Home > Citibank > Derivatives

Citibank, Derivatives

2022-03-31Rank
Derivatives$46,223,963,000,0003
Notional amount of credit derivatives$1,671,300,000,0001
Bank is guarantor$813,080,000,0001
Bank is beneficiary$858,220,000,0001
Interest rate contracts$30,313,988,000,0003
Notional value of interest rate swaps$25,350,302,000,0002
Futures and forward contracts$1,376,578,000,0003
Written option contracts$1,823,571,000,0003
Purchased option contracts$1,763,537,000,0003
Foreign exchange rate contracts$12,747,435,000,0002
Notional value of exchange swaps$7,015,357,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,069,395,000,0003
Spot foreign exchange rate contracts$486,202,000,0004
Written option contracts$842,995,000,0001
Purchased option contracts$819,688,000,0002
Contracts on other commodities and equities.$1,491,240,000,0002
Notional value of other swaps$415,266,000,0002
Futures and forward contracts$129,270,000,0002
Written option contracts$518,164,000,0002
Purchased option contracts$428,540,000,0002
2021-12-31Rank
Derivatives$42,500,842,000,0003
Notional amount of credit derivatives$1,340,482,000,0001
Bank is guarantor$642,133,000,0001
Bank is beneficiary$698,349,000,0001
Interest rate contracts$27,525,297,000,0003
Notional value of interest rate swaps$22,958,397,000,0003
Futures and forward contracts$1,416,065,000,0003
Written option contracts$1,644,535,000,0003
Purchased option contracts$1,506,300,000,0003
Foreign exchange rate contracts$12,269,071,000,0002
Notional value of exchange swaps$6,581,489,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,358,695,000,0003
Spot foreign exchange rate contracts$274,429,000,0004
Written option contracts$671,566,000,0002
Purchased option contracts$657,321,000,0002
Contracts on other commodities and equities.$1,365,992,000,0002
Notional value of other swaps$441,765,000,0002
Futures and forward contracts$101,377,000,0002
Written option contracts$454,651,000,0002
Purchased option contracts$368,199,000,0002
2021-09-30Rank
Derivatives$44,884,922,000,0003
Notional amount of credit derivatives$1,389,280,000,0001
Bank is guarantor$667,291,000,0001
Bank is beneficiary$721,989,000,0001
Interest rate contracts$28,567,606,000,0003
Notional value of interest rate swaps$22,909,903,000,0003
Futures and forward contracts$2,414,951,000,0003
Written option contracts$1,678,845,000,0003
Purchased option contracts$1,563,907,000,0003
Foreign exchange rate contracts$13,298,060,000,0002
Notional value of exchange swaps$6,989,370,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,811,654,000,0002
Spot foreign exchange rate contracts$508,781,000,0004
Written option contracts$752,144,000,0002
Purchased option contracts$744,892,000,0002
Contracts on other commodities and equities.$1,629,976,000,0002
Notional value of other swaps$523,845,000,0002
Futures and forward contracts$113,165,000,0002
Written option contracts$538,440,000,0002
Purchased option contracts$454,526,000,0002
2021-06-30Rank
Derivatives$43,728,143,000,0003
Notional amount of credit derivatives$1,163,724,000,0001
Bank is guarantor$552,901,000,0001
Bank is beneficiary$610,823,000,0001
Interest rate contracts$28,054,120,000,0003
Notional value of interest rate swaps$21,563,365,000,0003
Futures and forward contracts$3,252,879,000,0003
Written option contracts$1,671,868,000,0003
Purchased option contracts$1,566,008,000,0003
Foreign exchange rate contracts$12,962,152,000,0002
Notional value of exchange swaps$6,769,585,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,597,339,000,0002
Spot foreign exchange rate contracts$408,865,000,0004
Written option contracts$801,607,000,0002
Purchased option contracts$793,621,000,0001
Contracts on other commodities and equities.$1,548,147,000,0002
Notional value of other swaps$498,768,000,0002
Futures and forward contracts$105,322,000,0002
Written option contracts$505,176,000,0002
Purchased option contracts$438,881,000,0002
2021-03-31Rank
Derivatives$46,909,163,000,0003
Notional amount of credit derivatives$1,190,682,000,0002
Bank is guarantor$564,811,000,0002
Bank is beneficiary$625,871,000,0002
Interest rate contracts$30,979,301,000,0003
Notional value of interest rate swaps$23,472,109,000,0003
Futures and forward contracts$4,123,575,000,0002
Written option contracts$1,722,362,000,0003
Purchased option contracts$1,661,255,000,0003
Foreign exchange rate contracts$13,232,009,000,0002
Notional value of exchange swaps$6,851,420,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,626,716,000,0002
Spot foreign exchange rate contracts$430,973,000,0004
Written option contracts$895,739,000,0001
Purchased option contracts$858,134,000,0001
Contracts on other commodities and equities.$1,507,171,000,0002
Notional value of other swaps$439,561,000,0002
Futures and forward contracts$97,732,000,0002
Written option contracts$503,830,000,0002
Purchased option contracts$466,048,000,0002
2020-12-31Rank
Derivatives$41,164,629,000,0003
Notional amount of credit derivatives$1,010,308,000,0002
Bank is guarantor$475,405,000,0002
Bank is beneficiary$534,903,000,0002
Interest rate contracts$26,173,098,000,0003
Notional value of interest rate swaps$19,953,672,000,0003
Futures and forward contracts$3,007,451,000,0001
Written option contracts$1,670,827,000,0003
Purchased option contracts$1,541,148,000,0003
Foreign exchange rate contracts$12,619,443,000,0001
Notional value of exchange swaps$6,865,557,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,937,134,000,0002
Spot foreign exchange rate contracts$334,366,000,0003
Written option contracts$912,349,000,0001
Purchased option contracts$904,403,000,0001
Contracts on other commodities and equities.$1,361,780,000,0002
Notional value of other swaps$400,319,000,0002
Futures and forward contracts$86,601,000,0002
Written option contracts$461,944,000,0002
Purchased option contracts$412,916,000,0002
2020-09-30Rank
Derivatives$42,732,669,000,0003
Notional amount of credit derivatives$1,190,918,000,0002
Bank is guarantor$560,287,000,0002
Bank is beneficiary$630,631,000,0002
Interest rate contracts$27,443,674,000,0003
Notional value of interest rate swaps$20,472,932,000,0003
Futures and forward contracts$3,762,676,000,0003
Written option contracts$1,671,406,000,0003
Purchased option contracts$1,536,660,000,0003
Foreign exchange rate contracts$12,614,768,000,0002
Notional value of exchange swaps$6,373,705,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,260,292,000,0002
Spot foreign exchange rate contracts$489,853,000,0003
Written option contracts$987,278,000,0001
Purchased option contracts$993,493,000,0001
Contracts on other commodities and equities.$1,483,309,000,0002
Notional value of other swaps$357,204,000,0002
Futures and forward contracts$104,645,000,0002
Written option contracts$563,308,000,0002
Purchased option contracts$458,152,000,0002
2020-06-30Rank
Derivatives$41,512,179,000,0003
Notional amount of credit derivatives$1,075,858,000,0002
Bank is guarantor$505,934,000,0002
Bank is beneficiary$569,924,000,0002
Interest rate contracts$26,542,526,000,0003
Notional value of interest rate swaps$19,793,024,000,0003
Futures and forward contracts$3,401,082,000,0004
Written option contracts$1,750,465,000,0003
Purchased option contracts$1,597,955,000,0003
Foreign exchange rate contracts$12,602,543,000,0001
Notional value of exchange swaps$6,421,083,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,216,537,000,0002
Spot foreign exchange rate contracts$401,513,000,0002
Written option contracts$976,887,000,0001
Purchased option contracts$988,036,000,0001
Contracts on other commodities and equities.$1,291,252,000,0002
Notional value of other swaps$316,794,000,0002
Futures and forward contracts$97,811,000,0002
Written option contracts$476,686,000,0002
Purchased option contracts$399,961,000,0002
2020-03-31Rank
Derivatives$44,660,787,000,0003
Notional amount of credit derivatives$1,422,351,000,0002
Bank is guarantor$681,831,000,0002
Bank is beneficiary$740,520,000,0002
Interest rate contracts$28,042,039,000,0003
Notional value of interest rate swaps$21,202,350,000,0003
Futures and forward contracts$3,085,458,000,0004
Written option contracts$1,950,968,000,0003
Purchased option contracts$1,803,263,000,0003
Foreign exchange rate contracts$13,846,404,000,0001
Notional value of exchange swaps$6,665,229,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,791,335,000,0002
Spot foreign exchange rate contracts$460,583,000,0002
Written option contracts$1,193,113,000,0001
Purchased option contracts$1,196,727,000,0001
Contracts on other commodities and equities.$1,349,993,000,0002
Notional value of other swaps$277,051,000,0002
Futures and forward contracts$89,183,000,0002
Written option contracts$503,068,000,0002
Purchased option contracts$480,691,000,0002
2019-12-31Rank
Derivatives$41,320,937,000,0003
Notional amount of credit derivatives$1,859,456,000,0001
Bank is guarantor$891,210,000,0001
Bank is beneficiary$968,246,000,0001
Interest rate contracts$26,069,174,000,0003
Notional value of interest rate swaps$19,275,780,000,0003
Futures and forward contracts$2,562,378,000,0004
Written option contracts$2,223,623,000,0003
Purchased option contracts$2,007,393,000,0003
Foreign exchange rate contracts$12,078,720,000,0001
Notional value of exchange swaps$6,286,088,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,979,154,000,0002
Spot foreign exchange rate contracts$262,464,000,0004
Written option contracts$892,475,000,0001
Purchased option contracts$921,003,000,0001
Contracts on other commodities and equities.$1,313,587,000,0002
Notional value of other swaps$304,090,000,0002
Futures and forward contracts$85,348,000,0002
Written option contracts$494,530,000,0002
Purchased option contracts$429,619,000,0002
2019-09-30Rank
Derivatives$49,558,093,000,0002
Notional amount of credit derivatives$1,928,452,000,0001
Bank is guarantor$925,367,000,0001
Bank is beneficiary$1,003,085,000,0001
Interest rate contracts$31,079,113,000,0003
Notional value of interest rate swaps$21,610,434,000,0003
Futures and forward contracts$4,528,077,000,0003
Written option contracts$2,600,310,000,0003
Purchased option contracts$2,340,292,000,0003
Foreign exchange rate contracts$15,086,021,000,0001
Notional value of exchange swaps$7,346,259,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$5,149,420,000,0002
Spot foreign exchange rate contracts$420,931,000,0004
Written option contracts$1,287,613,000,0001
Purchased option contracts$1,302,729,000,0001
Contracts on other commodities and equities.$1,464,507,000,0002
