Home > Dean Co-operative Bank > Derivatives
Dean Co-operative Bank, Derivatives
2023-12-31 | Rank | |
Derivatives | $0 | 1,163 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $78,507 | 119 |
Bank is beneficiary | $833,842,000 | 28 |
Interest rate contracts | $0 | 1,173 |
Notional value of interest rate swaps | $0 | 438 |
Futures and forward contracts | $0 | 331 |
Written option contracts | $0 | 338 |
Purchased option contracts | $0 | 175 |
Foreign exchange rate contracts | $21,778,000 | 73 |
Notional value of exchange swaps | $1,000 | 68 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 44 |
Spot foreign exchange rate contracts | $11,000 | 53 |
Written option contracts | $0 | 27 |
Purchased option contracts | NA | NA |
Contracts on other commodities and equities. | $31,000,000 | 47 |
Notional value of other swaps | $27,269,000 | 41 |
Futures and forward contracts | $5 | 24 |
Written option contracts | $0 | 30 |
Purchased option contracts | $52,000 | 38 |
2023-09-30 | Rank | |
Derivatives | $1,179,000 | 966 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 149 |
Bank is beneficiary | $0 | 128 |
Interest rate contracts | $1,179,000 | 955 |
Notional value of interest rate swaps | $0 | 429 |
Futures and forward contracts | $509,000 | 293 |
Written option contracts | $670,000 | 312 |
Purchased option contracts | $0 | 171 |
Foreign exchange rate contracts | $0 | 130 |
Notional value of exchange swaps | $0 | 78 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
Contracts on other commodities and equities. | $0 | 78 |
Notional value of other swaps | $0 | 81 |
Futures and forward contracts | $0 | 31 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 39 |
2023-06-30 | Rank | |
Derivatives | $2,260,000 | 891 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 141 |
Bank is beneficiary | $0 | 122 |
Interest rate contracts | $2,260,000 | 886 |
Notional value of interest rate swaps | $0 | 415 |
Futures and forward contracts | $375,000 | 306 |
Written option contracts | $1,885,000 | 279 |
Purchased option contracts | $0 | 173 |
Foreign exchange rate contracts | $0 | 127 |
Notional value of exchange swaps | $0 | 78 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 26 |
Contracts on other commodities and equities. | $0 | 79 |
Notional value of other swaps | $0 | 81 |
Futures and forward contracts | $0 | 36 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 42 |
2023-03-31 | Rank | |
Derivatives | $719,000 | 999 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $0 | 80 |
Interest rate contracts | $719,000 | 984 |
Notional value of interest rate swaps | $0 | 392 |
Futures and forward contracts | $0 | 320 |
Written option contracts | $719,000 | 312 |
Purchased option contracts | $0 | 150 |
Foreign exchange rate contracts | $0 | 79 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 52 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
2022-12-31 | Rank | |
Derivatives | $0 | 1,127 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 101 |
Bank is beneficiary | $0 | 78 |
Interest rate contracts | $0 | 1,114 |
Notional value of interest rate swaps | $0 | 390 |
Futures and forward contracts | $0 | 316 |
Written option contracts | $0 | 347 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $0 | 82 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 31 |
2022-09-30 | Rank | |
Derivatives | $860,000 | 1,037 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 99 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $860,000 | 1,021 |
Notional value of interest rate swaps | $0 | 393 |
Futures and forward contracts | $430,000 | 299 |
Written option contracts | $430,000 | 340 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $0 | 84 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 27 |
Purchased option contracts | $0 | 30 |
2022-06-30 | Rank | |
Derivatives | $499,000 | 1,167 |
Notional amount of credit derivatives | $0 | 107 |
Bank is guarantor | $0 | 97 |
Bank is beneficiary | $0 | 75 |
Interest rate contracts | $499,000 | 1,150 |
Notional value of interest rate swaps | $0 | 391 |
Futures and forward contracts | $230,000 | 334 |
Written option contracts | $269,000 | 356 |
Purchased option contracts | $0 | 133 |
Foreign exchange rate contracts | $0 | 83 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
2022-03-31 | Rank | |
Derivatives | $1,909,000 | 1,053 |
Notional amount of credit derivatives | $0 | 109 |
Bank is guarantor | $0 | 98 |
Bank is beneficiary | $0 | 75 |
Interest rate contracts | $1,909,000 | 1,041 |
Notional value of interest rate swaps | $0 | 401 |
Futures and forward contracts | $364,000 | 334 |
Written option contracts | $1,545,000 | 325 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $0 | 83 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 28 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
2021-12-31 | Rank | |
Derivatives | $3,180,000 | 994 |
Notional amount of credit derivatives | $0 | 106 |
Bank is guarantor | $0 | 95 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $3,180,000 | 983 |
Notional value of interest rate swaps | $0 | 412 |
Futures and forward contracts | $840,000 | 319 |
Written option contracts | $2,340,000 | 323 |
Purchased option contracts | $0 | 140 |
Foreign exchange rate contracts | $0 | 86 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 54 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 34 |
2021-09-30 | Rank | |
Derivatives | $5,462,000 | 981 |
Notional amount of credit derivatives | $0 | 113 |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $0 | 79 |
Interest rate contracts | $5,462,000 | 973 |
Notional value of interest rate swaps | $0 | 430 |
Futures and forward contracts | $411,000 | 359 |
Written option contracts | $5,051,000 | 327 |
Purchased option contracts | $0 | 144 |
Foreign exchange rate contracts | $0 | 88 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 35 |
2021-06-30 | Rank | |
Derivatives | $5,059,000 | 996 |
Notional amount of credit derivatives | $0 | 113 |
Bank is guarantor | $0 | 103 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $5,059,000 | 991 |
Notional value of interest rate swaps | $0 | 427 |
Futures and forward contracts | $1,282,000 | 340 |
Written option contracts | $3,777,000 | 338 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $0 | 91 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2021-03-31 | Rank | |
Derivatives | $17,677,000 | 810 |
Notional amount of credit derivatives | $0 | 114 |
Bank is guarantor | $0 | 104 |
Bank is beneficiary | $0 | 78 |
