Home > City National Bank > Derivatives
City National Bank, Derivatives
2023-12-31 | Rank | |
Derivatives | $46,498,847,000 | 27 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $504,381,000 | 24 |
Bank is beneficiary | $33,898,000 | 99 |
Interest rate contracts | $43,344,937,000 | 24 |
Notional value of interest rate swaps | $42,939,555,000 | 23 |
Futures and forward contracts | $0 | 331 |
Written option contracts | $202,691,000 | 61 |
Purchased option contracts | $202,691,000 | 66 |
Foreign exchange rate contracts | $2,613,800,000 | 26 |
Notional value of exchange swaps | $0 | 76 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $2,612,520,000 | 23 |
Spot foreign exchange rate contracts | $209,463,000 | 21 |
Written option contracts | $640,000 | 26 |
Purchased option contracts | $640,000 | 26 |
Contracts on other commodities and equities. | $1,831,000 | 76 |
Notional value of other swaps | $0 | 79 |
Futures and forward contracts | $0 | 31 |
Written option contracts | $0 | 30 |
Purchased option contracts | $1,831,000 | 27 |
2023-09-30 | Rank | |
Derivatives | $47,194,651,000 | 28 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $550,585,000 | 21 |
Bank is beneficiary | $34,189,000 | 95 |
Interest rate contracts | $44,319,657,000 | 27 |
Notional value of interest rate swaps | $43,850,785,000 | 24 |
Futures and forward contracts | $0 | 343 |
Written option contracts | $234,436,000 | 56 |
Purchased option contracts | $234,436,000 | 62 |
Foreign exchange rate contracts | $2,288,311,000 | 28 |
Notional value of exchange swaps | $0 | 78 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $2,286,311,000 | 25 |
Spot foreign exchange rate contracts | $243,354,000 | 19 |
Written option contracts | $1,000,000 | 26 |
Purchased option contracts | $1,000,000 | 26 |
Contracts on other commodities and equities. | $1,909,000 | 73 |
Notional value of other swaps | $0 | 81 |
Futures and forward contracts | $0 | 31 |
Written option contracts | $0 | 30 |
Purchased option contracts | $1,909,000 | 26 |
2023-06-30 | Rank | |
Derivatives | $49,432,342,000 | 27 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $554,682,000 | 21 |
Bank is beneficiary | $34,519,000 | 95 |
Interest rate contracts | $46,318,126,000 | 25 |
Notional value of interest rate swaps | $45,860,332,000 | 24 |
Futures and forward contracts | $0 | 341 |
Written option contracts | $228,897,000 | 60 |
Purchased option contracts | $228,897,000 | 58 |
Foreign exchange rate contracts | $2,523,106,000 | 27 |
Notional value of exchange swaps | $0 | 78 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $2,523,106,000 | 24 |
Spot foreign exchange rate contracts | $299,733,000 | 19 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 26 |
Contracts on other commodities and equities. | $1,909,000 | 70 |
Notional value of other swaps | $0 | 81 |
Futures and forward contracts | $0 | 36 |
Written option contracts | $0 | 30 |
Purchased option contracts | $1,909,000 | 27 |
2023-03-31 | Rank | |
Derivatives | $36,786,556,000 | 32 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $669,149,000 | 19 |
Bank is beneficiary | $34,839,000 | 55 |
Interest rate contracts | $33,276,396,000 | 30 |
Notional value of interest rate swaps | $32,801,186,000 | 27 |
Futures and forward contracts | $0 | 320 |
Written option contracts | $237,605,000 | 57 |
Purchased option contracts | $237,605,000 | 60 |
Foreign exchange rate contracts | $2,804,088,000 | 27 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $2,795,248,000 | 26 |
Spot foreign exchange rate contracts | $314,517,000 | 19 |
Written option contracts | $4,420,000 | 28 |
Purchased option contracts | $4,420,000 | 27 |
Contracts on other commodities and equities. | $2,084,000 | 47 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 29 |
Purchased option contracts | $2,084,000 | 27 |
2022-12-31 | Rank | |
Derivatives | $36,618,830,000 | 30 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $759,255,000 | 17 |
Bank is beneficiary | $25,120,000 | 55 |
Interest rate contracts | $33,374,122,000 | 29 |
Notional value of interest rate swaps | $32,930,664,000 | 27 |
Futures and forward contracts | $0 | 316 |
Written option contracts | $221,729,000 | 52 |
Purchased option contracts | $221,729,000 | 61 |
Foreign exchange rate contracts | $2,458,249,000 | 27 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $2,457,767,000 | 26 |
Spot foreign exchange rate contracts | $236,072,000 | 21 |
Written option contracts | $241,000 | 29 |
Purchased option contracts | $241,000 | 29 |
Contracts on other commodities and equities. | $2,084,000 | 52 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 29 |
Purchased option contracts | $2,084,000 | 29 |
2022-09-30 | Rank | |
Derivatives | $36,179,775,000 | 31 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $793,367,000 | 17 |
Bank is beneficiary | $25,276,000 | 54 |
Interest rate contracts | $32,777,141,000 | 31 |
Notional value of interest rate swaps | $32,452,347,000 | 28 |
Futures and forward contracts | $0 | 333 |
Written option contracts | $162,397,000 | 71 |
Purchased option contracts | $162,397,000 | 69 |
Foreign exchange rate contracts | $2,581,907,000 | 29 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $2,581,107,000 | 27 |
Spot foreign exchange rate contracts | $209,025,000 | 24 |
Written option contracts | $400,000 | 30 |
Purchased option contracts | $400,000 | 30 |
Contracts on other commodities and equities. | $2,084,000 | 50 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 27 |
Purchased option contracts | $2,084,000 | 28 |
2022-06-30 | Rank | |
Derivatives | $35,174,468,000 | 32 |
Notional amount of credit derivatives | $771,928,000 | 21 |
Bank is guarantor | $746,373,000 | 19 |
Bank is beneficiary | $25,555,000 | 54 |
Interest rate contracts | $32,524,115,000 | 31 |
Notional value of interest rate swaps | $32,169,623,000 | 26 |
Futures and forward contracts | $0 | 346 |
Written option contracts | $177,246,000 | 71 |
Purchased option contracts | $177,246,000 | 64 |
Foreign exchange rate contracts | $1,876,316,000 | 31 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,870,316,000 | 28 |
Spot foreign exchange rate contracts | $222,777,000 | 22 |
Written option contracts | $3,000,000 | 28 |
Purchased option contracts | $3,000,000 | 28 |
Contracts on other commodities and equities. | $2,109,000 | 47 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 30 |
Purchased option contracts | $2,109,000 | 27 |
2022-03-31 | Rank | |
Derivatives | $33,369,263,000 | 32 |
Notional amount of credit derivatives | $607,470,000 | 25 |
Bank is guarantor | $581,769,000 | 19 |
Bank is beneficiary | $25,701,000 | 55 |
Interest rate contracts | $30,996,532,000 | 33 |
Notional value of interest rate swaps | $30,641,864,000 | 27 |
Futures and forward contracts | $0 | 353 |
Written option contracts | $177,334,000 | 80 |
Purchased option contracts | $177,334,000 | 61 |
Foreign exchange rate contracts | $1,763,024,000 | 31 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,760,578,000 | 28 |
Spot foreign exchange rate contracts | $206,138,000 | 21 |
Written option contracts | $1,223,000 | 27 |
Purchased option contracts | $1,223,000 | 27 |
Contracts on other commodities and equities. | $2,237,000 | 47 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 31 |
Purchased option contracts | $2,237,000 | 28 |
2021-12-31 | Rank | |
Derivatives | $29,686,210,000 | 32 |
Notional amount of credit derivatives | $538,063,000 | 25 |
Bank is guarantor | $512,211,000 | 19 |
Bank is beneficiary | $25,852,000 | 56 |
Interest rate contracts | $26,771,455,000 | 31 |
Notional value of interest rate swaps | $26,414,127,000 | 26 |
Futures and forward contracts | $0 | 356 |
Written option contracts | $178,664,000 | 78 |
Purchased option contracts | $178,664,000 | 62 |
Foreign exchange rate contracts | $2,374,455,000 | 27 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $2,374,455,000 | 26 |
Spot foreign exchange rate contracts | $152,751,000 | 22 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $2,237,000 | 48 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 32 |
Purchased option contracts | $2,237,000 | 28 |
2021-09-30 | Rank | |
Derivatives | $21,220,568,000 | 39 |
Notional amount of credit derivatives | $541,311,000 | 26 |
Bank is guarantor | $515,314,000 | 20 |
Bank is beneficiary | $25,997,000 | 57 |
Interest rate contracts | $19,133,415,000 | 37 |
Notional value of interest rate swaps | $18,767,369,000 | 32 |
Futures and forward contracts | $0 | 380 |
Written option contracts | $183,023,000 | 92 |
Purchased option contracts | $183,023,000 | 61 |
Foreign exchange rate contracts | $1,543,605,000 | 33 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,536,055,000 | 32 |
Spot foreign exchange rate contracts | $307,583,000 | 19 |
Written option contracts | $3,775,000 | 28 |
Purchased option contracts | $3,775,000 | 28 |
Contracts on other commodities and equities. | $2,237,000 | 48 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 35 |
Purchased option contracts | $2,237,000 | 28 |
2021-06-30 | Rank | |
Derivatives | $19,889,352,000 | 39 |
Notional amount of credit derivatives | $569,481,000 | 27 |
Bank is guarantor | $544,716,000 | 21 |
Bank is beneficiary | $24,765,000 | 55 |
Interest rate contracts | $17,829,580,000 | 41 |
Notional value of interest rate swaps | $17,437,354,000 | 34 |
Futures and forward contracts | $0 | 385 |
Written option contracts | $196,113,000 | 88 |
Purchased option contracts | $196,113,000 | 60 |
Foreign exchange rate contracts | $1,487,954,000 | 32 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,474,348,000 | 31 |
Spot foreign exchange rate contracts | $221,847,000 | 22 |
Written option contracts | $6,803,000 | 28 |
Purchased option contracts | $6,803,000 | 27 |
Contracts on other commodities and equities. | $2,337,000 | 48 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $2,337,000 | 29 |
2021-03-31 | Rank | |
Derivatives | $19,138,270,000 | 37 |
Notional amount of credit derivatives | $481,138,000 | 28 |
Bank is guarantor | $457,796,000 | 24 |
Bank is beneficiary | $23,342,000 | 57 |
Interest rate contracts | $17,165,672,000 | 38 |
Notional value of interest rate swaps | $16,550,254,000 | 33 |
Futures and forward contracts | $0 | 381 |
Written option contracts | $307,709,000 | 87 |
Purchased option contracts | $307,709,000 | 49 |
Foreign exchange rate contracts | $1,488,754,000 | 32 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,473,840,000 | 30 |
Spot foreign exchange rate contracts | $205,790,000 | 20 |
Written option contracts | $7,457,000 | 28 |
Purchased option contracts | $7,457,000 | 28 |
Contracts on other commodities and equities. | $2,706,000 | 48 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $2,706,000 | 30 |
2020-12-31 | Rank | |
Derivatives | $18,926,931,000 | 37 |
Notional amount of credit derivatives | $469,277,000 | 28 |
Bank is guarantor | $445,792,000 | 23 |
Bank is beneficiary | $23,485,000 | 57 |
Interest rate contracts | $17,216,771,000 | 35 |
Notional value of interest rate swaps | $16,607,769,000 | 31 |
Futures and forward contracts | $0 | 391 |
Written option contracts | $304,501,000 | 87 |
Purchased option contracts | $304,501,000 | 46 |
Foreign exchange rate contracts | $1,237,315,000 | 33 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,215,635,000 | 29 |
Spot foreign exchange rate contracts | $61,893,000 | 26 |
Written option contracts | $10,840,000 | 27 |
Purchased option contracts | $10,840,000 | 27 |
Contracts on other commodities and equities. | $3,568,000 | 50 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 37 |
Purchased option contracts | $3,568,000 | 30 |
2020-09-30 | Rank | |
Derivatives | $17,971,302,000 | 37 |
Notional amount of credit derivatives | $449,160,000 | 29 |
Bank is guarantor | $425,537,000 | 25 |
Bank is beneficiary | $23,623,000 | 56 |
Interest rate contracts | $16,351,252,000 | 36 |
Notional value of interest rate swaps | $15,801,492,000 | 32 |
Futures and forward contracts | $0 | 395 |
Written option contracts | $274,880,000 | 99 |
Purchased option contracts | $274,880,000 | 47 |
Foreign exchange rate contracts | $1,167,174,000 | 33 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,144,528,000 | 29 |
Spot foreign exchange rate contracts | $61,394,000 | 25 |
Written option contracts | $11,323,000 | 26 |
Purchased option contracts | $11,323,000 | 25 |
Contracts on other commodities and equities. | $3,716,000 | 51 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 39 |
Purchased option contracts | $3,716,000 | 32 |
2020-06-30 | Rank | |
Derivatives | $17,295,110,000 | 38 |
Notional amount of credit derivatives | $438,949,000 | 27 |
Bank is guarantor | $412,695,000 | 24 |
Bank is beneficiary | $26,254,000 | 53 |
Interest rate contracts | $15,587,262,000 | 37 |
Notional value of interest rate swaps | $15,041,496,000 | 33 |
Futures and forward contracts | $0 | 397 |
Written option contracts | $272,883,000 | 90 |
Purchased option contracts | $272,883,000 | 47 |
Foreign exchange rate contracts | $1,265,112,000 | 33 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,238,314,000 | 29 |
Spot foreign exchange rate contracts | $90,688,000 | 24 |
Written option contracts | $13,399,000 | 24 |
Purchased option contracts | $13,399,000 | 24 |
Contracts on other commodities and equities. | $3,787,000 | 47 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 38 |
Purchased option contracts | $3,787,000 | 31 |
2020-03-31 | Rank | |
Derivatives | $16,643,521,000 | 37 |
Notional amount of credit derivatives | $424,254,000 | 27 |
Bank is guarantor | $397,781,000 | 23 |
Bank is beneficiary | $26,473,000 | 53 |
Interest rate contracts | $14,925,961,000 | 41 |
Notional value of interest rate swaps | $14,377,045,000 | 34 |
Futures and forward contracts | $0 | 399 |
Written option contracts | $274,458,000 | 90 |
Purchased option contracts | $274,458,000 | 46 |
Foreign exchange rate contracts | $1,289,447,000 | 33 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,278,677,000 | 30 |
Spot foreign exchange rate contracts | $86,396,000 | 23 |
Written option contracts | $5,385,000 | 26 |
Purchased option contracts | $5,385,000 | 25 |
Contracts on other commodities and equities. | $3,859,000 | 48 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 38 |
Purchased option contracts | $3,859,000 | 31 |
2019-12-31 | Rank | |
Derivatives | $15,493,734,000 | 39 |
Notional amount of credit derivatives | $406,200,000 | 27 |
Bank is guarantor | $379,507,000 | 22 |
Bank is beneficiary | $26,693,000 | 52 |
Interest rate contracts | $13,942,304,000 | 42 |
Notional value of interest rate swaps | $13,386,228,000 | 34 |
Futures and forward contracts | $0 | 410 |
Written option contracts | $278,038,000 | 50 |
Purchased option contracts | $278,038,000 | 46 |
Foreign exchange rate contracts | $1,141,331,000 | 33 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,138,967,000 | 29 |
Spot foreign exchange rate contracts | $163,558,000 | 21 |
Written option contracts | $1,182,000 | 28 |
Purchased option contracts | $1,182,000 | 28 |
Contracts on other commodities and equities. | $3,899,000 | 47 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $3,899,000 | 30 |
2019-09-30 | Rank | |
Derivatives | $14,999,980,000 | 39 |
Notional amount of credit derivatives | $377,129,000 | 26 |
Bank is guarantor | $350,217,000 | 21 |
Bank is beneficiary | $26,912,000 | 53 |
Interest rate contracts | $13,167,629,000 | 40 |
Notional value of interest rate swaps | $12,605,035,000 | 33 |
Futures and forward contracts | $0 | 437 |
Written option contracts | $281,297,000 | 66 |
Purchased option contracts | $281,297,000 | 46 |
Foreign exchange rate contracts | $1,451,298,000 | 30 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,448,256,000 | 26 |
Spot foreign exchange rate contracts | $333,523,000 | 19 |
Written option contracts | $1,521,000 | 28 |
Purchased option contracts | $1,521,000 | 28 |
Contracts on other commodities and equities. | $3,924,000 | 46 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 38 |
Purchased option contracts | $3,924,000 | 30 |
2019-06-30 | Rank | |
Derivatives | $13,693,609,000 | 40 |
Notional amount of credit derivatives | $379,361,000 | 24 |
Bank is guarantor | $352,238,000 | 20 |
Bank is beneficiary | $27,123,000 | 48 |
Interest rate contracts | $12,204,650,000 | 40 |
Notional value of interest rate swaps | $11,630,906,000 | 33 |
Futures and forward contracts | $0 | 473 |
Written option contracts | $286,872,000 | 69 |
Purchased option contracts | $286,872,000 | 49 |
Foreign exchange rate contracts | $1,105,714,000 | 32 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,096,714,000 | 31 |
Spot foreign exchange rate contracts | $111,593,000 | 26 |
Written option contracts | $4,500,000 | 28 |
Purchased option contracts | $4,500,000 | 28 |
Contracts on other commodities and equities. | $3,884,000 | 44 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 37 |
Purchased option contracts | $3,884,000 | 30 |
2019-03-31 | Rank | |
Derivatives | $12,569,398,000 | 39 |
Notional amount of credit derivatives | $308,969,000 | 26 |
Bank is guarantor | $281,637,000 | 21 |
Bank is beneficiary | $27,332,000 | 44 |
Interest rate contracts | $11,130,009,000 | 41 |
Notional value of interest rate swaps | $10,792,067,000 | 34 |
Futures and forward contracts | $0 | 474 |
Written option contracts | $168,971,000 | 75 |
Purchased option contracts | $168,971,000 | 52 |
Foreign exchange rate contracts | $1,126,529,000 | 33 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,116,529,000 | 30 |
Spot foreign exchange rate contracts | $250,119,000 | 18 |
Written option contracts | $5,000,000 | 26 |
Purchased option contracts | $5,000,000 | 26 |
Contracts on other commodities and equities. | $3,891,000 | 44 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 38 |
Purchased option contracts | $3,891,000 | 31 |
2018-12-31 | Rank | |
Derivatives | $12,148,228,000 | 39 |
Notional amount of credit derivatives | $283,149,000 | 24 |
Bank is guarantor | $255,603,000 | 20 |
Bank is beneficiary | $27,546,000 | 44 |
Interest rate contracts | $10,576,800,000 | 40 |
Notional value of interest rate swaps | $10,111,448,000 | 35 |
Futures and forward contracts | $0 | 475 |
Written option contracts | $232,676,000 | 48 |
Purchased option contracts | $232,676,000 | 45 |
Foreign exchange rate contracts | $1,284,338,000 | 32 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,284,338,000 | 28 |
Spot foreign exchange rate contracts | $113,617,000 | 21 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $3,941,000 | 43 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 38 |
Purchased option contracts | $3,941,000 | 30 |
2018-09-30 | Rank | |
Derivatives | $11,480,032,000 | 41 |
Notional amount of credit derivatives | $264,053,000 | 26 |
Bank is guarantor | $236,299,000 | 21 |
Bank is beneficiary | $27,754,000 | 45 |
Interest rate contracts | $9,663,079,000 | 41 |
Notional value of interest rate swaps | $9,173,785,000 | 35 |
Futures and forward contracts | $0 | 495 |
Written option contracts | $244,647,000 | 55 |
Purchased option contracts | $244,647,000 | 46 |
Foreign exchange rate contracts | $1,548,956,000 | 29 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,548,956,000 | 25 |
Spot foreign exchange rate contracts | $460,424,000 | 15 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $3,944,000 | 44 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 37 |
Purchased option contracts | $3,944,000 | 31 |
2018-06-30 | Rank | |
Derivatives | $10,989,185,000 | 41 |
Notional amount of credit derivatives | $232,704,000 | 28 |
Bank is guarantor | $204,749,000 | 20 |
Bank is beneficiary | $27,955,000 | 44 |
Interest rate contracts | $9,161,303,000 | 43 |
Notional value of interest rate swaps | $8,730,797,000 | 36 |
Futures and forward contracts | $0 | 505 |
Written option contracts | $215,253,000 | 64 |
Purchased option contracts | $215,253,000 | 48 |
Foreign exchange rate contracts | $1,591,199,000 | 28 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,591,199,000 | 24 |
Spot foreign exchange rate contracts | $367,301,000 | 16 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $3,979,000 | 43 |
Notional value of other swaps | $0 | 32 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 39 |
Purchased option contracts | $3,979,000 | 31 |
2018-03-31 | Rank | |
Derivatives | $10,118,063,000 | 42 |
Notional amount of credit derivatives | $230,483,000 | 25 |
Bank is guarantor | $202,329,000 | 18 |
Bank is beneficiary | $28,154,000 | 43 |
Interest rate contracts | $8,498,968,000 | 42 |
Notional value of interest rate swaps | $8,058,770,000 | 37 |
Futures and forward contracts | $0 | 505 |
Written option contracts | $220,099,000 | 61 |
Purchased option contracts | $220,099,000 | 46 |
Foreign exchange rate contracts | $1,384,715,000 | 30 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,384,715,000 | 28 |
Spot foreign exchange rate contracts | $305,841,000 | 16 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $3,897,000 | 45 |
Notional value of other swaps | $0 | 31 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $3,897,000 | 32 |
2017-12-31 | Rank | |
Derivatives | $8,828,061,000 | 42 |
Notional amount of credit derivatives | $242,628,000 | 25 |
Bank is guarantor | $214,233,000 | 18 |
Bank is beneficiary | $28,395,000 | 40 |
Interest rate contracts | $7,624,528,000 | 42 |
Notional value of interest rate swaps | $7,235,924,000 | 38 |
Futures and forward contracts | $0 | 512 |
Written option contracts | $194,302,000 | 57 |
Purchased option contracts | $194,302,000 | 47 |
Foreign exchange rate contracts | $957,301,000 | 33 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $954,581,000 | 31 |
Spot foreign exchange rate contracts | $141,139,000 | 22 |
Written option contracts | $1,360,000 | 29 |
Purchased option contracts | $1,360,000 | 29 |
Contracts on other commodities and equities. | $3,604,000 | 45 |
Notional value of other swaps | $0 | 30 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $3,604,000 | 31 |
2017-09-30 | Rank | |
Derivatives | $8,739,446,000 | 42 |
Notional amount of credit derivatives | $247,203,000 | 23 |
Bank is guarantor | $218,573,000 | 18 |
Bank is beneficiary | $28,630,000 | 36 |
Interest rate contracts | $7,430,246,000 | 42 |
Notional value of interest rate swaps | $6,980,590,000 | 38 |
Futures and forward contracts | $0 | 521 |
Written option contracts | $224,828,000 | 58 |
Purchased option contracts | $224,828,000 | 41 |
Foreign exchange rate contracts | $1,058,277,000 | 35 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,058,277,000 | 32 |
Spot foreign exchange rate contracts | $96,840,000 | 24 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $3,720,000 | 42 |
Notional value of other swaps | $0 | 29 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $3,720,000 | 32 |
2017-06-30 | Rank | |
Derivatives | $8,391,123,000 | 42 |
Notional amount of credit derivatives | $255,989,000 | 23 |
Bank is guarantor | $227,130,000 | 19 |
Bank is beneficiary | $28,859,000 | 36 |
Interest rate contracts | $6,961,679,000 | 43 |
Notional value of interest rate swaps | $6,547,657,000 | 36 |
Futures and forward contracts | $0 | 544 |
Written option contracts | $207,011,000 | 71 |
Purchased option contracts | $207,011,000 | 42 |
Foreign exchange rate contracts | $1,169,220,000 | 34 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,169,220,000 | 32 |
Spot foreign exchange rate contracts | $260,071,000 | 19 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $4,235,000 | 42 |
Notional value of other swaps | $0 | 29 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $4,235,000 | 32 |
2017-03-31 | Rank | |
Derivatives | $7,314,066,000 | 43 |
Notional amount of credit derivatives | $256,182,000 | 23 |
Bank is guarantor | $227,098,000 | 18 |
Bank is beneficiary | $29,084,000 | 37 |
Interest rate contracts | $6,214,828,000 | 46 |
Notional value of interest rate swaps | $5,809,492,000 | 38 |
Futures and forward contracts | $0 | 542 |
Written option contracts | $202,668,000 | 70 |
Purchased option contracts | $202,668,000 | 41 |
Foreign exchange rate contracts | $838,432,000 | 35 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $795,502,000 | 33 |
Spot foreign exchange rate contracts | $155,307,000 | 19 |
Written option contracts | $21,465,000 | 25 |
Purchased option contracts | $21,465,000 | 24 |
Contracts on other commodities and equities. | $4,624,000 | 44 |
Notional value of other swaps | $0 | 29 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 41 |
Purchased option contracts | $4,624,000 | 32 |
2016-12-31 | Rank | |
Derivatives | $7,248,987,000 | 43 |
Notional amount of credit derivatives | $247,667,000 | 23 |
Bank is guarantor | $218,353,000 | 18 |
Bank is beneficiary | $29,314,000 | 36 |
Interest rate contracts | $5,841,643,000 | 48 |
Notional value of interest rate swaps | $5,413,967,000 | 38 |
Futures and forward contracts | $0 | 852 |
Written option contracts | $213,838,000 | 58 |
Purchased option contracts | $213,838,000 | 40 |
Foreign exchange rate contracts | $1,154,941,000 | 33 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $809,269,000 | 34 |
Spot foreign exchange rate contracts | $116,519,000 | 19 |
Written option contracts | $172,836,000 | 17 |
Purchased option contracts | $172,836,000 | 17 |
Contracts on other commodities and equities. | $4,736,000 | 44 |
Notional value of other swaps | $0 | 30 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 45 |
Purchased option contracts | $4,736,000 | 32 |
2016-09-30 | Rank | |
Derivatives | $6,688,802,000 | 48 |
Notional amount of credit derivatives | $220,162,000 | 23 |
Bank is guarantor | $190,622,000 | 19 |
Bank is beneficiary | $29,540,000 | 34 |
Interest rate contracts | $5,595,797,000 | 50 |
Notional value of interest rate swaps | $5,151,997,000 | 38 |
Futures and forward contracts | $0 | 878 |
Written option contracts | $221,900,000 | 82 |
Purchased option contracts | $221,900,000 | 38 |
Foreign exchange rate contracts | $868,538,000 | 36 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $695,702,000 | 36 |
Spot foreign exchange rate contracts | $128,239,000 | 23 |
Written option contracts | $86,418,000 | 20 |
Purchased option contracts | $86,418,000 | 21 |
Contracts on other commodities and equities. | $4,305,000 | 50 |
Notional value of other swaps | $0 | 31 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 49 |
Purchased option contracts | $4,305,000 | 32 |
2016-06-30 | Rank | |
Derivatives | $6,293,560,000 | 48 |
Notional amount of credit derivatives | $191,945,000 | 25 |
Bank is guarantor | $166,003,000 | 19 |
Bank is beneficiary | $25,942,000 | 36 |
Interest rate contracts | $5,344,961,000 | 50 |
Notional value of interest rate swaps | $4,887,043,000 | 39 |
Futures and forward contracts | $0 | 866 |
Written option contracts | $228,959,000 | 80 |
Purchased option contracts | $228,959,000 | 40 |
Foreign exchange rate contracts | $753,553,000 | 39 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $572,717,000 | 38 |
Spot foreign exchange rate contracts | $131,154,000 | 23 |
Written option contracts | $90,418,000 | 20 |
Purchased option contracts | $90,418,000 | 20 |
Contracts on other commodities and equities. | $3,101,000 | 52 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 50 |
Purchased option contracts | $3,101,000 | 33 |
2016-03-31 | Rank | |
Derivatives | $5,684,046,000 | 50 |
Notional amount of credit derivatives | $190,958,000 | 24 |
Bank is guarantor | $164,876,000 | 19 |
Bank is beneficiary | $26,082,000 | 34 |
Interest rate contracts | $4,868,188,000 | 49 |
Notional value of interest rate swaps | $4,478,298,000 | 40 |
Futures and forward contracts | $0 | 840 |
Written option contracts | $194,945,000 | 80 |
Purchased option contracts | $194,945,000 | 42 |
Foreign exchange rate contracts | $622,705,000 | 40 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $622,705,000 | 38 |
Spot foreign exchange rate contracts | $92,487,000 | 23 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $2,195,000 | 57 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 51 |
Purchased option contracts | $2,195,000 | 36 |
2015-12-31 | Rank | |
Derivatives | $5,474,141,000 | 48 |
Notional amount of credit derivatives | $135,816,000 | 26 |
Bank is guarantor | $109,592,000 | 22 |
Bank is beneficiary | $26,224,000 | 32 |
Interest rate contracts | $4,809,559,000 | 49 |
Notional value of interest rate swaps | $4,343,491,000 | 41 |
Futures and forward contracts | $0 | 833 |
Written option contracts | $233,034,000 | 54 |
Purchased option contracts | $233,034,000 | 37 |
Foreign exchange rate contracts | $527,546,000 | 41 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $527,546,000 | 39 |
Spot foreign exchange rate contracts | $43,784,000 | 28 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $1,220,000 | 57 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 50 |
Purchased option contracts | $1,220,000 | 37 |
2015-09-30 | Rank | |
Derivatives | $4,837,576,000 | 52 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 54 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $4,021,653,000 | 53 |
Notional value of interest rate swaps | $3,556,059,000 | 45 |
Futures and forward contracts | $0 | 850 |
Written option contracts | $232,797,000 | 55 |
Purchased option contracts | $232,797,000 | 34 |
Foreign exchange rate contracts | $815,923,000 | 37 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $815,923,000 | 34 |
Spot foreign exchange rate contracts | $86,834,000 | 23 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 72 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 52 |
Purchased option contracts | $0 | 44 |
2015-06-30 | Rank | |
Derivatives | $4,945,104,000 | 52 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 53 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $3,955,651,000 | 55 |
Notional value of interest rate swaps | $3,431,499,000 | 46 |
Futures and forward contracts | $0 | 844 |
Written option contracts | $262,076,000 | 57 |
Purchased option contracts | $262,076,000 | 39 |
Foreign exchange rate contracts | $989,453,000 | 35 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $983,393,000 | 32 |
Spot foreign exchange rate contracts | $59,107,000 | 28 |
Written option contracts | $3,030,000 | 29 |
Purchased option contracts | $3,030,000 | 29 |
Contracts on other commodities and equities. | $0 | 77 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 57 |
Purchased option contracts | $0 | 42 |
2015-03-31 | Rank | |
Derivatives | $4,532,137,000 | 53 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 52 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $3,659,880,000 | 58 |
Notional value of interest rate swaps | $3,221,020,000 | 48 |
Futures and forward contracts | $0 | 828 |
Written option contracts | $219,430,000 | 72 |
Purchased option contracts | $219,430,000 | 41 |
Foreign exchange rate contracts | $872,257,000 | 35 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $866,197,000 | 32 |
Spot foreign exchange rate contracts | $46,387,000 | 29 |
Written option contracts | $3,030,000 | 30 |
Purchased option contracts | $3,030,000 | 31 |
Contracts on other commodities and equities. | $0 | 80 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 61 |
Purchased option contracts | $0 | 45 |
2014-12-31 | Rank | |
Derivatives | $4,340,489,000 | 52 |
Notional amount of credit derivatives | $0 | 63 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $3,531,765,000 | 54 |
Notional value of interest rate swaps | $3,094,427,000 | 49 |
Futures and forward contracts | $0 | 802 |
Written option contracts | $218,669,000 | 50 |
Purchased option contracts | $218,669,000 | 41 |
Foreign exchange rate contracts | $808,724,000 | 36 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $802,664,000 | 33 |
Spot foreign exchange rate contracts | $67,747,000 | 23 |
Written option contracts | $3,030,000 | 30 |
Purchased option contracts | $3,030,000 | 30 |
Contracts on other commodities and equities. | $0 | 80 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 22 |
Written option contracts | $0 | 61 |
Purchased option contracts | $0 | 46 |
2014-09-30 | Rank | |
Derivatives | $3,943,360,000 | 57 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $3,285,514,000 | 58 |
Notional value of interest rate swaps | $2,975,294,000 | 49 |
Futures and forward contracts | $0 | 795 |
Written option contracts | $155,110,000 | 62 |
Purchased option contracts | $155,110,000 | 44 |
Foreign exchange rate contracts | $657,636,000 | 41 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $651,576,000 | 38 |
Spot foreign exchange rate contracts | $68,436,000 | 25 |
Written option contracts | $3,030,000 | 30 |
Purchased option contracts | $3,030,000 | 31 |
Contracts on other commodities and equities. | $210,000 | 75 |
Notional value of other swaps | $0 | 32 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 68 |
Purchased option contracts | $210,000 | 42 |
2014-06-30 | Rank | |
Derivatives | $3,787,634,000 | 55 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 49 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $3,303,760,000 | 56 |
Notional value of interest rate swaps | $2,907,340,000 | 51 |
Futures and forward contracts | $0 | 816 |
Written option contracts | $198,210,000 | 56 |
Purchased option contracts | $198,210,000 | 42 |
Foreign exchange rate contracts | $483,664,000 | 42 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $473,058,000 | 39 |
Spot foreign exchange rate contracts | $40,455,000 | 27 |
Written option contracts | $5,303,000 | 27 |
Purchased option contracts | $5,303,000 | 27 |
Contracts on other commodities and equities. | $210,000 | 77 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 23 |
Written option contracts | $0 | 72 |
Purchased option contracts | $210,000 | 41 |
2014-03-31 | Rank | |
Derivatives | $3,622,973,000 | 55 |
Notional amount of credit derivatives | $0 | 62 |
Bank is guarantor | $0 | 47 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $3,102,570,000 | 55 |
Notional value of interest rate swaps | $2,870,690,000 | 50 |
Futures and forward contracts | $0 | 790 |
Written option contracts | $115,940,000 | 75 |
Purchased option contracts | $115,940,000 | 46 |
Foreign exchange rate contracts | $520,013,000 | 42 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $509,407,000 | 40 |
Spot foreign exchange rate contracts | $55,302,000 | 30 |
Written option contracts | $5,303,000 | 28 |
Purchased option contracts | $5,303,000 | 29 |
Contracts on other commodities and equities. | $390,000 | 76 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 25 |
Written option contracts | $0 | 73 |
Purchased option contracts | $390,000 | 40 |
2013-12-31 | Rank | |
Derivatives | $3,501,327,000 | 54 |
Notional amount of credit derivatives | $0 | 59 |
Bank is guarantor | $0 | 44 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $3,024,020,000 | 54 |
Notional value of interest rate swaps | $2,769,360,000 | 50 |
Futures and forward contracts | $0 | 792 |
Written option contracts | $127,330,000 | 57 |
Purchased option contracts | $127,330,000 | 48 |
Foreign exchange rate contracts | $477,307,000 | 43 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $461,377,000 | 41 |
Spot foreign exchange rate contracts | $56,473,000 | 23 |
Written option contracts | $7,965,000 | 26 |
Purchased option contracts | $7,965,000 | 27 |
Contracts on other commodities and equities. | $0 | 90 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 25 |
Written option contracts | $0 | 70 |
Purchased option contracts | $0 | 50 |
2013-09-30 | Rank | |
Derivatives | $3,594,772,000 | 50 |
Notional amount of credit derivatives | $0 | 58 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $3,082,820,000 | 53 |
Notional value of interest rate swaps | $2,818,380,000 | 45 |
Futures and forward contracts | $0 | 831 |
Written option contracts | $132,220,000 | 69 |
Purchased option contracts | $132,220,000 | 50 |
Foreign exchange rate contracts | $511,952,000 | 42 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $492,786,000 | 38 |
Spot foreign exchange rate contracts | $64,404,000 | 25 |
Written option contracts | $9,583,000 | 28 |
Purchased option contracts | $9,583,000 | 29 |
Contracts on other commodities and equities. | $0 | 95 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 72 |
Purchased option contracts | $0 | 49 |
2013-06-30 | Rank | |
Derivatives | $3,347,779,000 | 55 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $2,926,440,000 | 57 |
Notional value of interest rate swaps | $2,691,860,000 | 46 |
Futures and forward contracts | $0 | 826 |
Written option contracts | $117,290,000 | 102 |
Purchased option contracts | $117,290,000 | 47 |
Foreign exchange rate contracts | $421,339,000 | 46 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $421,339,000 | 41 |
Spot foreign exchange rate contracts | $93,690,000 | 20 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 97 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 26 |
Written option contracts | $0 | 75 |
Purchased option contracts | $0 | 52 |
2013-03-31 | Rank | |
Derivatives | $2,904,803,000 | 59 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $2,554,420,000 | 61 |
Notional value of interest rate swaps | $2,315,080,000 | 50 |
Futures and forward contracts | $0 | 809 |
Written option contracts | $119,670,000 | 94 |
Purchased option contracts | $119,670,000 | 49 |
Foreign exchange rate contracts | $350,383,000 | 49 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $350,383,000 | 44 |
Spot foreign exchange rate contracts | $41,751,000 | 31 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 101 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 78 |
Purchased option contracts | $0 | 56 |
2012-12-31 | Rank | |
Derivatives | $2,719,092,000 | 60 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $2,487,740,000 | 57 |
Notional value of interest rate swaps | $2,243,640,000 | 51 |
Futures and forward contracts | $0 | 782 |
Written option contracts | $122,050,000 | 95 |
Purchased option contracts | $122,050,000 | 46 |
Foreign exchange rate contracts | $231,352,000 | 50 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $231,352,000 | 45 |
Spot foreign exchange rate contracts | $34,200,000 | 26 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 98 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 76 |
Purchased option contracts | $0 | 55 |
2012-09-30 | Rank | |
Derivatives | $2,480,066,000 | 63 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $2,177,740,000 | 65 |
Notional value of interest rate swaps | $1,963,060,000 | 57 |
Futures and forward contracts | $0 | 769 |
Written option contracts | $107,340,000 | 110 |
Purchased option contracts | $107,340,000 | 49 |
Foreign exchange rate contracts | $302,326,000 | 47 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $298,502,000 | 46 |
Spot foreign exchange rate contracts | $59,374,000 | 28 |
Written option contracts | $1,912,000 | 30 |
Purchased option contracts | $1,912,000 | 30 |
Contracts on other commodities and equities. | $0 | 106 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 22 |
Written option contracts | $0 | 80 |
Purchased option contracts | $0 | 58 |
2012-06-30 | Rank | |
Derivatives | $2,197,863,000 | 65 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 34 |
Interest rate contracts | $1,927,440,000 | 65 |
Notional value of interest rate swaps | $1,684,100,000 | 59 |
Futures and forward contracts | $0 | 741 |
Written option contracts | $121,670,000 | 98 |
Purchased option contracts | $121,670,000 | 45 |
Foreign exchange rate contracts | $270,423,000 | 48 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $262,837,000 | 46 |
Spot foreign exchange rate contracts | $51,407,000 | 27 |
Written option contracts | $3,793,000 | 31 |
Purchased option contracts | $3,793,000 | 30 |
Contracts on other commodities and equities. | $0 | 100 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 74 |
Purchased option contracts | $0 | 57 |
2012-03-31 | Rank | |
Derivatives | $2,100,160,000 | 65 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $1,799,280,000 | 65 |
Notional value of interest rate swaps | $1,551,460,000 | 60 |
Futures and forward contracts | $0 | 728 |
Written option contracts | $123,910,000 | 83 |
Purchased option contracts | $123,910,000 | 45 |
Foreign exchange rate contracts | $300,880,000 | 45 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $277,748,000 | 43 |
Spot foreign exchange rate contracts | $25,533,000 | 36 |
Written option contracts | $11,566,000 | 31 |
Purchased option contracts | $11,566,000 | 29 |
Contracts on other commodities and equities. | $0 | 105 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 23 |
Written option contracts | $0 | 77 |
Purchased option contracts | $0 | 60 |
2011-12-31 | Rank | |
Derivatives | $1,956,902,000 | 58 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $1,753,140,000 | 59 |
Notional value of interest rate swaps | $1,482,120,000 | 58 |
Futures and forward contracts | $0 | 659 |
Written option contracts | $135,510,000 | 64 |
Purchased option contracts | $135,510,000 | 43 |
Foreign exchange rate contracts | $203,762,000 | 41 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $203,762,000 | 39 |
Spot foreign exchange rate contracts | $28,175,000 | 27 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 95 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 72 |
Purchased option contracts | $0 | 59 |
2011-09-30 | Rank | |
Derivatives | $1,683,488,000 | 64 |
Notional amount of credit derivatives | $0 | 46 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $1,540,570,000 | 61 |
Notional value of interest rate swaps | $1,293,150,000 | 60 |
Futures and forward contracts | $0 | 648 |
Written option contracts | $122,720,000 | 74 |
Purchased option contracts | $124,700,000 | 44 |
Foreign exchange rate contracts | $142,918,000 | 47 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $142,918,000 | 45 |
Spot foreign exchange rate contracts | $31,011,000 | 32 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 102 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 77 |
Purchased option contracts | $0 | 61 |
2011-06-30 | Rank | |
Derivatives | $1,456,125,000 | 72 |
Notional amount of credit derivatives | $0 | 45 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $1,336,410,000 | 67 |
Notional value of interest rate swaps | $1,219,130,000 | 63 |
Futures and forward contracts | $0 | 628 |
Written option contracts | $57,650,000 | 83 |
Purchased option contracts | $59,630,000 | 55 |
Foreign exchange rate contracts | $119,715,000 | 53 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $119,715,000 | 49 |
Spot foreign exchange rate contracts | $28,189,000 | 34 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 104 |
Notional value of other swaps | $0 | 39 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 77 |
Purchased option contracts | $0 | 63 |
2011-03-31 | Rank | |
Derivatives | $1,336,821,000 | 74 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $1,233,600,000 | 68 |
Notional value of interest rate swaps | $1,149,940,000 | 63 |
Futures and forward contracts | $0 | 610 |
Written option contracts | $40,840,000 | 96 |
Purchased option contracts | $42,820,000 | 63 |
Foreign exchange rate contracts | $103,221,000 | 52 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $103,221,000 | 47 |
Spot foreign exchange rate contracts | $38,582,000 | 30 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 108 |
Notional value of other swaps | $0 | 43 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 81 |
Purchased option contracts | $0 | 65 |
2010-12-31 | Rank | |
Derivatives | $1,367,018,000 | 71 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $1,288,840,000 | 69 |
Notional value of interest rate swaps | $1,203,180,000 | 65 |
Futures and forward contracts | $0 | 635 |
Written option contracts | $41,840,000 | 110 |
Purchased option contracts | $43,820,000 | 62 |
Foreign exchange rate contracts | $78,178,000 | 52 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $78,178,000 | 45 |
Spot foreign exchange rate contracts | $25,039,000 | 27 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 106 |
Notional value of other swaps | $0 | 42 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 79 |
Purchased option contracts | $0 | 65 |
2010-09-30 | Rank | |
Derivatives | $1,516,189,000 | 68 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $1,269,860,000 | 73 |
Notional value of interest rate swaps | $1,181,340,000 | 63 |
Futures and forward contracts | $0 | 630 |
Written option contracts | $43,270,000 | 156 |
Purchased option contracts | $45,250,000 | 56 |
Foreign exchange rate contracts | $246,329,000 | 40 |
Notional value of exchange swaps | $0 | 36 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $217,385,000 | 38 |
Spot foreign exchange rate contracts | $46,949,000 | 27 |
Written option contracts | $14,472,000 | 25 |
Purchased option contracts | $14,472,000 | 25 |
Contracts on other commodities and equities. | $0 | 114 |
Notional value of other swaps | $0 | 46 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 86 |
Purchased option contracts | $0 | 63 |
2010-06-30 | Rank | |
Derivatives | $1,802,228,000 | 63 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $1,420,480,000 | 64 |
Notional value of interest rate swaps | $1,239,200,000 | 62 |
Futures and forward contracts | $0 | 592 |
Written option contracts | $89,650,000 | 74 |
Purchased option contracts | $91,630,000 | 46 |
Foreign exchange rate contracts | $381,748,000 | 35 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $237,902,000 | 33 |
Spot foreign exchange rate contracts | $50,745,000 | 25 |
Written option contracts | $71,923,000 | 21 |
Purchased option contracts | $71,923,000 | 20 |
Contracts on other commodities and equities. | $0 | 117 |
Notional value of other swaps | $0 | 49 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 87 |
Purchased option contracts | $0 | 63 |
2010-03-31 | Rank | |
Derivatives | $1,742,006,000 | 62 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $1,382,470,000 | 66 |
Notional value of interest rate swaps | $1,253,330,000 | 63 |
Futures and forward contracts | $0 | 580 |
Written option contracts | $63,580,000 | 82 |
Purchased option contracts | $65,560,000 | 50 |
Foreign exchange rate contracts | $359,536,000 | 36 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $259,004,000 | 33 |
Spot foreign exchange rate contracts | $88,639,000 | 21 |
Written option contracts | $50,266,000 | 20 |
Purchased option contracts | $50,266,000 | 19 |
Contracts on other commodities and equities. | $0 | 122 |
Notional value of other swaps | $0 | 53 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 91 |
Purchased option contracts | $0 | 66 |
2009-12-31 | Rank | |
Derivatives | $2,081,639,000 | 56 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $1,748,740,000 | 59 |
Notional value of interest rate swaps | $1,748,740,000 | 56 |
Futures and forward contracts | $0 | 570 |
Written option contracts | $0 | 689 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $332,899,000 | 36 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $215,661,000 | 36 |
Spot foreign exchange rate contracts | $51,037,000 | 24 |
Written option contracts | $58,619,000 | 20 |
Purchased option contracts | $58,619,000 | 20 |
Contracts on other commodities and equities. | $0 | 118 |
Notional value of other swaps | $0 | 53 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 90 |
Purchased option contracts | $0 | 65 |
2009-09-30 | Rank | |
Derivatives | $1,932,281,000 | 61 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $1,606,880,000 | 60 |
Notional value of interest rate swaps | $1,606,880,000 | 59 |
Futures and forward contracts | $0 | 590 |
Written option contracts | $0 | 717 |
Purchased option contracts | $0 | 147 |
Foreign exchange rate contracts | $325,401,000 | 36 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $263,081,000 | 34 |
Spot foreign exchange rate contracts | $125,358,000 | 20 |
Written option contracts | $31,160,000 | 20 |
Purchased option contracts | $31,160,000 | 20 |
Contracts on other commodities and equities. | $0 | 130 |
Notional value of other swaps | $0 | 58 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 98 |
Purchased option contracts | $0 | 67 |
2009-06-30 | Rank | |
Derivatives | $1,695,814,000 | 66 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $1,452,840,000 | 66 |
Notional value of interest rate swaps | $1,452,840,000 | 63 |
Futures and forward contracts | $0 | 609 |
Written option contracts | $0 | 739 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $242,974,000 | 38 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $222,448,000 | 37 |
Spot foreign exchange rate contracts | $61,373,000 | 24 |
Written option contracts | $10,263,000 | 26 |
Purchased option contracts | $10,263,000 | 25 |
Contracts on other commodities and equities. | $0 | 135 |
Notional value of other swaps | $0 | 65 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 100 |
Purchased option contracts | $0 | 75 |
2009-03-31 | Rank | |
Derivatives | $1,432,155,000 | 70 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 38 |
Interest rate contracts | $1,235,860,000 | 72 |
Notional value of interest rate swaps | $1,235,860,000 | 66 |
Futures and forward contracts | $0 | 582 |
Written option contracts | $0 | 706 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $196,295,000 | 38 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $195,281,000 | 36 |
Spot foreign exchange rate contracts | $64,966,000 | 22 |
Written option contracts | $507,000 | 30 |
Purchased option contracts | $507,000 | 30 |
Contracts on other commodities and equities. | $0 | 135 |
Notional value of other swaps | $0 | 62 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 104 |
Purchased option contracts | $0 | 79 |
2008-12-31 | Rank | |
Derivatives | $1,472,803,000 | 72 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 40 |
Interest rate contracts | $1,099,360,000 | 74 |
Notional value of interest rate swaps | $1,099,360,000 | 69 |
Futures and forward contracts | $0 | 537 |
Written option contracts | $0 | 636 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $373,443,000 | 39 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $165,861,000 | 38 |
Spot foreign exchange rate contracts | $61,159,000 | 20 |
Written option contracts | $103,791,000 | 20 |
Purchased option contracts | $103,791,000 | 19 |
Contracts on other commodities and equities. | $0 | 134 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 102 |
Purchased option contracts | $0 | 76 |
2008-09-30 | Rank | |
Derivatives | $926,335,000 | 82 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $495,000,000 | 99 |
Notional value of interest rate swaps | $495,000,000 | 86 |
Futures and forward contracts | $0 | 517 |
Written option contracts | $0 | 604 |
Purchased option contracts | $0 | 153 |
Foreign exchange rate contracts | $431,335,000 | 35 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $154,747,000 | 37 |
Spot foreign exchange rate contracts | $64,424,000 | 24 |
Written option contracts | $138,294,000 | 18 |
Purchased option contracts | $138,294,000 | 18 |
Contracts on other commodities and equities. | $0 | 149 |
Notional value of other swaps | $0 | 73 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 112 |
Purchased option contracts | $0 | 82 |
2008-06-30 | Rank | |
Derivatives | $1,069,930,000 | 80 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $545,000,000 | 93 |
Notional value of interest rate swaps | $545,000,000 | 84 |
Futures and forward contracts | $0 | 487 |
Written option contracts | $0 | 598 |
Purchased option contracts | $0 | 152 |
Foreign exchange rate contracts | $524,930,000 | 35 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $204,224,000 | 36 |
Spot foreign exchange rate contracts | $79,873,000 | 22 |
Written option contracts | $160,353,000 | 18 |
Purchased option contracts | $160,353,000 | 18 |
Contracts on other commodities and equities. | $0 | 156 |
Notional value of other swaps | $0 | 75 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 114 |
Purchased option contracts | $0 | 87 |
2008-03-31 | Rank | |
Derivatives | $1,179,267,000 | 76 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $520,000,000 | 101 |
Notional value of interest rate swaps | $520,000,000 | 85 |
Futures and forward contracts | $0 | 496 |
Written option contracts | $0 | 632 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $659,267,000 | 34 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $304,855,000 | 35 |
Spot foreign exchange rate contracts | $183,388,000 | 21 |
Written option contracts | $177,206,000 | 18 |
Purchased option contracts | $177,206,000 | 18 |
Contracts on other commodities and equities. | $0 | 157 |
Notional value of other swaps | $0 | 76 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 113 |
Purchased option contracts | $0 | 83 |
2007-12-31 | Rank | |
Derivatives | $971,929,000 | 81 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $635,850,000 | 90 |
Notional value of interest rate swaps | $635,850,000 | 80 |
Futures and forward contracts | $0 | 454 |
Written option contracts | $0 | 590 |
Purchased option contracts | $0 | 169 |
Foreign exchange rate contracts | $336,079,000 | 38 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $185,585,000 | 37 |
Spot foreign exchange rate contracts | $54,955,000 | 24 |
Written option contracts | $75,247,000 | 21 |
Purchased option contracts | $75,247,000 | 21 |
Contracts on other commodities and equities. | $0 | 157 |
Notional value of other swaps | $0 | 79 |
Futures and forward contracts | $0 | 22 |
Written option contracts | $0 | 111 |
Purchased option contracts | $0 | 82 |
2007-09-30 | Rank | |
Derivatives | $1,014,039,000 | 80 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 35 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $735,850,000 | 85 |
Notional value of interest rate swaps | $735,850,000 | 72 |
Futures and forward contracts | $0 | 443 |
Written option contracts | $0 | 558 |
Purchased option contracts | $0 | 177 |
Foreign exchange rate contracts | $278,189,000 | 37 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $161,003,000 | 38 |
Spot foreign exchange rate contracts | $55,944,000 | 29 |
Written option contracts | $58,593,000 | 21 |
Purchased option contracts | $58,593,000 | 21 |
Contracts on other commodities and equities. | $0 | 170 |
Notional value of other swaps | $0 | 83 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 124 |
Purchased option contracts | $0 | 86 |
2007-06-30 | Rank | |
Derivatives | $1,162,666,000 | 84 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $885,850,000 | 87 |
Notional value of interest rate swaps | $885,850,000 | 73 |
Futures and forward contracts | $0 | 460 |
Written option contracts | $0 | 570 |
Purchased option contracts | $0 | 190 |
Foreign exchange rate contracts | $276,816,000 | 40 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $186,492,000 | 38 |
Spot foreign exchange rate contracts | $60,951,000 | 30 |
Written option contracts | $45,162,000 | 21 |
Purchased option contracts | $45,162,000 | 21 |
Contracts on other commodities and equities. | $0 | 163 |
Notional value of other swaps | $0 | 82 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 118 |
Purchased option contracts | $0 | 83 |
2007-03-31 | Rank | |
Derivatives | $1,137,655,000 | 88 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $940,850,000 | 88 |
Notional value of interest rate swaps | $940,850,000 | 72 |
Futures and forward contracts | $0 | 444 |
Written option contracts | $0 | 548 |
Purchased option contracts | $0 | 191 |
Foreign exchange rate contracts | $196,805,000 | 41 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $117,105,000 | 40 |
Spot foreign exchange rate contracts | $46,067,000 | 30 |
Written option contracts | $39,850,000 | 21 |
Purchased option contracts | $39,850,000 | 21 |
Contracts on other commodities and equities. | $0 | 169 |
Notional value of other swaps | $0 | 83 |
Futures and forward contracts | $0 | 26 |
Written option contracts | $0 | 123 |
Purchased option contracts | $0 | 88 |
2006-12-31 | Rank | |
Derivatives | $1,336,619,000 | 83 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $1,140,850,000 | 85 |
Notional value of interest rate swaps | $1,140,850,000 | 72 |
Futures and forward contracts | $0 | 427 |
Written option contracts | $0 | 518 |
Purchased option contracts | $0 | 188 |
Foreign exchange rate contracts | $195,769,000 | 39 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $84,031,000 | 41 |
Spot foreign exchange rate contracts | $24,549,000 | 30 |
Written option contracts | $57,207,000 | 21 |
Purchased option contracts | $54,531,000 | 21 |
Contracts on other commodities and equities. | $0 | 165 |
Notional value of other swaps | $0 | 84 |
Futures and forward contracts | $0 | 26 |
Written option contracts | $0 | 122 |
Purchased option contracts | $0 | 86 |
2006-09-30 | Rank | |
Derivatives | $1,458,971,000 | 78 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $1,215,850,000 | 82 |
Notional value of interest rate swaps | $1,215,850,000 | 70 |
Futures and forward contracts | $0 | 430 |
Written option contracts | $0 | 512 |
Purchased option contracts | $0 | 185 |
Foreign exchange rate contracts | $243,121,000 | 38 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $128,369,000 | 40 |
Spot foreign exchange rate contracts | $51,470,000 | 30 |
Written option contracts | $57,376,000 | 20 |
Purchased option contracts | $57,376,000 | 20 |
Contracts on other commodities and equities. | $0 | 173 |
Notional value of other swaps | $0 | 85 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 130 |
Purchased option contracts | $0 | 92 |
2006-06-30 | Rank | |
Derivatives | $1,542,194,000 | 82 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 26 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $1,290,850,000 | 84 |
Notional value of interest rate swaps | $1,290,850,000 | 72 |
Futures and forward contracts | $0 | 416 |
Written option contracts | $0 | 505 |
Purchased option contracts | $0 | 168 |
Foreign exchange rate contracts | $251,344,000 | 39 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $127,740,000 | 41 |
Spot foreign exchange rate contracts | $40,406,000 | 29 |
Written option contracts | $61,802,000 | 21 |
Purchased option contracts | $61,802,000 | 21 |
Contracts on other commodities and equities. | $0 | 172 |
Notional value of other swaps | $0 | 88 |
Futures and forward contracts | $0 | 29 |
Written option contracts | $0 | 124 |
Purchased option contracts | $0 | 90 |
2006-03-31 | Rank | |
Derivatives | $1,508,112,000 | 77 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 27 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $1,330,850,000 | 76 |
Notional value of interest rate swaps | $1,330,850,000 | 68 |
Futures and forward contracts | $0 | 407 |
Written option contracts | $0 | 497 |
Purchased option contracts | $0 | 163 |
Foreign exchange rate contracts | $177,262,000 | 42 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $105,658,000 | 44 |
Spot foreign exchange rate contracts | $52,217,000 | 28 |
Written option contracts | $35,802,000 | 22 |
Purchased option contracts | $35,802,000 | 22 |
Contracts on other commodities and equities. | $0 | 177 |
Notional value of other swaps | $0 | 87 |
Futures and forward contracts | $0 | 30 |
Written option contracts | $0 | 127 |
Purchased option contracts | $0 | 93 |
2005-12-31 | Rank | |
Derivatives | $1,448,504,000 | 77 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $1,305,850,000 | 78 |
Notional value of interest rate swaps | $1,305,850,000 | 69 |
Futures and forward contracts | $0 | 388 |
Written option contracts | $0 | 465 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $142,654,000 | 41 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $64,888,000 | 46 |
Spot foreign exchange rate contracts | $17,660,000 | 36 |
Written option contracts | $38,883,000 | 19 |
Purchased option contracts | $38,883,000 | 19 |
Contracts on other commodities and equities. | $0 | 170 |
Notional value of other swaps | $0 | 84 |
Futures and forward contracts | $0 | 29 |
Written option contracts | $0 | 117 |
Purchased option contracts | $0 | 94 |
2005-09-30 | Rank | |
Derivatives | $1,422,259,000 | 77 |
Notional amount of credit derivatives | $0 | 39 |
Bank is guarantor | $0 | 28 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $1,280,850,000 | 75 |
Notional value of interest rate swaps | $1,280,850,000 | 68 |
Futures and forward contracts | $0 | 355 |
Written option contracts | $0 | 439 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $141,409,000 | 41 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $125,637,000 | 39 |
Spot foreign exchange rate contracts | $31,050,000 | 34 |
Written option contracts | $7,886,000 | 23 |
Purchased option contracts | $7,886,000 | 25 |
Contracts on other commodities and equities. | $0 | 166 |
Notional value of other swaps | $0 | 76 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 118 |
Purchased option contracts | $0 | 91 |
2005-06-30 | Rank | |
Derivatives | $1,240,459,000 | 79 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $1,130,850,000 | 76 |
Notional value of interest rate swaps | $1,130,850,000 | 67 |
Futures and forward contracts | $0 | 325 |
Written option contracts | $0 | 424 |
Purchased option contracts | $0 | 117 |
Foreign exchange rate contracts | $109,609,000 | 45 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $93,837,000 | 42 |
Spot foreign exchange rate contracts | $41,745,000 | 32 |
Written option contracts | $7,886,000 | 25 |
Purchased option contracts | $7,886,000 | 23 |
Contracts on other commodities and equities. | $0 | 163 |
Notional value of other swaps | $0 | 79 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 117 |
Purchased option contracts | $0 | 88 |
2005-03-31 | Rank | |
Derivatives | $1,200,777,000 | 81 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $1,130,850,000 | 76 |
Notional value of interest rate swaps | $1,130,850,000 | 66 |
Futures and forward contracts | $0 | 283 |
Written option contracts | $0 | 342 |
Purchased option contracts | $0 | 119 |
Foreign exchange rate contracts | $69,927,000 | 48 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $69,927,000 | 45 |
Spot foreign exchange rate contracts | $29,087,000 | 32 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 152 |
Notional value of other swaps | $0 | 80 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 113 |
Purchased option contracts | $0 | 84 |
2004-12-31 | Rank | |
Derivatives | $1,104,413,000 | 82 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $1,040,850,000 | 77 |
Notional value of interest rate swaps | $1,040,850,000 | 67 |
Futures and forward contracts | $0 | 272 |
Written option contracts | $0 | 340 |
Purchased option contracts | $0 | 114 |
Foreign exchange rate contracts | $63,563,000 | 48 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $63,563,000 | 45 |
Spot foreign exchange rate contracts | $12,957,000 | 37 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 147 |
Notional value of other swaps | $0 | 78 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 110 |
Purchased option contracts | $0 | 79 |
2004-09-30 | Rank | |
Derivatives | $903,915,000 | 92 |
Notional amount of credit derivatives | $0 | 36 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $815,850,000 | 89 |
Notional value of interest rate swaps | $815,850,000 | 79 |
Futures and forward contracts | $0 | 268 |
Written option contracts | $0 | 334 |
Purchased option contracts | $0 | 120 |
Foreign exchange rate contracts | $88,065,000 | 49 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $88,065,000 | 45 |
Spot foreign exchange rate contracts | $31,229,000 | 35 |
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 | $949,461,000 | 88 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $865,850,000 | 84 |
Notional value of interest rate swaps | $865,850,000 | 76 |
Futures and forward contracts | $0 | 251 |
Written option contracts | $0 | 309 |
Purchased option contracts | $0 | 123 |
Foreign exchange rate contracts | $83,611,000 | 52 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $83,611,000 | 47 |
Spot foreign exchange rate contracts | $33,845,000 | 35 |
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 | $923,226,000 | 89 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $840,850,000 | 84 |
Notional value of interest rate swaps | $840,850,000 | 71 |
Futures and forward contracts | $0 | 237 |
Written option contracts | $0 | 273 |
Purchased option contracts | $0 | 122 |
Foreign exchange rate contracts | $82,376,000 | 50 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $82,376,000 | 47 |
Spot foreign exchange rate contracts | $17,750,000 | 37 |
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 | $940,296,000 | 81 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 29 |
Interest rate contracts | $876,350,000 | 78 |
Notional value of interest rate swaps | $876,350,000 | 68 |
Futures and forward contracts | $0 | 228 |
Written option contracts | $0 | 251 |
Purchased option contracts | $0 | 125 |
Foreign exchange rate contracts | $63,946,000 | 51 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $63,946,000 | 47 |
Spot foreign exchange rate contracts | $14,150,000 | 36 |
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 | $940,464,000 | 81 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 28 |
Interest rate contracts | $826,350,000 | 78 |
Notional value of interest rate swaps | $826,350,000 | 70 |
Futures and forward contracts | $0 | 219 |
Written option contracts | $0 | 233 |
Purchased option contracts | $0 | 130 |
Foreign exchange rate contracts | $114,114,000 | 48 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $114,114,000 | 45 |
Spot foreign exchange rate contracts | $35,699,000 | 32 |
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 | $950,169,000 | 87 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $826,350,000 | 88 |
Notional value of interest rate swaps | $826,350,000 | 69 |
Futures and forward contracts | $0 | 197 |
Written option contracts | $0 | 209 |
Purchased option contracts | $0 | 134 |
Foreign exchange rate contracts | $123,819,000 | 48 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $123,819,000 | 45 |
Spot foreign exchange rate contracts | $13,367,000 | 39 |
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 | $924,064,000 | 90 |
Notional amount of credit derivatives | $0 | 33 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $851,350,000 | 87 |
Notional value of interest rate swaps | $851,350,000 | 70 |
Futures and forward contracts | $0 | 175 |
Written option contracts | $0 | 168 |
Purchased option contracts | $0 | 139 |
Foreign exchange rate contracts | $72,714,000 | 50 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $72,714,000 | 48 |
Spot foreign exchange rate contracts | $22,834,000 | 33 |
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 | $876,986,000 | 86 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 21 |
Interest rate contracts | $806,350,000 | 86 |
Notional value of interest rate swaps | $806,350,000 | 70 |
Futures and forward contracts | $0 | 158 |
Written option contracts | $0 | 138 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $70,636,000 | 51 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $70,636,000 | 47 |
Spot foreign exchange rate contracts | $23,786,000 | 30 |
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 | $816,611,000 | 88 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 24 |
Interest rate contracts | $706,350,000 | 89 |
Notional value of interest rate swaps | $706,350,000 | 75 |
Futures and forward contracts | $0 | 140 |
Written option contracts | $0 | 91 |
Purchased option contracts | $0 | 176 |
Foreign exchange rate contracts | $110,261,000 | 47 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $110,261,000 | 43 |
Spot foreign exchange rate contracts | $8,341,000 | 38 |
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 | $895,539,000 | 92 |
Notional amount of credit derivatives | $0 | 31 |
Bank is guarantor | $0 | 24 |
Bank is beneficiary | $0 | 19 |
Interest rate contracts | $800,000,000 | 89 |
Notional value of interest rate swaps | $800,000,000 | 70 |
Futures and forward contracts | $0 | 127 |
Written option contracts | $0 | 98 |
Purchased option contracts | $0 | 204 |
Foreign exchange rate contracts | $95,539,000 | 54 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $95,539,000 | 49 |
Spot foreign exchange rate contracts | $10,141,000 | 39 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 66 |
Notional value of other swaps | $0 | 24 |
Futures and forward contracts | $0 | 12 |
Written option contracts | $0 | 49 |
Purchased option contracts | $0 | 31 |
1999-12-31 | Rank | |
Derivatives | $1,088,744,000 | 88 |
Notional amount of credit derivatives | $0 | 27 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 15 |
Interest rate contracts | $965,000,000 | 86 |
Notional value of interest rate swaps | $965,000,000 | 74 |
Futures and forward contracts | $0 | 135 |
Written option contracts | $0 | 99 |
Purchased option contracts | $0 | 208 |
Foreign exchange rate contracts | $123,744,000 | 49 |
Notional value of exchange swaps | $0 | 38 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $123,744,000 | 45 |
Spot foreign exchange rate contracts | $1,031,000 | 53 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 36 |
Contracts on other commodities and equities. | $0 | 60 |
Notional value of other swaps | $0 | 24 |
Futures and forward contracts | $0 | 10 |
Written option contracts | $0 | 47 |
Purchased option contracts | $0 | 32 |
1998-12-31 | Rank | |
Derivatives | $720,473,000 | 106 |
Notional amount of credit derivatives | $0 | 24 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 16 |
Interest rate contracts | $710,000,000 | 100 |
Notional value of interest rate swaps | $710,000,000 | 86 |
Futures and forward contracts | $0 | 151 |
Written option contracts | $0 | 98 |
Purchased option contracts | $0 | 228 |
Foreign exchange rate contracts | $10,473,000 | 86 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $10,473,000 | 79 |
Spot foreign exchange rate contracts | $2,830,000 | 61 |
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 | $441,909,000 | 135 |
Notional amount of credit derivatives | $0 | 18 |
Bank is guarantor | $0 | 16 |
Bank is beneficiary | $0 | 11 |
Interest rate contracts | $425,000,000 | 130 |
Notional value of interest rate swaps | $425,000,000 | 108 |
Futures and forward contracts | $0 | 177 |
Written option contracts | $0 | 109 |
Purchased option contracts | $0 | 240 |
Foreign exchange rate contracts | $16,909,000 | 88 |
Notional value of exchange swaps | $0 | 37 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $16,909,000 | 82 |
Spot foreign exchange rate contracts | $3,451,000 | 60 |
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 | $330,193,000 | 174 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $325,000,000 | 165 |
Notional value of interest rate swaps | $325,000,000 | 134 |
Futures and forward contracts | $0 | 134 |
Written option contracts | $0 | 132 |
Purchased option contracts | $0 | 241 |
Foreign exchange rate contracts | $5,193,000 | 116 |
Notional value of exchange swaps | $0 | 36 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $5,193,000 | 106 |
Spot foreign exchange rate contracts | $858,000 | 86 |
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 | $25,599,000 | 421 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $25,000,000 | 407 |
Notional value of interest rate swaps | $25,000,000 | 352 |
Futures and forward contracts | $0 | 149 |
Written option contracts | $0 | 132 |
Purchased option contracts | $0 | 296 |
Foreign exchange rate contracts | $599,000 | 156 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $599,000 | 149 |
Spot foreign exchange rate contracts | $0 | 142 |
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 | $50,000 | 677 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 630 |
Notional value of interest rate swaps | $0 | 530 |
Futures and forward contracts | $0 | 164 |
Written option contracts | $0 | 137 |
Purchased option contracts | $0 | 280 |
Foreign exchange rate contracts | $50,000 | 182 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $50,000 | 188 |
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 | $835,000 | 649 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 646 |
Notional value of interest rate swaps | $0 | 543 |
Futures and forward contracts | $0 | 179 |
Written option contracts | $0 | 121 |
Purchased option contracts | $0 | 236 |
Foreign exchange rate contracts | $835,000 | 154 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $835,000 | 161 |
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 | $178,000 | 623 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 574 |
Notional value of interest rate swaps | $0 | 497 |
Futures and forward contracts | $0 | 150 |
Written option contracts | $0 | 109 |
Purchased option contracts | $0 | 202 |
Foreign exchange rate contracts | $178,000 | 196 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $178,000 | 205 |
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 |