Notional value of other swaps$357,016,000,0002
Futures and forward contracts$94,704,000,0002
Written option contracts$571,999,000,0002
Purchased option contracts$440,788,000,0002
2019-06-30Rank
Derivatives$53,253,195,000,0002
Notional amount of credit derivatives$1,866,200,000,0001
Bank is guarantor$898,805,000,0001
Bank is beneficiary$967,395,000,0001
Interest rate contracts$34,162,097,000,0003
Notional value of interest rate swaps$23,113,308,000,0002
Futures and forward contracts$5,153,052,000,0002
Written option contracts$3,069,842,000,0003
Purchased option contracts$2,825,895,000,0003
Foreign exchange rate contracts$15,857,707,000,0001
Notional value of exchange swaps$7,116,132,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$5,770,154,000,0002
Spot foreign exchange rate contracts$616,184,000,0001
Written option contracts$1,486,058,000,0001
Purchased option contracts$1,485,363,000,0001
Contracts on other commodities and equities.$1,367,191,000,0002
Notional value of other swaps$343,966,000,0002
Futures and forward contracts$92,968,000,0002
Written option contracts$536,447,000,0002
Purchased option contracts$393,810,000,0002
2019-03-31Rank
Derivatives$52,154,208,000,0002
Notional amount of credit derivatives$1,831,022,000,0001
Bank is guarantor$893,318,000,0001
Bank is beneficiary$937,704,000,0001
Interest rate contracts$32,577,841,000,0003
Notional value of interest rate swaps$22,017,431,000,0002
Futures and forward contracts$4,709,273,000,0003
Written option contracts$3,103,106,000,0003
Purchased option contracts$2,748,031,000,0003
Foreign exchange rate contracts$16,451,134,000,0001
Notional value of exchange swaps$7,243,907,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$5,747,426,000,0002
Spot foreign exchange rate contracts$935,202,000,0001
Written option contracts$1,742,847,000,0001
Purchased option contracts$1,716,954,000,0001
Contracts on other commodities and equities.$1,294,211,000,0002
Notional value of other swaps$316,784,000,0002
Futures and forward contracts$84,873,000,0002
Written option contracts$496,785,000,0002
Purchased option contracts$395,769,000,0002
2018-12-31Rank
Derivatives$48,433,740,000,0002
Notional amount of credit derivatives$1,837,713,000,0001
Bank is guarantor$887,847,000,0001
Bank is beneficiary$949,866,000,0001
Interest rate contracts$30,130,503,000,0003
Notional value of interest rate swaps$20,681,761,000,0002
Futures and forward contracts$3,764,387,000,0002
Written option contracts$3,064,705,000,0003
Purchased option contracts$2,619,650,000,0003
Foreign exchange rate contracts$15,239,129,000,0001
Notional value of exchange swaps$7,008,977,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$5,089,615,000,0002
Spot foreign exchange rate contracts$666,997,000,0001
Written option contracts$1,582,769,000,0001
Purchased option contracts$1,557,768,000,0001
Contracts on other commodities and equities.$1,226,395,000,0002
Notional value of other swaps$315,894,000,0002
Futures and forward contracts$84,807,000,0002
Written option contracts$458,910,000,0002
Purchased option contracts$366,784,000,0002
2018-09-30Rank
Derivatives$56,085,703,000,0002
Notional amount of credit derivatives$1,816,749,000,0001
Bank is guarantor$877,977,000,0001
Bank is beneficiary$938,772,000,0001
Interest rate contracts$36,445,488,000,0003
Notional value of interest rate swaps$21,979,473,000,0002
Futures and forward contracts$6,929,200,000,0002
Written option contracts$4,024,475,000,0003
Purchased option contracts$3,512,340,000,0003
Foreign exchange rate contracts$16,472,677,000,0001
Notional value of exchange swaps$7,373,681,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$5,627,702,000,0002
Spot foreign exchange rate contracts$1,063,025,000,0001
Written option contracts$1,752,873,000,0001
Purchased option contracts$1,718,421,000,0001
Contracts on other commodities and equities.$1,350,789,000,0002
Notional value of other swaps$380,833,000,0002
Futures and forward contracts$96,838,000,0002
Written option contracts$473,905,000,0002
Purchased option contracts$399,213,000,0002
2018-06-30Rank
Derivatives$56,184,992,000,0002
Notional amount of credit derivatives$1,719,667,000,0001
Bank is guarantor$839,480,000,0001
Bank is beneficiary$880,187,000,0001
Interest rate contracts$37,105,078,000,0003
Notional value of interest rate swaps$22,633,558,000,0003
Futures and forward contracts$6,407,666,000,0001
Written option contracts$4,296,750,000,0003
Purchased option contracts$3,767,104,000,0003
Foreign exchange rate contracts$16,090,401,000,0001
Notional value of exchange swaps$7,370,249,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$5,225,539,000,0002
Spot foreign exchange rate contracts$995,566,000,0001
Written option contracts$1,757,300,000,0001
Purchased option contracts$1,737,313,000,0001
Contracts on other commodities and equities.$1,269,846,000,0002
Notional value of other swaps$374,648,000,0002
Futures and forward contracts$89,969,000,0002
Written option contracts$432,029,000,0002
Purchased option contracts$373,200,000,0002
2018-03-31Rank
Derivatives$55,499,714,000,0002
Notional amount of credit derivatives$1,745,612,000,0001
Bank is guarantor$852,846,000,0001
Bank is beneficiary$892,766,000,0001
Interest rate contracts$37,962,866,000,0003
Notional value of interest rate swaps$22,819,136,000,0002
Futures and forward contracts$6,540,611,000,0002
Written option contracts$4,746,916,000,0002
Purchased option contracts$3,856,203,000,0003
Foreign exchange rate contracts$14,472,463,000,0001
Notional value of exchange swaps$7,241,605,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,286,318,000,0002
Spot foreign exchange rate contracts$818,877,000,0001
Written option contracts$1,478,287,000,0001
Purchased option contracts$1,466,253,000,0001
Contracts on other commodities and equities.$1,318,773,000,0002
Notional value of other swaps$337,988,000,0002
Futures and forward contracts$115,153,000,0002
Written option contracts$472,360,000,0002
Purchased option contracts$393,272,000,0002
2017-12-31Rank
Derivatives$46,364,149,000,0002
Notional amount of credit derivatives$1,664,568,000,0001
Bank is guarantor$816,602,000,0001
Bank is beneficiary$847,966,000,0001
Interest rate contracts$32,377,270,000,0003
Notional value of interest rate swaps$20,576,358,000,0002
Futures and forward contracts$5,203,928,000,0001
Written option contracts$3,482,541,000,0003
Purchased option contracts$3,114,443,000,0003
Foreign exchange rate contracts$11,293,913,000,0002
Notional value of exchange swaps$5,809,332,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,162,218,000,0002
Spot foreign exchange rate contracts$544,557,000,0001
Written option contracts$1,150,154,000,0001
Purchased option contracts$1,172,209,000,0001
Contracts on other commodities and equities.$1,028,398,000,0002
Notional value of other swaps$289,704,000,0002
Futures and forward contracts$90,084,000,0002
Written option contracts$363,835,000,0002
Purchased option contracts$284,775,000,0002
2017-09-30Rank
Derivatives$52,198,710,000,0002
Notional amount of credit derivatives$2,083,825,000,0001
Bank is guarantor$1,027,685,000,0001
Bank is beneficiary$1,056,140,000,0001
Interest rate contracts$34,459,615,000,0003
Notional value of interest rate swaps$22,598,114,000,0001
Futures and forward contracts$5,591,758,000,0001
Written option contracts$3,297,585,000,0003
Purchased option contracts$2,972,158,000,0003
Foreign exchange rate contracts$14,597,621,000,0001
Notional value of exchange swaps$7,172,389,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,408,229,000,0002
Spot foreign exchange rate contracts$931,200,000,0001
Written option contracts$1,488,296,000,0001
Purchased option contracts$1,528,707,000,0001
Contracts on other commodities and equities.$1,057,649,000,0002
Notional value of other swaps$291,094,000,0002
Futures and forward contracts$96,241,000,0002
Written option contracts$357,351,000,0002
Purchased option contracts$312,963,000,0002
2017-06-30Rank
Derivatives$52,038,851,000,0001
Notional amount of credit derivatives$1,970,147,000,0001
Bank is guarantor$977,972,000,0001
Bank is beneficiary$992,175,000,0001
Interest rate contracts$35,576,449,000,0002
Notional value of interest rate swaps$23,348,802,000,0001
Futures and forward contracts$6,413,164,000,0001
Written option contracts$3,004,228,000,0003
Purchased option contracts$2,810,255,000,0003
Foreign exchange rate contracts$13,589,220,000,0001
Notional value of exchange swaps$6,648,795,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,136,631,000,0002
Spot foreign exchange rate contracts$872,547,000,0001
Written option contracts$1,396,256,000,0001
Purchased option contracts$1,407,538,000,0001
Contracts on other commodities and equities.$903,035,000,0002
Notional value of other swaps$252,090,000,0002
Futures and forward contracts$84,610,000,0002
Written option contracts$305,165,000,0002
Purchased option contracts$261,170,000,0002
2017-03-31Rank
Derivatives$51,167,246,000,0001
Notional amount of credit derivatives$1,996,062,000,0001
Bank is guarantor$986,269,000,0001
Bank is beneficiary$1,009,793,000,0002
Interest rate contracts$34,761,212,000,0002
Notional value of interest rate swaps$22,204,527,000,0001
Futures and forward contracts$6,456,855,000,0001
Written option contracts$3,173,526,000,0003
Purchased option contracts$2,926,304,000,0003
Foreign exchange rate contracts$13,477,818,000,0001
Notional value of exchange swaps$6,806,942,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,021,137,000,0002
Spot foreign exchange rate contracts$854,915,000,0001
Written option contracts$1,322,359,000,0001
Purchased option contracts$1,327,380,000,0001
Contracts on other commodities and equities.$932,154,000,0002
Notional value of other swaps$258,509,000,0002
Futures and forward contracts$86,674,000,0002
Written option contracts$307,015,000,0002
Purchased option contracts$279,956,000,0002
2016-12-31Rank
Derivatives$44,522,414,000,0002
Notional amount of credit derivatives$1,941,751,000,0002
Bank is guarantor$956,076,000,0002
Bank is beneficiary$985,675,000,0002
Interest rate contracts$30,364,736,000,0003
Notional value of interest rate swaps$20,879,220,000,0002
Futures and forward contracts$4,482,985,000,0003
Written option contracts$2,594,622,000,0003
Purchased option contracts$2,407,909,000,0003
Foreign exchange rate contracts$11,320,330,000,0001
Notional value of exchange swaps$5,680,650,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,185,470,000,0002
Spot foreign exchange rate contracts$592,186,000,0001
