2004-09-30 | Rank |
Derivatives | $3,106,000,000 | 60 |
Notional amount of credit derivatives | $0 | 36 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $3,106,000,000 | 55 |
Notional value of interest rate swaps | $2,651,000,000 | 50 |
Futures and forward contracts | $0 | 268 |
Written option contracts | $217,000,000 | 48 |
Purchased option contracts | $238,000,000 | 44 |
Foreign exchange rate contracts | $0 | 111 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
Spot foreign exchange rate contracts | $0 | 80 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 148 |
Notional value of other swaps | $0 | 75 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 112 |
Purchased option contracts | $0 | 76 |
2004-06-30 | Rank |
Derivatives | $3,528,000,000 | 58 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $3,528,000,000 | 53 |
Notional value of interest rate swaps | $2,614,000,000 | 50 |
Futures and forward contracts | $0 | 251 |
Written option contracts | $661,000,000 | 33 |
Purchased option contracts | $253,000,000 | 43 |
Foreign exchange rate contracts | $0 | 110 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 106 |
Spot foreign exchange rate contracts | $0 | 81 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 141 |
Notional value of other swaps | $0 | 74 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 108 |
Purchased option contracts | $0 | 75 |
2004-03-31 | Rank |
Derivatives | $3,851,000,000 | 58 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $3,851,000,000 | 54 |
Notional value of interest rate swaps | $2,568,000,000 | 51 |
Futures and forward contracts | $204,000,000 | 55 |
Written option contracts | $799,000,000 | 33 |
Purchased option contracts | $280,000,000 | 38 |
Foreign exchange rate contracts | $0 | 107 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 102 |
Spot foreign exchange rate contracts | $0 | 78 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 134 |
Notional value of other swaps | $0 | 71 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 102 |
Purchased option contracts | $0 | 71 |
2003-12-31 | Rank |
Derivatives | $3,611,000,000 | 53 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 29 |
Interest rate contracts | $3,611,000,000 | 50 |
Notional value of interest rate swaps | $2,546,000,000 | 51 |
Futures and forward contracts | $251,000,000 | 45 |
Written option contracts | $605,000,000 | 31 |
Purchased option contracts | $209,000,000 | 39 |
Foreign exchange rate contracts | $0 | 109 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 100 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 131 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 99 |
Purchased option contracts | $0 | 71 |
2003-09-30 | Rank |
Derivatives | $3,603,000,000 | 55 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 28 |
Interest rate contracts | $3,603,000,000 | 52 |
Notional value of interest rate swaps | $2,327,000,000 | 52 |
Futures and forward contracts | $0 | 219 |
Written option contracts | $1,040,000,000 | 26 |
Purchased option contracts | $236,000,000 | 41 |
Foreign exchange rate contracts | $0 | 112 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
Spot foreign exchange rate contracts | $0 | 78 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 134 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 101 |
Purchased option contracts | $0 | 70 |
2003-06-30 | Rank |
Derivatives | $4,859,000,000 | 50 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $4,859,000,000 | 49 |
Notional value of interest rate swaps | $2,143,000,000 | 51 |
Futures and forward contracts | $0 | 197 |
Written option contracts | $2,341,000,000 | 22 |
Purchased option contracts | $375,000,000 | 35 |
Foreign exchange rate contracts | $0 | 111 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
Spot foreign exchange rate contracts | $0 | 78 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 130 |
Notional value of other swaps | $0 | 68 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 96 |
Purchased option contracts | $0 | 64 |
2003-03-31 | Rank |
Derivatives | $5,736,000,000 | 43 |
Notional amount of credit derivatives | $0 | 33 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $5,736,000,000 | 41 |
Notional value of interest rate swaps | $2,806,000,000 | 47 |
Futures and forward contracts | $404,000,000 | 48 |
Written option contracts | $2,216,000,000 | 23 |
Purchased option contracts | $310,000,000 | 42 |
Foreign exchange rate contracts | $0 | 110 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