Interest rate contracts | $17,677,000 | 807 |
Notional value of interest rate swaps | $0 | 428 |
Futures and forward contracts | $3,203,000 | 308 |
Written option contracts | $14,474,000 | 280 |
Purchased option contracts | $0 | 144 |
Foreign exchange rate contracts | $0 | 89 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 38 |
2020-12-31 | Rank | |
Derivatives | $9,955,000 | 944 |
Notional amount of credit derivatives | $0 | 108 |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $0 | 78 |
Interest rate contracts | $9,955,000 | 941 |
Notional value of interest rate swaps | $0 | 430 |
Futures and forward contracts | $0 | 391 |
Written option contracts | $9,955,000 | 310 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $0 | 90 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2020-09-30 | Rank | |
Derivatives | $21,930,000 | 805 |
Notional amount of credit derivatives | $0 | 105 |
Bank is guarantor | $0 | 96 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $21,930,000 | 804 |
Notional value of interest rate swaps | $0 | 428 |
Futures and forward contracts | $4,090,000 | 334 |
Written option contracts | $17,840,000 | 291 |
Purchased option contracts | $0 | 140 |
Foreign exchange rate contracts | $0 | 84 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2020-06-30 | Rank | |
Derivatives | $37,115,000 | 675 |
Notional amount of credit derivatives | $0 | 101 |
Bank is guarantor | $0 | 91 |
Bank is beneficiary | $0 | 74 |
Interest rate contracts | $37,115,000 | 671 |
Notional value of interest rate swaps | $0 | 430 |
Futures and forward contracts | $26,606,000 | 236 |
Written option contracts | $10,509,000 | 316 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $0 | 86 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 28 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 38 |
2020-03-31 | Rank | |
Derivatives | $16,412,000 | 839 |
Notional amount of credit derivatives | $0 | 99 |
Bank is guarantor | $0 | 89 |
Bank is beneficiary | $0 | 73 |
Interest rate contracts | $16,412,000 | 834 |
Notional value of interest rate swaps | $0 | 417 |
Futures and forward contracts | $8,287,000 | 292 |
Written option contracts | $8,125,000 | 331 |
Purchased option contracts | $0 | 135 |
Foreign exchange rate contracts | $0 | 90 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 37 |
2019-12-31 | Rank | |
Derivatives | $6,249,000 | 811 |
Notional amount of credit derivatives | $0 | 96 |
Bank is guarantor | $0 | 88 |
Bank is beneficiary | $0 | 69 |
Interest rate contracts | $6,249,000 | 804 |
Notional value of interest rate swaps | $0 | 425 |
Futures and forward contracts | $1,559,000 | 343 |
Written option contracts | $4,690,000 | 302 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $0 | 87 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2019-09-30 | Rank | |
Derivatives | $16,728,000 | 702 |
Notional amount of credit derivatives | $0 | 91 |
Bank is guarantor | $0 | 84 |
Bank is beneficiary | $0 | 69 |
Interest rate contracts | $16,728,000 | 693 |
Notional value of interest rate swaps | $0 | 421 |
Futures and forward contracts | $3,852,000 | 327 |
Written option contracts | $12,876,000 | 269 |
Purchased option contracts | $0 | 123 |
Foreign exchange rate contracts | $0 | 90 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 37 |
2019-06-30 | Rank | |
Derivatives | $9,657,000 | 761 |
Notional amount of credit derivatives | $0 | 91 |
Bank is guarantor | $0 | 85 |
Bank is beneficiary | $0 | 66 |
Interest rate contracts | $9,657,000 | 760 |
Notional value of interest rate swaps | $0 | 457 |
Futures and forward contracts | $2,817,000 | 355 |
Written option contracts | $6,840,000 | 337 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $0 | 91 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 51 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 34 |
2019-03-31 | Rank | |
Derivatives | $3,989,000 | 860 |
Notional amount of credit derivatives | $0 | 90 |
Bank is guarantor | $0 | 83 |
Bank is beneficiary | $0 | 65 |
Interest rate contracts | $3,989,000 | 854 |
Notional value of interest rate swaps | $0 | 450 |
Futures and forward contracts | $415,000 | 436 |
Written option contracts | $3,574,000 | 361 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $0 | 99 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 36 |
2018-12-31 | Rank | |
Derivatives | $2,945,000 | 867 |
Notional amount of credit derivatives | $0 | 89 |
Bank is guarantor | $0 | 81 |
Bank is beneficiary | $0 | 66 |
Interest rate contracts | $2,945,000 | 858 |
Notional value of interest rate swaps | $0 | 453 |
Futures and forward contracts | $829,000 | 390 |
Written option contracts | $2,116,000 | 375 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $0 | 97 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 51 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 35 |
2018-09-30 | Rank | |
Derivatives | $1,099,000 | 1,107 |
Notional amount of credit derivatives | $0 | 88 |
Bank is guarantor | $0 | 80 |
Bank is beneficiary | $0 | 61 |
Interest rate contracts | $1,099,000 | 1,101 |
Notional value of interest rate swaps | $0 | 451 |
Futures and forward contracts | $337,000 | 465 |
Written option contracts | $762,000 | 473 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $0 | 100 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 54 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 36 |
2018-06-30 | Rank | |
Derivatives | $2,946,000 | 939 |
Notional amount of credit derivatives | $0 | 88 |
Bank is guarantor | $0 | 81 |
Bank is beneficiary | $0 | 61 |
Interest rate contracts | $2,946,000 | 933 |
Notional value of interest rate swaps | $0 | 452 |
Futures and forward contracts | $722,000 | 440 |
Written option contracts | $2,224,000 | 420 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $0 | 100 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 32 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2018-03-31 | Rank | |
Derivatives | $1,876,000 | 1,020 |
Notional amount of credit derivatives | $0 | 84 |
Bank is guarantor | $0 | 77 |
Bank is beneficiary | $0 | 58 |
Interest rate contracts | $1,876,000 | 1,008 |
Notional value of interest rate swaps | $0 | 451 |
Futures and forward contracts | $348,000 | 467 |
Written option contracts | $1,528,000 | 430 |
Purchased option contracts | $0 | 129 |
Foreign exchange rate contracts | $0 | 117 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 111 |
Spot foreign exchange rate contracts | $0 | 85 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 31 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2017-12-31 | Rank | |