Written option contracts$1,216,881,000,0001
Purchased option contracts$1,237,329,000,0001
Contracts on other commodities and equities.$895,597,000,0002
Notional value of other swaps$265,167,000,0002
Futures and forward contracts$81,162,000,0002
Written option contracts$293,759,000,0002
Purchased option contracts$255,509,000,0002
2016-09-30Rank
Derivatives$49,069,225,000,0002
Notional amount of credit derivatives$2,290,374,000,0002
Bank is guarantor$1,122,754,000,0002
Bank is beneficiary$1,167,620,000,0002
Interest rate contracts$33,661,159,000,0003
Notional value of interest rate swaps$22,876,234,000,0002
Futures and forward contracts$5,011,298,000,0002
Written option contracts$2,980,457,000,0003
Purchased option contracts$2,793,170,000,0003
Foreign exchange rate contracts$12,222,281,000,0001
Notional value of exchange swaps$6,120,711,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,470,980,000,0003
Spot foreign exchange rate contracts$929,212,000,0001
Written option contracts$1,296,199,000,0001
Purchased option contracts$1,334,391,000,0001
Contracts on other commodities and equities.$895,411,000,0002
Notional value of other swaps$262,769,000,0002
Futures and forward contracts$93,294,000,0002
Written option contracts$292,536,000,0002
Purchased option contracts$246,812,000,0002
2016-06-30Rank
Derivatives$51,082,183,000,0002
Notional amount of credit derivatives$2,331,441,000,0002
Bank is guarantor$1,140,361,000,0002
Bank is beneficiary$1,191,080,000,0002
Interest rate contracts$35,554,040,000,0003
Notional value of interest rate swaps$24,817,977,000,0002
Futures and forward contracts$4,633,953,000,0004
Written option contracts$3,157,823,000,0003
Purchased option contracts$2,944,287,000,0003
Foreign exchange rate contracts$12,328,306,000,0001
Notional value of exchange swaps$5,731,999,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,624,556,000,0003
Spot foreign exchange rate contracts$922,843,000,0001
Written option contracts$1,469,374,000,0001
Purchased option contracts$1,502,377,000,0001
Contracts on other commodities and equities.$868,396,000,0002
Notional value of other swaps$250,554,000,0002
Futures and forward contracts$80,956,000,0002
Written option contracts$286,566,000,0002
Purchased option contracts$250,320,000,0002
2016-03-31Rank
Derivatives$52,970,757,000,0002
Notional amount of credit derivatives$2,226,504,000,0002
Bank is guarantor$1,085,513,000,0002
Bank is beneficiary$1,140,991,000,0002
Interest rate contracts$38,109,723,000,0002
Notional value of interest rate swaps$27,024,035,000,0001
Futures and forward contracts$4,716,086,000,0004
Written option contracts$3,250,919,000,0003
Purchased option contracts$3,118,683,000,0003
Foreign exchange rate contracts$11,823,436,000,0001
Notional value of exchange swaps$5,224,880,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,609,014,000,0003
Spot foreign exchange rate contracts$918,122,000,0001
Written option contracts$1,478,665,000,0001
Purchased option contracts$1,510,877,000,0001
Contracts on other commodities and equities.$811,094,000,0002
Notional value of other swaps$261,315,000,0002
Futures and forward contracts$63,727,000,0002
Written option contracts$263,892,000,0002
Purchased option contracts$222,160,000,0002
2015-12-31Rank
Derivatives$46,742,456,000,0002
Notional amount of credit derivatives$2,059,748,000,0002
Bank is guarantor$1,009,248,000,0002
Bank is beneficiary$1,050,500,000,0002
Interest rate contracts$34,093,272,000,0003
Notional value of interest rate swaps$23,095,870,000,0003
Futures and forward contracts$5,112,017,000,0001
Written option contracts$3,020,009,000,0003
Purchased option contracts$2,865,376,000,0003
Foreign exchange rate contracts$9,817,237,000,0001
Notional value of exchange swaps$4,899,603,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$2,640,526,000,0003
Spot foreign exchange rate contracts$342,200,000,0002
Written option contracts$1,135,624,000,0001
Purchased option contracts$1,141,484,000,0001
Contracts on other commodities and equities.$772,199,000,0002
Notional value of other swaps$256,046,000,0002
Futures and forward contracts$61,218,000,0002
Written option contracts$243,299,000,0002
Purchased option contracts$211,636,000,0002
2015-09-30Rank
Derivatives$52,035,244,000,0002
Notional amount of credit derivatives$2,432,991,000,0002
Bank is guarantor$1,198,881,000,0002
Bank is beneficiary$1,234,110,000,0002
Interest rate contracts$38,156,852,000,0002
Notional value of interest rate swaps$26,248,974,000,0002
Futures and forward contracts$6,362,001,000,0002
Written option contracts$2,797,167,000,0003
Purchased option contracts$2,748,710,000,0003
Foreign exchange rate contracts$10,463,732,000,0001
Notional value of exchange swaps$4,757,827,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$2,901,204,000,0003
Spot foreign exchange rate contracts$834,098,000,0001
Written option contracts$1,398,051,000,0001
Purchased option contracts$1,406,650,000,0001
Contracts on other commodities and equities.$981,669,000,0002
Notional value of other swaps$259,397,000,0002
Futures and forward contracts$57,048,000,0002
Written option contracts$334,665,000,0002
Purchased option contracts$330,559,000,0002
2015-06-30Rank
Derivatives$53,590,734,000,0002
Notional amount of credit derivatives$2,429,281,000,0002
Bank is guarantor$1,194,622,000,0002
Bank is beneficiary$1,234,659,000,0002
Interest rate contracts$39,897,857,000,0002
Notional value of interest rate swaps$27,593,087,000,0002
Futures and forward contracts$6,626,101,000,0002
Written option contracts$2,867,494,000,0003
Purchased option contracts$2,811,175,000,0003
Foreign exchange rate contracts$10,403,867,000,0001
Notional value of exchange swaps$4,490,267,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,356,393,000,0003
Spot foreign exchange rate contracts$1,421,077,000,0001
Written option contracts$1,276,926,000,0001
Purchased option contracts$1,280,281,000,0001
Contracts on other commodities and equities.$859,729,000,0002
Notional value of other swaps$250,881,000,0002
Futures and forward contracts$53,415,000,0002
Written option contracts$294,703,000,0002
Purchased option contracts$260,730,000,0002
2015-03-31Rank
Derivatives$54,277,651,000,0002
Notional amount of credit derivatives$2,415,037,000,0002
Bank is guarantor$1,192,403,000,0002
Bank is beneficiary$1,222,634,000,0002
Interest rate contracts$40,099,469,000,0003
Notional value of interest rate swaps$28,438,677,000,0002
Futures and forward contracts$6,020,084,000,0004
Written option contracts$2,845,690,000,0003
Purchased option contracts$2,795,018,000,0003
Foreign exchange rate contracts$10,909,473,000,0001
Notional value of exchange swaps$4,488,815,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,403,889,000,0003
Spot foreign exchange rate contracts$1,218,512,000,0001
Written option contracts$1,510,374,000,0001
Purchased option contracts$1,506,395,000,0001
Contracts on other commodities and equities.$853,672,000,0002
Notional value of other swaps$235,520,000,0002
Futures and forward contracts$53,462,000,0002
Written option contracts$295,465,000,0002
Purchased option contracts$269,225,000,0002
2014-12-31Rank
Derivatives$57,191,178,000,0002
Notional amount of credit derivatives$2,486,156,000,0002
Bank is guarantor$1,223,867,000,0002
Bank is beneficiary$1,262,289,000,0002
Interest rate contracts$42,998,216,000,0003
Notional value of interest rate swaps$31,921,468,000,0001
Futures and forward contracts$5,009,011,000,0004
Written option contracts$3,051,693,000,0003
Purchased option contracts$3,016,044,000,0003
Foreign exchange rate contracts$10,684,134,000,0001
Notional value of exchange swaps$4,804,924,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,155,735,000,0003
Spot foreign exchange rate contracts$895,342,000,0001
Written option contracts$1,363,853,000,0001
Purchased option contracts$1,359,622,000,0001
Contracts on other commodities and equities.$1,022,672,000,0002
Notional value of other swaps$241,791,000,0002
Futures and forward contracts$56,521,000,0002
Written option contracts$313,919,000,0002
Purchased option contracts$410,441,000,0002
2014-09-30Rank
Derivatives$72,041,999,000,0001
Notional amount of credit derivatives$2,735,372,000,0002
Bank is guarantor$1,347,886,000,0002
Bank is beneficiary$1,387,486,000,0002
Interest rate contracts$56,375,047,000,0001
Notional value of interest rate swaps$44,120,884,000,0001
Futures and forward contracts$5,295,155,000,0004
Written option contracts$3,484,270,000,0003
Purchased option contracts$3,474,738,000,0003
Foreign exchange rate contracts$12,049,919,000,0001
Notional value of exchange swaps$4,606,947,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,161,768,000,0003
Spot foreign exchange rate contracts$1,787,021,000,0001
Written option contracts$1,629,935,000,0001
Purchased option contracts$1,651,269,000,0001
Contracts on other commodities and equities.$881,661,000,0002
Notional value of other swaps$287,301,000,0002
Futures and forward contracts$58,662,000,0002
Written option contracts$284,873,000,0002
Purchased option contracts$250,825,000,0002
2014-06-30Rank
Derivatives$62,072,115,000,0002
Notional amount of credit derivatives$2,602,594,000,0002
Bank is guarantor$1,275,565,000,0002
Bank is beneficiary$1,327,029,000,0002
Interest rate contracts$49,407,673,000,0003
Notional value of interest rate swaps$36,659,624,000,0001
Futures and forward contracts$5,754,299,000,0004
Written option contracts$3,499,749,000,0003
Purchased option contracts$3,494,001,000,0003
Foreign exchange rate contracts$9,361,349,000,0002
Notional value of exchange swaps$4,138,241,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$2,874,218,000,0003
Spot foreign exchange rate contracts$1,060,281,000,0001
Written option contracts$1,170,301,000,0001
Purchased option contracts$1,178,589,000,0001
Contracts on other commodities and equities.$700,499,000,0002
Notional value of other swaps$190,916,000,0003
Futures and forward contracts$72,036,000,0002
Written option contracts$236,353,000,0002
Purchased option contracts$201,194,000,0002
2014-03-31Rank
Derivatives$59,714,183,000,0002
Notional amount of credit derivatives$2,591,348,000,0003
Bank is guarantor$1,266,096,000,0003
Bank is beneficiary$1,325,252,000,0002
Interest rate contracts$46,787,867,000,0003
Notional value of interest rate swaps$34,068,517,000,0002
Futures and forward contracts$5,614,279,000,0002
Written option contracts$3,583,860,000,0003
Purchased option contracts$3,521,211,000,0003
Foreign exchange rate contracts$9,590,878,000,0001
Notional value of exchange swaps$3,603,876,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,355,018,000,0003
Spot foreign exchange rate contracts$1,400,236,000,0001
Written option contracts$1,305,311,000,0001
Purchased option contracts$1,326,673,000,0001
Contracts on other commodities and equities.$744,090,000,0002
Notional value of other swaps$180,292,000,0003
Futures and forward contracts$65,706,000,0002
Written option contracts$250,918,000,0002
Purchased option contracts$247,174,000,0002
2013-12-31Rank
Derivatives$61,802,575,000,0002
Notional amount of credit derivatives$2,573,601,000,0003
Bank is guarantor$1,257,229,000,0003
Bank is beneficiary$1,316,372,000,0002
Interest rate contracts$50,589,499,000,0002
Notional value of interest rate swaps$38,724,090,000,0001
Futures and forward contracts$5,082,034,000,0003
Written option contracts$3,427,647,000,0003
Purchased option contracts$3,355,728,000,0003
Foreign exchange rate contracts$7,970,617,000,0002
Notional value of exchange swaps$3,594,975,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$2,422,498,000,0003
Spot foreign exchange rate contracts$512,635,000,0001
Written option contracts$989,532,000,0001
Purchased option contracts$963,612,000,0001
Contracts on other commodities and equities.$668,858,000,0002
Notional value of other swaps$159,543,000,0003
Futures and forward contracts$57,004,000,0002
Written option contracts$230,146,000,0002
Purchased option contracts$222,165,000,0002
2013-09-30Rank
Derivatives$62,730,762,000,0002
Notional amount of credit derivatives$3,207,215,000,0002
Bank is guarantor$1,581,658,000,0002
Bank is beneficiary$1,625,557,000,0002
Interest rate contracts$49,881,090,000,0002
Notional value of interest rate swaps$37,835,910,000,0001
Futures and forward contracts$4,809,607,000,0003
Written option contracts$3,655,666,000,0002
Purchased option contracts$3,579,907,000,0003
Foreign exchange rate contracts$8,937,608,000,0002
Notional value of exchange swaps$3,537,921,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$3,079,649,000,0003
Spot foreign exchange rate contracts$1,342,320,000,0001
Written option contracts$1,170,322,000,0001
Purchased option contracts$1,149,716,000,0001
Contracts on other commodities and equities.$704,849,000,0002
Notional value of other swaps$158,983,000,0003
Futures and forward contracts$51,422,000,0002
Written option contracts$248,948,000,0002
Purchased option contracts$245,496,000,0002
2013-06-30Rank
Derivatives$60,011,119,000,0002
Notional amount of credit derivatives$3,177,912,000,0002
Bank is guarantor$1,553,990,000,0002
Bank is beneficiary$1,623,922,000,0002
Interest rate contracts$47,412,596,000,0002
Notional value of interest rate swaps$35,223,440,000,0001
Futures and forward contracts$4,981,088,000,0003
Written option contracts$3,648,057,000,0002
Purchased option contracts$3,560,011,000,0003
Foreign exchange rate contracts$8,711,400,000,0002
Notional value of exchange swaps$3,340,593,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$2,915,287,000,0003
Spot foreign exchange rate contracts$1,096,437,000,0001
Written option contracts$1,232,893,000,0001
Purchased option contracts$1,222,627,000,0001
Contracts on other commodities and equities.$709,211,000,0002
Notional value of other swaps$163,218,000,0003
Futures and forward contracts$55,465,000,0002
Written option contracts$248,609,000,0002
Purchased option contracts$241,919,000,0002
2013-03-31Rank
Derivatives$57,153,418,000,0002
Notional amount of credit derivatives$3,204,269,000,0002
Bank is guarantor$1,564,552,000,0003
Bank is beneficiary$1,639,717,000,0002
Interest rate contracts$45,345,896,000,0002
Notional value of interest rate swaps$34,110,483,000,0001
Futures and forward contracts$4,623,740,000,0003
Written option contracts$3,391,095,000,0002
Purchased option contracts$3,220,578,000,0003
Foreign exchange rate contracts$7,951,492,000,0002
Notional value of exchange swaps$3,343,540,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$2,403,350,000,0003
Spot foreign exchange rate contracts$216,629,000,0002
Written option contracts$1,096,147,000,0001
Purchased option contracts$1,108,455,000,0001
Contracts on other commodities and equities.$651,761,000,0002
Notional value of other swaps$147,062,000,0003
Futures and forward contracts$60,599,000,0002
Written option contracts$227,493,000,0002
Purchased option contracts$216,607,000,0002
2012-12-31Rank
Derivatives$54,342,103,000,0002
Notional amount of credit derivatives$3,090,348,000,0002
Bank is guarantor$1,507,374,000,0003
Bank is beneficiary$1,582,974,000,0002
Interest rate contracts$43,622,169,000,0002
Notional value of interest rate swaps$32,806,183,000,0002
Futures and forward contracts$4,334,288,000,0004
Written option contracts$3,320,403,000,0002
Purchased option contracts$3,161,295,000,0002
Foreign exchange rate contracts$7,064,773,000,0002
Notional value of exchange swaps$3,480,052,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$2,025,028,000,0003
Spot foreign exchange rate contracts$346,480,000,0001
Written option contracts$780,462,000,0001
Purchased option contracts$779,231,000,0001
Contracts on other commodities and equities.$564,813,000,0002
Notional value of other swaps$144,628,000,0003
Futures and forward contracts$32,530,000,0003
Written option contracts$196,896,000,0002
Purchased option contracts$190,759,000,0002
2012-09-30Rank
Derivatives$55,067,829,000,0002
Notional amount of credit derivatives$3,249,707,000,0003
Bank is guarantor$1,582,917,000,0003
Bank is beneficiary$1,666,790,000,0003
Interest rate contracts$43,661,693,000,0002
Notional value of interest rate swaps$32,519,987,000,0002
Futures and forward contracts$4,369,631,000,0004
Written option contracts$3,478,875,000,0002
Purchased option contracts$3,293,200,000,0003
Foreign exchange rate contracts$7,511,441,000,0002
Notional value of exchange swaps$3,425,765,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$2,560,089,000,0003
Spot foreign exchange rate contracts$875,675,000,0001
Written option contracts$758,645,000,0001
Purchased option contracts$766,942,000,0001
Contracts on other commodities and equities.$644,988,000,0002
Notional value of other swaps$144,047,000,0003
Futures and forward contracts$35,055,000,0003
Written option contracts$239,141,000,0002
Purchased option contracts$226,745,000,0002
2012-06-30Rank
Derivatives$52,103,395,000,0002
Notional amount of credit derivatives$3,046,472,000,0003
Bank is guarantor$1,478,107,000,0003
Bank is beneficiary$1,568,365,000,0003
Interest rate contracts$41,351,830,000,0002
Notional value of interest rate swaps$31,060,417,000,0002
Futures and forward contracts$3,955,060,000,0004
Written option contracts$3,255,780,000,0003
Purchased option contracts$3,080,573,000,0003
Foreign exchange rate contracts$7,120,286,000,0002
Notional value of exchange swaps$3,074,973,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$2,573,510,000,0003
Spot foreign exchange rate contracts$1,111,046,000,0001
Written option contracts$731,267,000,0001
Purchased option contracts$740,536,000,0001
Contracts on other commodities and equities.$584,807,000,0002
Notional value of other swaps$139,454,000,0003
Futures and forward contracts$28,770,000,0003
Written option contracts$213,173,000,0002
Purchased option contracts$203,410,000,0002
2012-03-31Rank
Derivatives$53,265,371,000,0002
Notional amount of credit derivatives$3,070,433,000,0003
Bank is guarantor$1,490,168,000,0003
Bank is beneficiary$1,580,265,000,0003
Interest rate contracts$42,345,246,000,0002
Notional value of interest rate swaps$30,281,964,000,0002
Futures and forward contracts$4,073,414,000,0004
Written option contracts$4,047,688,000,0001
Purchased option contracts$3,942,180,000,0003
Foreign exchange rate contracts$7,311,740,000,0002
Notional value of exchange swaps$1,366,314,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$4,454,239,000,0002
Spot foreign exchange rate contracts$1,076,482,000,0001
Written option contracts$737,134,000,0001
Purchased option contracts$754,053,000,0001
Contracts on other commodities and equities.$537,952,000,0002
Notional value of other swaps$141,280,000,0002
Futures and forward contracts$30,616,000,0003
Written option contracts$188,048,000,0002
Purchased option contracts$178,008,000,0002
2011-12-31Rank
Derivatives$52,802,075,000,0002
Notional amount of credit derivatives$2,975,096,000,0003
Bank is guarantor$1,439,748,000,0003
Bank is beneficiary$1,535,348,000,0003
Interest rate contracts$42,903,682,000,0002
Notional value of interest rate swaps$31,525,209,000,0002
Futures and forward contracts$3,508,671,000,0004
Written option contracts$3,900,624,000,0001
Purchased option contracts$3,969,178,000,0002
Foreign exchange rate contracts$6,487,582,000,0002
Notional value of exchange swaps$1,349,909,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$3,910,393,000,0002
Spot foreign exchange rate contracts$518,436,000,0001
Written option contracts$601,742,000,0002
Purchased option contracts$625,538,000,0002
Contracts on other commodities and equities.$435,715,000,0002
Notional value of other swaps$116,124,000,0002
Futures and forward contracts$23,063,000,0003
Written option contracts$152,900,000,0002
Purchased option contracts$143,628,000,0002
2011-09-30Rank
Derivatives$56,650,111,000,0002
Notional amount of credit derivatives$3,002,476,000,0003
Bank is guarantor$1,450,527,000,0003
Bank is beneficiary$1,551,949,000,0003
Interest rate contracts$45,713,882,000,0002
Notional value of interest rate swaps$32,776,434,000,0003
Futures and forward contracts$3,992,464,000,0004
Written option contracts$4,391,772,000,0001
Purchased option contracts$4,553,212,000,0001
Foreign exchange rate contracts$7,477,692,000,0002
Notional value of exchange swaps$1,333,174,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$4,512,165,000,0002
Spot foreign exchange rate contracts$870,398,000,0001
Written option contracts$827,002,000,0001
Purchased option contracts$805,351,000,0001
Contracts on other commodities and equities.$456,061,000,0002
Notional value of other swaps$111,014,000,0002
Futures and forward contracts$27,749,000,0003
Written option contracts$158,044,000,0002
Purchased option contracts$159,254,000,0002
2011-06-30Rank
Derivatives$57,070,998,000,0002
Notional amount of credit derivatives$2,760,145,000,0003
Bank is guarantor$1,324,973,000,0003
Bank is beneficiary$1,435,172,000,0003
Interest rate contracts$46,656,306,000,0002
Notional value of interest rate swaps$33,194,737,000,0002
Futures and forward contracts$4,527,478,000,0003
Written option contracts$4,486,038,000,0001
Purchased option contracts$4,448,053,000,0002
Foreign exchange rate contracts$7,232,225,000,0002
Notional value of exchange swaps$1,377,500,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$4,464,664,000,0002
Spot foreign exchange rate contracts$604,648,000,0001
Written option contracts$708,514,000,0002
Purchased option contracts$681,547,000,0002
Contracts on other commodities and equities.$422,322,000,0002
Notional value of other swaps$98,296,000,0002
Futures and forward contracts$25,969,000,0003
Written option contracts$151,912,000,0002
Purchased option contracts$146,145,000,0002
2011-03-31Rank
Derivatives$54,869,302,000,0002
Notional amount of credit derivatives$2,709,323,000,0003
Bank is guarantor$1,306,698,000,0003
Bank is beneficiary$1,402,625,000,0003
Interest rate contracts$45,028,052,000,0002
Notional value of interest rate swaps$32,826,998,000,0002
Futures and forward contracts$4,186,111,000,0003
Written option contracts$4,000,657,000,0002
Purchased option contracts$4,014,286,000,0003
Foreign exchange rate contracts$6,789,550,000,0003
Notional value of exchange swaps$1,314,213,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$4,122,763,000,0002
Spot foreign exchange rate contracts$824,299,000,0001
Written option contracts$691,886,000,0003
Purchased option contracts$660,688,000,0003
Contracts on other commodities and equities.$342,377,000,0002
Notional value of other swaps$103,720,000,0002
Futures and forward contracts$35,885,000,0002
Written option contracts$103,691,000,0002
Purchased option contracts$99,081,000,0002
2010-12-31Rank
Derivatives$50,572,315,000,0002
Notional amount of credit derivatives$2,529,840,000,0003
Bank is guarantor$1,218,768,000,0003
Bank is beneficiary$1,311,072,000,0003
Interest rate contracts$41,915,796,000,0002
Notional value of interest rate swaps$31,187,012,000,0002
Futures and forward contracts$3,810,553,000,0003
Written option contracts$3,503,212,000,0002
Purchased option contracts$3,415,019,000,0003
Foreign exchange rate contracts$5,846,978,000,0002
Notional value of exchange swaps$1,241,854,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$3,402,865,000,0002
Spot foreign exchange rate contracts$419,346,000,0001
Written option contracts$633,611,000,0002
Purchased option contracts$568,648,000,0002
Contracts on other commodities and equities.$279,701,000,0002
Notional value of other swaps$73,862,000,0002
Futures and forward contracts$27,017,000,0003
Written option contracts$90,011,000,0002
Purchased option contracts$88,811,000,0002
2010-09-30Rank
Derivatives$52,097,665,000,0002
Notional amount of credit derivatives$2,572,650,000,0003
Bank is guarantor$1,236,517,000,0003
Bank is beneficiary$1,336,133,000,0003
Interest rate contracts$43,392,642,000,0002
Notional value of interest rate swaps$31,554,504,000,0002
Futures and forward contracts$4,981,856,000,0003
Written option contracts$3,540,526,000,0002
Purchased option contracts$3,315,756,000,0003
Foreign exchange rate contracts$5,862,999,000,0002
Notional value of exchange swaps$1,164,775,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$3,504,807,000,0002
Spot foreign exchange rate contracts$687,250,000,0001
Written option contracts$602,869,000,0002
Purchased option contracts$590,548,000,0002
Contracts on other commodities and equities.$269,374,000,0002
Notional value of other swaps$73,129,000,0002
Futures and forward contracts$24,320,000,0003
Written option contracts$88,573,000,0002
Purchased option contracts$83,352,000,0002
2010-06-30Rank
Derivatives$46,701,085,000,0003
Notional amount of credit derivatives$2,397,200,000,0003
Bank is guarantor$1,150,757,000,0003
Bank is beneficiary$1,246,443,000,0003
Interest rate contracts$38,989,035,000,0004
Notional value of interest rate swaps$28,020,456,000,0004
Futures and forward contracts$4,596,116,000,0003
Written option contracts$3,358,421,000,0002
Purchased option contracts$3,014,042,000,0003
Foreign exchange rate contracts$5,052,876,000,0002
Notional value of exchange swaps$955,866,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$3,075,584,000,0002
Spot foreign exchange rate contracts$710,096,000,0002
Written option contracts$518,402,000,0002
Purchased option contracts$503,024,000,0002
Contracts on other commodities and equities.$261,974,000,0002
Notional value of other swaps$90,425,000,0002
Futures and forward contracts$18,727,000,0003
Written option contracts$75,545,000,0002
Purchased option contracts$77,277,000,0002
2010-03-31Rank
Derivatives$41,732,621,000,0004
Notional amount of credit derivatives$2,355,397,000,0003
Bank is guarantor$1,133,663,000,0003
Bank is beneficiary$1,221,734,000,0003
Interest rate contracts$34,359,604,000,0004
Notional value of interest rate swaps$23,741,789,000,0004
Futures and forward contracts$3,924,766,000,0003
Written option contracts$3,448,185,000,0002
Purchased option contracts$3,244,864,000,0003
Foreign exchange rate contracts$4,767,358,000,0002
Notional value of exchange swaps$984,531,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$2,859,126,000,0002
Spot foreign exchange rate contracts$609,224,000,0001
Written option contracts$472,019,000,0002
Purchased option contracts$451,682,000,0002
Contracts on other commodities and equities.$250,262,000,0002
Notional value of other swaps$76,191,000,0002
Futures and forward contracts$25,650,000,0003
Written option contracts$75,918,000,0002
Purchased option contracts$72,503,000,0002
2009-12-31Rank
Derivatives$37,960,450,000,0004
Notional amount of credit derivatives$2,281,195,000,0003
Bank is guarantor$1,093,304,000,0003
Bank is beneficiary$1,187,891,000,0003
Interest rate contracts$31,145,540,000,0004
Notional value of interest rate swaps$21,847,722,000,0004
Futures and forward contracts$2,733,402,000,0004
Written option contracts$3,299,889,000,0002
Purchased option contracts$3,264,527,000,0003
Foreign exchange rate contracts$4,313,615,000,0002
Notional value of exchange swaps$975,193,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$2,530,762,000,0002
Spot foreign exchange rate contracts$414,291,000,0001
Written option contracts$406,954,000,0002
Purchased option contracts$400,706,000,0002
Contracts on other commodities and equities.$220,100,000,0002
Notional value of other swaps$65,704,000,0002
Futures and forward contracts$20,067,000,0003
Written option contracts$67,311,000,0002
Purchased option contracts$67,018,000,0003
2009-09-30Rank
Derivatives$36,164,014,000,0004
Notional amount of credit derivatives$2,507,298,000,0002
Bank is guarantor$1,181,099,000,0002
Bank is beneficiary$1,326,199,000,0002
Interest rate contracts$28,938,540,000,0004
Notional value of interest rate swaps$19,499,296,000,0004
Futures and forward contracts$3,303,078,000,0004
Written option contracts$2,921,730,000,0003
Purchased option contracts$3,214,436,000,0003
Foreign exchange rate contracts$4,482,715,000,0002
Notional value of exchange swaps$944,866,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$2,726,862,000,0002
Spot foreign exchange rate contracts$576,251,000,0002
Written option contracts$399,905,000,0002
Purchased option contracts$411,082,000,0002
Contracts on other commodities and equities.$235,461,000,0002
Notional value of other swaps$68,617,000,0002
Futures and forward contracts$23,265,000,0003
Written option contracts$70,629,000,0003
Purchased option contracts$72,950,000,0003
2009-06-30Rank
Derivatives$34,779,600,000,0004
Notional amount of credit derivatives$2,559,733,000,0002
Bank is guarantor$1,235,056,000,0002
Bank is beneficiary$1,324,677,000,0002
Interest rate contracts$27,629,647,000,0004
Notional value of interest rate swaps$18,966,773,000,0004
Futures and forward contracts$3,102,910,000,0004
Written option contracts$2,707,768,000,0003
Purchased option contracts$2,852,196,000,0003
Foreign exchange rate contracts$4,363,390,000,0002
Notional value of exchange swaps$906,220,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$2,572,727,000,0002
Spot foreign exchange rate contracts$435,432,000,0002
Written option contracts$436,965,000,0002
Purchased option contracts$447,478,000,0002
Contracts on other commodities and equities.$226,830,000,0002
Notional value of other swaps$71,366,000,0002
Futures and forward contracts$24,799,000,0002
Written option contracts$64,205,000,0003
Purchased option contracts$66,460,000,0003
2009-03-31Rank
Derivatives$31,989,886,000,0004
Notional amount of credit derivatives$2,687,194,000,0002
Bank is guarantor$1,285,760,000,0002
Bank is beneficiary$1,401,434,000,0002
Interest rate contracts$24,971,210,000,0004
Notional value of interest rate swaps$17,162,273,000,0004
Futures and forward contracts$2,535,450,000,0004
Written option contracts$2,580,144,000,0003
Purchased option contracts$2,693,343,000,0003
Foreign exchange rate contracts$4,074,961,000,0002
Notional value of exchange swaps$847,347,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$2,325,951,000,0002
Spot foreign exchange rate contracts$395,223,000,0002
Written option contracts$435,387,000,0002
Purchased option contracts$466,276,000,0002
Contracts on other commodities and equities.$256,521,000,0003
Notional value of other swaps$77,120,000,0002
Futures and forward contracts$25,740,000,0002
Written option contracts$76,125,000,0003
Purchased option contracts$77,536,000,0003
2008-12-31Rank
Derivatives$32,040,146,000,0004
Notional amount of credit derivatives$2,730,434,000,0002
Bank is guarantor$1,301,313,000,0002
Bank is beneficiary$1,429,121,000,0002
Interest rate contracts$24,758,617,000,0004
Notional value of interest rate swaps$17,849,163,000,0004
Futures and forward contracts$1,772,269,000,0003
Written option contracts$2,509,863,000,0002
Purchased option contracts$2,627,322,000,0002
Foreign exchange rate contracts$4,274,185,000,0002
Notional value of exchange swaps$854,466,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$2,423,417,000,0002
Spot foreign exchange rate contracts$141,174,000,0002
Written option contracts$470,314,000,0002
Purchased option contracts$525,988,000,0002
Contracts on other commodities and equities.$276,910,000,0003
Notional value of other swaps$82,463,000,0002
Futures and forward contracts$26,929,000,0002
Written option contracts$86,545,000,0003
Purchased option contracts$80,973,000,0003
2008-09-30Rank
Derivatives$36,200,071,000,0003
Notional amount of credit derivatives$2,939,783,000,0002
Bank is guarantor$1,400,715,000,0002
Bank is beneficiary$1,539,068,000,0002
Interest rate contracts$27,251,144,000,0003
Notional value of interest rate swaps$19,194,518,000,0003
Futures and forward contracts$2,433,154,000,0003
Written option contracts$2,759,204,000,0002
Purchased option contracts$2,864,268,000,0002
Foreign exchange rate contracts$5,597,171,000,0002
Notional value of exchange swaps$917,860,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$3,403,836,000,0002
Spot foreign exchange rate contracts$536,543,000,0001
Written option contracts$649,538,000,0002
Purchased option contracts$625,937,000,0002
Contracts on other commodities and equities.$411,973,000,0003
Notional value of other swaps$98,268,000,0002
Futures and forward contracts$33,361,000,0003
Written option contracts$139,710,000,0003
Purchased option contracts$140,634,000,0003
2008-06-30Rank
Derivatives$37,516,121,000,0003
Notional amount of credit derivatives$3,209,678,000,0002
Bank is guarantor$1,537,255,000,0002
Bank is beneficiary$1,672,423,000,0002
Interest rate contracts$28,476,898,000,0003
Notional value of interest rate swaps$20,368,284,000,0003
Futures and forward contracts$2,002,280,000,0003
Written option contracts$2,955,181,000,0002
Purchased option contracts$3,151,153,000,0002
Foreign exchange rate contracts$5,514,014,000,0002
Notional value of exchange swaps$991,645,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$3,271,408,000,0002
Spot foreign exchange rate contracts$385,634,000,0001
Written option contracts$639,079,000,0002
Purchased option contracts$611,882,000,0002
Contracts on other commodities and equities.$315,531,000,0003
Notional value of other swaps$102,213,000,0002
Futures and forward contracts$29,814,000,0003
Written option contracts$93,900,000,0003
Purchased option contracts$89,604,000,0003
2008-03-31Rank
Derivatives$38,147,087,000,0002
Notional amount of credit derivatives$3,351,191,000,0002
Bank is guarantor$1,587,481,000,0002
Bank is beneficiary$1,763,710,000,0002
Interest rate contracts$28,652,454,000,0003
Notional value of interest rate swaps$20,882,271,000,0003
Futures and forward contracts$1,850,664,000,0003
Written option contracts$2,854,515,000,0002
Purchased option contracts$3,065,004,000,0002
Foreign exchange rate contracts$5,831,772,000,0002
Notional value of exchange swaps$970,802,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$3,420,553,000,0002
Spot foreign exchange rate contracts$427,036,000,0001
Written option contracts$736,340,000,0002
Purchased option contracts$704,077,000,0002
Contracts on other commodities and equities.$311,670,000,0003
Notional value of other swaps$97,464,000,0002
Futures and forward contracts$27,172,000,0003
Written option contracts$91,881,000,0003
Purchased option contracts$95,153,000,0003
2007-12-31Rank
Derivatives$33,580,275,000,0003
Notional amount of credit derivatives$3,161,349,000,0002
Bank is guarantor$1,525,179,000,0003
Bank is beneficiary$1,636,170,000,0002
Interest rate contracts$24,873,911,000,0003
Notional value of interest rate swaps$18,226,276,000,0003
Futures and forward contracts$1,357,112,000,0003
Written option contracts$2,537,912,000,0002
Purchased option contracts$2,752,611,000,0002
Foreign exchange rate contracts$5,267,645,000,0002
Notional value of exchange swaps$891,791,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$3,111,239,000,0002
Spot foreign exchange rate contracts$250,999,000,0001
Written option contracts$645,495,000,0002
Purchased option contracts$619,120,000,0002
Contracts on other commodities and equities.$277,370,000,0003
Notional value of other swaps$86,260,000,0002
Futures and forward contracts$27,147,000,0003
Written option contracts$83,022,000,0003
Purchased option contracts$80,941,000,0003
2007-09-30Rank
Derivatives$34,339,217,000,0002
Notional amount of credit derivatives$3,037,062,000,0002
Bank is guarantor$1,432,002,000,0003
Bank is beneficiary$1,605,060,000,0002
Interest rate contracts$26,015,501,000,0003
Notional value of interest rate swaps$18,965,798,000,0003
Futures and forward contracts$1,341,483,000,0003
Written option contracts$2,752,405,000,0002
Purchased option contracts$2,955,815,000,0002
Foreign exchange rate contracts$4,989,999,000,0002
Notional value of exchange swaps$845,664,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$2,908,955,000,0002
Spot foreign exchange rate contracts$380,569,000,0001
Written option contracts$638,699,000,0002
Purchased option contracts$596,681,000,0002
Contracts on other commodities and equities.$296,655,000,0003
Notional value of other swaps$97,308,000,0002
Futures and forward contracts$26,950,000,0003
Written option contracts$88,246,000,0003
Purchased option contracts$84,151,000,0003
2007-06-30Rank
Derivatives$30,183,402,000,0003
Notional amount of credit derivatives$2,505,354,000,0002
Bank is guarantor$1,171,355,000,0003
Bank is beneficiary$1,333,999,000,0002
Interest rate contracts$22,824,381,000,0003
Notional value of interest rate swaps$16,677,929,000,0003
Futures and forward contracts$1,165,321,000,0003
Written option contracts$2,432,230,000,0002
Purchased option contracts$2,548,901,000,0002
Foreign exchange rate contracts$4,597,582,000,0002
Notional value of exchange swaps$767,598,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$2,804,266,000,0001
Spot foreign exchange rate contracts$449,516,000,0001
Written option contracts$523,727,000,0002
Purchased option contracts$501,991,000,0002
Contracts on other commodities and equities.$256,085,000,0003
Notional value of other swaps$82,842,000,0002
Futures and forward contracts$25,904,000,0002
Written option contracts$73,993,000,0003
Purchased option contracts$73,346,000,0003
2007-03-31Rank
Derivatives$28,677,618,000,0003
Notional amount of credit derivatives$2,094,707,000,0002
Bank is guarantor$1,027,461,000,0003
Bank is beneficiary$1,067,246,000,0002
Interest rate contracts$21,928,057,000,0003
Notional value of interest rate swaps$15,912,654,000,0003
Futures and forward contracts$1,190,777,000,0003
Written option contracts$2,388,511,000,0002
Purchased option contracts$2,436,115,000,0002
Foreign exchange rate contracts$4,420,543,000,0002
Notional value of exchange swaps$726,837,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$2,752,250,000,0001
Spot foreign exchange rate contracts$442,182,000,0001
Written option contracts$484,762,000,0002
Purchased option contracts$456,694,000,0003
Contracts on other commodities and equities.$234,311,000,0003
Notional value of other swaps$78,719,000,0002
Futures and forward contracts$22,703,000,0004
Written option contracts$71,127,000,0003
Purchased option contracts$61,762,000,0003
2006-12-31Rank
Derivatives$25,628,348,000,0003
Notional amount of credit derivatives$1,649,863,000,0002
Bank is guarantor$802,645,000,0002
Bank is beneficiary$847,218,000,0002
Interest rate contracts$19,954,436,000,0003
Notional value of interest rate swaps$14,823,416,000,0003
Futures and forward contracts$1,150,985,000,0003
Written option contracts$2,013,065,000,0002
Purchased option contracts$1,966,970,000,0002
Foreign exchange rate contracts$3,814,147,000,0002
Notional value of exchange swaps$684,658,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$2,326,728,000,0001
Spot foreign exchange rate contracts$224,711,000,0001
Written option contracts$410,613,000,0003
Purchased option contracts$392,148,000,0003
Contracts on other commodities and equities.$209,902,000,0003
Notional value of other swaps$68,815,000,0002
Futures and forward contracts$14,249,000,0004
Written option contracts$66,699,000,0003
Purchased option contracts$60,139,000,0003
2006-09-30Rank
Derivatives$24,843,366,000,0003
Notional amount of credit derivatives$1,349,225,000,0002
Bank is guarantor$656,230,000,0002
Bank is beneficiary$692,995,000,0002
Interest rate contracts$19,616,851,000,0003
Notional value of interest rate swaps$14,628,213,000,0003
Futures and forward contracts$1,172,691,000,0003
Written option contracts$1,834,732,000,0002
Purchased option contracts$1,981,215,000,0002
Foreign exchange rate contracts$3,676,790,000,0002
Notional value of exchange swaps$623,273,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$2,332,454,000,0001
Spot foreign exchange rate contracts$366,422,000,0001
Written option contracts$365,228,000,0003
Purchased option contracts$355,835,000,0003
Contracts on other commodities and equities.$200,500,000,0003
Notional value of other swaps$58,610,000,0002
Futures and forward contracts$15,696,000,0003
Written option contracts$62,942,000,0003
Purchased option contracts$63,252,000,0003
2006-06-30Rank
Derivatives$25,645,491,000,0002
Notional amount of credit derivatives$1,110,463,000,0002
Bank is guarantor$531,817,000,0003
Bank is beneficiary$578,646,000,0002
Interest rate contracts$20,725,850,000,0002
Notional value of interest rate swaps$15,661,503,000,0003
Futures and forward contracts$1,181,347,000,0003
Written option contracts$1,867,486,000,0002
Purchased option contracts$2,015,514,000,0002
Foreign exchange rate contracts$3,628,463,000,0002
Notional value of exchange swaps$605,025,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$2,232,330,000,0001
Spot foreign exchange rate contracts$317,951,000,0002
Written option contracts$401,484,000,0003
Purchased option contracts$389,624,000,0003
Contracts on other commodities and equities.$180,715,000,0003
Notional value of other swaps$60,518,000,0002
Futures and forward contracts$15,227,000,0003
Written option contracts$47,743,000,0003
Purchased option contracts$57,227,000,0003
2006-03-31Rank
Derivatives$23,646,153,000,0002
Notional amount of credit derivatives$925,246,000,0002
Bank is guarantor$426,279,000,0003
Bank is beneficiary$498,967,000,0002
Interest rate contracts$19,231,934,000,0003
Notional value of interest rate swaps$14,158,438,000,0003
Futures and forward contracts$1,235,987,000,0003
Written option contracts$1,880,121,000,0002
Purchased option contracts$1,957,388,000,0002
Foreign exchange rate contracts$3,331,811,000,0002
Notional value of exchange swaps$571,099,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$2,076,634,000,0001
Spot foreign exchange rate contracts$349,173,000,0001
Written option contracts$349,734,000,0002
Purchased option contracts$334,344,000,0002
Contracts on other commodities and equities.$157,162,000,0003
Notional value of other swaps$56,335,000,0002
Futures and forward contracts$14,890,000,0003
Written option contracts$41,132,000,0003
Purchased option contracts$44,805,000,0003
2005-12-31Rank
Derivatives$21,250,627,000,0003
Notional amount of credit derivatives$851,321,000,0003
Bank is guarantor$402,199,000,0003
Bank is beneficiary$449,122,000,0003
Interest rate contracts$17,436,251,000,0003
Notional value of interest rate swaps$13,150,453,000,0003
Futures and forward contracts$968,583,000,0003
Written option contracts$1,753,077,000,0002
Purchased option contracts$1,564,138,000,0002
Foreign exchange rate contracts$2,797,553,000,0002
Notional value of exchange swaps$540,956,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,738,063,000,0001
Spot foreign exchange rate contracts$158,165,000,0001
Written option contracts$264,328,000,0002
Purchased option contracts$254,206,000,0002
Contracts on other commodities and equities.$165,502,000,0002
Notional value of other swaps$62,914,000,0002
Futures and forward contracts$15,026,000,0003
Written option contracts$45,754,000,0003
Purchased option contracts$41,808,000,0002
2005-09-30Rank
Derivatives$20,148,725,000,0003
Notional amount of credit derivatives$796,279,000,0003
Bank is guarantor$375,618,000,0003
Bank is beneficiary$420,661,000,0003
Interest rate contracts$16,258,376,000,0003
Notional value of interest rate swaps$12,061,488,000,0003
Futures and forward contracts$1,029,963,000,0003
Written option contracts$1,675,401,000,0002
Purchased option contracts$1,491,524,000,0002
Foreign exchange rate contracts$2,934,578,000,0002
Notional value of exchange swaps$527,598,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,875,487,000,0001
Spot foreign exchange rate contracts$285,036,000,0001
Written option contracts$275,341,000,0002
Purchased option contracts$256,152,000,0003
Contracts on other commodities and equities.$159,492,000,0002
Notional value of other swaps$62,685,000,0002
Futures and forward contracts$17,657,000,0003
Written option contracts$38,462,000,0003
Purchased option contracts$40,688,000,0002
2005-06-30Rank
Derivatives$20,081,263,000,0003
Notional amount of credit derivatives$664,621,000,0003
Bank is guarantor$312,764,000,0003
Bank is beneficiary$351,857,000,0003
Interest rate contracts$16,445,476,000,0003
Notional value of interest rate swaps$12,107,452,000,0003
Futures and forward contracts$1,063,441,000,0003
Written option contracts$1,694,296,000,0002
Purchased option contracts$1,580,287,000,0002
Foreign exchange rate contracts$2,836,666,000,0002
Notional value of exchange swaps$506,569,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,766,138,000,0001
Spot foreign exchange rate contracts$252,642,000,0001
Written option contracts$288,873,000,0002
Purchased option contracts$275,086,000,0002
Contracts on other commodities and equities.$134,500,000,0002
Notional value of other swaps$50,696,000,0002
Futures and forward contracts$11,518,000,0003
Written option contracts$39,782,000,0003
Purchased option contracts$32,504,000,0002
2005-03-31Rank
Derivatives$17,857,046,000,0003
Notional amount of credit derivatives$582,409,000,0003
Bank is guarantor$281,584,000,0003
Bank is beneficiary$300,825,000,0003
Interest rate contracts$14,410,781,000,0003
Notional value of interest rate swaps$10,395,492,000,0003
Futures and forward contracts$1,040,493,000,0003
Written option contracts$1,546,139,000,0002
Purchased option contracts$1,428,657,000,0002
Foreign exchange rate contracts$2,728,277,000,0002
Notional value of exchange swaps$503,167,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,732,984,000,0001
Spot foreign exchange rate contracts$246,049,000,0001
Written option contracts$247,068,000,0002
Purchased option contracts$245,058,000,0002
Contracts on other commodities and equities.$135,579,000,0002
Notional value of other swaps$54,453,000,0002
Futures and forward contracts$12,972,000,0003
Written option contracts$37,217,000,0002
Purchased option contracts$30,937,000,0002
2004-12-31Rank
Derivatives$17,371,457,000,0002
Notional amount of credit derivatives$482,394,000,0003
Bank is guarantor$232,543,000,0002
Bank is beneficiary$249,851,000,0003
Interest rate contracts$13,988,637,000,0003
Notional value of interest rate swaps$9,891,621,000,0003
Futures and forward contracts$977,754,000,0003
Written option contracts$1,593,159,000,0002
Purchased option contracts$1,526,103,000,0002
Foreign exchange rate contracts$2,771,424,000,0002
Notional value of exchange swaps$498,186,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,772,770,000,0001
Spot foreign exchange rate contracts$191,893,000,0001
Written option contracts$251,278,000,0002
Purchased option contracts$249,190,000,0002
Contracts on other commodities and equities.$129,002,000,0002
Notional value of other swaps$48,695,000,0002
Futures and forward contracts$12,269,000,0003
Written option contracts$34,849,000,0003
Purchased option contracts$33,189,000,0002
2004-09-30Rank
Derivatives$15,746,392,000,0003
Notional amount of credit derivatives$375,366,000,0003
Bank is guarantor$187,567,000,0002
Bank is beneficiary$187,799,000,0003
Interest rate contracts$12,624,451,000,0003
Notional value of interest rate swaps$8,904,506,000,0003
Futures and forward contracts$851,654,000,0003
Written option contracts$1,480,682,000,0002
Purchased option contracts$1,387,609,000,0002
Foreign exchange rate contracts$2,611,156,000,0002
Notional value of exchange swaps$448,185,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,718,293,000,0001
Spot foreign exchange rate contracts$216,212,000,0001
Written option contracts$225,144,000,0002
Purchased option contracts$219,534,000,0002
Contracts on other commodities and equities.$135,419,000,0002
Notional value of other swaps$51,983,000,0002
Futures and forward contracts$13,419,000,0003
Written option contracts$37,756,000,0002
Purchased option contracts$32,261,000,0002
2004-06-30Rank
Derivatives$14,569,629,000,0003
Notional amount of credit derivatives$289,380,000,0002
Bank is guarantor$147,404,000,0002
Bank is beneficiary$141,976,000,0003
Interest rate contracts$11,495,186,000,0003
Notional value of interest rate swaps$8,067,936,000,0003
Futures and forward contracts$754,399,000,0003
Written option contracts$1,375,623,000,0002
Purchased option contracts$1,297,228,000,0002
Foreign exchange rate contracts$2,653,660,000,0002
Notional value of exchange swaps$440,709,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,768,714,000,0001
Spot foreign exchange rate contracts$238,319,000,0001
Written option contracts$225,080,000,0002
Purchased option contracts$219,157,000,0002
Contracts on other commodities and equities.$131,403,000,0002
Notional value of other swaps$36,740,000,0003
Futures and forward contracts$10,503,000,0003
Written option contracts$49,266,000,0002
Purchased option contracts$34,894,000,0002
2004-03-31Rank
Derivatives$13,701,773,000,0003
Notional amount of credit derivatives$241,995,000,0002
Bank is guarantor$125,133,000,0002
Bank is beneficiary$116,862,000,0002
Interest rate contracts$10,619,966,000,0003
Notional value of interest rate swaps$7,942,719,000,0003
Futures and forward contracts$706,383,000,0003
Written option contracts$1,041,811,000,0002
Purchased option contracts$929,053,000,0003
Foreign exchange rate contracts$2,715,320,000,0002
Notional value of exchange swaps$423,145,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,787,964,000,0001
Spot foreign exchange rate contracts$257,595,000,0001
Written option contracts$256,190,000,0002
Purchased option contracts$248,021,000,0002
Contracts on other commodities and equities.$124,492,000,0002
Notional value of other swaps$40,926,000,0002
Futures and forward contracts$9,191,000,0003
Written option contracts$41,341,000,0002
Purchased option contracts$33,034,000,0002
2003-12-31Rank
Derivatives$11,298,991,000,0003
Notional amount of credit derivatives$166,103,000,0002
Bank is guarantor$90,144,000,0002
Bank is beneficiary$75,959,000,0003
Interest rate contracts$8,745,692,000,0003
Notional value of interest rate swaps$6,433,827,000,0003
Futures and forward contracts$704,158,000,0003
Written option contracts$834,135,000,0003
Purchased option contracts$773,572,000,0003
Foreign exchange rate contracts$2,282,095,000,0002
Notional value of exchange swaps$412,220,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,478,336,000,0001
Spot foreign exchange rate contracts$131,109,000,0001
Written option contracts$196,897,000,0002
Purchased option contracts$194,642,000,0002
Contracts on other commodities and equities.$105,101,000,0002
Notional value of other swaps$35,984,000,0003
Futures and forward contracts$9,012,000,0003
Written option contracts$29,140,000,0003
Purchased option contracts$30,965,000,0002
2003-09-30Rank
Derivatives$11,027,480,000,0003
Notional amount of credit derivatives$145,976,000,0002
Bank is guarantor$76,327,000,0002
Bank is beneficiary$69,649,000,0003
Interest rate contracts$8,432,819,000,0003
Notional value of interest rate swaps$6,306,646,000,0003
Futures and forward contracts$750,448,000,0003
Written option contracts$710,826,000,0003
Purchased option contracts$664,899,000,0003
Foreign exchange rate contracts$2,333,875,000,0002
Notional value of exchange swaps$393,655,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,477,806,000,0001
Spot foreign exchange rate contracts$214,854,000,0001
Written option contracts$234,147,000,0002
Purchased option contracts$228,267,000,0002
Contracts on other commodities and equities.$114,810,000,0002
Notional value of other swaps$31,393,000,0003
Futures and forward contracts$8,672,000,0003
Written option contracts$37,040,000,0002
Purchased option contracts$37,705,000,0002
2003-06-30Rank
Derivatives$11,217,771,000,0003
Notional amount of credit derivatives$129,276,000,0002
Bank is guarantor$67,703,000,0002
Bank is beneficiary$61,573,000,0003
Interest rate contracts$8,583,149,000,0003
Notional value of interest rate swaps$6,297,126,000,0003
Futures and forward contracts$830,715,000,0003
Written option contracts$733,838,000,0003
Purchased option contracts$721,470,000,0003
Foreign exchange rate contracts$2,402,854,000,0002
Notional value of exchange swaps$369,008,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,600,001,000,0001
Spot foreign exchange rate contracts$196,879,000,0001
Written option contracts$216,204,000,0002
Purchased option contracts$217,641,000,0002
Contracts on other commodities and equities.$102,492,000,0003
Notional value of other swaps$25,291,000,0003
Futures and forward contracts$7,669,000,0003
Written option contracts$34,856,000,0002
Purchased option contracts$34,676,000,0002
2003-03-31Rank
Derivatives$10,278,344,000,0003
Notional amount of credit derivatives$123,116,000,0002
Bank is guarantor$64,113,000,0002
Bank is beneficiary$59,003,000,0003
Interest rate contracts$7,837,224,000,0003
Notional value of interest rate swaps$5,855,086,000,0003
Futures and forward contracts$869,278,000,0003
Written option contracts$605,128,000,0003
Purchased option contracts$507,732,000,0003
Foreign exchange rate contracts$2,221,521,000,0002
Notional value of exchange swaps$337,670,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,483,157,000,0001
Spot foreign exchange rate contracts$157,837,000,0001
Written option contracts$199,581,000,0002
Purchased option contracts$201,113,000,0001
Contracts on other commodities and equities.$96,483,000,0003
Notional value of other swaps$24,534,000,0003
Futures and forward contracts$6,738,000,0004
Written option contracts$33,967,000,0002
Purchased option contracts$31,244,000,0002
2002-12-31Rank
Derivatives$8,475,671,000,0003
Notional amount of credit derivatives$118,418,000,0002
Bank is guarantor$62,704,000,0002
Bank is beneficiary$55,714,000,0003
Interest rate contracts$6,209,982,000,0003
Notional value of interest rate swaps$4,599,596,000,0003
Futures and forward contracts$648,767,000,0003
Written option contracts$511,475,000,0003
Purchased option contracts$450,144,000,0003
Foreign exchange rate contracts$2,058,855,000,0002
Notional value of exchange swaps$304,536,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,432,021,000,0001
Spot foreign exchange rate contracts$94,284,000,0001
Written option contracts$163,509,000,0002
Purchased option contracts$158,789,000,0002
Contracts on other commodities and equities.$88,416,000,0003
Notional value of other swaps$21,191,000,0003
Futures and forward contracts$6,402,000,0004
Written option contracts$31,307,000,0002
Purchased option contracts$29,516,000,0003
2001-12-31Rank
Derivatives$6,215,639,000,0003
Notional amount of credit derivatives$68,377,000,0002
Bank is guarantor$37,562,000,0002
Bank is beneficiary$30,815,000,0003
Interest rate contracts$4,198,373,000,0003
Notional value of interest rate swaps$2,990,806,000,0003
Futures and forward contracts$663,227,000,0003
Written option contracts$278,419,000,0005
Purchased option contracts$265,921,000,0005
Foreign exchange rate contracts$1,832,623,000,0002
Notional value of exchange swaps$248,875,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,349,971,000,0002
Spot foreign exchange rate contracts$59,956,000,0001
Written option contracts$120,283,000,0002
Purchased option contracts$113,494,000,0002
Contracts on other commodities and equities.$116,266,000,0003
Notional value of other swaps$17,500,000,0003
Futures and forward contracts$7,319,000,0004
Written option contracts$35,463,000,0002
Purchased option contracts$55,984,000,0002
2000-12-31Rank
Derivatives$5,182,892,000,0004
Notional amount of credit derivatives$68,247,000,0002
Bank is guarantor$24,658,000,0002
Bank is beneficiary$43,589,000,0002
Interest rate contracts$2,997,979,000,0004
Notional value of interest rate swaps$1,958,456,000,0004
Futures and forward contracts$571,434,000,0004
Written option contracts$238,480,000,0004
Purchased option contracts$229,609,000,0005
Foreign exchange rate contracts$1,973,687,000,0001
Notional value of exchange swaps$203,203,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,519,753,000,0001
Spot foreign exchange rate contracts$97,848,000,0001
Written option contracts$128,364,000,0001
Purchased option contracts$122,367,000,0001
Contracts on other commodities and equities.$142,979,000,0004
Notional value of other swaps$18,019,000,0004
Futures and forward contracts$6,836,000,0005
Written option contracts$52,074,000,0003
Purchased option contracts$66,050,000,0002
1999-12-31Rank
Derivatives$3,737,321,000,0004
Notional amount of credit derivatives$41,911,000,0002
Bank is guarantor$12,700,000,0004
Bank is beneficiary$29,211,000,0002
Interest rate contracts$1,844,195,000,0004
Notional value of interest rate swaps$984,328,000,0004
Futures and forward contracts$592,350,000,0004
Written option contracts$146,483,000,0004
Purchased option contracts$121,034,000,0004
Foreign exchange rate contracts$1,745,606,000,0001
Notional value of exchange swaps$100,175,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,425,861,000,0001
Spot foreign exchange rate contracts$25,408,000,0001
Written option contracts$112,442,000,0002
Purchased option contracts$107,128,000,0002
Contracts on other commodities and equities.$105,609,000,0004
Notional value of other swaps$13,224,000,0004
Futures and forward contracts$6,373,000,0005
Written option contracts$41,899,000,0003
Purchased option contracts$44,113,000,0003
1998-12-31Rank
Derivatives$3,725,420,000,0003
Notional amount of credit derivatives$25,878,000,0002
Bank is guarantor$6,283,000,0004
Bank is beneficiary$19,595,000,0002
Interest rate contracts$1,561,758,000,0005
Notional value of interest rate swaps$864,333,000,0005
Futures and forward contracts$485,670,000,0003
Written option contracts$115,490,000,0006
Purchased option contracts$96,265,000,0006
Foreign exchange rate contracts$2,047,521,000,0001
Notional value of exchange swaps$80,046,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,600,192,000,0001
Spot foreign exchange rate contracts$100,087,000,0002
Written option contracts$192,282,000,0002
Purchased option contracts$175,001,000,0002
Contracts on other commodities and equities.$90,263,000,0003
Notional value of other swaps$8,356,000,0004
Futures and forward contracts$3,622,000,0006
Written option contracts$42,036,000,0003
Purchased option contracts$36,249,000,0004
1997-12-31Rank
Derivatives$3,119,314,000,0003
Notional amount of credit derivatives$6,922,000,0003
Bank is guarantor$1,578,000,0003
Bank is beneficiary$5,344,000,0002
Interest rate contracts$1,307,479,000,0004
Notional value of interest rate swaps$649,969,000,0004
Futures and forward contracts$414,561,000,0003
Written option contracts$140,959,000,0004
Purchased option contracts$101,990,000,0006
Foreign exchange rate contracts$1,729,991,000,0002
Notional value of exchange swaps$59,870,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$1,321,530,000,0002
Spot foreign exchange rate contracts$95,058,000,0001
Written option contracts$184,639,000,0002
Purchased option contracts$163,952,000,0002
Contracts on other commodities and equities.$74,922,000,0002
Notional value of other swaps$6,017,000,0004
Futures and forward contracts$6,948,000,0005
Written option contracts$34,020,000,0002
Purchased option contracts$27,937,000,0002
1996-12-31Rank
Derivatives$2,459,961,000,0003
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$1,026,786,000,0005
Notional value of interest rate swaps$504,126,000,0004
Futures and forward contracts$280,229,000,0004
Written option contracts$147,653,000,0004
Purchased option contracts$94,778,000,0005
Foreign exchange rate contracts$1,399,134,000,0002
Notional value of exchange swaps$44,433,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$1,149,740,000,0002
Spot foreign exchange rate contracts$90,707,000,0001
Written option contracts$104,381,000,0002
Purchased option contracts$100,580,000,0002
Contracts on other commodities and equities.$34,041,000,0004
Notional value of other swaps$5,233,000,0004
Futures and forward contracts$5,411,000,0005
Written option contracts$13,301,000,0004
Purchased option contracts$10,096,000,0005
1995-12-31Rank
Derivatives$2,402,830,000,0003
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$1,156,067,000,0004
Notional value of interest rate swaps$456,751,000,0004
Futures and forward contracts$457,922,000,0002
Written option contracts$146,820,000,0004
Purchased option contracts$94,574,000,0005
Foreign exchange rate contracts$1,206,829,000,0001
Notional value of exchange swaps$35,785,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$989,039,000,0001
Spot foreign exchange rate contracts$75,631,000,0001
Written option contracts$88,296,000,0001
Purchased option contracts$93,709,000,0001
Contracts on other commodities and equities.$39,934,000,0003
Notional value of other swaps$6,644,000,0003
Futures and forward contracts$6,336,000,0005
Written option contracts$17,912,000,0003
Purchased option contracts$9,042,000,0004
1994-12-31Rank
Derivatives$2,764,044,000,0002
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$1,416,920,000,0003
Notional value of interest rate swaps$393,046,000,0004
Futures and forward contracts$819,179,000,0002
Written option contracts$113,533,000,0003
Purchased option contracts$91,162,000,0004
Foreign exchange rate contracts$1,319,211,000,0001
Notional value of exchange swaps$34,115,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$1,155,174,000,0001
Spot foreign exchange rate contractsNANA
Written option contracts$66,427,000,0001
Purchased option contracts$63,495,000,0001
Contracts on other commodities and equities.$27,913,000,0003
Notional value of other swaps$6,190,000,0003
Futures and forward contracts$3,137,000,0005
Written option contracts$10,614,000,0004
Purchased option contracts$7,972,000,0004
1993-12-31Rank
Derivatives$2,018,189,000,0002
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$906,489,000,0004
Notional value of interest rate swaps$265,481,000,0004
Futures and forward contracts$445,182,000,0003
Written option contracts$96,350,000,0004
Purchased option contracts$99,476,000,0004
Foreign exchange rate contracts$1,091,428,000,0001
Notional value of exchange swaps$31,771,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$972,087,000,0001
Spot foreign exchange rate contractsNANA
Written option contracts$43,653,000,0002
Purchased option contracts$43,917,000,0002
Contracts on other commodities and equities.$20,272,000,0003
Notional value of other swaps$2,041,000,0004
Futures and forward contracts$3,250,000,0005
Written option contracts$9,009,000,0003
Purchased option contracts$5,972,000,0004
1992-12-31Rank
Derivatives$1,558,998,000,0002
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$640,354,000,0004
Notional value of interest rate swaps$236,683,000,0004
Futures and forward contracts$283,957,000,0002
Written option contracts$53,478,000,0004
Purchased option contracts$66,236,000,0002
Foreign exchange rate contracts$907,685,000,0001
Notional value of exchange swaps$37,846,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$785,979,000,0001
Spot foreign exchange rate contractsNANA
Written option contracts$41,046,000,0003
Purchased option contracts$42,814,000,0003
Contracts on other commodities and equities.$10,959,000,0003
Notional value of other swaps$1,177,000,0004
Futures and forward contracts$1,992,000,0005
Written option contracts$4,839,000,0003
Purchased option contracts$2,951,000,0003