Spot foreign exchange rate contracts | $0 | 81 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
Contracts on other commodities and equities. | $0 | 123 |
Notional value of other swaps | $0 | 65 |
Futures and forward contracts | $0 | 12 |
Written option contracts | $0 | 86 |
Purchased option contracts | $0 | 62 |
2002-12-31 | Rank |
Derivatives | $5,253,000,000 | 43 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 21 |
Interest rate contracts | $5,253,000,000 | 41 |
Notional value of interest rate swaps | $2,757,000,000 | 47 |
Futures and forward contracts | $656,000,000 | 40 |
Written option contracts | $1,652,000,000 | 26 |
Purchased option contracts | $188,000,000 | 44 |
Foreign exchange rate contracts | $0 | 110 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 103 |
Spot foreign exchange rate contracts | $0 | 81 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 109 |
Notional value of other swaps | $0 | 53 |
Futures and forward contracts | $0 | 11 |
Written option contracts | $0 | 75 |
Purchased option contracts | $0 | 59 |
2001-12-31 | Rank |
Derivatives | $5,785,556,000 | 40 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 24 |
Interest rate contracts | $5,785,556,000 | 36 |
Notional value of interest rate swaps | $2,945,080,000 | 45 |
Futures and forward contracts | $2,399,246,000 | 25 |
Written option contracts | $150,615,000 | 50 |
Purchased option contracts | $290,615,000 | 46 |
Foreign exchange rate contracts | $0 | 113 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
Spot foreign exchange rate contracts | $0 | 79 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 28 |
Contracts on other commodities and equities. | $0 | 73 |
Notional value of other swaps | $0 | 28 |
Futures and forward contracts | $0 | 11 |
Written option contracts | $0 | 44 |
Purchased option contracts | $0 | 38 |
2000-12-31 | Rank |
Derivatives | $2,772,276,000 | 55 |
Notional amount of credit derivatives | $9,000,000 | 28 |
Bank is guarantor | $9,000,000 | 19 |
Bank is beneficiary | $0 | 19 |
Interest rate contracts | $2,597,800,000 | 52 |
Notional value of interest rate swaps | $2,364,668,000 | 43 |
Futures and forward contracts | $0 | 127 |
Written option contracts | $116,566,000 | 52 |
Purchased option contracts | $116,566,000 | 76 |
Foreign exchange rate contracts | $0 | 134 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 125 |
Spot foreign exchange rate contracts | $0 | 90 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $165,476,000 | 17 |
Notional value of other swaps | $0 | 24 |
Futures and forward contracts | $0 | 12 |
Written option contracts | $82,738,000 | 15 |
Purchased option contracts | $82,738,000 | 15 |
1999-12-31 | Rank |
Derivatives | $2,167,152,000 | 64 |
Notional amount of credit derivatives | $40,000,000 | 19 |
Bank is guarantor | $40,000,000 | 14 |
Bank is beneficiary | $0 | 15 |
Interest rate contracts | $2,077,154,000 | 61 |
Notional value of interest rate swaps | $1,793,672,000 | 52 |
Futures and forward contracts | $100,000,000 | 53 |
Written option contracts | $91,741,000 | 54 |
Purchased option contracts | $91,741,000 | 77 |
Foreign exchange rate contracts | $0 | 125 |
Notional value of exchange swaps | $0 | 38 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 120 |
Spot foreign exchange rate contracts | $0 | 87 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 36 |
Contracts on other commodities and equities. | $49,998,000 | 26 |
Notional value of other swaps | $0 | 24 |
Futures and forward contracts | $0 | 10 |
Written option contracts | $24,999,000 | 19 |
Purchased option contracts | $24,999,000 | 21 |
1998-12-31 | Rank |
Derivatives | $33,328,766,000 | 20 |
Notional amount of credit derivatives | $10,000,000 | 22 |
Bank is guarantor | $10,000,000 | 17 |
Bank is beneficiary | $0 | 16 |
Interest rate contracts | $33,318,766,000 | 19 |
Notional value of interest rate swaps | $32,599,266,000 | 11 |
Futures and forward contracts | $0 | 151 |
Written option contracts | $359,750,000 | 38 |
Purchased option contracts | $359,750,000 | 46 |
Foreign exchange rate contracts | $0 | 135 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 127 |
Spot foreign exchange rate contracts | $0 | 101 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 39 |
Contracts on other commodities and equities. | $0 | 57 |
Notional value of other swaps | $0 | 22 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 40 |
Purchased option contracts | $0 | 27 |
1997-12-31 | Rank |
Derivatives | $28,390,788,000 | 18 |
Notional amount of credit derivatives | $10,000,000 | 16 |
Bank is guarantor | $10,000,000 | 14 |
Bank is beneficiary | $0 | 11 |
Interest rate contracts | $28,380,788,000 | 16 |
Notional value of interest rate swaps | $27,430,944,000 | 10 |
Futures and forward contracts | $0 | 177 |
Written option contracts | $224,922,000 | 48 |
Purchased option contracts | $724,922,000 | 44 |
Foreign exchange rate contracts | $0 | 150 |
Notional value of exchange swaps | $0 | 37 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 140 |
Spot foreign exchange rate contracts | $0 | 110 |
Written option contracts | $0 | 41 |
Purchased option contracts | $0 | 43 |
Contracts on other commodities and equities. | $0 | 44 |
Notional value of other swaps | $0 | 18 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
1996-12-31 | Rank |
Derivatives | $20,255,371,000 | 25 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $20,199,367,000 | 22 |
Notional value of interest rate swaps | $17,113,573,000 | 14 |
Futures and forward contracts | $1,400,000,000 | 30 |
Written option contracts | $755,397,000 | 32 |
Purchased option contracts | $930,397,000 | 35 |
Foreign exchange rate contracts | $56,004,000 | 76 |
Notional value of exchange swaps | $0 | 36 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $56,004,000 | 70 |
Spot foreign exchange rate contracts | $10,493,000 | 53 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 41 |
Contracts on other commodities and equities. | $0 | 44 |
Notional value of other swaps | $0 | 16 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 27 |
Purchased option contracts | $0 | 26 |
1995-12-31 | Rank |
Derivatives | $26,431,112,000 | 20 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $26,320,832,000 | 18 |
Notional value of interest rate swaps | $19,574,346,000 | 12 |
Futures and forward contracts | $60,000,000 | 86 |
Written option contracts | $2,705,243,000 | 18 |
Purchased option contracts | $3,981,243,000 | 21 |
Foreign exchange rate contracts | $110,280,000 | 67 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $110,280,000 | 64 |
Spot foreign exchange rate contracts | $9,087,000 | 55 |
Written option contracts | $0 | 44 |
Purchased option contracts | $0 | 47 |
Contracts on other commodities and equities. | $0 | 52 |
Notional value of other swaps | $0 | 22 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 26 |
Purchased option contracts | $0 | 32 |
1994-12-31 | Rank |
Derivatives | $31,366,168,000 | 19 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $31,291,493,000 | 15 |
Notional value of interest rate swaps | $23,409,446,000 | 11 |
Futures and forward contracts | $0 | 164 |
Written option contracts | $3,052,175,000 | 18 |
Purchased option contracts | $4,829,872,000 | 19 |
Foreign exchange rate contracts | $74,675,000 | 68 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $74,675,000 | 68 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 36 |
Purchased option contracts | $0 | 42 |
Contracts on other commodities and equities. | $0 | 52 |
Notional value of other swaps | $0 | 16 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 17 |
Purchased option contracts | $0 | 27 |
1993-12-31 | Rank |
Derivatives | $22,994,405,000 | 22 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $22,928,054,000 | 18 |
Notional value of interest rate swaps | $20,867,437,000 | 11 |
Futures and forward contracts | $0 | 179 |
Written option contracts | $929,688,000 | 32 |
Purchased option contracts | $1,130,929,000 | 34 |
Foreign exchange rate contracts | $66,351,000 | 68 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $66,351,000 | 71 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 40 |
Contracts on other commodities and equities. | $0 | 46 |
Notional value of other swaps | $0 | 15 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 15 |
Purchased option contracts | $0 | 24 |
1992-12-31 | Rank |
Derivatives | $14,771,340,000 | 24 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $14,711,600,000 | 21 |
Notional value of interest rate swaps | $13,746,893,000 | 10 |
Futures and forward contracts | $0 | 150 |
Written option contracts | $456,082,000 | 29 |
Purchased option contracts | $508,625,000 | 36 |
Foreign exchange rate contracts | $59,740,000 | 77 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $59,740,000 | 83 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 43 |
Purchased option contracts | $0 | 41 |
Contracts on other commodities and equities. | $0 | 32 |
Notional value of other swaps | $0 | 12 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 15 |
Purchased option contracts | $0 | 13 |