Home > Bank of the West > Derivatives

Bank of the West, Derivatives

2021-12-31Rank
Derivatives$21,146,191,00039
Notional amount of credit derivatives$0106
Bank is guarantor$095
Bank is beneficiary$077
Interest rate contracts$19,232,413,00036
Notional value of interest rate swaps$19,199,673,00032
Futures and forward contracts$25,500,000157
Written option contracts$7,240,000271
Purchased option contracts$0140
Foreign exchange rate contracts$601,392,00037
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$596,592,00034
Spot foreign exchange rate contracts$18,254,00030
Written option contracts$2,400,00027
Purchased option contracts$2,400,00027
Contracts on other commodities and equities.$1,312,386,00022
Notional value of other swaps$167,106,00026
Futures and forward contracts$020
Written option contracts$572,640,00015
Purchased option contracts$572,640,00014
2021-09-30Rank
Derivatives$21,478,277,00038
Notional amount of credit derivatives$0113
Bank is guarantor$0100
Bank is beneficiary$079
Interest rate contracts$19,346,823,00036
Notional value of interest rate swaps$19,141,688,00030
Futures and forward contracts$117,092,00098
Written option contracts$88,043,000125
Purchased option contracts$0144
Foreign exchange rate contracts$778,426,00035
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$768,592,00034
Spot foreign exchange rate contracts$70,087,00030
Written option contracts$4,917,00027
Purchased option contracts$4,917,00027
Contracts on other commodities and equities.$1,353,028,00022
Notional value of other swaps$172,262,00026
Futures and forward contracts$019
Written option contracts$590,383,00016
Purchased option contracts$590,383,00015
2021-06-30Rank
Derivatives$20,350,427,00037
Notional amount of credit derivatives$0113
Bank is guarantor$0103
Bank is beneficiary$077
Interest rate contracts$18,372,048,00036
Notional value of interest rate swaps$17,763,895,00032
Futures and forward contracts$258,352,00069
Written option contracts$338,772,00070
Purchased option contracts$11,029,000127
Foreign exchange rate contracts$585,086,00040
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$559,322,00035
Spot foreign exchange rate contracts$19,832,00035
Written option contracts$12,882,00027
Purchased option contracts$12,882,00026
Contracts on other commodities and equities.$1,393,293,00021
Notional value of other swaps$180,823,00026
Futures and forward contracts$019
Written option contracts$606,235,00015
Purchased option contracts$606,235,00013
2021-03-31Rank
Derivatives$20,947,209,00035
Notional amount of credit derivatives$0114
Bank is guarantor$0104
Bank is beneficiary$078
Interest rate contracts$18,563,134,00032
Notional value of interest rate swaps$17,833,067,00030
Futures and forward contracts$329,831,00075
Written option contracts$349,207,00081
Purchased option contracts$51,029,00094
Foreign exchange rate contracts$971,849,00034
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$946,085,00033
Spot foreign exchange rate contracts$9,642,00036
Written option contracts$12,882,00027
Purchased option contracts$12,882,00027
Contracts on other commodities and equities.$1,412,226,00020
Notional value of other swaps$163,740,00026
Futures and forward contracts$019
Written option contracts$624,243,00014
Purchased option contracts$624,243,00013
2020-12-31Rank
Derivatives$21,898,931,00033
Notional amount of credit derivatives$0108
Bank is guarantor$0100
Bank is beneficiary$078
Interest rate contracts$19,471,360,00031
Notional value of interest rate swaps$17,871,645,00029
Futures and forward contracts$1,103,360,00038
Written option contracts$445,326,00067
Purchased option contracts$51,029,00093
Foreign exchange rate contracts$958,040,00034
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$942,914,00031
Spot foreign exchange rate contracts$11,146,00033
Written option contracts$7,563,00028
Purchased option contracts$7,563,00028
Contracts on other commodities and equities.$1,469,531,00019
Notional value of other swaps$169,153,00027
Futures and forward contracts$018
Written option contracts$650,189,00013
Purchased option contracts$650,189,00012
2020-09-30Rank
Derivatives$20,162,131,00035
Notional amount of credit derivatives$0105
Bank is guarantor$096
Bank is beneficiary$077
Interest rate contracts$17,761,197,00035
Notional value of interest rate swaps$17,244,585,00031
Futures and forward contracts$406,049,00073
Written option contracts$59,534,000194
Purchased option contracts$51,029,00092
Foreign exchange rate contracts$886,505,00034
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$878,449,00031
Spot foreign exchange rate contracts$10,674,00034
Written option contracts$4,028,00028
Purchased option contracts$4,028,00027
Contracts on other commodities and equities.$1,514,429,00019
Notional value of other swaps$154,645,00027
Futures and forward contracts$018
Written option contracts$679,892,00013
Purchased option contracts$679,892,00012
2020-06-30Rank
Derivatives$20,084,473,00035
Notional amount of credit derivatives$0101
Bank is guarantor$091
Bank is beneficiary$074
Interest rate contracts$17,573,427,00035
Notional value of interest rate swaps$17,006,308,00030
Futures and forward contracts$459,420,00060
Written option contracts$56,670,000203
Purchased option contracts$51,029,00092
Foreign exchange rate contracts$929,648,00034
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$929,648,00031
Spot foreign exchange rate contracts$16,515,00031
Written option contracts$029
Purchased option contracts$028
Contracts on other commodities and equities.$1,581,398,00017
Notional value of other swaps$149,386,00026
Futures and forward contracts$018
Written option contracts$716,006,00013
Purchased option contracts$716,006,00012
2020-03-31Rank
Derivatives$19,099,117,00035
Notional amount of credit derivatives$099
Bank is guarantor$089
Bank is beneficiary$073
Interest rate contracts$16,416,273,00034
Notional value of interest rate swaps$15,776,524,00030
Futures and forward contracts$367,558,00067
Written option contracts$137,578,000135
Purchased option contracts$134,613,00067
Foreign exchange rate contracts$1,015,895,00034
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$1,015,895,00031
Spot foreign exchange rate contracts$8,995,00033
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$1,666,949,00017
Notional value of other swaps$124,601,00026
Futures and forward contracts$018
Written option contracts$771,174,00012
Purchased option contracts$771,174,00011
2019-12-31Rank
Derivatives$21,206,561,00034
Notional amount of credit derivatives$096
Bank is guarantor$088
Bank is beneficiary$069
Interest rate contracts$18,551,277,00031
Notional value of interest rate swaps$18,145,667,00028
Futures and forward contracts$242,422,00063
Written option contracts$82,759,000105
Purchased option contracts$80,429,00073
Foreign exchange rate contracts$975,593,00036
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$975,593,00031
Spot foreign exchange rate contracts$54,002,00028
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$1,679,691,00018
Notional value of other swaps$145,311,00026
Futures and forward contracts$019
Written option contracts$767,190,00012
Purchased option contracts$767,190,00011
2019-09-30Rank
Derivatives$20,844,577,00033
Notional amount of credit derivatives$091
Bank is guarantor$084
Bank is beneficiary$069
Interest rate contracts$18,352,580,00031
Notional value of interest rate swaps$17,913,616,00028
Futures and forward contracts$275,988,00066
Written option contracts$83,022,000133
Purchased option contracts$79,954,00074
Foreign exchange rate contracts$783,092,00036
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$763,166,00032
Spot foreign exchange rate contracts$10,423,00033
Written option contracts$9,963,00026
Purchased option contracts$9,963,00026
Contracts on other commodities and equities.$1,708,905,00017
Notional value of other swaps$133,023,00026
Futures and forward contracts$019
Written option contracts$787,941,00012
Purchased option contracts$787,941,00011
2019-06-30Rank
Derivatives$20,232,641,00032
Notional amount of credit derivatives$091
Bank is guarantor$085
Bank is beneficiary$066
Interest rate contracts$17,647,960,00032
Notional value of interest rate swaps$17,291,308,00029
Futures and forward contracts$211,151,00069
Written option contracts$74,206,000141
Purchased option contracts$71,295,00074
Foreign exchange rate contracts$789,315,00034
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$768,189,00033
Spot foreign exchange rate contracts$56,566,00029
Written option contracts$10,563,00027
Purchased option contracts$10,563,00027
Contracts on other commodities and equities.$1,795,366,00016
Notional value of other swaps$134,792,00026
Futures and forward contracts$017
Written option contracts$830,287,00011
Purchased option contracts$830,287,00010
2019-03-31Rank
Derivatives$19,232,312,00033
Notional amount of credit derivatives$090
Bank is guarantor$083
Bank is beneficiary$065
Interest rate contracts$16,944,377,00032
Notional value of interest rate swaps$16,729,805,00029
Futures and forward contracts$129,463,00074
Written option contracts$43,715,000147
Purchased option contracts$41,394,00084
Foreign exchange rate contracts$633,171,00036
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$629,621,00033
Spot foreign exchange rate contracts$19,349,00035
Written option contracts$1,775,00028
Purchased option contracts$1,775,00028
Contracts on other commodities and equities.$1,654,764,00017
Notional value of other swaps$034
Futures and forward contracts$017
Written option contracts$827,382,00011
Purchased option contracts$827,382,00010
2018-12-31Rank
Derivatives$19,264,664,00033
Notional amount of credit derivatives$089
Bank is guarantor$081
Bank is beneficiary$066
Interest rate contracts$16,977,826,00031
Notional value of interest rate swaps$16,830,901,00029
Futures and forward contracts$78,846,00083
Written option contracts$39,121,000135
Purchased option contracts$28,958,00092
Foreign exchange rate contracts$615,012,00036
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$610,162,00033
Spot foreign exchange rate contracts$13,881,00031
Written option contracts$2,425,00028
Purchased option contracts$2,425,00028
Contracts on other commodities and equities.$1,671,826,00015
Notional value of other swaps$033
Futures and forward contracts$016
Written option contracts$835,913,00010
Purchased option contracts$835,913,0009
2018-09-30Rank
Derivatives$24,480,996,00031
Notional amount of credit derivatives$088
Bank is guarantor$080
Bank is beneficiary$061
Interest rate contracts$22,063,679,00028
Notional value of interest rate swaps$21,852,386,00027
Futures and forward contracts$153,842,00063
Written option contracts$31,829,000168
Purchased option contracts$25,622,00092
Foreign exchange rate contracts$740,423,00035
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$727,725,00032
Spot foreign exchange rate contracts$20,138,00032
Written option contracts$6,349,00026
Purchased option contracts$6,349,00026
Contracts on other commodities and equities.$1,676,894,00015
Notional value of other swaps$033
Futures and forward contracts$017
Written option contracts$838,447,0009
Purchased option contracts$838,447,0008
2018-06-30Rank
Derivatives$24,342,089,00030
Notional amount of credit derivatives$088
Bank is guarantor$081
Bank is beneficiary$061
Interest rate contracts$21,822,056,00027
Notional value of interest rate swaps$21,549,436,00026
Futures and forward contracts$161,687,00067
Written option contracts$62,307,000127
Purchased option contracts$48,626,00075
Foreign exchange rate contracts$827,741,00035
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$805,267,00031
Spot foreign exchange rate contracts$14,321,00033
Written option contracts$11,237,00026
Purchased option contracts$11,237,00026
Contracts on other commodities and equities.$1,692,292,00016
Notional value of other swaps$032
Futures and forward contracts$017
Written option contracts$846,146,0009
Purchased option contracts$846,146,0008
2018-03-31Rank
Derivatives$25,066,275,00029
Notional amount of credit derivatives$084
Bank is guarantor$077
Bank is beneficiary$058
Interest rate contracts$22,529,482,00026
Notional value of interest rate swaps$22,160,583,00025
Futures and forward contracts$194,924,00061
Written option contracts$121,644,00086
Purchased option contracts$52,331,00073
Foreign exchange rate contracts$884,843,00035
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$864,981,00034
Spot foreign exchange rate contracts$22,960,00035
Written option contracts$9,931,00027
Purchased option contracts$9,931,00026
Contracts on other commodities and equities.$1,651,950,00016
Notional value of other swaps$031
Futures and forward contracts$016
Written option contracts$825,975,0009
Purchased option contracts$825,975,0008
2017-12-31Rank
Derivatives$24,479,851,00030
Notional amount of credit derivatives$080
Bank is guarantor$072
Bank is beneficiary$060
Interest rate contracts$21,902,190,00027
Notional value of interest rate swaps$21,415,277,00026
Futures and forward contracts$196,600,00056
Written option contracts$222,129,00053
Purchased option contracts$68,184,00072
Foreign exchange rate contracts$914,491,00035
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$909,639,00033
Spot foreign exchange rate contracts$17,718,00036
Written option contracts$2,426,00028
Purchased option contracts$2,426,00028
Contracts on other commodities and equities.$1,663,170,00017
Notional value of other swaps$030
Futures and forward contracts$016
Written option contracts$831,585,00010
Purchased option contracts$831,585,0009
2017-09-30Rank
Derivatives$24,808,569,00029
Notional amount of credit derivatives$077
Bank is guarantor$071
Bank is beneficiary$057
Interest rate contracts$22,100,282,00026
Notional value of interest rate swaps$21,567,795,00025
Futures and forward contracts$216,464,00061
Written option contracts$241,986,00057
Purchased option contracts$74,037,00067
Foreign exchange rate contracts$1,032,903,00036
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$1,029,325,00033
Spot foreign exchange rate contracts$33,950,00027
Written option contracts$1,789,00029
Purchased option contracts$1,789,00029
Contracts on other commodities and equities.$1,675,384,00017
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$837,692,00010
Purchased option contracts$837,692,0009
2017-06-30Rank
Derivatives$24,005,557,00029
Notional amount of credit derivatives$076
Bank is guarantor$069
Bank is beneficiary$054
Interest rate contracts$21,368,601,00027
Notional value of interest rate swaps$20,927,056,00026
Futures and forward contracts$177,737,00076
Written option contracts$198,918,00073
Purchased option contracts$64,890,00067
Foreign exchange rate contracts$933,304,00035
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$931,054,00034
Spot foreign exchange rate contracts$22,845,00036
Written option contracts$1,125,00031
Purchased option contracts$1,125,00031
Contracts on other commodities and equities.$1,703,652,00017
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$851,826,00010
Purchased option contracts$851,826,0009
2017-03-31Rank
Derivatives$23,776,949,00029
Notional amount of credit derivatives$072
Bank is guarantor$064
Bank is beneficiary$055
Interest rate contracts$21,006,122,00026
Notional value of interest rate swaps$20,490,122,00024
Futures and forward contracts$138,591,00073
Written option contracts$239,703,00058
Purchased option contracts$137,706,00048
Foreign exchange rate contracts$1,004,969,00034
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$999,523,00031
Spot foreign exchange rate contracts$25,528,00031
Written option contracts$2,723,00030
Purchased option contracts$2,723,00029
Contracts on other commodities and equities.$1,765,858,00017
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$882,929,00010
Purchased option contracts$882,929,0009
2016-12-31Rank
Derivatives$22,987,472,00029
Notional amount of credit derivatives$071
Bank is guarantor$063
Bank is beneficiary$052
Interest rate contracts$20,270,793,00026
Notional value of interest rate swaps$19,736,781,00025
Futures and forward contracts$141,012,00080
Written option contracts$243,794,00051
Purchased option contracts$149,206,00049
Foreign exchange rate contracts$869,895,00035
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$862,379,00033
Spot foreign exchange rate contracts$11,356,00035
Written option contracts$3,758,00031
Purchased option contracts$3,758,00030
Contracts on other commodities and equities.$1,846,784,00016
Notional value of other swaps$030
Futures and forward contracts$017
Written option contracts$923,392,00010
Purchased option contracts$923,392,0009
2016-09-30Rank
Derivatives$22,000,131,00031
Notional amount of credit derivatives$068
Bank is guarantor$060
Bank is beneficiary$051
Interest rate contracts$19,008,487,00029
Notional value of interest rate swaps$18,381,955,00026
Futures and forward contracts$212,983,00080
Written option contracts$270,338,00072
Purchased option contracts$143,211,00048
Foreign exchange rate contracts$957,086,00034
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$943,056,00033
Spot foreign exchange rate contracts$16,502,00035
Written option contracts$7,015,00028
Purchased option contracts$7,015,00027
Contracts on other commodities and equities.$2,034,558,00015
Notional value of other swaps$031
Futures and forward contracts$017
Written option contracts$1,017,279,00010
Purchased option contracts$1,017,279,0009
2016-06-30Rank
Derivatives$21,632,007,00032
Notional amount of credit derivatives$071
Bank is guarantor$061
Bank is beneficiary$052
Interest rate contracts$18,568,381,00029
Notional value of interest rate swaps$18,013,971,00026
Futures and forward contracts$177,335,00081
Written option contracts$243,009,00077
Purchased option contracts$134,066,00048
Foreign exchange rate contracts$953,692,00035
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$930,692,00033
Spot foreign exchange rate contracts$14,963,00036
Written option contracts$11,500,00027
Purchased option contracts$11,500,00027
Contracts on other commodities and equities.$2,109,934,00014
Notional value of other swaps$3,211,00029
Futures and forward contracts$018
Written option contracts$1,054,967,00010
Purchased option contracts$1,051,756,0009
2016-03-31Rank
Derivatives$20,523,134,00031
Notional amount of credit derivatives$066
Bank is guarantor$056
Bank is beneficiary$051
Interest rate contracts$17,519,621,00029
Notional value of interest rate swaps$17,025,235,00026
Futures and forward contracts$150,218,00085
Written option contracts$217,977,00072
Purchased option contracts$126,191,00047
Foreign exchange rate contracts$866,117,00036
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$840,357,00033
Spot foreign exchange rate contracts$47,321,00028
Written option contracts$12,880,00026
Purchased option contracts$12,880,00026
Contracts on other commodities and equities.$2,137,396,00014
Notional value of other swaps$3,211,00029
Futures and forward contracts$020
Written option contracts$1,068,698,00010
Purchased option contracts$1,065,487,0009
2015-12-31Rank
Derivatives$19,980,535,00031
Notional amount of credit derivatives$065
Bank is guarantor$055
Bank is beneficiary$048
Interest rate contracts$17,001,429,00028
Notional value of interest rate swaps$16,365,584,00026
Futures and forward contracts$157,300,00069
Written option contracts$278,927,00048
Purchased option contracts$199,618,00042
Foreign exchange rate contracts$840,468,00036
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$806,888,00033
Spot foreign exchange rate contracts$30,400,00030
Written option contracts$16,790,00026
Purchased option contracts$16,790,00025
Contracts on other commodities and equities.$2,138,638,00014
Notional value of other swaps$3,211,00030
Futures and forward contracts$020
Written option contracts$1,069,319,00010
Purchased option contracts$1,066,108,0009
2015-09-30Rank
Derivatives$19,491,091,00031
Notional amount of credit derivatives$28,752,00043
Bank is guarantor$054
Bank is beneficiary$28,752,00033
Interest rate contracts$16,517,283,00029
Notional value of interest rate swaps$15,851,282,00026
Futures and forward contracts$184,576,00072
Written option contracts$285,641,00049
Purchased option contracts$195,784,00039
Foreign exchange rate contracts$866,188,00035
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$860,428,00033
Spot foreign exchange rate contracts$43,675,00026
Written option contracts$2,880,00029
Purchased option contracts$2,880,00028
Contracts on other commodities and equities.$2,078,868,00014
Notional value of other swaps$3,211,00029
Futures and forward contracts$020
Written option contracts$1,039,434,00011
Purchased option contracts$1,036,223,00011
2015-06-30Rank
Derivatives$18,644,501,00031
Notional amount of credit derivatives$40,604,00040
Bank is guarantor$053
Bank is beneficiary$40,604,00032
Interest rate contracts$15,714,300,00028
Notional value of interest rate swaps$14,891,390,00026
Futures and forward contracts$203,580,00072
Written option contracts$347,890,00046
Purchased option contracts$271,440,00037
Foreign exchange rate contracts$850,799,00037
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$842,169,00034
Spot foreign exchange rate contracts$86,720,00024
Written option contracts$4,315,00027
Purchased option contracts$4,315,00027
Contracts on other commodities and equities.$2,038,798,00014
Notional value of other swaps$5,617,00031
Futures and forward contracts$020
Written option contracts$1,019,399,00011
Purchased option contracts$1,013,782,00011
2015-03-31Rank
Derivatives$18,335,067,00030
Notional amount of credit derivatives$43,983,00036
Bank is guarantor$052
Bank is beneficiary$43,983,00030
Interest rate contracts$15,467,832,00027
Notional value of interest rate swaps$14,072,486,00027
Futures and forward contracts$664,300,00036
Written option contracts$403,797,00044
Purchased option contracts$327,249,00034
Foreign exchange rate contracts$808,144,00036
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$796,644,00033
Spot foreign exchange rate contracts$70,895,00023
Written option contracts$5,750,00028
Purchased option contracts$5,750,00029
Contracts on other commodities and equities.$2,015,108,00014
Notional value of other swaps$5,928,00029
Futures and forward contracts$020
Written option contracts$1,007,554,00012
Purchased option contracts$1,001,626,00012
2014-12-31Rank
Derivatives$17,637,973,00030
Notional amount of credit derivatives$61,945,00034
Bank is guarantor$050
Bank is beneficiary$61,945,00026
Interest rate contracts$14,821,628,00028
Notional value of interest rate swaps$13,996,948,00026
Futures and forward contracts$109,859,00078
Written option contracts$374,734,00038
Purchased option contracts$340,087,00034
Foreign exchange rate contracts$759,494,00037
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$758,374,00034
Spot foreign exchange rate contracts$33,857,00027
Written option contracts$560,00031
Purchased option contracts$560,00032
Contracts on other commodities and equities.$1,994,906,00014
Notional value of other swaps$5,928,00027
Futures and forward contracts$022
Written option contracts$997,453,00012
Purchased option contracts$991,525,00012
2014-09-30Rank
Derivatives$15,486,069,00030
Notional amount of credit derivatives$70,779,00033
Bank is guarantor$050
Bank is beneficiary$70,779,00025
Interest rate contracts$12,761,953,00028
Notional value of interest rate swaps$11,970,470,00027
Futures and forward contracts$105,125,00082
Written option contracts$365,203,00036
Purchased option contracts$321,155,00034
Foreign exchange rate contracts$728,071,00036
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$725,831,00035
Spot foreign exchange rate contracts$89,751,00023
Written option contracts$1,120,00031
Purchased option contracts$1,120,00032
Contracts on other commodities and equities.$1,925,266,00016
Notional value of other swaps$5,928,00027
Futures and forward contracts$024
Written option contracts$962,633,00012
Purchased option contracts$956,705,00012
2014-06-30Rank
Derivatives$16,230,185,00030
Notional amount of credit derivatives$79,395,00030
Bank is guarantor$049
Bank is beneficiary$79,395,00023
Interest rate contracts$13,621,722,00028
Notional value of interest rate swaps$12,769,876,00025
Futures and forward contracts$149,140,00073
Written option contracts$378,562,00038
Purchased option contracts$324,144,00033
Foreign exchange rate contracts$647,564,00038
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$644,204,00036
Spot foreign exchange rate contracts$69,451,00025
Written option contracts$1,680,00030
Purchased option contracts$1,680,00031
Contracts on other commodities and equities.$1,881,504,00016
Notional value of other swaps$6,142,00027
Futures and forward contracts$023
Written option contracts$940,752,00012
Purchased option contracts$934,610,00012
2014-03-31Rank
Derivatives$16,188,465,00029
Notional amount of credit derivatives$105,028,00027
Bank is guarantor$047
Bank is beneficiary$105,028,00022
Interest rate contracts$13,566,997,00027
Notional value of interest rate swaps$12,897,970,00024
Futures and forward contracts$30,695,000137
Written option contracts$324,694,00039
Purchased option contracts$313,638,00034
Foreign exchange rate contracts$705,826,00038
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$705,826,00036
Spot foreign exchange rate contracts$151,245,00022
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$1,810,614,00017
Notional value of other swaps$6,242,00027
Futures and forward contracts$025
Written option contracts$905,307,00012
Purchased option contracts$899,065,00013
2013-12-31Rank
Derivatives$15,555,112,00030
Notional amount of credit derivatives$130,960,00026
Bank is guarantor$044
Bank is beneficiary$130,960,00021
Interest rate contracts$13,066,302,00028
Notional value of interest rate swaps$12,428,292,00025
Futures and forward contracts$28,625,000133
Written option contracts$313,770,00035
Purchased option contracts$295,615,00032
Foreign exchange rate contracts$641,666,00037
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$641,666,00035
Spot foreign exchange rate contracts$40,754,00026
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$1,716,184,00018
Notional value of other swaps$6,573,00028
Futures and forward contracts$025
Written option contracts$858,092,00012
Purchased option contracts$851,519,00014
2013-09-30Rank
Derivatives$15,896,875,00029
Notional amount of credit derivatives$160,515,00023
Bank is guarantor$043
Bank is beneficiary$160,515,00018
Interest rate contracts$13,390,759,00028
Notional value of interest rate swaps$12,532,415,00025
Futures and forward contracts$151,109,00063
Written option contracts$387,158,00036
Purchased option contracts$320,077,00031
Foreign exchange rate contracts$730,285,00035
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$728,173,00034
Spot foreign exchange rate contracts$151,792,00020
Written option contracts$1,056,00030
Purchased option contracts$1,056,00030
Contracts on other commodities and equities.$1,615,316,00017
Notional value of other swaps$6,733,00027
Futures and forward contracts$027
Written option contracts$807,658,00013
Purchased option contracts$800,925,00014
2013-06-30Rank
Derivatives$16,734,908,00030
Notional amount of credit derivatives$176,332,00023
Bank is guarantor$042
Bank is beneficiary$176,332,00018
Interest rate contracts$14,198,253,00028
Notional value of interest rate swaps$12,702,906,00024
Futures and forward contracts$235,490,00067
Written option contracts$400,076,00041
Purchased option contracts$859,781,00020
Foreign exchange rate contracts$770,387,00036
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$761,719,00034
Spot foreign exchange rate contracts$77,720,00022
Written option contracts$4,334,00028
Purchased option contracts$4,334,00028
Contracts on other commodities and equities.$1,589,936,00017
Notional value of other swaps$6,960,00029
Futures and forward contracts$026
Written option contracts$794,968,00014
Purchased option contracts$788,008,00014
2013-03-31Rank
Derivatives$16,592,315,00032
Notional amount of credit derivatives$207,193,00022
Bank is guarantor$042
Bank is beneficiary$207,193,00018
Interest rate contracts$13,902,815,00029
Notional value of interest rate swaps$12,436,081,00025
Futures and forward contracts$308,590,00054
Written option contracts$365,841,00042
Purchased option contracts$792,303,00021
Foreign exchange rate contracts$930,373,00033
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$914,633,00032
Spot foreign exchange rate contracts$90,135,00023
Written option contracts$7,870,00028
Purchased option contracts$7,870,00027
Contracts on other commodities and equities.$1,551,934,00018
Notional value of other swaps$7,636,00030
Futures and forward contracts$024
Written option contracts$775,967,00014
Purchased option contracts$768,331,00014
2012-12-31Rank
Derivatives$16,251,671,00033
Notional amount of credit derivatives$239,225,00023
Bank is guarantor$040
Bank is beneficiary$239,225,00019
Interest rate contracts$13,774,780,00029
Notional value of interest rate swaps$12,231,768,00025
Futures and forward contracts$440,000,00050
Written option contracts$354,235,00047
Purchased option contracts$748,777,00024
Foreign exchange rate contracts$774,152,00037
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$750,740,00033
Spot foreign exchange rate contracts$73,707,00021
Written option contracts$11,706,00026
Purchased option contracts$11,706,00024
Contracts on other commodities and equities.$1,463,514,00017
Notional value of other swaps$7,636,00030
Futures and forward contracts$021
Written option contracts$731,757,00014
Purchased option contracts$724,121,00014
2012-09-30Rank
Derivatives$16,787,543,00032
Notional amount of credit derivatives$297,244,00022
Bank is guarantor$040
Bank is beneficiary$297,244,00016
Interest rate contracts$14,325,452,00029
Notional value of interest rate swaps$12,557,988,00024
Futures and forward contracts$474,000,00045
Written option contracts$549,938,00036
Purchased option contracts$743,526,00021
Foreign exchange rate contracts$816,617,00035
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$770,837,00033
Spot foreign exchange rate contracts$91,726,00023
Written option contracts$22,890,00025
Purchased option contracts$22,890,00024
Contracts on other commodities and equities.$1,348,230,00017
Notional value of other swaps$8,020,00031
Futures and forward contracts$022
Written option contracts$674,115,00015
Purchased option contracts$666,095,00015
2012-06-30Rank
Derivatives$16,072,254,00034
Notional amount of credit derivatives$358,973,00021
Bank is guarantor$041
Bank is beneficiary$358,973,00016
Interest rate contracts$13,596,458,00029
Notional value of interest rate swaps$12,612,536,00025
Futures and forward contracts$343,500,00060
Written option contracts$481,029,00042
Purchased option contracts$159,393,00042
Foreign exchange rate contracts$957,891,00033
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$918,825,00031
Spot foreign exchange rate contracts$141,193,00020
Written option contracts$19,533,00026
Purchased option contracts$19,533,00026
Contracts on other commodities and equities.$1,158,932,00018
Notional value of other swaps$8,801,00030
Futures and forward contracts$021
Written option contracts$579,466,00014
Purchased option contracts$570,665,00015
2012-03-31Rank
Derivatives$15,521,279,00034
Notional amount of credit derivatives$433,228,00020
Bank is guarantor$043
Bank is beneficiary$433,228,00014
Interest rate contracts$13,202,711,00032
Notional value of interest rate swaps$12,408,592,00028
Futures and forward contracts$254,500,00063
Written option contracts$390,319,00041
Purchased option contracts$149,300,00043
Foreign exchange rate contracts$830,820,00032
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$784,784,00029
Spot foreign exchange rate contracts$110,027,00020
Written option contracts$23,018,00025
Purchased option contracts$23,018,00024
Contracts on other commodities and equities.$1,054,520,00019
Notional value of other swaps$8,801,00030
Futures and forward contracts$023
Written option contracts$527,260,00013
Purchased option contracts$518,459,00015
2011-12-31Rank
Derivatives$15,090,272,00035
Notional amount of credit derivatives$460,811,00020
Bank is guarantor$040
Bank is beneficiary$460,811,00014
Interest rate contracts$12,838,941,00030
Notional value of interest rate swaps$12,071,180,00027
Futures and forward contracts$238,053,00053
Written option contracts$380,569,00034
Purchased option contracts$149,139,00041
Foreign exchange rate contracts$901,260,00029
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$841,656,00028
Spot foreign exchange rate contracts$99,420,00019
Written option contracts$29,802,00022
Purchased option contracts$29,802,00023
Contracts on other commodities and equities.$889,260,00019
Notional value of other swaps$9,001,00028
Futures and forward contracts$017
Written option contracts$444,630,00014
Purchased option contracts$435,629,00014
2011-09-30Rank
Derivatives$14,253,108,00034
Notional amount of credit derivatives$580,686,00017
Bank is guarantor$039
Bank is beneficiary$580,686,00014
Interest rate contracts$12,152,975,00031
Notional value of interest rate swaps$11,298,262,00027
Futures and forward contracts$272,774,00050
Written option contracts$425,672,00035
Purchased option contracts$156,267,00042
Foreign exchange rate contracts$904,297,00031
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$833,293,00030
Spot foreign exchange rate contracts$67,695,00025
Written option contracts$35,502,00023
Purchased option contracts$35,502,00023
Contracts on other commodities and equities.$615,150,00021
Notional value of other swaps$9,772,00028
Futures and forward contracts$018
Written option contracts$307,575,00014
Purchased option contracts$297,803,00014
2011-06-30Rank
Derivatives$11,107,550,00035
Notional amount of credit derivatives$668,426,00017
Bank is guarantor$038
Bank is beneficiary$668,426,00014
Interest rate contracts$9,323,022,00034
Notional value of interest rate swaps$8,616,580,00031
Futures and forward contracts$214,593,00046
Written option contracts$356,255,00030
Purchased option contracts$135,594,00041
Foreign exchange rate contracts$818,136,00030
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$795,286,00027
Spot foreign exchange rate contracts$99,163,00023
Written option contracts$11,425,00026
Purchased option contracts$11,425,00025
Contracts on other commodities and equities.$297,966,00021
Notional value of other swaps$10,050,00028
Futures and forward contracts$017
Written option contracts$148,983,00017
Purchased option contracts$138,933,00016
2011-03-31Rank
Derivatives$11,735,258,00035
Notional amount of credit derivatives$746,315,00016
Bank is guarantor$040
Bank is beneficiary$746,315,00013
Interest rate contracts$10,104,374,00034
Notional value of interest rate swaps$8,996,767,00031
Futures and forward contracts$114,100,00056
Written option contracts$259,786,00034
Purchased option contracts$733,721,00022
Foreign exchange rate contracts$726,583,00032
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$703,359,00029
Spot foreign exchange rate contracts$69,487,00026
Written option contracts$11,612,00025
Purchased option contracts$11,612,00026
Contracts on other commodities and equities.$157,986,00026
Notional value of other swaps$10,632,00028
Futures and forward contracts$015
Written option contracts$78,993,00020
Purchased option contracts$68,361,00022
2010-12-31Rank
Derivatives$12,111,486,00035
Notional amount of credit derivatives$796,601,00015
Bank is guarantor$039
Bank is beneficiary$796,601,00012
Interest rate contracts$10,577,518,00034
Notional value of interest rate swaps$9,319,135,00032
Futures and forward contracts$301,981,00046
Written option contracts$421,696,00029
Purchased option contracts$534,706,00025
Foreign exchange rate contracts$652,841,00032
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$633,583,00027
Spot foreign exchange rate contracts$74,597,00020
Written option contracts$9,629,00026
Purchased option contracts$9,629,00026
Contracts on other commodities and equities.$84,526,00028
Notional value of other swaps$10,632,00027
Futures and forward contracts$015
Written option contracts$42,263,00024
Purchased option contracts$31,631,00025
2010-09-30Rank
Derivatives$12,129,346,00036
Notional amount of credit derivatives$914,734,00015
Bank is guarantor$036
Bank is beneficiary$914,734,00012
Interest rate contracts$10,533,581,00034
Notional value of interest rate swaps$9,475,232,00031
Futures and forward contracts$368,587,00047
Written option contracts$528,983,00027
Purchased option contracts$160,779,00034
Foreign exchange rate contracts$659,767,00030
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$645,821,00027
Spot foreign exchange rate contracts$57,302,00025
Written option contracts$6,973,00027
Purchased option contracts$6,973,00026
Contracts on other commodities and equities.$21,264,00039
Notional value of other swaps$10,632,00030
Futures and forward contracts$014
Written option contracts$10,632,00030
Purchased option contracts$063
2010-06-30Rank
Derivatives$12,085,932,00037
Notional amount of credit derivatives$987,115,00015
Bank is guarantor$037
Bank is beneficiary$987,115,00012
Interest rate contracts$10,316,268,00035
Notional value of interest rate swaps$9,318,420,00032
Futures and forward contracts$200,398,00048
Written option contracts$482,795,00027
Purchased option contracts$314,655,00026
Foreign exchange rate contracts$782,549,00030
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$747,227,00026
Spot foreign exchange rate contracts$57,128,00023
Written option contracts$17,661,00024
Purchased option contracts$17,661,00024
Contracts on other commodities and equities.$0117
Notional value of other swaps$049
Futures and forward contracts$015
Written option contracts$087
Purchased option contracts$063
2010-03-31Rank
Derivatives$12,053,797,00038
Notional amount of credit derivatives$1,117,056,00014
Bank is guarantor$040
Bank is beneficiary$1,117,056,00011
Interest rate contracts$10,189,310,00035
Notional value of interest rate swaps$9,312,055,00033
Futures and forward contracts$101,265,00065
Written option contracts$432,781,00026
Purchased option contracts$343,209,00027
Foreign exchange rate contracts$747,431,00029
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$707,089,00025
Spot foreign exchange rate contracts$67,814,00023
Written option contracts$20,171,00024
Purchased option contracts$20,171,00024
Contracts on other commodities and equities.$0122
Notional value of other swaps$053
Futures and forward contracts$015
Written option contracts$091
Purchased option contracts$066
2009-12-31Rank
Derivatives$11,015,820,00037
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$035
Interest rate contracts$10,428,781,00035
Notional value of interest rate swaps$9,360,039,00033
Futures and forward contracts$126,775,00056
Written option contracts$522,785,00023
Purchased option contracts$419,182,00026
Foreign exchange rate contracts$587,039,00031
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$561,739,00028
Spot foreign exchange rate contracts$34,954,00027
Written option contracts$12,650,00021
Purchased option contracts$12,650,00021
Contracts on other commodities and equities.$0118
Notional value of other swaps$053
Futures and forward contracts$014
Written option contracts$090
Purchased option contracts$065
2009-09-30Rank
Derivatives$11,123,344,00039
Notional amount of credit derivatives$051
Bank is guarantor$042
Bank is beneficiary$036
Interest rate contracts$10,526,885,00037
Notional value of interest rate swaps$9,468,397,00034
Futures and forward contracts$143,800,00051
Written option contracts$513,440,00024
Purchased option contracts$401,248,00027
Foreign exchange rate contracts$596,459,00031
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$566,121,00027
Spot foreign exchange rate contracts$35,870,00027
Written option contracts$15,169,00023
Purchased option contracts$15,169,00023
Contracts on other commodities and equities.$0130
Notional value of other swaps$058
Futures and forward contracts$017
Written option contracts$098
Purchased option contracts$067
2009-06-30Rank
Derivatives$14,325,485,00040
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$036
Interest rate contracts$13,679,939,00038
Notional value of interest rate swaps$12,910,658,00032
Futures and forward contracts$0609
Written option contracts$385,738,00027
Purchased option contracts$383,543,00027
Foreign exchange rate contracts$645,546,00032
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$632,088,00027
Spot foreign exchange rate contracts$45,911,00030
Written option contracts$6,729,00027
Purchased option contracts$6,729,00026
Contracts on other commodities and equities.$0135
Notional value of other swaps$065
Futures and forward contracts$016
Written option contracts$0100
Purchased option contracts$075
2009-03-31Rank
Derivatives$12,211,872,00042
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$038
Interest rate contracts$11,547,680,00038
Notional value of interest rate swaps$10,619,360,00034
Futures and forward contracts$0582
Written option contracts$464,649,00034
Purchased option contracts$463,671,00029
Foreign exchange rate contracts$664,192,00032
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$634,570,00028
Spot foreign exchange rate contracts$27,875,00032
Written option contracts$14,811,00025
Purchased option contracts$14,811,00025
Contracts on other commodities and equities.$0135
Notional value of other swaps$062
Futures and forward contracts$016
Written option contracts$0104
Purchased option contracts$079
2008-12-31Rank
Derivatives$10,599,919,00044
Notional amount of credit derivatives$050
Bank is guarantor$036
Bank is beneficiary$040
Interest rate contracts$9,899,494,00042
Notional value of interest rate swaps$9,245,538,00035
Futures and forward contracts$0537
Written option contracts$327,301,00037
Purchased option contracts$326,655,00032
Foreign exchange rate contracts$700,020,00033
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$697,110,00029
Spot foreign exchange rate contracts$19,292,00028
Written option contracts$1,455,00030
Purchased option contracts$1,455,00029
Contracts on other commodities and equities.$405,000106
Notional value of other swaps$405,00042
Futures and forward contracts$016
Written option contracts$0102
Purchased option contracts$076
2008-09-30Rank
Derivatives$10,033,167,00043
Notional amount of credit derivatives$054
Bank is guarantor$039
Bank is beneficiary$041
Interest rate contracts$9,208,246,00039
Notional value of interest rate swaps$8,475,182,00036
Futures and forward contracts$0517
Written option contracts$372,017,00030
Purchased option contracts$361,047,00035
Foreign exchange rate contracts$822,188,00028
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$799,316,00027
Spot foreign exchange rate contracts$72,272,00023
Written option contracts$11,436,00023
Purchased option contracts$11,436,00024
Contracts on other commodities and equities.$2,733,00073
Notional value of other swaps$2,733,00035
Futures and forward contracts$015
Written option contracts$0112
Purchased option contracts$082
2008-06-30Rank
Derivatives$8,956,939,00046
Notional amount of credit derivatives$052
Bank is guarantor$037
Bank is beneficiary$039
Interest rate contracts$8,401,750,00041
Notional value of interest rate swaps$7,691,312,00038
Futures and forward contracts$0487
Written option contracts$361,115,00033
Purchased option contracts$349,323,00037
Foreign exchange rate contracts$548,776,00034
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$531,210,00031
Spot foreign exchange rate contracts$57,236,00029
Written option contracts$8,783,00025
Purchased option contracts$8,783,00024
Contracts on other commodities and equities.$6,413,00058
Notional value of other swaps$6,413,00035
Futures and forward contracts$017
Written option contracts$0114
Purchased option contracts$087
2008-03-31Rank
Derivatives$8,235,463,00045
Notional amount of credit derivatives$050
Bank is guarantor$038
Bank is beneficiary$037
Interest rate contracts$7,721,081,00042
Notional value of interest rate swaps$6,946,623,00039
Futures and forward contracts$0496
Written option contracts$395,209,00032
Purchased option contracts$379,249,00035
Foreign exchange rate contracts$506,456,00036
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$497,256,00032
Spot foreign exchange rate contracts$66,639,00029
Written option contracts$4,600,00026
Purchased option contracts$4,600,00026
Contracts on other commodities and equities.$7,926,00052
Notional value of other swaps$7,926,00034
Futures and forward contracts$018
Written option contracts$0113
Purchased option contracts$083
2007-12-31Rank
Derivatives$6,262,849,00048
Notional amount of credit derivatives$048
Bank is guarantor$036
Bank is beneficiary$037
Interest rate contracts$5,825,469,00045
Notional value of interest rate swaps$5,235,791,00044
Futures and forward contracts$0454
Written option contracts$301,498,00031
Purchased option contracts$288,180,00041
Foreign exchange rate contracts$425,870,00036
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$410,658,00033
Spot foreign exchange rate contracts$47,782,00026
Written option contracts$7,606,00024
Purchased option contracts$7,606,00024
Contracts on other commodities and equities.$11,510,00049
Notional value of other swaps$11,510,00032
Futures and forward contracts$022
Written option contracts$0111
Purchased option contracts$082
2007-09-30Rank
Derivatives$5,984,089,00052
Notional amount of credit derivatives$048
Bank is guarantor$035
Bank is beneficiary$039
Interest rate contracts$5,577,650,00047
Notional value of interest rate swaps$5,135,744,00043
Futures and forward contracts$0443
Written option contracts$234,557,00037
Purchased option contracts$207,349,00051
Foreign exchange rate contracts$390,522,00035
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$387,496,00031
Spot foreign exchange rate contracts$78,405,00027
Written option contracts$1,513,00027
Purchased option contracts$1,513,00027
Contracts on other commodities and equities.$15,917,00050
Notional value of other swaps$15,917,00034
Futures and forward contracts$024
Written option contracts$0124
Purchased option contracts$086
2007-06-30Rank
Derivatives$5,446,466,00054
Notional amount of credit derivatives$052
Bank is guarantor$039
Bank is beneficiary$037
Interest rate contracts$5,048,381,00050
Notional value of interest rate swaps$4,595,783,00045
Futures and forward contracts$0460
Written option contracts$245,318,00038
Purchased option contracts$207,280,00049
Foreign exchange rate contracts$379,605,00038
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$377,141,00034
Spot foreign exchange rate contracts$53,360,00031
Written option contracts$1,232,00029
Purchased option contracts$1,232,00029
Contracts on other commodities and equities.$18,480,00046
Notional value of other swaps$18,480,00034
Futures and forward contracts$027
Written option contracts$0118
Purchased option contracts$083
2007-03-31Rank
Derivatives$5,693,490,00051
Notional amount of credit derivatives$054
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$5,313,136,00047
Notional value of interest rate swaps$4,823,098,00042
Futures and forward contracts$0444
Written option contracts$265,952,00040
Purchased option contracts$224,086,00046
Foreign exchange rate contracts$377,948,00038
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$368,868,00033
Spot foreign exchange rate contracts$43,469,00031
Written option contracts$4,540,00028
Purchased option contracts$4,540,00027
Contracts on other commodities and equities.$2,406,00085
Notional value of other swaps$2,406,00039
Futures and forward contracts$026
Written option contracts$0123
Purchased option contracts$088
2006-12-31Rank
Derivatives$5,367,883,00053
Notional amount of credit derivatives$048
Bank is guarantor$034
Bank is beneficiary$036
Interest rate contracts$4,923,164,00048
Notional value of interest rate swaps$4,448,842,00044
Futures and forward contracts$0427
Written option contracts$246,804,00041
Purchased option contracts$227,518,00045
Foreign exchange rate contracts$442,568,00035
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$425,264,00032
Spot foreign exchange rate contracts$52,047,00023
Written option contracts$8,652,00024
Purchased option contracts$8,652,00024
Contracts on other commodities and equities.$2,151,00086
Notional value of other swaps$2,151,00041
Futures and forward contracts$026
Written option contracts$0122
Purchased option contracts$086
2006-09-30Rank
Derivatives$5,243,921,00055
Notional amount of credit derivatives$047
Bank is guarantor$034
Bank is beneficiary$035
Interest rate contracts$4,670,677,00050
Notional value of interest rate swaps$4,211,108,00046
Futures and forward contracts$0430
Written option contracts$231,995,00039
Purchased option contracts$227,574,00042
Foreign exchange rate contracts$573,244,00034
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$550,660,00031
Spot foreign exchange rate contracts$95,984,00026
Written option contracts$11,292,00024
Purchased option contracts$11,292,00023
Contracts on other commodities and equities.$0173
Notional value of other swaps$085
Futures and forward contracts$027
Written option contracts$0130
Purchased option contracts$092
2006-06-30Rank
Derivatives$5,202,810,00054
Notional amount of credit derivatives$041
Bank is guarantor$026
Bank is beneficiary$035
Interest rate contracts$4,533,178,00051
Notional value of interest rate swaps$4,341,204,00046
Futures and forward contracts$0416
Written option contracts$95,987,00061
Purchased option contracts$95,987,00062
Foreign exchange rate contracts$669,632,00032
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$659,756,00030
Spot foreign exchange rate contracts$110,646,00024
Written option contracts$4,938,00029
Purchased option contracts$4,938,00028
Contracts on other commodities and equities.$0172
Notional value of other swaps$088
Futures and forward contracts$029
Written option contracts$0124
Purchased option contracts$090
2006-03-31Rank
Derivatives$3,624,712,00059
Notional amount of credit derivatives$041
Bank is guarantor$027
Bank is beneficiary$035
Interest rate contracts$3,164,701,00054
Notional value of interest rate swaps$2,986,617,00048
Futures and forward contracts$0407
Written option contracts$89,042,00060
Purchased option contracts$89,042,00062
Foreign exchange rate contracts$460,011,00036
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$445,101,00034
Spot foreign exchange rate contracts$46,888,00029
Written option contracts$7,455,00025
Purchased option contracts$7,455,00025
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$3,245,524,00059
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$033
Interest rate contracts$2,821,577,00058
Notional value of interest rate swaps$2,664,383,00052
Futures and forward contracts$0388
Written option contracts$78,597,00059
Purchased option contracts$78,597,00058
Foreign exchange rate contracts$423,179,00035
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$407,711,00032
Spot foreign exchange rate contracts$24,697,00032
Written option contracts$7,734,00024
Purchased option contracts$7,734,00024
Contracts on other commodities and equities.$768,000125
Notional value of other swaps$768,00064
Futures and forward contracts$029
Written option contracts$0117
Purchased option contracts$094
2005-09-30Rank
Derivatives$3,074,460,00058
Notional amount of credit derivatives$039
Bank is guarantor$028
Bank is beneficiary$031
Interest rate contracts$2,556,310,00057
Notional value of interest rate swaps$2,485,724,00050
Futures and forward contracts$0355
Written option contracts$35,293,000103
Purchased option contracts$35,293,00073
Foreign exchange rate contracts$518,150,00034
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$497,828,00030
Spot foreign exchange rate contracts$34,569,00030
Written option contracts$10,161,00022
Purchased option contracts$10,161,00023
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$3,096,806,00059
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$031
Interest rate contracts$2,575,941,00057
Notional value of interest rate swaps$2,294,787,00052
Futures and forward contracts$0325
Written option contracts$140,666,00051
Purchased option contracts$140,488,00043
Foreign exchange rate contracts$520,865,00034
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$514,421,00031
Spot foreign exchange rate contracts$50,666,00029
Written option contracts$3,222,00028
Purchased option contracts$3,222,00026
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$2,836,339,00062
Notional amount of credit derivatives$035
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$2,388,505,00057
Notional value of interest rate swaps$2,086,026,00053
Futures and forward contracts$0283
Written option contracts$140,933,00049
Purchased option contracts$161,546,00039
Foreign exchange rate contracts$447,834,00034
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$438,856,00031
Spot foreign exchange rate contracts$31,948,00031
Written option contracts$4,489,00027
Purchased option contracts$4,489,00027
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$2,798,095,00060
Notional amount of credit derivatives$035
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$2,367,257,00057
Notional value of interest rate swaps$2,105,361,00053
Futures and forward contracts$0272
Written option contracts$120,645,00049
Purchased option contracts$141,251,00044
Foreign exchange rate contracts$430,838,00034
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$421,086,00030
Spot foreign exchange rate contracts$20,029,00032
Written option contracts$4,876,00027
Purchased option contracts$4,876,00027
Contracts on other commodities and equities.$0147
Notional value of other swaps$078
Futures and forward contracts$014
Written option contracts$0110
Purchased option contracts$079
2004-09-30Rank
Derivatives$2,772,595,00064
Notional amount of credit derivatives$036
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$2,257,812,00061
Notional value of interest rate swaps$1,996,941,00053
Futures and forward contracts$0268
Written option contracts$120,137,00060
Purchased option contracts$140,734,00047
Foreign exchange rate contracts$514,783,00036
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$476,811,00034
Spot foreign exchange rate contracts$41,540,00034
Written option contracts$18,986,00023
Purchased option contracts$18,986,00023
Contracts on other commodities and equities.$0148
Notional value of other swaps$075
Futures and forward contracts$014
Written option contracts$0112
Purchased option contracts$076
2004-06-30Rank
Derivatives$2,739,472,00063
Notional amount of credit derivatives$037
Bank is guarantor$023
Bank is beneficiary$031
Interest rate contracts$2,089,264,00062
Notional value of interest rate swaps$1,925,068,00054
Futures and forward contracts$0251
Written option contracts$71,806,00068
Purchased option contracts$92,390,00053
Foreign exchange rate contracts$650,208,00034
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$597,108,00031
Spot foreign exchange rate contracts$59,712,00031
Written option contracts$26,550,00023
Purchased option contracts$26,550,00022
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$2,876,363,00064
Notional amount of credit derivatives$037
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$2,195,218,00060
Notional value of interest rate swaps$2,030,353,00054
Futures and forward contracts$0237
Written option contracts$92,942,00065
Purchased option contracts$71,923,00050
Foreign exchange rate contracts$681,145,00036
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$598,677,00032
Spot foreign exchange rate contracts$72,707,00030
Written option contracts$41,234,00024
Purchased option contracts$41,234,00022
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$2,839,980,00062
Notional amount of credit derivatives$032
Bank is guarantor$020
Bank is beneficiary$029
Interest rate contracts$2,244,341,00060
Notional value of interest rate swaps$1,977,747,00054
Futures and forward contracts$200,930,00049
Written option contracts$43,346,00071
Purchased option contracts$22,318,00070
Foreign exchange rate contracts$595,639,00032
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$484,057,00029
Spot foreign exchange rate contracts$59,998,00025
Written option contracts$55,791,00023
Purchased option contracts$55,791,00021
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$2,693,627,00062
Notional amount of credit derivatives$032
Bank is guarantor$019
Bank is beneficiary$028
Interest rate contracts$2,099,992,00062
Notional value of interest rate swaps$2,019,191,00054
Futures and forward contracts$0219
Written option contracts$50,917,00078
Purchased option contracts$29,884,00062
Foreign exchange rate contracts$593,635,00031
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$507,261,00030
Spot foreign exchange rate contracts$45,651,00029
Written option contracts$43,187,00023
Purchased option contracts$43,187,00022
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$2,660,138,00062
Notional amount of credit derivatives$030
Bank is guarantor$020
Bank is beneficiary$025
Interest rate contracts$2,037,421,00063
Notional value of interest rate swaps$1,896,999,00055
Futures and forward contracts$0197
Written option contracts$80,732,00071
Purchased option contracts$59,690,00057
Foreign exchange rate contracts$622,717,00032
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$532,329,00030
Spot foreign exchange rate contracts$84,237,00030
Written option contracts$45,194,00021
Purchased option contracts$45,194,00021
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$2,754,422,00062
Notional amount of credit derivatives$033
Bank is guarantor$023
Bank is beneficiary$025
Interest rate contracts$2,171,314,00061
Notional value of interest rate swaps$2,008,088,00051
Futures and forward contracts$0175
Written option contracts$81,738,00067
Purchased option contracts$81,488,00060
Foreign exchange rate contracts$583,108,00031
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$519,180,00027
Spot foreign exchange rate contracts$70,721,00028
Written option contracts$31,964,00021
Purchased option contracts$31,964,00022
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$2,916,597,00059
Notional amount of credit derivatives$030
Bank is guarantor$023
Bank is beneficiary$021
Interest rate contracts$2,293,968,00058
Notional value of interest rate swaps$2,145,620,00051
Futures and forward contracts$0158
Written option contracts$74,303,00064
Purchased option contracts$74,045,00057
Foreign exchange rate contracts$622,629,00030
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$571,107,00027
Spot foreign exchange rate contracts$63,067,00025
Written option contracts$25,761,00023
Purchased option contracts$25,761,00024
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$131,491,000156
Notional amount of credit derivatives$032
Bank is guarantor$022
Bank is beneficiary$024
Interest rate contracts$44,092,000203
Notional value of interest rate swaps$44,092,000157
Futures and forward contracts$0140
Written option contracts$091
Purchased option contracts$0176
Foreign exchange rate contracts$87,399,00050
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$87,399,00046
Spot foreign exchange rate contracts$13,957,00035
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$63,032,000206
Notional amount of credit derivatives$031
Bank is guarantor$024
Bank is beneficiary$019
Interest rate contracts$10,900,000315
Notional value of interest rate swaps$10,900,000229
Futures and forward contracts$0127
Written option contracts$098
Purchased option contracts$0204
Foreign exchange rate contracts$52,132,00059
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$47,456,00056
Spot foreign exchange rate contracts$2,378,00051
Written option contracts$2,000,00026
Purchased option contracts$2,676,00026
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$34,244,000265
Notional amount of credit derivatives$027
Bank is guarantor$023
Bank is beneficiary$015
Interest rate contracts$10,900,000328
Notional value of interest rate swaps$10,900,000260
Futures and forward contracts$0135
Written option contracts$099
Purchased option contracts$0208
Foreign exchange rate contracts$23,344,00071
Notional value of exchange swaps$038
Commitments to purchase foreign currencies & U.S. dollar exchange$20,344,00068
Spot foreign exchange rate contracts$550,00057
Written option contracts$035
Purchased option contracts$3,000,00033
Contracts on other commodities and equities.$060
Notional value of other swaps$024
Futures and forward contracts$010
Written option contracts$047
Purchased option contracts$032
1998-12-31Rank
Derivatives$36,295,000281
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$0487
Notional value of interest rate swaps$0331
Futures and forward contracts$0151
Written option contracts$098
Purchased option contracts$0228
Foreign exchange rate contracts$36,295,00075
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$33,096,00070
Spot foreign exchange rate contracts$11,132,00044
Written option contracts$037
Purchased option contracts$3,199,00032
Contracts on other commodities and equities.$057
Notional value of other swaps$022
Futures and forward contracts$013
Written option contracts$040
Purchased option contracts$027
1997-12-31Rank
Derivatives$93,362,000209
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$0492
Notional value of interest rate swaps$0323
Futures and forward contracts$0177
Written option contracts$0109
Purchased option contracts$0240
Foreign exchange rate contracts$93,362,00060
Notional value of exchange swaps$037
Commitments to purchase foreign currencies & U.S. dollar exchange$45,957,00067
Spot foreign exchange rate contracts$13,662,00048
Written option contracts$041
Purchased option contracts$47,405,00023
Contracts on other commodities and equities.$044
Notional value of other swaps$018
Futures and forward contracts$017
Written option contracts$028
Purchased option contracts$027
1996-12-31Rank
Derivatives$127,387,000237
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$50,000,000293
Notional value of interest rate swaps$50,000,000239
Futures and forward contracts$0134
Written option contracts$0132
Purchased option contracts$0241
Foreign exchange rate contracts$77,387,00066
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$77,387,00061
Spot foreign exchange rate contracts$2,598,00073
Written option contracts$037
Purchased option contracts$041
Contracts on other commodities and equities.$044
Notional value of other swaps$016
Futures and forward contracts$019
Written option contracts$027
Purchased option contracts$026
1995-12-31Rank
Derivatives$101,897,000286
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$50,000,000355
Notional value of interest rate swaps$50,000,000304
Futures and forward contracts$0149
Written option contracts$0132
Purchased option contracts$0296
Foreign exchange rate contracts$51,897,00081
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$51,897,00077
Spot foreign exchange rate contracts$1,173,00091
Written option contracts$044
Purchased option contracts$047
Contracts on other commodities and equities.$052
Notional value of other swaps$022
Futures and forward contracts$021
Written option contracts$026
Purchased option contracts$032
1994-12-31Rank
Derivatives$56,966,000357
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$18,000,000451
Notional value of interest rate swaps$0530
Futures and forward contracts$0164
Written option contracts$9,000,000110
Purchased option contracts$9,000,000231
Foreign exchange rate contracts$38,966,00082
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$38,966,00086
Spot foreign exchange rate contractsNANA
Written option contracts$036
Purchased option contracts$042
Contracts on other commodities and equities.$052
Notional value of other swaps$016
Futures and forward contracts$020
Written option contracts$017
Purchased option contracts$027
1993-12-31Rank
Derivatives$27,817,000410
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0646
Notional value of interest rate swaps$0543
Futures and forward contracts$0179
Written option contracts$0121
Purchased option contracts$0236
Foreign exchange rate contracts$27,817,00091
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$27,817,00097
Spot foreign exchange rate contractsNANA
Written option contracts$039
Purchased option contracts$040
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$54,579,000312
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0574
Notional value of interest rate swaps$0497
Futures and forward contracts$0150
Written option contracts$0109
Purchased option contracts$0202
Foreign exchange rate contracts$54,579,00079
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$54,579,00084
Spot foreign exchange rate contractsNANA
Written option contracts$043
Purchased option contracts$041
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