Home > Bank of China > Derivatives

Bank of China, Derivatives

2020-09-30Rank
DerivativesNANA
Notional amount of credit derivatives$0105
Bank is guarantor$096
Bank is beneficiary$077
Interest rate contracts$1,996,025,000131
Notional value of interest rate swaps$1,996,025,000103
Futures and forward contracts$0395
Written option contracts$0420
Purchased option contractsNANA
Foreign exchange rate contractsNANA
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$461,329,00035
Spot foreign exchange rate contracts$39,992,00026
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$49,728,00038
Notional value of other swaps$038
Futures and forward contracts$49,728,00014
Written option contracts$039
Purchased option contracts$039
2020-06-30Rank
DerivativesNANA
Notional amount of credit derivatives$0101
Bank is guarantor$091
Bank is beneficiary$074
Interest rate contracts$1,998,541,000126
Notional value of interest rate swaps$1,998,541,000103
Futures and forward contracts$0397
Written option contracts$0423
Purchased option contractsNANA
Foreign exchange rate contractsNANA
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$231,782,00037
Spot foreign exchange rate contracts$38,736,00027
Written option contracts$029
Purchased option contracts$028
Contracts on other commodities and equities.$33,792,00040
Notional value of other swaps$036
Futures and forward contracts$33,792,00013
Written option contracts$038
Purchased option contracts$038
2020-03-31Rank
DerivativesNANA
Notional amount of credit derivatives$099
Bank is guarantor$089
Bank is beneficiary$073
Interest rate contracts$2,001,032,000120
Notional value of interest rate swaps$2,001,032,00099
Futures and forward contracts$0399
Written option contracts$0428
Purchased option contractsNANA
Foreign exchange rate contractsNANA
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$275,024,00037
Spot foreign exchange rate contracts$22,792,00028
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$38,997,00039
Notional value of other swaps$036
Futures and forward contracts$38,997,00014
Written option contracts$038
Purchased option contracts$037
2019-12-31Rank
DerivativesNANA
Notional amount of credit derivatives$096
Bank is guarantor$088
Bank is beneficiary$069
Interest rate contracts$970,342,000152
Notional value of interest rate swaps$970,342,000128
Futures and forward contracts$0410
Written option contracts$0437
Purchased option contractsNANA
Foreign exchange rate contractsNANA
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$110,169,00038
Spot foreign exchange rate contracts$7,163,00036
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$2,318,00049
Notional value of other swaps$036
Futures and forward contracts$2,318,00018
Written option contracts$037
Purchased option contracts$037
2019-09-30Rank
DerivativesNANA
Notional amount of credit derivatives$091
Bank is guarantor$084
Bank is beneficiary$069
Interest rate contracts$1,033,258,000150
Notional value of interest rate swaps$1,033,258,000121
Futures and forward contracts$0437
Written option contracts$0456
Purchased option contractsNANA
Foreign exchange rate contractsNANA
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$1,399,526,00028
Spot foreign exchange rate contracts$123,227,00023
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$38,278,00039
Notional value of other swaps$036
Futures and forward contracts$38,278,00016
Written option contracts$038
Purchased option contracts$037
2019-06-30Rank
DerivativesNANA
Notional amount of credit derivatives$091
Bank is guarantor$085
Bank is beneficiary$066
Interest rate contracts$1,016,191,000140
Notional value of interest rate swaps$1,016,191,000119
Futures and forward contracts$0473
Written option contracts$0500
Purchased option contractsNANA
Foreign exchange rate contractsNANA
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$1,663,433,00027
Spot foreign exchange rate contracts$182,328,00024
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$8,475,00039
Notional value of other swaps$035
Futures and forward contracts$8,475,00014
Written option contracts$037
Purchased option contracts$034
2019-03-31Rank
DerivativesNANA
Notional amount of credit derivatives$090
Bank is guarantor$083
Bank is beneficiary$065
Interest rate contracts$496,896,000189
Notional value of interest rate swaps$496,896,000156
Futures and forward contracts$0474
Written option contracts$0498
Purchased option contractsNANA
Foreign exchange rate contractsNANA
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$1,441,202,00027
Spot foreign exchange rate contracts$35,970,00029
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$14,047,00036
Notional value of other swaps$034
Futures and forward contracts$14,047,00014
Written option contracts$038
Purchased option contracts$036
2018-12-31Rank
DerivativesNANA
Notional amount of credit derivatives$089
Bank is guarantor$081
Bank is beneficiary$066
Interest rate contracts$414,378,000193
Notional value of interest rate swaps$414,378,000163
Futures and forward contracts$0475
Written option contracts$0510
Purchased option contractsNANA
Foreign exchange rate contractsNANA
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$1,566,536,00025
Spot foreign exchange rate contracts$4,550,00037
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$20,975,00035
Notional value of other swaps$033
Futures and forward contracts$20,975,00012
Written option contracts$038
Purchased option contracts$035
2018-09-30Rank
DerivativesNANA
Notional amount of credit derivatives$088
Bank is guarantor$080
Bank is beneficiary$061
Interest rate contracts$464,378,000186
Notional value of interest rate swaps$464,378,000156
Futures and forward contracts$0495
Written option contracts$0527
Purchased option contractsNANA
Foreign exchange rate contractsNANA
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$538,023,00035
Spot foreign exchange rate contracts$27,964,00031
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$24,238,00036
Notional value of other swaps$033
Futures and forward contracts$24,238,00012
Written option contracts$037
Purchased option contracts$036
2018-06-30Rank
DerivativesNANA
Notional amount of credit derivatives$088
Bank is guarantor$081
Bank is beneficiary$061
Interest rate contracts$400,000,000205
Notional value of interest rate swaps$400,000,000162
Futures and forward contracts$0505
Written option contracts$0542
Purchased option contractsNANA
Foreign exchange rate contractsNANA
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$1,353,718,00026
Spot foreign exchange rate contracts$342,710,00017
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$40,399,00035
Notional value of other swaps$032
Futures and forward contracts$40,399,00011
Written option contracts$039
Purchased option contracts$039
2018-03-31Rank
Derivatives$1,565,846,000109
Notional amount of credit derivatives$084
Bank is guarantor$077
Bank is beneficiary$058
Interest rate contracts$408,000,000194
Notional value of interest rate swaps$408,000,000153
Futures and forward contracts$0505
Written option contracts$0533
Purchased option contractsNANA
Foreign exchange rate contracts$1,144,876,00033
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$1,144,876,00032
Spot foreign exchange rate contracts$114,673,00020
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$12,970,00040
Notional value of other swaps$031
Futures and forward contracts$12,970,00014
Written option contracts$039
Purchased option contracts$039
2017-12-31Rank
Derivatives$1,892,940,00093
Notional amount of credit derivatives$080
Bank is guarantor$072
Bank is beneficiary$060
Interest rate contracts$408,000,000183
Notional value of interest rate swaps$408,000,000151
Futures and forward contracts$0512
Written option contracts$0541
Purchased option contractsNANA
Foreign exchange rate contracts$1,462,688,00028
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$1,462,688,00027
Spot foreign exchange rate contracts$12,298,00041
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$22,252,00034
Notional value of other swaps$030
Futures and forward contracts$22,252,00011
Written option contracts$039
Purchased option contracts$038
2017-09-30Rank
Derivatives$2,603,595,00075
Notional amount of credit derivatives$077
Bank is guarantor$071
Bank is beneficiary$057
Interest rate contracts$908,000,000119
Notional value of interest rate swaps$908,000,000111
Futures and forward contracts$0521
Written option contracts$0557
Purchased option contractsNANA
Foreign exchange rate contracts$1,679,400,00027
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$1,679,400,00024
Spot foreign exchange rate contracts$4,982,00044
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$16,195,00035
Notional value of other swaps$029
Futures and forward contracts$16,195,00012
Written option contracts$039
Purchased option contracts$039
2017-06-30Rank
Derivatives$3,456,248,00067
Notional amount of credit derivatives$076
Bank is guarantor$069
Bank is beneficiary$054
Interest rate contracts$908,000,000118
Notional value of interest rate swaps$908,000,000108
Futures and forward contracts$0544
Written option contracts$0572
Purchased option contractsNANA
Foreign exchange rate contracts$2,537,721,00022
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$2,537,721,00021
Spot foreign exchange rate contracts$490,789,00017
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$10,527,00038
Notional value of other swaps$029
Futures and forward contracts$10,527,00013
Written option contracts$039
Purchased option contracts$039
2017-03-31Rank
Derivatives$4,236,693,00060
Notional amount of credit derivatives$072
Bank is guarantor$064
Bank is beneficiary$055
Interest rate contracts$1,208,000,000100
Notional value of interest rate swaps$1,208,000,00090
Futures and forward contracts$0542
Written option contracts$0577
Purchased option contractsNANA
Foreign exchange rate contracts$3,011,078,00021
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$3,011,078,00021
Spot foreign exchange rate contracts$1,242,00055
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$17,615,00035
Notional value of other swaps$029
Futures and forward contracts$17,615,00012
Written option contracts$041
Purchased option contracts$040
2016-12-31Rank
Derivatives$3,920,283,00061
Notional amount of credit derivatives$071
Bank is guarantor$063
Bank is beneficiary$052
Interest rate contracts$1,208,000,00098
Notional value of interest rate swaps$1,208,000,00090
Futures and forward contracts$0852
Written option contracts$0918
Purchased option contractsNANA
Foreign exchange rate contracts$2,694,429,00022
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$2,694,429,00021
Spot foreign exchange rate contracts$6,554,00045
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$17,854,00036
Notional value of other swaps$030
Futures and forward contracts$17,854,00013
Written option contracts$045
Purchased option contracts$044
2016-09-30Rank
Derivatives$3,316,743,00063
Notional amount of credit derivatives$068
Bank is guarantor$060
Bank is beneficiary$051
Interest rate contracts$1,208,000,000105
Notional value of interest rate swaps$1,208,000,00089
Futures and forward contracts$0878
Written option contracts$0927
Purchased option contractsNANA
Foreign exchange rate contracts$2,090,426,00027
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$2,090,426,00023
Spot foreign exchange rate contracts$2,306,00050
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$18,317,00037
Notional value of other swaps$031
Futures and forward contracts$18,317,00014
Written option contracts$049
Purchased option contracts$044
2016-06-30Rank
Derivatives$4,238,116,00056
Notional amount of credit derivatives$071
Bank is guarantor$061
Bank is beneficiary$052
Interest rate contracts$1,310,011,00098
Notional value of interest rate swaps$1,310,011,00081
Futures and forward contracts$0866
Written option contracts$0918
Purchased option contractsNANA
Foreign exchange rate contracts$2,862,669,00023
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$2,862,669,00021
Spot foreign exchange rate contracts$12,873,00039
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$65,436,00033
Notional value of other swaps$034
Futures and forward contracts$65,436,00012
Written option contracts$050
Purchased option contracts$045
2016-03-31Rank
Derivatives$3,546,258,00060
Notional amount of credit derivatives$066
Bank is guarantor$056
Bank is beneficiary$051
Interest rate contracts$1,310,512,00091
Notional value of interest rate swaps$1,310,512,00080
Futures and forward contracts$0840
Written option contracts$0894
Purchased option contractsNANA
Foreign exchange rate contracts$2,116,536,00028
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$2,116,536,00025
Spot foreign exchange rate contracts$8,692,00044
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$119,210,00032
Notional value of other swaps$035
Futures and forward contracts$119,210,00011
Written option contracts$051
Purchased option contracts$045
2015-12-31Rank
Derivatives$3,107,107,00060
Notional amount of credit derivatives$065
Bank is guarantor$055
Bank is beneficiary$048
Interest rate contracts$1,311,002,00088
Notional value of interest rate swaps$1,311,002,00076
Futures and forward contracts$0833
Written option contracts$0872
Purchased option contractsNANA
Foreign exchange rate contracts$1,755,576,00028
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$1,755,576,00025
Spot foreign exchange rate contracts$3,178,00046
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$40,529,00034
Notional value of other swaps$036
Futures and forward contracts$40,529,00011
Written option contracts$050
Purchased option contracts$045
2015-09-30Rank
Derivatives$5,064,427,00050
Notional amount of credit derivatives$065
Bank is guarantor$054
Bank is beneficiary$046
Interest rate contracts$1,311,482,00084
Notional value of interest rate swaps$1,311,482,00074
Futures and forward contracts$0850
Written option contracts$0880
Purchased option contractsNANA
Foreign exchange rate contracts$3,691,520,00021
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$3,691,520,00021
Spot foreign exchange rate contracts$3,533,00047
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$61,425,00033
Notional value of other swaps$034
Futures and forward contracts$61,425,00011
Written option contracts$052
Purchased option contracts$044
2015-06-30Rank
Derivatives$6,067,632,00047
Notional amount of credit derivatives$065
Bank is guarantor$053
Bank is beneficiary$047
Interest rate contracts$1,311,953,00087
Notional value of interest rate swaps$1,311,953,00077
Futures and forward contracts$0844
Written option contracts$0897
Purchased option contractsNANA
Foreign exchange rate contracts$4,540,223,00021
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$4,540,223,00020
Spot foreign exchange rate contracts$30,301,00034
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$215,456,00028
Notional value of other swaps$037
Futures and forward contracts$215,456,00010
Written option contracts$057
Purchased option contracts$042
2015-03-31Rank
Derivatives$7,144,047,00044
Notional amount of credit derivatives$065
Bank is guarantor$052
Bank is beneficiary$046
Interest rate contracts$1,312,415,00085
Notional value of interest rate swaps$1,312,415,00076
Futures and forward contracts$0828
Written option contracts$0899
Purchased option contractsNANA
Foreign exchange rate contracts$5,681,253,00020
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$5,681,253,00019
Spot foreign exchange rate contracts$124,394,00021
Written option contracts$034
Purchased option contracts$034
Contracts on other commodities and equities.$150,379,00028
Notional value of other swaps$035
Futures and forward contracts$150,379,00011
Written option contracts$061
Purchased option contracts$045
2014-12-31Rank
Derivatives$8,207,676,00039
Notional amount of credit derivatives$063
Bank is guarantor$050
Bank is beneficiary$045
Interest rate contracts$1,312,868,00082
Notional value of interest rate swaps$1,312,868,00076
Futures and forward contracts$0802
Written option contracts$0871
Purchased option contractsNANA
Foreign exchange rate contracts$6,823,151,00018
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$6,823,151,00017
Spot foreign exchange rate contracts$7,980,00041
Written option contracts$034
Purchased option contracts$034
Contracts on other commodities and equities.$71,657,00031
Notional value of other swaps$034
Futures and forward contracts$71,657,00011
Written option contracts$061
Purchased option contracts$046
2014-09-30Rank
Derivatives$8,119,917,00041
Notional amount of credit derivatives$064
Bank is guarantor$050
Bank is beneficiary$046
Interest rate contracts$1,313,311,00082
Notional value of interest rate swaps$1,313,311,00073
Futures and forward contracts$0795
Written option contracts$0881
Purchased option contractsNANA
Foreign exchange rate contracts$6,787,724,00019
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$6,787,724,00019
Spot foreign exchange rate contracts$45,653,00029
Written option contracts$033
Purchased option contracts$034
Contracts on other commodities and equities.$18,882,00042
Notional value of other swaps$032
Futures and forward contracts$18,882,00012
Written option contracts$068
Purchased option contracts$051
2014-06-30Rank
Derivatives$10,030,727,00039
Notional amount of credit derivatives$064
Bank is guarantor$049
Bank is beneficiary$047
Interest rate contracts$1,313,746,00084
Notional value of interest rate swaps$1,313,746,00073
Futures and forward contracts$0816
Written option contracts$0884
Purchased option contractsNANA
Foreign exchange rate contracts$8,658,093,00017
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$8,658,093,00015
Spot foreign exchange rate contracts$21,018,00031
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$58,888,00033
Notional value of other swaps$033
Futures and forward contracts$58,888,00011
Written option contracts$072
Purchased option contracts$051
2014-03-31Rank
Derivatives$11,005,847,00036
Notional amount of credit derivatives$062
Bank is guarantor$047
Bank is beneficiary$045
Interest rate contracts$1,314,173,00082
Notional value of interest rate swaps$1,314,173,00070
Futures and forward contracts$0790
Written option contracts$0879
Purchased option contractsNANA
Foreign exchange rate contracts$7,905,505,00017
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$7,905,505,00016
Spot foreign exchange rate contracts$252,285,00020
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$1,786,169,00018
Notional value of other swaps$034
Futures and forward contracts$1,786,169,0006
Written option contracts$073
Purchased option contracts$050
2013-12-31Rank
Derivatives$4,110,294,00049
Notional amount of credit derivatives$059
Bank is guarantor$044
Bank is beneficiary$043
Interest rate contracts$1,314,591,00078
Notional value of interest rate swaps$1,314,591,00066
Futures and forward contracts$0792
Written option contracts$0858
Purchased option contractsNANA
Foreign exchange rate contracts$958,242,00033
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$958,242,00031
Spot foreign exchange rate contracts$139,741,00021
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$1,837,461,00016
Notional value of other swaps$034
Futures and forward contracts$1,837,461,0006
Written option contracts$070
Purchased option contracts$050
2013-09-30Rank
Derivatives$1,721,595,00074
Notional amount of credit derivatives$058
Bank is guarantor$043
Bank is beneficiary$043
Interest rate contracts$1,315,000,00079
Notional value of interest rate swaps$1,315,000,00066
Futures and forward contracts$0831
Written option contracts$0876
Purchased option contractsNANA
Foreign exchange rate contracts$317,339,00049
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$317,339,00044
Spot foreign exchange rate contracts$2,709,00050
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$89,256,00031
Notional value of other swaps$035
Futures and forward contracts$89,256,00012
Written option contracts$072
Purchased option contracts$049
2013-06-30Rank
Derivatives$2,664,538,00064
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$1,525,402,00071
Notional value of interest rate swaps$1,525,402,00059
Futures and forward contracts$0826
Written option contracts$0875
Purchased option contractsNANA
Foreign exchange rate contracts$1,027,750,00029
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$1,027,750,00028
Spot foreign exchange rate contracts$40,774,00027
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$111,386,00029
Notional value of other swaps$036
Futures and forward contracts$111,386,00012
Written option contracts$075
Purchased option contracts$052
2013-03-31Rank
Derivatives$2,900,506,00060
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$1,565,796,00072
Notional value of interest rate swaps$1,565,796,00062
Futures and forward contracts$0809
Written option contracts$0875
Purchased option contractsNANA
Foreign exchange rate contracts$1,276,777,00028
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$1,276,777,00026
Spot foreign exchange rate contracts$3,514,00047
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$57,933,00037
Notional value of other swaps$037
Futures and forward contracts$57,933,00014
Written option contracts$078
Purchased option contracts$056
2012-12-31Rank
Derivatives$2,573,354,00061
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$039
Interest rate contracts$1,566,309,00073
Notional value of interest rate swaps$1,566,309,00062
Futures and forward contracts$0782
Written option contracts$0845
Purchased option contractsNANA
Foreign exchange rate contracts$959,747,00034
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$959,747,00031
Spot foreign exchange rate contracts$9,929,00037
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$47,298,00037
Notional value of other swaps$035
Futures and forward contracts$47,298,00013
Written option contracts$076
Purchased option contracts$055
2012-09-30Rank
Derivatives$2,475,262,00064
Notional amount of credit derivatives$052
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$1,566,684,00077
Notional value of interest rate swaps$1,566,684,00063
Futures and forward contracts$0769
Written option contracts$0839
Purchased option contractsNANA
Foreign exchange rate contracts$646,701,00039
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$646,701,00035
Spot foreign exchange rate contracts$59,00070
Written option contracts$034
Purchased option contracts$035
Contracts on other commodities and equities.$261,877,00028
Notional value of other swaps$037
Futures and forward contracts$261,877,00011
Written option contracts$080
Purchased option contracts$058
2012-06-30Rank
Derivatives$1,908,616,00069
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$034
Interest rate contracts$1,667,053,00072
Notional value of interest rate swaps$1,667,053,00060
Futures and forward contracts$0741
Written option contracts$0808
Purchased option contractsNANA
Foreign exchange rate contracts$10,185,00074
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$10,185,00069
Spot foreign exchange rate contracts$8,185,00043
Written option contracts$035
Purchased option contracts$035
Contracts on other commodities and equities.$231,378,00028
Notional value of other swaps$036
Futures and forward contracts$231,378,00011
Written option contracts$074
Purchased option contracts$057
2012-03-31Rank
Derivatives$1,748,244,00073
Notional amount of credit derivatives$051
Bank is guarantor$043
Bank is beneficiary$035
Interest rate contracts$1,667,414,00071
Notional value of interest rate swaps$1,667,414,00057
Futures and forward contracts$0728
Written option contracts$0789
Purchased option contractsNANA
Foreign exchange rate contracts$6,404,00077
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$6,404,00070
Spot foreign exchange rate contracts$3,422,00047
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$74,426,00034
Notional value of other swaps$036
Futures and forward contracts$74,426,00013
Written option contracts$077
Purchased option contracts$060
2011-12-31Rank
Derivatives$1,816,047,00062
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$035
Interest rate contracts$1,667,768,00061
Notional value of interest rate swaps$1,667,768,00054
Futures and forward contracts$0659
Written option contracts$0734
Purchased option contractsNANA
Foreign exchange rate contracts$78,261,00053
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$78,261,00051
Spot foreign exchange rate contracts$2,388,00049
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$70,018,00032
Notional value of other swaps$037
Futures and forward contracts$70,018,00011
Written option contracts$072
Purchased option contracts$059
2011-09-30Rank
Derivatives$1,507,896,00068
Notional amount of credit derivatives$046
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$1,268,000,00070
Notional value of interest rate swaps$1,268,000,00062
Futures and forward contracts$0648
Written option contracts$0730
Purchased option contractsNANA
Foreign exchange rate contracts$118,791,00049
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$118,791,00048
Spot foreign exchange rate contracts$5,908,00048
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$121,105,00027
Notional value of other swaps$037
Futures and forward contracts$121,105,00010
Written option contracts$077
Purchased option contracts$061
2011-06-30Rank
Derivatives$1,530,177,00071
Notional amount of credit derivatives$045
Bank is guarantor$038
Bank is beneficiary$031
Interest rate contracts$1,158,000,00073
Notional value of interest rate swaps$1,158,000,00064
Futures and forward contracts$0628
Written option contracts$0701
Purchased option contractsNANA
Foreign exchange rate contracts$328,067,00040
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$328,067,00035
Spot foreign exchange rate contracts$39,303,00030
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$44,110,00034
Notional value of other swaps$039
Futures and forward contracts$44,110,00010
Written option contracts$077
Purchased option contracts$063
2011-03-31Rank
Derivatives$2,174,740,00060
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$032
Interest rate contracts$860,000,00080
Notional value of interest rate swaps$860,000,00073
Futures and forward contracts$0610
Written option contracts$0700
Purchased option contractsNANA
Foreign exchange rate contracts$1,280,388,00027
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$1,280,388,00023
Spot foreign exchange rate contracts$15,955,00039
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$34,352,00035
Notional value of other swaps$043
Futures and forward contracts$34,352,00011
Written option contracts$081
Purchased option contracts$065
2010-12-31Rank
Derivatives$1,137,237,00076
Notional amount of credit derivatives$048
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$860,000,00083
Notional value of interest rate swaps$860,000,00073
Futures and forward contracts$0635
Written option contracts$0722
Purchased option contractsNANA
Foreign exchange rate contracts$237,232,00040
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$237,232,00037
Spot foreign exchange rate contracts$6,524,00039
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$40,005,00033
Notional value of other swaps$042
Futures and forward contracts$40,005,00010
Written option contracts$079
Purchased option contracts$065
2010-09-30Rank
Derivatives$776,862,00093
Notional amount of credit derivatives$047
Bank is guarantor$036
Bank is beneficiary$032
Interest rate contracts$360,000,000128
Notional value of interest rate swaps$360,000,00094
Futures and forward contracts$0630
Written option contracts$0752
Purchased option contractsNANA
Foreign exchange rate contracts$352,738,00037
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$352,738,00033
Spot foreign exchange rate contracts$257,00057
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$64,124,00032
Notional value of other swaps$046
Futures and forward contracts$64,124,00011
Written option contracts$086
Purchased option contracts$063
2010-06-30Rank
Derivatives$387,065,000121
Notional amount of credit derivatives$047
Bank is guarantor$037
Bank is beneficiary$033
Interest rate contracts$160,000,000168
Notional value of interest rate swaps$160,000,000125
Futures and forward contracts$0592
Written option contracts$0710
Purchased option contractsNANA
Foreign exchange rate contracts$140,334,00040
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$140,334,00036
Spot foreign exchange rate contracts$19,553,00034
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$86,731,00029
Notional value of other swaps$049
Futures and forward contracts$86,731,00010
Written option contracts$087
Purchased option contracts$063
2010-03-31Rank
Derivatives$300,054,000139
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$033
Interest rate contracts$160,000,000171
Notional value of interest rate swaps$160,000,000130
Futures and forward contracts$0580
Written option contracts$0689
Purchased option contractsNANA
Foreign exchange rate contracts$53,540,00049
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$53,540,00045
Spot foreign exchange rate contracts$8,362,00037
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$86,514,00032
Notional value of other swaps$053
Futures and forward contracts$86,514,0009
Written option contracts$091
Purchased option contracts$066
2009-12-31Rank
Derivatives$392,662,000117
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$035
Interest rate contracts$260,000,000144
Notional value of interest rate swaps$260,000,000118
Futures and forward contracts$0570
Written option contracts$0689
Purchased option contractsNANA
Foreign exchange rate contracts$53,549,00048
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$53,549,00047
Spot foreign exchange rate contracts$21,534,00028
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$79,113,00035
Notional value of other swaps$053
Futures and forward contracts$79,113,00010
Written option contracts$090
Purchased option contracts$065
2009-09-30Rank
Derivatives$330,377,000130
Notional amount of credit derivatives$051
Bank is guarantor$042
Bank is beneficiary$036
Interest rate contracts$260,000,000141
Notional value of interest rate swaps$260,000,000115
Futures and forward contracts$0590
Written option contracts$0717
Purchased option contractsNANA
Foreign exchange rate contracts$32,665,00053
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$32,665,00051
Spot foreign exchange rate contracts$2,136,00045
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$37,712,00042
Notional value of other swaps$058
Futures and forward contracts$37,712,00012
Written option contracts$098
Purchased option contracts$067
2009-06-30Rank
Derivatives$382,454,000125
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$036
Interest rate contracts$268,662,000146
Notional value of interest rate swaps$268,662,000120
Futures and forward contracts$0609
Written option contracts$0739
Purchased option contractsNANA
Foreign exchange rate contracts$64,339,00046
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$64,339,00045
Spot foreign exchange rate contracts$52,078,00027
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$49,453,00038
Notional value of other swaps$065
Futures and forward contracts$49,453,00011
Written option contracts$0100
Purchased option contracts$075
2009-03-31Rank
Derivatives$436,166,000128
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$038
Interest rate contracts$269,022,000154
Notional value of interest rate swaps$269,022,000120
Futures and forward contracts$0582
Written option contracts$0706
Purchased option contractsNANA
Foreign exchange rate contracts$91,268,00043
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$91,268,00041
Spot foreign exchange rate contracts$67,779,00020
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$75,876,00033
Notional value of other swaps$062
Futures and forward contracts$75,876,00010
Written option contracts$0104
Purchased option contracts$079
2008-12-31Rank
Derivatives$408,109,000121
Notional amount of credit derivatives$050
Bank is guarantor$036
Bank is beneficiary$040
Interest rate contracts$340,416,000130
Notional value of interest rate swaps$340,416,000107
Futures and forward contracts$0537
Written option contracts$0636
Purchased option contractsNANA
Foreign exchange rate contracts$40,590,00050
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$40,590,00046
Spot foreign exchange rate contracts$4,177,00037
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$27,103,00040
Notional value of other swaps$070
Futures and forward contracts$27,103,00011
Written option contracts$0102
Purchased option contracts$076
2008-09-30Rank
Derivatives$725,292,00090
Notional amount of credit derivatives$054
Bank is guarantor$039
Bank is beneficiary$041
Interest rate contracts$342,335,000117
Notional value of interest rate swaps$342,335,000103
Futures and forward contracts$0517
Written option contracts$0604
Purchased option contractsNANA
Foreign exchange rate contracts$217,040,00038
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$217,040,00035
Spot foreign exchange rate contracts$12,00068
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$165,917,00027
Notional value of other swaps$073
Futures and forward contracts$165,917,00010
Written option contracts$0112
Purchased option contracts$082
2008-06-30Rank
Derivatives$557,243,000102
Notional amount of credit derivatives$052
Bank is guarantor$037
Bank is beneficiary$039
Interest rate contracts$295,670,000123
Notional value of interest rate swaps$295,670,000108
Futures and forward contracts$0487
Written option contracts$0598
Purchased option contractsNANA
Foreign exchange rate contracts$173,438,00040
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$173,438,00038
Spot foreign exchange rate contracts$78,697,00023
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$88,135,00035
Notional value of other swaps$075
Futures and forward contracts$88,135,00010
Written option contracts$0114
Purchased option contracts$087
2008-03-31Rank
Derivatives$533,868,000105
Notional amount of credit derivatives$050
Bank is guarantor$038
Bank is beneficiary$037
Interest rate contracts$258,140,000129
Notional value of interest rate swaps$258,140,000108
Futures and forward contracts$0496
Written option contracts$0632
Purchased option contractsNANA
Foreign exchange rate contracts$152,400,00043
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$152,400,00040
Spot foreign exchange rate contracts$071
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$123,328,00029
Notional value of other swaps$076
Futures and forward contracts$123,328,00010
Written option contracts$0113
Purchased option contracts$083
2007-12-31Rank
Derivatives$439,791,000106
Notional amount of credit derivatives$048
Bank is guarantor$036
Bank is beneficiary$037
Interest rate contracts$261,404,000127
Notional value of interest rate swaps$261,404,000104
Futures and forward contracts$0454
Written option contracts$0590
Purchased option contractsNANA
Foreign exchange rate contracts$78,827,00046
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$78,827,00045
Spot foreign exchange rate contracts$2,071,00045
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$99,560,00035
Notional value of other swaps$079
Futures and forward contracts$99,560,00010
Written option contracts$0111
Purchased option contracts$082
2007-09-30Rank
Derivatives$656,327,00096
Notional amount of credit derivatives$048
Bank is guarantor$035
Bank is beneficiary$039
Interest rate contracts$263,819,000123
Notional value of interest rate swaps$263,819,000103
Futures and forward contracts$0443
Written option contracts$0558
Purchased option contractsNANA
Foreign exchange rate contracts$364,856,00036
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$364,856,00032
Spot foreign exchange rate contracts$072
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$27,652,00043
Notional value of other swaps$083
Futures and forward contracts$27,652,00013
Written option contracts$0124
Purchased option contracts$086
2007-06-30Rank
Derivatives$652,907,000104
Notional amount of credit derivatives$052
Bank is guarantor$039
Bank is beneficiary$037
Interest rate contracts$135,849,000178
Notional value of interest rate swaps$135,849,000137
Futures and forward contracts$0460
Written option contracts$0570
Purchased option contractsNANA
Foreign exchange rate contracts$496,361,00034
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$496,361,00031
Spot foreign exchange rate contracts$33,274,00033
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$20,697,00042
Notional value of other swaps$082
Futures and forward contracts$20,697,00014
Written option contracts$0118
Purchased option contracts$083
2007-03-31Rank
Derivatives$675,384,000105
Notional amount of credit derivatives$054
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$135,835,000171
Notional value of interest rate swaps$135,835,000133
Futures and forward contracts$0444
Written option contracts$0548
Purchased option contractsNANA
Foreign exchange rate contracts$526,316,00034
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$526,316,00031
Spot foreign exchange rate contracts$53,072,00029
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$13,233,00045
Notional value of other swaps$083
Futures and forward contracts$13,233,00013
Written option contracts$0123
Purchased option contracts$088
2006-12-31Rank
Derivatives$598,929,000109
Notional amount of credit derivatives$048
Bank is guarantor$034
Bank is beneficiary$036
Interest rate contracts$162,381,000161
Notional value of interest rate swaps$162,381,000128
Futures and forward contracts$0427
Written option contracts$0518
Purchased option contractsNANA
Foreign exchange rate contracts$436,548,00036
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$436,548,00031
Spot foreign exchange rate contracts$9,916,00039
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$636,361,000105
Notional amount of credit derivatives$047
Bank is guarantor$034
Bank is beneficiary$035
Interest rate contracts$163,684,000161
Notional value of interest rate swaps$163,684,000129
Futures and forward contracts$0430
Written option contracts$0512
Purchased option contractsNANA
Foreign exchange rate contracts$463,675,00036
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$463,675,00032
Spot foreign exchange rate contracts$7,077,00044
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$9,002,00049
Notional value of other swaps$085
Futures and forward contracts$9,002,00013
Written option contracts$0130
Purchased option contracts$092
2006-06-30Rank
Derivatives$774,698,00098
Notional amount of credit derivatives$041
Bank is guarantor$026
Bank is beneficiary$035
Interest rate contracts$173,170,000160
Notional value of interest rate swaps$173,170,000132
Futures and forward contracts$0416
Written option contracts$0505
Purchased option contractsNANA
Foreign exchange rate contracts$577,670,00035
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$577,670,00031
Spot foreign exchange rate contracts$72,418,00026
Written option contracts$036
Purchased option contracts$033
Contracts on other commodities and equities.$23,858,00036
Notional value of other swaps$088
Futures and forward contracts$23,858,00013
Written option contracts$0124
Purchased option contracts$090
2006-03-31Rank
Derivatives$432,021,000120
Notional amount of credit derivatives$041
Bank is guarantor$027
Bank is beneficiary$035
Interest rate contracts$175,292,000157
Notional value of interest rate swaps$175,292,000128
Futures and forward contracts$0407
Written option contracts$0497
Purchased option contractsNANA
Foreign exchange rate contracts$256,729,00039
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$256,729,00037
Spot foreign exchange rate contracts$20,676,00034
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$368,246,000125
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$033
Interest rate contracts$179,973,000156
Notional value of interest rate swaps$179,973,000129
Futures and forward contracts$0388
Written option contracts$0465
Purchased option contractsNANA
Foreign exchange rate contracts$94,443,00044
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$94,443,00041
Spot foreign exchange rate contracts$10,552,00038
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$93,830,00027
Notional value of other swaps$084
Futures and forward contracts$93,830,00011
Written option contracts$0117
Purchased option contracts$094
2005-09-30Rank
Derivatives$289,721,000137
Notional amount of credit derivatives$039
Bank is guarantor$028
Bank is beneficiary$031
Interest rate contracts$181,262,000164
Notional value of interest rate swaps$181,262,000134
Futures and forward contracts$0355
Written option contracts$0439
Purchased option contractsNANA
Foreign exchange rate contracts$108,459,00044
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$108,459,00041
Spot foreign exchange rate contracts$9,140,00040
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$641,850,00096
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$031
Interest rate contracts$389,435,000117
Notional value of interest rate swaps$189,435,000128
Futures and forward contracts$0325
Written option contracts$0424
Purchased option contractsNANA
Foreign exchange rate contracts$252,415,00038
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$225,535,00036
Spot foreign exchange rate contracts$43,898,00031
Written option contracts$26,880,00021
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$469,486,000104
Notional amount of credit derivatives$035
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$290,819,000123
Notional value of interest rate swaps$290,819,000106
Futures and forward contracts$0283
Written option contracts$0342
Purchased option contractsNANA
Foreign exchange rate contracts$178,667,00041
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$178,667,00039
Spot foreign exchange rate contracts$20,966,00035
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$465,365,000106
Notional amount of credit derivatives$035
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$199,403,000143
Notional value of interest rate swaps$199,403,000122
Futures and forward contracts$0272
Written option contracts$0340
Purchased option contractsNANA
Foreign exchange rate contracts$174,213,00040
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$174,213,00038
Spot foreign exchange rate contracts$45,807,00028
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$91,749,00026
Notional value of other swaps$078
Futures and forward contracts$91,749,0009
Written option contracts$0110
Purchased option contracts$079
2004-09-30Rank
Derivatives$1,090,431,00085
Notional amount of credit derivatives$036
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$248,820,000136
Notional value of interest rate swaps$198,820,000124
Futures and forward contracts$0268
Written option contracts$0334
Purchased option contractsNANA
Foreign exchange rate contracts$761,852,00033
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$597,692,00030
Spot foreign exchange rate contracts$3,602,00046
Written option contracts$164,160,00018
Purchased option contracts$033
Contracts on other commodities and equities.$79,759,00027
Notional value of other swaps$075
Futures and forward contracts$79,759,00010
Written option contracts$0112
Purchased option contracts$076
2004-06-30Rank
Derivatives$853,669,00092
Notional amount of credit derivatives$037
Bank is guarantor$023
Bank is beneficiary$031
Interest rate contracts$349,914,000115
Notional value of interest rate swaps$199,914,000119
Futures and forward contracts$0251
Written option contracts$0309
Purchased option contractsNANA
Foreign exchange rate contracts$503,755,00036
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$384,203,00036
Spot foreign exchange rate contracts$179,334,00024
Written option contracts$95,360,00020
Purchased option contracts$24,192,00023
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$1,144,934,00080
Notional amount of credit derivatives$037
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$252,083,000134
Notional value of interest rate swaps$202,083,000113
Futures and forward contracts$0237
Written option contracts$0273
Purchased option contractsNANA
Foreign exchange rate contracts$892,851,00033
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$780,211,00029
Spot foreign exchange rate contracts$60,309,00032
Written option contracts$112,640,00020
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$496,168,000107
Notional amount of credit derivatives$032
Bank is guarantor$020
Bank is beneficiary$029
Interest rate contracts$219,999,000135
Notional value of interest rate swaps$219,999,000115
Futures and forward contracts$0228
Written option contracts$0251
Purchased option contractsNANA
Foreign exchange rate contracts$276,169,00038
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$276,169,00035
Spot foreign exchange rate contracts$20,740,00034
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$478,236,000113
Notional amount of credit derivatives$032
Bank is guarantor$019
Bank is beneficiary$028
Interest rate contracts$300,626,000128
Notional value of interest rate swaps$200,626,000115
Futures and forward contracts$0219
Written option contracts$0233
Purchased option contractsNANA
Foreign exchange rate contracts$177,610,00043
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$177,610,00040
Spot foreign exchange rate contracts$4,655,00040
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$785,770,00099
Notional amount of credit derivatives$030
Bank is guarantor$020
Bank is beneficiary$025
Interest rate contracts$295,476,000132
Notional value of interest rate swaps$215,476,000106
Futures and forward contracts$0197
Written option contracts$0209
Purchased option contractsNANA
Foreign exchange rate contracts$490,294,00033
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$490,294,00031
Spot foreign exchange rate contracts$162,801,00028
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$931,407,00088
Notional amount of credit derivatives$033
Bank is guarantor$023
Bank is beneficiary$025
Interest rate contracts$582,875,000104
Notional value of interest rate swaps$182,875,000114
Futures and forward contracts$0175
Written option contracts$0168
Purchased option contractsNANA
Foreign exchange rate contracts$348,532,00036
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$348,532,00032
Spot foreign exchange rate contracts$134,690,00025
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$286,542,000125
Notional amount of credit derivatives$030
Bank is guarantor$023
Bank is beneficiary$021
Interest rate contracts$187,154,000136
Notional value of interest rate swaps$187,154,000113
Futures and forward contracts$0158
Written option contracts$0138
Purchased option contractsNANA
Foreign exchange rate contracts$99,388,00045
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$99,388,00040
Spot foreign exchange rate contracts$32,045,00029
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$363,617,000110
Notional amount of credit derivatives$032
Bank is guarantor$022
Bank is beneficiary$024
Interest rate contracts$242,201,000123
Notional value of interest rate swaps$242,201,000102
Futures and forward contracts$0140
Written option contracts$091
Purchased option contractsNANA
Foreign exchange rate contracts$121,416,00045
Notional value of exchange swaps$111,636,00021
Commitments to purchase foreign currencies & U.S. dollar exchange$9,780,00066
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$273,219,000131
Notional amount of credit derivatives$031
Bank is guarantor$024
Bank is beneficiary$019
Interest rate contracts$244,796,000128
Notional value of interest rate swaps$244,796,000109
Futures and forward contracts$0127
Written option contracts$098
Purchased option contractsNANA
Foreign exchange rate contracts$28,423,00068
Notional value of exchange swaps$455,00037
Commitments to purchase foreign currencies & U.S. dollar exchange$27,968,00064
Spot foreign exchange rate contracts$58,00084
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$1,387,314,00077
Notional amount of credit derivatives$027
Bank is guarantor$023
Bank is beneficiary$015
Interest rate contracts$318,629,000128
Notional value of interest rate swaps$318,629,000113
Futures and forward contracts$0135
Written option contracts$099
Purchased option contractsNANA
Foreign exchange rate contracts$68,685,00058
Notional value of exchange swaps$038
Commitments to purchase foreign currencies & U.S. dollar exchange$68,535,00054
Spot foreign exchange rate contracts$3,000,00043
Written option contracts$035
Purchased option contracts$150,00035
Contracts on other commodities and equities.$1,000,000,00010
Notional value of other swaps$024
Futures and forward contracts$010
Written option contracts$500,000,00010
Purchased option contracts$500,000,00010
1998-12-31Rank
Derivatives$625,571,000112
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$361,669,000127
Notional value of interest rate swaps$361,669,000112
Futures and forward contracts$0151
Written option contracts$098
Purchased option contractsNANA
Foreign exchange rate contracts$223,902,00045
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$223,902,00042
Spot foreign exchange rate contracts$0101
Written option contracts$037
Purchased option contracts$039
Contracts on other commodities and equities.$40,000,00027
Notional value of other swaps$022
Futures and forward contracts$013
Written option contracts$40,000,00014
Purchased option contracts$027
1997-12-31Rank
Derivatives$425,092,000138
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$333,840,000144
Notional value of interest rate swaps$333,840,000120
Futures and forward contracts$0177
Written option contracts$0109
Purchased option contractsNANA
Foreign exchange rate contracts$32,052,00076
Notional value of exchange swaps$037
Commitments to purchase foreign currencies & U.S. dollar exchange$32,052,00073
Spot foreign exchange rate contracts$25,037,00043
Written option contracts$041
Purchased option contracts$043
Contracts on other commodities and equities.$59,200,00016
Notional value of other swaps$018
Futures and forward contracts$017
Written option contracts$59,200,00011
Purchased option contracts$027
1996-12-31Rank
Derivatives$310,596,000178
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$222,300,000191
Notional value of interest rate swaps$222,300,000160
Futures and forward contracts$0134
Written option contracts$0132
Purchased option contractsNANA
Foreign exchange rate contracts$64,591,00074
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$49,591,00074
Spot foreign exchange rate contracts$24,000122
Written option contracts$037
Purchased option contracts$15,000,00028
Contracts on other commodities and equities.$23,705,00019
Notional value of other swaps$23,705,00012
Futures and forward contracts$019
Written option contracts$027
Purchased option contracts$026
1995-12-31Rank
Derivatives$377,545,000182
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$278,847,000193
Notional value of interest rate swaps$278,847,000164
Futures and forward contracts$0149
Written option contracts$0132
Purchased option contractsNANA
Foreign exchange rate contracts$98,698,00071
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$83,816,00072
Spot foreign exchange rate contracts$0142
Written option contracts$044
Purchased option contracts$14,882,00026
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
DerivativesNANA
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contractsNANA
Notional value of interest rate swaps$288,351,000166
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA
Foreign exchange rate contractsNANA
Notional value of exchange swapsNANA
Commitments to purchase foreign currencies & U.S. dollar exchange$45,136,00082
Spot foreign exchange rate contractsNANA
Written option contractsNANA
Purchased option contractsNANA
Contracts on other commodities and equities.NANA
Notional value of other swapsNANA
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA
1993-12-31Rank
DerivativesNANA
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contractsNANA
Notional value of interest rate swaps$220,773,000175
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA
Foreign exchange rate contractsNANA
Notional value of exchange swapsNANA
Commitments to purchase foreign currencies & U.S. dollar exchange$407,553,00044
Spot foreign exchange rate contractsNANA
Written option contractsNANA
Purchased option contractsNANA
Contracts on other commodities and equities.NANA
Notional value of other swapsNANA
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA
1992-12-31Rank
DerivativesNANA
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contractsNANA
Notional value of interest rate swaps$232,630,000144
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA
Foreign exchange rate contractsNANA
Notional value of exchange swapsNANA
Commitments to purchase foreign currencies & U.S. dollar exchange$364,071,00047
Spot foreign exchange rate contractsNANA
Written option contractsNANA
Purchased option contractsNANA
Contracts on other commodities and equities.NANA
Notional value of other swapsNANA
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA