,421,976,0003
Interest rate contracts$34,713,345,758,0003
Notional value of interest rate swaps$26,407,453,740,0003
Futures and forward contracts$4,522,153,149,0002
Written option contracts$1,867,564,396,0004
Purchased option contracts$1,916,174,473,0004
Foreign exchange rate contracts$2,024,142,590,0003
Notional value of exchange swaps$476,828,203,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$1,240,084,538,0003
Spot foreign exchange rate contracts$137,738,721,0003
Written option contracts$164,692,164,0003
Purchased option contracts$142,537,685,0003
Contracts on other commodities and equities.$397,944,650,0002
Notional value of other swaps$21,233,508,0004
Futures and forward contracts$3,509,109,0005
Written option contracts$181,127,828,0002
Purchased option contracts$192,074,205,0002
2008-12-31Rank
Derivatives$38,375,156,574,0003
Notional amount of credit derivatives$2,050,603,633,0003
Bank is guarantor$1,013,961,250,0003
Bank is beneficiary$1,036,642,383,0003
Interest rate contracts$33,641,622,712,0003
Notional value of interest rate swaps$26,623,000,797,0003
Futures and forward contracts$3,678,599,216,0002
Written option contracts$1,701,299,320,0004
Purchased option contracts$1,638,723,379,0004
Foreign exchange rate contracts$2,231,728,808,0003
Notional value of exchange swaps$478,672,043,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$1,377,532,516,0003
Spot foreign exchange rate contracts$70,592,654,0003
Written option contracts$199,846,295,0003
Purchased option contracts$175,677,954,0003
Contracts on other commodities and equities.$451,201,421,0002
Notional value of other swaps$31,554,073,0003
Futures and forward contracts$13,225,112,0004
Written option contracts$203,896,008,0002
Purchased option contracts$202,526,228,0002
2008-09-30Rank
Derivatives$38,911,725,493,0002
Notional amount of credit derivatives$2,480,672,245,0003
Bank is guarantor$1,245,347,684,0003
Bank is beneficiary$1,235,324,561,0003
Interest rate contracts$32,953,546,088,0002
Notional value of interest rate swaps$26,286,039,638,0002
Futures and forward contracts$3,461,990,588,0002
Written option contracts$1,571,029,256,0003
Purchased option contracts$1,634,486,606,0003
Foreign exchange rate contracts$2,963,745,828,0003
Notional value of exchange swaps$475,923,490,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$2,030,939,937,0003
Spot foreign exchange rate contracts$237,758,175,0002
Written option contracts$241,301,459,0003
Purchased option contracts$215,580,942,0003
Contracts on other commodities and equities.$513,761,332,0002
Notional value of other swaps$34,930,423,0004
Futures and forward contracts$18,254,667,0004
Written option contracts$223,314,224,0002
Purchased option contracts$237,262,018,0002
2008-06-30Rank
Derivatives$39,855,889,925,0002
Notional amount of credit derivatives$2,710,538,115,0003
Bank is guarantor$1,367,942,849,0003
Bank is beneficiary$1,342,595,266,0003
Interest rate contracts$33,668,146,234,0002
Notional value of interest rate swaps$26,222,849,585,0002
Futures and forward contracts$3,979,253,116,0002
Written option contracts$1,654,530,887,0003
Purchased option contracts$1,811,512,646,0003
Foreign exchange rate contracts$2,984,843,555,0003
Notional value of exchange swaps$515,576,635,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,956,495,363,0003
Spot foreign exchange rate contracts$184,097,647,0003
Written option contracts$270,805,579,0003
Purchased option contracts$241,965,978,0003
Contracts on other commodities and equities.$492,362,021,0002
Notional value of other swaps$39,427,877,0004
Futures and forward contracts$16,587,233,0004
Written option contracts$202,260,491,0002
Purchased option contracts$234,086,420,0002
2008-03-31Rank
Derivatives$38,112,915,553,0003
Notional amount of credit derivatives$3,098,984,444,0003
Bank is guarantor$1,570,813,744,0003
Bank is beneficiary$1,528,170,700,0003
Interest rate contracts$31,574,904,309,0002
Notional value of interest rate swaps$25,302,073,103,0002
Futures and forward contracts$3,020,649,918,0002
Written option contracts$1,561,836,107,0003
Purchased option contracts$1,690,345,181,0003
Foreign exchange rate contracts$2,987,217,096,0003
Notional value of exchange swaps$544,659,707,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,792,659,657,0003
Spot foreign exchange rate contracts$173,250,177,0003
Written option contracts$336,856,918,0003
Purchased option contracts$313,040,814,0003
Contracts on other commodities and equities.$451,809,704,0002
Notional value of other swaps$51,509,582,0003
Futures and forward contracts$15,276,475,0004
Written option contracts$188,297,539,0002
Purchased option contracts$196,726,108,0002
2007-12-31Rank
Derivatives$33,654,182,093,0002
Notional amount of credit derivatives$3,061,481,422,0003
Bank is guarantor$1,555,718,909,0002
Bank is beneficiary$1,505,762,513,0003
Interest rate contracts$27,411,082,307,0002
Notional value of interest rate swaps$22,495,218,884,0002
Futures and forward contracts$2,058,810,529,0002
Written option contracts$1,385,852,323,0003
Purchased option contracts$1,471,200,571,0003
Foreign exchange rate contracts$2,814,378,520,0003
Notional value of exchange swaps$534,596,329,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,599,522,280,0003
Spot foreign exchange rate contracts$113,758,250,0002
Written option contracts$341,153,664,0003
Purchased option contracts$339,106,247,0003
Contracts on other commodities and equities.$367,239,844,0002
Notional value of other swaps$65,709,855,0003
Futures and forward contracts$17,924,848,0004
Written option contracts$131,321,898,0002
Purchased option contracts$152,283,243,0002
2007-09-30Rank
Derivatives$33,680,213,789,0003
Notional amount of credit derivatives$2,982,428,294,0003
Bank is guarantor$1,522,180,801,0002
Bank is beneficiary$1,460,247,493,0003
Interest rate contracts$27,262,273,464,0002
Notional value of interest rate swaps$22,397,390,669,0002
Futures and forward contracts$1,774,074,887,0002
Written option contracts$1,503,758,332,0003
Purchased option contracts$1,587,049,576,0003
Foreign exchange rate contracts$2,987,525,221,0003
Notional value of exchange swaps$563,878,759,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,653,850,077,0003
Spot foreign exchange rate contracts$198,568,851,0003
Written option contracts$388,337,453,0003
Purchased option contracts$381,458,932,0003
Contracts on other commodities and equities.$447,986,810,0002
Notional value of other swaps$71,764,055,0003
Futures and forward contracts$26,819,100,0004
Written option contracts$161,577,773,0002
Purchased option contracts$187,825,882,0002
2007-06-30Rank
Derivatives$31,023,218,840,0002
Notional amount of credit derivatives$2,406,148,461,0003
Bank is guarantor$1,244,910,909,0002
Bank is beneficiary$1,161,237,552,0003
Interest rate contracts$25,136,267,511,0002
Notional value of interest rate swaps$19,926,137,037,0002
Futures and forward contracts$1,967,720,210,0002
Written option contracts$1,466,784,293,0003
Purchased option contracts$1,775,625,971,0003
Foreign exchange rate contracts$3,064,896,486,0003
Notional value of exchange swaps$545,553,523,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,620,821,431,0003
Spot foreign exchange rate contracts$247,983,899,0003
Written option contracts$406,367,990,0003
Purchased option contracts$492,153,542,0003
Contracts on other commodities and equities.$415,906,382,0002
Notional value of other swaps$59,083,363,0003
Futures and forward contracts$24,432,791,0003
Written option contracts$162,143,178,0002
Purchased option contracts$170,247,050,0002
2007-03-31Rank
Derivatives$29,598,765,523,0002
Notional amount of credit derivatives$2,058,743,235,0003
Bank is guarantor$1,071,915,101,0002
Bank is beneficiary$986,828,134,0003
Interest rate contracts$24,388,607,680,0002
Notional value of interest rate swaps$19,358,430,559,0002
Futures and forward contracts$2,172,234,424,0002
Written option contracts$1,242,187,324,0003
Purchased option contracts$1,615,755,373,0003
Foreign exchange rate contracts$2,808,812,341,0003
Notional value of exchange swaps$514,613,060,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,378,484,009,0003
Spot foreign exchange rate contracts$242,995,303,0003
Written option contracts$421,185,171,0003
Purchased option contracts$494,530,101,0002
Contracts on other commodities and equities.$342,602,267,0002
Notional value of other swaps$55,418,430,0003
Futures and forward contracts$26,713,047,0003
Written option contracts$124,138,624,0002
Purchased option contracts$136,332,166,0002
2006-12-31Rank
Derivatives$26,829,607,141,0002
Notional amount of credit derivatives$1,516,125,975,0003
Bank is guarantor$792,663,546,0003
Bank is beneficiary$723,462,429,0003
Interest rate contracts$22,503,061,931,0002
Notional value of interest rate swaps$18,236,880,244,0002
Futures and forward contracts$1,931,236,757,0002
Written option contracts$1,036,807,037,0004
Purchased option contracts$1,298,137,893,0003
Foreign exchange rate contracts$2,575,575,473,0003
Notional value of exchange swaps$462,756,596,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,234,395,246,0003
Spot foreign exchange rate contracts$155,247,437,0003
Written option contracts$464,419,657,0002
Purchased option contracts$414,003,974,0002
Contracts on other commodities and equities.$234,843,762,0002
Notional value of other swaps$38,327,894,0003
Futures and forward contracts$18,311,973,0003
Written option contracts$91,885,636,0002
Purchased option contracts$86,318,259,0002
2006-09-30Rank
Derivatives$25,665,158,774,0002
Notional amount of credit derivatives$1,184,955,475,0003
Bank is guarantor$620,810,250,0003
Bank is beneficiary$564,145,225,0003
Interest rate contracts$21,723,599,572,0002
Notional value of interest rate swaps$17,320,351,064,0002
Futures and forward contracts$1,961,112,066,0002
Written option contracts$1,049,225,327,0003
Purchased option contracts$1,392,911,115,0003
Foreign exchange rate contracts$2,533,910,562,0003
Notional value of exchange swaps$422,735,048,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,210,260,332,0003
Spot foreign exchange rate contracts$191,440,244,0003
Written option contracts$454,472,587,0002
Purchased option contracts$446,442,595,0002
Contracts on other commodities and equities.$222,693,165,0002
Notional value of other swaps$40,408,724,0003
Futures and forward contracts$12,740,557,0004
Written option contracts$95,446,763,0002
Purchased option contracts$74,097,121,0002
2006-06-30Rank
Derivatives$24,376,483,043,0003
Notional amount of credit derivatives$1,003,787,320,0003
Bank is guarantor$535,960,031,0002
Bank is beneficiary$467,827,289,0003
Interest rate contracts$20,683,650,673,0003
Notional value of interest rate swaps$16,783,434,172,0002
Futures and forward contracts$1,531,290,825,0002
Written option contracts$1,221,663,442,0003
Purchased option contracts$1,147,262,234,0003
Foreign exchange rate contracts$2,481,337,624,0003
Notional value of exchange swaps$400,231,284,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,242,746,623,0003
Spot foreign exchange rate contracts$179,136,734,0003
Written option contracts$403,992,410,0002
Purchased option contracts$434,367,307,0002
Contracts on other commodities and equities.$207,707,426,0002
Notional value of other swaps$37,699,527,0003
Futures and forward contracts$11,003,232,0004
Written option contracts$84,851,976,0002
Purchased option contracts$74,152,691,0002
2006-03-31Rank
Derivatives$22,545,134,502,0003
Notional amount of credit derivatives$826,399,082,0003
Bank is guarantor$441,594,789,0002
Bank is beneficiary$384,804,293,0003
Interest rate contracts$19,499,654,934,0002
Notional value of interest rate swaps$15,845,049,224,0002
Futures and forward contracts$1,679,961,133,0002
Written option contracts$1,014,053,936,0003
Purchased option contracts$960,590,641,0003
Foreign exchange rate contracts$2,061,803,259,0003
Notional value of exchange swaps$365,365,739,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,067,520,053,0003
Spot foreign exchange rate contracts$168,481,090,0003
Written option contracts$308,482,634,0003
Purchased option contracts$320,434,833,0003
Contracts on other commodities and equities.$157,277,227,0002
Notional value of other swaps$35,861,879,0003
Futures and forward contracts$9,010,308,0004
Written option contracts$61,479,105,0002
Purchased option contracts$50,925,935,0002
2005-12-31Rank
Derivatives$21,819,796,778,0002
Notional amount of credit derivatives$2,034,357,795,0002
Bank is guarantor$808,274,050,0002
Bank is beneficiary$1,226,083,745,0001
Interest rate contracts$17,910,514,887,0002
Notional value of interest rate swaps$14,458,788,679,0002
Futures and forward contracts$1,690,073,266,0002
Written option contracts$896,147,850,0003
Purchased option contracts$865,505,092,0003
Foreign exchange rate contracts$1,740,073,687,0003
Notional value of exchange swaps$350,985,492,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$945,371,220,0003
Spot foreign exchange rate contracts$83,587,075,0003
Written option contracts$214,667,204,0003
Purchased option contracts$229,049,771,0003
Contracts on other commodities and equities.$134,850,409,0003
Notional value of other swaps$38,279,027,0003
Futures and forward contracts$6,623,424,0004
Written option contracts$52,808,453,0002
Purchased option contracts$37,139,505,0003
2005-09-30Rank
Derivatives$21,051,212,278,0002
Notional amount of credit derivatives$1,616,505,218,0002
Bank is guarantor$655,697,353,0002
Bank is beneficiary$960,807,865,0002
Interest rate contracts$17,388,595,444,0002
Notional value of interest rate swaps$13,720,465,159,0002
Futures and forward contracts$1,559,315,068,0002
Written option contracts$1,040,883,117,0003
Purchased option contracts$1,067,932,100,0003
Foreign exchange rate contracts$1,913,399,178,0003
Notional value of exchange swaps$338,595,561,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,070,227,979,0003
Spot foreign exchange rate contracts$171,583,427,0003
Written option contracts$243,095,942,0003
Purchased option contracts$261,479,696,0002
Contracts on other commodities and equities.$132,712,438,0003
Notional value of other swaps$43,924,860,0003
Futures and forward contracts$9,778,647,0004
Written option contracts$45,675,638,0002
Purchased option contracts$33,333,293,0004
2005-06-30Rank
Derivatives$20,169,852,703,0002
Notional amount of credit derivatives$1,329,931,765,0002
Bank is guarantor$523,904,491,0002
Bank is beneficiary$806,027,274,0002
Interest rate contracts$16,879,805,126,0002
Notional value of interest rate swaps$12,892,523,903,0002
Futures and forward contracts$1,477,660,536,0002
Written option contracts$1,300,417,568,0003
Purchased option contracts$1,209,203,119,0003
Foreign exchange rate contracts$1,842,979,089,0003
Notional value of exchange swaps$321,914,338,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,103,846,457,0003
Spot foreign exchange rate contracts$138,520,034,0003
Written option contracts$198,175,342,0003
Purchased option contracts$219,042,952,0003
Contracts on other commodities and equities.$117,136,723,0003
Notional value of other swaps$36,193,942,0003
Futures and forward contracts$6,296,565,0004
Written option contracts$42,699,965,0002
Purchased option contracts$31,946,251,0003
2005-03-31Rank
Derivatives$18,561,380,767,0002
Notional amount of credit derivatives$857,373,411,0002
Bank is guarantor$358,096,975,0002
Bank is beneficiary$499,276,436,0002
Interest rate contracts$15,934,934,232,0002
Notional value of interest rate swaps$12,306,054,040,0002
Futures and forward contracts$1,481,219,356,0002
Written option contracts$1,078,114,092,0003
Purchased option contracts$1,069,546,744,0003
Foreign exchange rate contracts$1,656,449,204,0003
Notional value of exchange swaps$314,597,095,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$996,426,116,0003
Spot foreign exchange rate contracts$143,589,835,0003
Written option contracts$168,936,858,0003
Purchased option contracts$176,489,135,0003
Contracts on other commodities and equities.$112,623,920,0003
Notional value of other swaps$43,338,380,0003
Futures and forward contracts$6,362,254,0004
Written option contracts$36,763,426,0003
Purchased option contracts$26,159,860,0004
2004-12-31Rank
Derivatives$17,312,687,217,0003
Notional amount of credit derivatives$500,834,213,0002
Bank is guarantor$215,285,063,0003
Bank is beneficiary$285,549,150,0002
Interest rate contracts$15,098,716,734,0002
Notional value of interest rate swaps$11,632,050,472,0002
Futures and forward contracts$1,345,850,848,0002
Written option contracts$937,058,089,0003
Purchased option contracts$1,183,757,325,0003
Foreign exchange rate contracts$1,600,619,215,0003
Notional value of exchange swaps$319,372,815,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$950,890,031,0003
Spot foreign exchange rate contracts$82,692,405,0002
Written option contracts$167,146,709,0003
Purchased option contracts$163,209,660,0003
Contracts on other commodities and equities.$112,517,055,0003
Notional value of other swaps$45,095,696,0003
Futures and forward contracts$6,183,735,0004
Written option contracts$35,615,453,0002
Purchased option contracts$25,622,171,0003
2004-09-30Rank
Derivatives$16,677,129,372,0002
Notional amount of credit derivatives$389,089,458,0002
Bank is guarantor$154,713,601,0003
Bank is beneficiary$234,375,857,0002
Interest rate contracts$14,561,323,337,0002
Notional value of interest rate swaps$10,925,052,994,0002
Futures and forward contracts$1,516,396,939,0002
Written option contracts$979,437,889,0003
Purchased option contracts$1,140,435,515,0003
Foreign exchange rate contracts$1,610,638,403,0003
Notional value of exchange swaps$297,576,267,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$989,844,288,0003
Spot foreign exchange rate contracts$122,156,626,0003
Written option contracts$161,944,981,0003
Purchased option contracts$161,272,867,0003
Contracts on other commodities and equities.$116,078,174,0003
Notional value of other swaps$45,864,394,0003
Futures and forward contracts$6,782,030,0004
Written option contracts$36,412,229,0003
Purchased option contracts$27,019,521,0003
2004-06-30Rank
Derivatives$16,170,674,565,0002
Notional amount of credit derivatives$266,465,044,0003
Bank is guarantor$104,831,444,0003
Bank is beneficiary$161,633,600,0002
Interest rate contracts$14,245,976,064,0002
Notional value of interest rate swaps$10,184,254,703,0002
Futures and forward contracts$1,881,499,720,0002
Written option contracts$1,020,445,133,0003
Purchased option contracts$1,159,776,508,0003
Foreign exchange rate contracts$1,553,082,655,0003
Notional value of exchange swaps$273,263,761,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,006,252,596,0003
Spot foreign exchange rate contracts$119,821,359,0003
Written option contracts$140,245,969,0003
Purchased option contracts$133,320,329,0003
Contracts on other commodities and equities.$105,150,802,0003
Notional value of other swaps$44,116,348,0002
Futures and forward contracts$6,000,424,0004
Written option contracts$32,284,507,0003
Purchased option contracts$22,749,523,0003
2004-03-31Rank
Derivatives$14,891,390,979,0002
Notional amount of credit derivatives$168,376,479,0003
Bank is guarantor$66,829,707,0003
Bank is beneficiary$101,546,772,0003
Interest rate contracts$13,134,154,658,0002
Notional value of interest rate swaps$9,338,885,578,0002
Futures and forward contracts$1,959,893,500,0002
Written option contracts$841,446,992,0003
Purchased option contracts$993,928,588,0002
Foreign exchange rate contracts$1,499,915,437,0003
Notional value of exchange swaps$272,443,228,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$926,903,420,0003
Spot foreign exchange rate contracts$106,639,089,0003
Written option contracts$154,124,099,0003
Purchased option contracts$146,444,690,0003
Contracts on other commodities and equities.$88,944,405,0003
Notional value of other swaps$39,309,067,0003
Futures and forward contracts$6,244,136,0004
Written option contracts$25,897,033,0003
Purchased option contracts$17,494,169,0003
2003-12-31Rank
Derivatives$14,902,098,833,0002
Notional amount of credit derivatives$138,596,740,0003
Bank is guarantor$55,369,909,0003
Bank is beneficiary$83,226,831,0002
Interest rate contracts$13,346,332,476,0002
Notional value of interest rate swaps$8,913,977,290,0002
Futures and forward contracts$2,127,106,566,0002
Written option contracts$1,173,353,050,0002
Purchased option contracts$1,131,895,570,0002
Foreign exchange rate contracts$1,315,343,350,0003
Notional value of exchange swaps$268,026,568,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$775,330,356,0003
Spot foreign exchange rate contracts$32,878,358,0003
Written option contracts$138,474,391,0003
Purchased option contracts$133,512,035,0003
Contracts on other commodities and equities.$101,826,267,0003
Notional value of other swaps$46,320,644,0001
Futures and forward contracts$6,169,618,0004
Written option contracts$29,264,058,0002
Purchased option contracts$20,071,947,0003
2003-09-30Rank
Derivatives$13,898,510,090,0002
Notional amount of credit derivatives$123,939,047,0003
Bank is guarantor$48,933,172,0003
Bank is beneficiary$75,005,875,0002
Interest rate contracts$12,308,765,809,0002
Notional value of interest rate swaps$8,368,290,856,0002
Futures and forward contracts$1,867,697,027,0002
Written option contracts$1,073,405,050,0002
Purchased option contracts$999,372,876,0002
Foreign exchange rate contracts$1,370,565,265,0003
Notional value of exchange swaps$242,123,480,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$860,087,623,0003
Spot foreign exchange rate contracts$95,294,267,0003
Written option contracts$135,702,733,0003
Purchased option contracts$132,651,429,0003
Contracts on other commodities and equities.$95,239,969,0003
Notional value of other swaps$44,245,358,0001
Futures and forward contracts$6,220,270,0004
Written option contracts$25,878,594,0003
Purchased option contracts$18,895,747,0003
2003-06-30Rank
Derivatives$13,896,897,000,0002
Notional amount of credit derivatives$124,213,000,0003
Bank is guarantor$47,331,000,0003
Bank is beneficiary$76,882,000,0002
Interest rate contracts$12,081,929,000,0002
Notional value of interest rate swaps$7,542,153,000,0002
Futures and forward contracts$2,488,240,000,0002
Written option contracts$1,036,739,000,0002
Purchased option contracts$1,014,797,000,0002
Foreign exchange rate contracts$1,579,793,000,0003
Notional value of exchange swaps$218,277,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,004,009,000,0003
Spot foreign exchange rate contracts$99,553,000,0003
Written option contracts$181,030,000,0003
Purchased option contracts$176,477,000,0003
Contracts on other commodities and equities.$110,962,000,0002
Notional value of other swaps$55,416,000,0001
Futures and forward contracts$6,397,000,0004
Written option contracts$28,971,000,0003
Purchased option contracts$20,178,000,0003
2003-03-31Rank
Derivatives$13,095,619,000,0002
Notional amount of credit derivatives$108,250,000,0003
Bank is guarantor$40,812,000,0003
Bank is beneficiary$67,438,000,0002
Interest rate contracts$11,681,207,000,0002
Notional value of interest rate swaps$7,125,023,000,0002
Futures and forward contracts$2,563,327,000,0002
Written option contracts$971,664,000,0002
Purchased option contracts$1,021,193,000,0002
Foreign exchange rate contracts$1,162,993,000,0003
Notional value of exchange swaps$179,902,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$756,967,000,0003
Spot foreign exchange rate contracts$81,052,000,0003
Written option contracts$114,748,000,0003
Purchased option contracts$111,376,000,0003
Contracts on other commodities and equities.$143,169,000,0002
Notional value of other swaps$46,787,000,0001
Futures and forward contracts$41,945,000,0002
Written option contracts$26,618,000,0003
Purchased option contracts$27,819,000,0003
2002-12-31Rank
Derivatives$12,491,159,000,0002
Notional amount of credit derivatives$96,444,000,0003
Bank is guarantor$36,024,000,0003
Bank is beneficiary$60,420,000,0002
Interest rate contracts$11,191,344,000,0002
Notional value of interest rate swaps$6,806,387,000,0002
Futures and forward contracts$2,503,326,000,0002
Written option contracts$973,163,000,0002
Purchased option contracts$908,468,000,0002
Foreign exchange rate contracts$1,062,730,000,0003
Notional value of exchange swaps$176,945,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$724,127,000,0003
Spot foreign exchange rate contracts$23,356,000,0002
Written option contracts$81,263,000,0003
Purchased option contracts$80,395,000,0003
Contracts on other commodities and equities.$140,641,000,0002
Notional value of other swaps$28,434,000,0002
Futures and forward contracts$51,525,000,0001
Written option contracts$25,602,000,0003
Purchased option contracts$35,080,000,0002
2001-12-31Rank
Derivatives$9,335,175,000,0002
Notional amount of credit derivatives$57,214,000,0003
Bank is guarantor$15,591,000,0003
Bank is beneficiary$41,623,000,0002
Interest rate contracts$8,238,914,000,0002
Notional value of interest rate swaps$5,287,755,000,0002
Futures and forward contracts$1,568,462,000,0002
Written option contracts$678,261,000,0002
Purchased option contracts$704,436,000,0002
Foreign exchange rate contracts$904,342,000,0003
Notional value of exchange swaps$142,294,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$654,191,000,0003
Spot foreign exchange rate contracts$3,911,000,0006
Written option contracts$55,755,000,0003
Purchased option contracts$52,102,000,0003
Contracts on other commodities and equities.$134,705,000,0002
Notional value of other swaps$20,173,000,0002
Futures and forward contracts$48,684,000,0002
Written option contracts$28,823,000,0003
Purchased option contracts$37,025,000,0003
2000-12-31Rank
Derivatives$7,404,744,000,0003
Notional amount of credit derivatives$44,335,000,0003
Bank is guarantor$13,890,000,0003
Bank is beneficiary$30,445,000,0003
Interest rate contracts$6,321,012,000,0003
Notional value of interest rate swaps$3,852,299,000,0003
Futures and forward contracts$1,082,363,000,0002
Written option contracts$703,335,000,0003
Purchased option contracts$683,015,000,0003
Foreign exchange rate contracts$860,388,000,0004
Notional value of exchange swaps$69,180,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$723,533,000,0003
Spot foreign exchange rate contracts$38,868,000,0002
Written option contracts$35,125,000,0004
Purchased option contracts$32,550,000,0004
Contracts on other commodities and equities.$179,009,000,0002
Notional value of other swaps$27,965,000,0003
Futures and forward contracts$62,229,000,0001
Written option contracts$42,915,000,0004
Purchased option contracts$45,900,000,0004
1999-12-31Rank
Derivatives$5,693,478,000,0003
Notional amount of credit derivatives$20,320,000,0004
Bank is guarantor$11,293,000,0005
Bank is beneficiary$9,027,000,0004
Interest rate contracts$4,723,318,000,0003
Notional value of interest rate swaps$2,854,327,000,0003
Futures and forward contracts$616,236,000,0003
Written option contracts$612,542,000,0002
Purchased option contracts$640,213,000,0002
Foreign exchange rate contracts$830,061,000,0004
Notional value of exchange swaps$97,938,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$655,822,000,0003
Spot foreign exchange rate contracts$21,521,000,0002
Written option contracts$38,778,000,0004
Purchased option contracts$37,523,000,0004
Contracts on other commodities and equities.$119,779,000,0003
Notional value of other swaps$24,317,000,0002
Futures and forward contracts$22,908,000,0002
Written option contracts$36,427,000,0004
Purchased option contracts$36,127,000,0004
1998-12-31Rank
Derivatives$1,901,770,000,0006
Notional amount of credit derivatives$1,302,000,0008
Bank is guarantor$386,000,00010
Bank is beneficiary$916,000,0008
Interest rate contracts$1,164,733,000,0007
Notional value of interest rate swaps$677,663,000,0006
Futures and forward contracts$401,176,000,0005
Written option contracts$36,053,000,0008
Purchased option contracts$49,841,000,0009
Foreign exchange rate contracts$716,876,000,0005
Notional value of exchange swaps$32,094,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$611,044,000,0004
Spot foreign exchange rate contracts$31,525,000,0004
Written option contracts$36,915,000,0006
Purchased option contracts$36,823,000,0006
Contracts on other commodities and equities.$18,859,000,0007
Notional value of other swaps$2,435,000,0006
Futures and forward contracts$4,150,000,0005
Written option contracts$6,132,000,0006
Purchased option contracts$6,142,000,0006
1997-12-31Rank
Derivatives$1,600,592,000,0006
Notional amount of credit derivatives$339,000,0008
Bank is guarantor$93,000,0008
Bank is beneficiary$246,000,0007
Interest rate contracts$929,881,000,0006
Notional value of interest rate swaps$507,558,000,0005
Futures and forward contracts$338,319,000,0004
Written option contracts$30,919,000,0007
Purchased option contracts$53,085,000,0007
Foreign exchange rate contracts$665,945,000,0005
Notional value of exchange swaps$29,065,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$574,784,000,0005
Spot foreign exchange rate contracts$7,817,000,0006
Written option contracts$31,753,000,0007
Purchased option contracts$30,343,000,0007
Contracts on other commodities and equities.$4,427,000,0008
Notional value of other swaps$1,861,000,0006
Futures and forward contracts$408,000,0008
Written option contracts$1,175,000,0008
Purchased option contracts$983,000,0009
1996-12-31Rank
Derivatives$1,584,034,000,0005
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$894,944,000,0006
Notional value of interest rate swaps$468,668,000,0005
Futures and forward contracts$342,332,000,0003
Written option contracts$35,274,000,0007
Purchased option contracts$48,670,000,0007
Foreign exchange rate contracts$687,497,000,0004
Notional value of exchange swaps$28,232,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$611,190,000,0004
Spot foreign exchange rate contracts$8,323,000,0005
Written option contracts$24,822,000,0009
Purchased option contracts$23,253,000,0008
Contracts on other commodities and equities.$1,593,000,0008
Notional value of other swaps$515,000,0007
Futures and forward contracts$302,000,00010
Written option contracts$424,000,0008
Purchased option contracts$352,000,0009
1995-12-31Rank
Derivatives$1,522,091,000,0005
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$865,811,000,0005
Notional value of interest rate swaps$434,580,000,0005
Futures and forward contracts$343,623,000,0004
Written option contracts$35,500,000,0008
Purchased option contracts$52,108,000,0007
Foreign exchange rate contracts$655,376,000,0004
Notional value of exchange swaps$23,221,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$590,836,000,0003
Spot foreign exchange rate contracts$31,645,000,0005
Written option contracts$21,074,000,0009
Purchased option contracts$20,245,000,0009
Contracts on other commodities and equities.$904,000,00010
Notional value of other swaps$158,000,0009
Futures and forward contracts$163,000,00012
Written option contracts$318,000,00010
Purchased option contracts$265,000,00011
1994-12-31Rank
Derivatives$1,312,890,000,0006
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$624,400,000,0006
Notional value of interest rate swaps$343,016,000,0005
Futures and forward contracts$212,194,000,0006
Written option contracts$25,202,000,0008
Purchased option contracts$43,988,000,0007
Foreign exchange rate contracts$688,189,000,0003
Notional value of exchange swaps$21,679,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$628,111,000,0003
Spot foreign exchange rate contractsNANA
Written option contracts$19,577,000,0008
Purchased option contracts$18,822,000,0008
Contracts on other commodities and equities.$301,000,00013
Notional value of other swaps$19,000,00013
Futures and forward contracts$163,000,00010
Written option contracts$45,000,00011
Purchased option contracts$74,000,00011
1993-12-31Rank
Derivatives$908,864,000,0006
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$444,052,000,0006
Notional value of interest rate swaps$238,767,000,0005
Futures and forward contracts$140,451,000,0005
Written option contracts$29,435,000,0007
Purchased option contracts$35,399,000,0007
Foreign exchange rate contracts$464,812,000,0006
Notional value of exchange swaps$21,735,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$423,491,000,0004
Spot foreign exchange rate contractsNANA
Written option contracts$9,563,000,0009
Purchased option contracts$10,023,000,0008
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$793,209,000,0006
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$386,275,000,0005
Notional value of interest rate swaps$194,479,000,0006
Futures and forward contracts$137,366,000,0005
Written option contracts$22,842,000,0007
Purchased option contracts$31,588,000,0006
Foreign exchange rate contracts$406,934,000,0006
Notional value of exchange swaps$23,020,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$361,128,000,0004
Spot foreign exchange rate contractsNANA
Written option contracts$11,043,000,0008
Purchased option contracts$11,743,000,0008
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