Derivatives | $2,786,000 | 920 |
Notional amount of credit derivatives | $0 | 80 |
Bank is guarantor | $0 | 72 |
Bank is beneficiary | $0 | 60 |
Interest rate contracts | $2,786,000 | 901 |
Notional value of interest rate swaps | $0 | 456 |
Futures and forward contracts | $613,000 | 448 |
Written option contracts | $2,173,000 | 394 |
Purchased option contracts | $0 | 124 |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 110 |
Spot foreign exchange rate contracts | $0 | 85 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 30 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 38 |
2017-09-30 | Rank | |
Derivatives | $4,206,000 | 893 |
Notional amount of credit derivatives | $0 | 77 |
Bank is guarantor | $0 | 71 |
Bank is beneficiary | $0 | 57 |
Interest rate contracts | $4,206,000 | 876 |
Notional value of interest rate swaps | $0 | 458 |
Futures and forward contracts | $2,318,000 | 383 |
Written option contracts | $1,888,000 | 435 |
Purchased option contracts | $0 | 124 |
Foreign exchange rate contracts | $0 | 119 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 112 |
Spot foreign exchange rate contracts | $0 | 84 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 29 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2017-06-30 | Rank | |
Derivatives | $3,182,000 | 973 |
Notional amount of credit derivatives | $0 | 76 |
Bank is guarantor | $0 | 69 |
Bank is beneficiary | $0 | 54 |
Interest rate contracts | $3,182,000 | 958 |
Notional value of interest rate swaps | $0 | 466 |
Futures and forward contracts | $2,467,000 | 382 |
Written option contracts | $715,000 | 515 |
Purchased option contracts | $0 | 129 |
Foreign exchange rate contracts | $0 | 118 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 111 |
Spot foreign exchange rate contracts | $0 | 88 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 29 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2017-03-31 | Rank | |
Derivatives | $3,703,000 | 935 |
Notional amount of credit derivatives | $0 | 72 |
Bank is guarantor | $0 | 64 |
Bank is beneficiary | $0 | 55 |
Interest rate contracts | $3,703,000 | 919 |
Notional value of interest rate swaps | $0 | 461 |
Futures and forward contracts | $1,435,000 | 431 |
Written option contracts | $2,268,000 | 435 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
Spot foreign exchange rate contracts | $0 | 85 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 29 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 41 |
Purchased option contracts | $0 | 40 |
2016-12-31 | Rank | |
Derivatives | $4,309,000 | 891 |
Notional amount of credit derivatives | $0 | 71 |
Bank is guarantor | $0 | 63 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $4,309,000 | 880 |
Notional value of interest rate swaps | $0 | 553 |
Futures and forward contracts | $1,265,000 | 617 |
Written option contracts | $3,044,000 | 507 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $0 | 115 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
Spot foreign exchange rate contracts | $0 | 83 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 62 |
Notional value of other swaps | $0 | 30 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 45 |
Purchased option contracts | $0 | 44 |
2016-09-30 | Rank | |
Derivatives | $10,440,000 | 764 |
Notional amount of credit derivatives | $0 | 68 |
Bank is guarantor | $0 | 60 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $10,440,000 | 755 |
Notional value of interest rate swaps | $0 | 554 |
Futures and forward contracts | $5,220,000 | 477 |
Written option contracts | $5,220,000 | 496 |
Purchased option contracts | $0 | 159 |
Foreign exchange rate contracts | $0 | 115 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 110 |
Spot foreign exchange rate contracts | $0 | 84 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 66 |
Notional value of other swaps | $0 | 31 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 49 |
Purchased option contracts | $0 | 44 |
2016-06-30 | Rank | |
Derivatives | $5,300,000 | 919 |
Notional amount of credit derivatives | $0 | 71 |
Bank is guarantor | $0 | 61 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $5,300,000 | 907 |
Notional value of interest rate swaps | $0 | 551 |
Futures and forward contracts | $2,650,000 | 570 |
Written option contracts | $2,650,000 | 606 |
Purchased option contracts | $0 | 174 |
Foreign exchange rate contracts | $0 | 119 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 114 |
Spot foreign exchange rate contracts | $0 | 90 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 69 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 50 |
Purchased option contracts | $0 | 45 |
2016-03-31 | Rank | |
Derivatives | $2,910,000 | 1,015 |
Notional amount of credit derivatives | $0 | 66 |
Bank is guarantor | $0 | 56 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $2,910,000 | 1,002 |
Notional value of interest rate swaps | $0 | 542 |
Futures and forward contracts | $1,455,000 | 599 |
Written option contracts | $1,455,000 | 671 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 111 |
Spot foreign exchange rate contracts | $0 | 85 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 73 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 51 |
Purchased option contracts | $0 | 45 |
2015-12-31 | Rank | |
Derivatives | $3,026,000 | 942 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 55 |
Bank is beneficiary | $0 | 48 |
Interest rate contracts | $3,026,000 | 928 |
Notional value of interest rate swaps | $0 | 543 |
Futures and forward contracts | $1,513,000 | 572 |
Written option contracts | $1,513,000 | 594 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $0 | 114 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
Spot foreign exchange rate contracts | $0 | 82 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 72 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 50 |
Purchased option contracts | $0 | 45 |
2015-09-30 | Rank | |
Derivatives | $2,086,000 | 1,043 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 54 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $2,086,000 | 1,027 |
Notional value of interest rate swaps | $0 | 536 |
Futures and forward contracts | $1,043,000 | 648 |
Written option contracts | $1,043,000 | 675 |
Purchased option contracts | $0 | 175 |
Foreign exchange rate contracts | $0 | 122 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 118 |
Spot foreign exchange rate contracts | $0 | 88 |
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 | $2,916,000 | 995 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 53 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $2,916,000 | 975 |
Notional value of interest rate swaps | $0 | 530 |
Futures and forward contracts | $1,458,000 | 613 |
Written option contracts | $1,458,000 | 655 |
Purchased option contracts | $0 | 173 |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 113 |
Spot foreign exchange rate contracts | $0 | 84 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
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 | $5,190,000 | 876 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 52 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $5,190,000 | 856 |
Notional value of interest rate swaps | $0 | 527 |
Futures and forward contracts | $2,595,000 | 530 |
Written option contracts | $2,595,000 | 572 |
Purchased option contracts | $0 | 170 |
Foreign exchange rate contracts | $0 | 123 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 120 |
Spot foreign exchange rate contracts | $0 | 87 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 34 |
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 | $4,886,000 | 803 |
Notional amount of credit derivatives | $0 | 63 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $4,886,000 | 784 |
Notional value of interest rate swaps | $0 | 513 |
Futures and forward contracts | $2,443,000 | 448 |
Written option contracts | $2,443,000 | 477 |
Purchased option contracts | $0 | 171 |
Foreign exchange rate contracts | $0 | 120 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 117 |
Spot foreign exchange rate contracts | $0 | 84 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 34 |
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 | $872,000 | 1,147 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $872,000 | 1,120 |
Notional value of interest rate swaps | $0 | 502 |
Futures and forward contracts | $436,000 | 694 |
Written option contracts | $436,000 | 759 |
Purchased option contracts | $0 | 169 |
Foreign exchange rate contracts | $0 | 125 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 121 |
Spot foreign exchange rate contracts | $0 | 87 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 34 |
Contracts on other commodities and equities. | $0 | 88 |
Notional value of other swaps | $0 | 32 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 68 |
Purchased option contracts | $0 | 51 |
2014-06-30 | Rank | |
Derivatives | $2,354,000 | 987 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 49 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $2,354,000 | 963 |
Notional value of interest rate swaps | $0 | 503 |
Futures and forward contracts | $1,336,000 | 581 |
Written option contracts | $1,018,000 | 661 |
Purchased option contracts | $0 | 174 |
Foreign exchange rate contracts | $0 | 120 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 114 |
Spot foreign exchange rate contracts | $0 | 80 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 92 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 23 |
Written option contracts | $0 | 72 |
Purchased option contracts | $0 | 51 |
2014-03-31 | Rank | |
Derivatives | $320,000 | 1,280 |
Notional amount of credit derivatives | $0 | 62 |
Bank is guarantor | $0 | 47 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $320,000 | 1,248 |
Notional value of interest rate swaps | $0 | 495 |
Futures and forward contracts | $160,000 | 748 |
Written option contracts | $160,000 | 830 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $0 | 117 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 110 |
Spot foreign exchange rate contracts | $0 | 80 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 94 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 25 |
Written option contracts | $0 | 73 |
Purchased option contracts | $0 | 50 |
2013-12-31 | Rank | |
Derivatives | $1,754,000 | 957 |
Notional amount of credit derivatives | $0 | 59 |
Bank is guarantor | $0 | 44 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $1,754,000 | 934 |
Notional value of interest rate swaps | $0 | 483 |
Futures and forward contracts | $877,000 | 570 |
Written option contracts | $877,000 | 599 |
Purchased option contracts | $0 | 164 |
Foreign exchange rate contracts | $0 | 114 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 106 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
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 | $5,607,000 | 774 |
Notional amount of credit derivatives | $0 | 58 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $5,607,000 | 748 |
Notional value of interest rate swaps | $0 | 469 |
Futures and forward contracts | $2,689,000 | 462 |
Written option contracts | $2,918,000 | 471 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
Spot foreign exchange rate contracts | $0 | 79 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 33 |
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 | $9,882,000 | 709 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $9,882,000 | 691 |
Notional value of interest rate swaps | $0 | 460 |
Futures and forward contracts | $5,173,000 | 433 |
Written option contracts | $4,709,000 | 458 |
Purchased option contracts | $0 | 152 |
Foreign exchange rate contracts | $0 | 122 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 114 |
Spot foreign exchange rate contracts | $0 | 81 |
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 | $12,188,000 | 663 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $12,188,000 | 648 |
Notional value of interest rate swaps | $0 | 449 |
Futures and forward contracts | $7,324,000 | 373 |
Written option contracts | $4,864,000 | 453 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 108 |
Spot foreign exchange rate contracts | $0 | 77 |
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 | $16,716,000 | 613 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $16,716,000 | 603 |
Notional value of interest rate swaps | $0 | 435 |
Futures and forward contracts | $11,815,000 | 340 |
Written option contracts | $4,901,000 | 470 |
Purchased option contracts | $0 | 156 |
Foreign exchange rate contracts | $0 | 110 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 103 |
Spot foreign exchange rate contracts | $0 | 74 |
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 | $14,392,000 | 642 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $14,392,000 | 629 |
Notional value of interest rate swaps | $0 | 425 |
Futures and forward contracts | $8,387,000 | 398 |
Written option contracts | $6,005,000 | 464 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $0 | 112 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 35 |
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 | $14,087,000 | 625 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 34 |
Interest rate contracts | $14,087,000 | 611 |
Notional value of interest rate swaps | $0 | 414 |
Futures and forward contracts | $7,119,000 | 379 |
Written option contracts | $6,968,000 | 419 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $0 | 109 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 102 |
Spot foreign exchange rate contracts | $0 | 74 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 35 |
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 | $17,204,000 | 550 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $17,204,000 | 535 |
Notional value of interest rate swaps | $0 | 408 |
Futures and forward contracts | $13,748,000 | 269 |
Written option contracts | $3,456,000 | 487 |
Purchased option contracts | $0 | 154 |
Foreign exchange rate contracts | $0 | 103 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
Spot foreign exchange rate contracts | $0 | 72 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 31 |
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 | $6,437,000 | 658 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $6,437,000 | 640 |
Notional value of interest rate swaps | $0 | 369 |
Futures and forward contracts | $3,367,000 | 384 |
Written option contracts | $3,070,000 | 430 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
Spot foreign exchange rate contracts | $0 | 71 |
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 | $11,290,000 | 581 |
Notional amount of credit derivatives | $0 | 46 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $11,290,000 | 563 |
Notional value of interest rate swaps | $0 | 363 |
Futures and forward contracts | $7,876,000 | 302 |
Written option contracts | $3,414,000 | 466 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
Spot foreign exchange rate contracts | $0 | 74 |
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 | $3,210,000 | 741 |
Notional amount of credit derivatives | $0 | 45 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $3,210,000 | 717 |
Notional value of interest rate swaps | $0 | 361 |
Futures and forward contracts | $2,367,000 | 355 |
Written option contracts | $843,000 | 544 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 93 |
Spot foreign exchange rate contracts | $0 | 70 |
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 | $3,828,000 | 664 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $3,828,000 | 644 |
Notional value of interest rate swaps | $0 | 359 |
Futures and forward contracts | $2,475,000 | 323 |
Written option contracts | $1,353,000 | 474 |
Purchased option contracts | $0 | 139 |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 92 |
Spot foreign exchange rate contracts | $0 | 68 |
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 | $17,403,000 | 434 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $17,403,000 | 418 |
Notional value of interest rate swaps | $0 | 354 |
Futures and forward contracts | $7,783,000 | 250 |
Written option contracts | $9,620,000 | 254 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 94 |
Spot foreign exchange rate contracts | $0 | 66 |
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 | $36,798,000 | 374 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $36,798,000 | 364 |
Notional value of interest rate swaps | $0 | 352 |
Futures and forward contracts | $22,691,000 | 208 |
Written option contracts | $14,107,000 | 305 |
Purchased option contracts | $0 | 135 |
Foreign exchange rate contracts | $0 | 105 |
Notional value of exchange swaps | $0 | 36 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
Spot foreign exchange rate contracts | $0 | 69 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
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 | $6,819,000 | 619 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $6,819,000 | 601 |
Notional value of interest rate swaps | $0 | 352 |
Futures and forward contracts | $5,662,000 | 291 |
Written option contracts | $1,157,000 | 541 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $0 | 105 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
Spot foreign exchange rate contracts | $0 | 67 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 33 |
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 | $4,424,000 | 675 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $4,424,000 | 656 |
Notional value of interest rate swaps | $0 | 357 |
Futures and forward contracts | $2,799,000 | 334 |
Written option contracts | $1,625,000 | 465 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
Spot foreign exchange rate contracts | $0 | 70 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
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 | $3,855,000 | 667 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $3,855,000 | 645 |
Notional value of interest rate swaps | $0 | 347 |
Futures and forward contracts | $2,120,000 | 352 |
Written option contracts | $1,735,000 | 426 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $0 | 100 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 94 |
Spot foreign exchange rate contracts | $0 | 67 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 29 |
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 | $7,069,000 | 588 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $7,069,000 | 567 |
Notional value of interest rate swaps | $0 | 346 |
Futures and forward contracts | $5,113,000 | 284 |
Written option contracts | $1,956,000 | 447 |
Purchased option contracts | $0 | 147 |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
Spot foreign exchange rate contracts | $0 | 70 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
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 | $10,966,000 | 559 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $10,966,000 | 541 |
Notional value of interest rate swaps | $0 | 357 |
Futures and forward contracts | $6,528,000 | 291 |
Written option contracts | $4,438,000 | 369 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $0 | 102 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
Spot foreign exchange rate contracts | $0 | 69 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
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 | $29,904,000 | 412 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 38 |
Interest rate contracts | $29,904,000 | 397 |
Notional value of interest rate swaps | $0 | 347 |
Futures and forward contracts | $20,924,000 | 212 |
Written option contracts | $8,980,000 | 322 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $0 | 106 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 100 |
Spot foreign exchange rate contracts | $0 | 71 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
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 | $15,704,000 | 467 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 40 |
Interest rate contracts | $15,704,000 | 450 |
Notional value of interest rate swaps | $0 | 349 |
Futures and forward contracts | $7,107,000 | 249 |
Written option contracts | $8,597,000 | 271 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
Spot foreign exchange rate contracts | $0 | 71 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
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 | $110,000 | 1,053 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $110,000 | 958 |
Notional value of interest rate swaps | $0 | 346 |
Futures and forward contracts | $0 | 517 |
Written option contracts | $110,000 | 589 |
Purchased option contracts | $0 | 153 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
Spot foreign exchange rate contracts | $0 | 73 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
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 | $1,090,000 | 824 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $1,090,000 | 771 |
Notional value of interest rate swaps | $0 | 350 |
Futures and forward contracts | $545,000 | 404 |
Written option contracts | $545,000 | 478 |
Purchased option contracts | $0 | 152 |
Foreign exchange rate contracts | $0 | 102 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
Spot foreign exchange rate contracts | $0 | 73 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
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 | $1,747,000 | 827 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $1,747,000 | 782 |
Notional value of interest rate swaps | $0 | 344 |
Futures and forward contracts | $1,117,000 | 389 |
Written option contracts | $630,000 | 536 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $0 | 105 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
Spot foreign exchange rate contracts | $0 | 71 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 30 |
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 | $1,291,000 | 774 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $1,291,000 | 730 |
Notional value of interest rate swaps | $0 | 335 |
Futures and forward contracts | $701,000 | 361 |
Written option contracts | $590,000 | 451 |
Purchased option contracts | $0 | 169 |
Foreign exchange rate contracts | $0 | 100 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 94 |
Spot foreign exchange rate contracts | $0 | 70 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 29 |
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 | $2,143,000 | 721 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 35 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $2,143,000 | 681 |
Notional value of interest rate swaps | $0 | 326 |
Futures and forward contracts | $1,154,000 | 328 |
Written option contracts | $989,000 | 416 |
Purchased option contracts | $0 | 177 |
Foreign exchange rate contracts | $0 | 100 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
Spot foreign exchange rate contracts | $0 | 72 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 30 |
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 | $2,058,000 | 761 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $2,058,000 | 718 |
Notional value of interest rate swaps | $0 | 350 |
Futures and forward contracts | $945,000 | 361 |
Written option contracts | $1,113,000 | 435 |
Purchased option contracts | $0 | 190 |
Foreign exchange rate contracts | $0 | 105 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
Spot foreign exchange rate contracts | $0 | 72 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
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 | $2,610,000 | 722 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $2,610,000 | 680 |
Notional value of interest rate swaps | $0 | 345 |
Futures and forward contracts | $1,378,000 | 312 |
Written option contracts | $1,232,000 | 394 |
Purchased option contracts | $0 | 191 |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
Spot foreign exchange rate contracts | $0 | 72 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 31 |
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 | $90,000 | 1,001 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $90,000 | 886 |
Notional value of interest rate swaps | $0 | 345 |
Futures and forward contracts | $90,000 | 415 |
Written option contracts | $0 | 518 |
Purchased option contracts | $0 | 188 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 98 |
Spot foreign exchange rate contracts | $0 | 73 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
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 | $1,687,000 | 781 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $1,687,000 | 722 |
Notional value of interest rate swaps | $0 | 353 |
Futures and forward contracts | $1,141,000 | 333 |
Written option contracts | $546,000 | 433 |
Purchased option contracts | $0 | 185 |
Foreign exchange rate contracts | $0 | 109 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
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 | $2,140,000 | 725 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 26 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $2,140,000 | 670 |
Notional value of interest rate swaps | $0 | 353 |
Futures and forward contracts | $1,070,000 | 326 |
Written option contracts | $1,070,000 | 392 |
Purchased option contracts | $0 | 168 |
Foreign exchange rate contracts | $0 | 105 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 98 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 36 |
Purchased option contracts | $0 | 33 |
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 | $976,000 | 800 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 27 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $976,000 | 730 |
Notional value of interest rate swaps | $0 | 347 |
Futures and forward contracts | $488,000 | 358 |
Written option contracts | $488,000 | 428 |
Purchased option contracts | $0 | 163 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
Spot foreign exchange rate contracts | $0 | 78 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 31 |
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 | $1,498,000 | 704 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $1,498,000 | 640 |
Notional value of interest rate swaps | $0 | 340 |
Futures and forward contracts | $749,000 | 322 |
Written option contracts | $749,000 | 365 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $0 | 103 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
Spot foreign exchange rate contracts | $0 | 72 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 31 |
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 | $642,000 | 783 |
Notional amount of credit derivatives | $0 | 39 |
Bank is guarantor | $0 | 28 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $642,000 | 694 |
Notional value of interest rate swaps | $0 | 336 |
Futures and forward contracts | $321,000 | 328 |
Written option contracts | $321,000 | 405 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $0 | 111 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
Spot foreign exchange rate contracts | $0 | 79 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 32 |
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 | $1,715,000 | 645 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $1,715,000 | 585 |
Notional value of interest rate swaps | $0 | 331 |
Futures and forward contracts | $678,000 | 286 |
Written option contracts | $1,037,000 | 327 |
Purchased option contracts | $0 | 117 |
Foreign exchange rate contracts | $0 | 109 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
Spot foreign exchange rate contracts | $0 | 78 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 32 |
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 | $0 | 790 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $0 | 669 |
Notional value of interest rate swaps | $0 | 328 |
Futures and forward contracts | $0 | 283 |
Written option contracts | $0 | 342 |
Purchased option contracts | $0 | 119 |
Foreign exchange rate contracts | $0 | 112 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
Spot foreign exchange rate contracts | $0 | 81 |
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 | $0 | 774 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $0 | 659 |
Notional value of interest rate swaps | $0 | 335 |
Futures and forward contracts | $0 | 272 |
Written option contracts | $0 | 340 |
Purchased option contracts | $0 | 114 |
Foreign exchange rate contracts | $0 | 109 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
Spot foreign exchange rate contracts | $0 | 74 |
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 | $0 | 770 |
Notional amount of credit derivatives | $0 | 36 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $0 | 656 |
Notional value of interest rate swaps | $0 | 341 |
Futures and forward contracts | $0 | 268 |
Written option contracts | $0 | 334 |
Purchased option contracts | $0 | 120 |
Foreign exchange rate contracts | $0 | 111 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
Spot foreign exchange rate contracts | $0 | 80 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 148 |
Notional value of other swaps | $0 | 75 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 112 |
Purchased option contracts | $0 | 76 |
2004-06-30 | Rank | |
Derivatives | $0 | 740 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $0 | 628 |
Notional value of interest rate swaps | $0 | 338 |
Futures and forward contracts | $0 | 251 |
Written option contracts | $0 | 309 |
Purchased option contracts | $0 | 123 |
Foreign exchange rate contracts | $0 | 110 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 106 |
Spot foreign exchange rate contracts | $0 | 81 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 141 |
Notional value of other swaps | $0 | 74 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 108 |
Purchased option contracts | $0 | 75 |
2004-03-31 | Rank | |
Derivatives | $0 | 699 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $0 | 586 |
Notional value of interest rate swaps | $0 | 325 |
Futures and forward contracts | $0 | 237 |
Written option contracts | $0 | 273 |
Purchased option contracts | $0 | 122 |
Foreign exchange rate contracts | $0 | 107 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 102 |
Spot foreign exchange rate contracts | $0 | 78 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 134 |
Notional value of other swaps | $0 | 71 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 102 |
Purchased option contracts | $0 | 71 |
2003-12-31 | Rank | |
Derivatives | $0 | 665 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 29 |
Interest rate contracts | $0 | 562 |
Notional value of interest rate swaps | $0 | 330 |
Futures and forward contracts | $0 | 228 |
Written option contracts | $0 | 251 |
Purchased option contracts | $0 | 125 |
Foreign exchange rate contracts | $0 | 109 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 100 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 131 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 99 |
Purchased option contracts | $0 | 71 |
2003-09-30 | Rank | |
Derivatives | $0 | 666 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 28 |
Interest rate contracts | $0 | 560 |
Notional value of interest rate swaps | $0 | 328 |
Futures and forward contracts | $0 | 219 |
Written option contracts | $0 | 233 |
Purchased option contracts | $0 | 130 |
Foreign exchange rate contracts | $0 | 112 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
Spot foreign exchange rate contracts | $0 | 78 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 134 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 101 |
Purchased option contracts | $0 | 70 |
2003-06-30 | Rank | |
Derivatives | $0 | 623 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $0 | 523 |
Notional value of interest rate swaps | $0 | 315 |
Futures and forward contracts | $0 | 197 |
Written option contracts | $0 | 209 |
Purchased option contracts | $0 | 134 |
Foreign exchange rate contracts | $0 | 111 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
Spot foreign exchange rate contracts | $0 | 78 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 130 |
Notional value of other swaps | $0 | 68 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 96 |
Purchased option contracts | $0 | 64 |
2003-03-31 | Rank | |
Derivatives | $0 | 578 |
Notional amount of credit derivatives | $0 | 33 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $0 | 481 |
Notional value of interest rate swaps | $0 | 307 |
Futures and forward contracts | $0 | 175 |
Written option contracts | $0 | 168 |
Purchased option contracts | $0 | 139 |
Foreign exchange rate contracts | $0 | 110 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
Spot foreign exchange rate contracts | $0 | 81 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
Contracts on other commodities and equities. | $0 | 123 |
Notional value of other swaps | $0 | 65 |
Futures and forward contracts | $0 | 12 |
Written option contracts | $0 | 86 |
Purchased option contracts | $0 | 62 |
2002-12-31 | Rank | |
Derivatives | $0 | 527 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 21 |
Interest rate contracts | $0 | 444 |
Notional value of interest rate swaps | $0 | 294 |
Futures and forward contracts | $0 | 158 |
Written option contracts | $0 | 138 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $0 | 110 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 103 |
Spot foreign exchange rate contracts | $0 | 81 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 109 |
Notional value of other swaps | $0 | 53 |
Futures and forward contracts | $0 | 11 |
Written option contracts | $0 | 75 |
Purchased option contracts | $0 | 59 |
2001-12-31 | Rank | |
Derivatives | $0 | 450 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 24 |
Interest rate contracts | $0 | 395 |
Notional value of interest rate swaps | $0 | 263 |
Futures and forward contracts | $0 | 140 |
Written option contracts | $0 | 91 |
Purchased option contracts | $0 | 176 |
Foreign exchange rate contracts | $0 | 113 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
Spot foreign exchange rate contracts | $0 | 79 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 28 |
Contracts on other commodities and equities. | $0 | 73 |
Notional value of other swaps | $0 | 28 |
Futures and forward contracts | $0 | 11 |
Written option contracts | $0 | 44 |
Purchased option contracts | $0 | 38 |
2000-12-31 | Rank | |
Derivatives | $0 | 481 |
Notional amount of credit derivatives | $0 | 31 |
Bank is guarantor | $0 | 24 |
Bank is beneficiary | $0 | 19 |
Interest rate contracts | $0 | 427 |
Notional value of interest rate swaps | $0 | 286 |
Futures and forward contracts | $0 | 127 |
Written option contracts | $0 | 98 |
Purchased option contracts | $0 | 204 |
Foreign exchange rate contracts | $0 | 134 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 125 |
Spot foreign exchange rate contracts | $0 | 90 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $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 | $0 | 488 |
Notional amount of credit derivatives | $0 | 27 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 15 |
Interest rate contracts | $0 | 447 |
Notional value of interest rate swaps | $0 | 316 |
Futures and forward contracts | $0 | 135 |
Written option contracts | $0 | 99 |
Purchased option contracts | $0 | 208 |
Foreign exchange rate contracts | $0 | 125 |
Notional value of exchange swaps | $0 | 38 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 120 |
Spot foreign exchange rate contracts | $0 | 87 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 36 |
Contracts on other commodities and equities. | $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 | $0 | 527 |
Notional amount of credit derivatives | $0 | 24 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 16 |
Interest rate contracts | $0 | 487 |
Notional value of interest rate swaps | $0 | 331 |
Futures and forward contracts | $0 | 151 |
Written option contracts | $0 | 98 |
Purchased option contracts | $0 | 228 |
Foreign exchange rate contracts | $0 | 135 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 127 |
Spot foreign exchange rate contracts | $0 | 101 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 39 |
Contracts on other commodities and equities. | $0 | 57 |
Notional value of other swaps | $0 | 22 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 40 |
Purchased option contracts | $0 | 27 |
1997-12-31 | Rank | |
Derivatives | $0 | 533 |
Notional amount of credit derivatives | $0 | 18 |
Bank is guarantor | $0 | 16 |
Bank is beneficiary | $0 | 11 |
Interest rate contracts | $0 | 492 |
Notional value of interest rate swaps | $0 | 323 |
Futures and forward contracts | $0 | 177 |
Written option contracts | $0 | 109 |
Purchased option contracts | $0 | 240 |
Foreign exchange rate contracts | $0 | 150 |
Notional value of exchange swaps | $0 | 37 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 140 |
Spot foreign exchange rate contracts | $0 | 110 |
Written option contracts | $0 | 41 |
Purchased option contracts | $0 | 43 |
Contracts on other commodities and equities. | $0 | 44 |
Notional value of other swaps | $0 | 18 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
1996-12-31 | Rank | |
Derivatives | $0 | 549 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 508 |
Notional value of interest rate swaps | $0 | 389 |
Futures and forward contracts | $0 | 134 |
Written option contracts | $0 | 132 |
Purchased option contracts | $0 | 241 |
Foreign exchange rate contracts | $0 | 170 |
Notional value of exchange swaps | $0 | 36 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 162 |
Spot foreign exchange rate contracts | $0 | 127 |
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 | $0 | 628 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 577 |
Notional value of interest rate swaps | $0 | 470 |
Futures and forward contracts | $0 | 149 |
Written option contracts | $0 | 132 |
Purchased option contracts | $0 | 296 |
Foreign exchange rate contracts | $0 | 190 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 183 |
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 | $0 | 687 |
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 | $0 | 190 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 196 |
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 | NA | NA |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
1993-12-31 | Rank | |
Derivatives | $0 | 714 |
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 | $0 | 204 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 212 |
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 | NA | NA |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
1992-12-31 | Rank | |
Derivatives | $0 | 651 |
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 | $0 | 229 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 237 |
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 | NA | NA |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |