Deutsche Bank Trust Company Delaware, Derivatives

2021-12-31Rank
Derivatives$01,308
Notional amount of credit derivatives$0106
Bank is guarantor$095
Bank is beneficiary$077
Interest rate contracts$01,287
Notional value of interest rate swaps$0412
Futures and forward contracts$0356
Written option contracts$0385
Purchased option contracts$0140
Foreign exchange rate contracts$086
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$029
Purchased option contracts$029
Contracts on other commodities and equities.$054
Notional value of other swaps$036
Futures and forward contracts$020
Written option contracts$032
Purchased option contracts$034
2021-09-30Rank
Derivatives$01,359
Notional amount of credit derivatives$0113
Bank is guarantor$0100
Bank is beneficiary$079
Interest rate contracts$01,341
Notional value of interest rate swaps$0430
Futures and forward contracts$0380
Written option contracts$0409
Purchased option contracts$0144
Foreign exchange rate contracts$088
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$035
Purchased option contracts$035
2021-06-30Rank
Derivatives$01,374
Notional amount of credit derivatives$0113
Bank is guarantor$0103
Bank is beneficiary$077
Interest rate contracts$01,356
Notional value of interest rate swaps$0427
Futures and forward contracts$0385
Written option contracts$0416
Purchased option contracts$0145
Foreign exchange rate contracts$091
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$056
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$037
Purchased option contracts$037
2021-03-31Rank
Derivatives$01,388
Notional amount of credit derivatives$0114
Bank is guarantor$0104
Bank is beneficiary$078
Interest rate contracts$01,369
Notional value of interest rate swaps$0428
Futures and forward contracts$0381
Written option contracts$0413
Purchased option contracts$0144
Foreign exchange rate contracts$089
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$029
Purchased option contracts$029
Contracts on other commodities and equities.$056
Notional value of other swaps$037
Futures and forward contracts$019
Written option contracts$037
Purchased option contracts$038
2020-12-31Rank
Derivatives$01,387
Notional amount of credit derivatives$0108
Bank is guarantor$0100
Bank is beneficiary$078
Interest rate contracts$01,371
Notional value of interest rate swaps$0430
Futures and forward contracts$0391
Written option contracts$0417
Purchased option contracts$0143
Foreign exchange rate contracts$090
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$055
Notional value of other swaps$037
Futures and forward contracts$018
Written option contracts$037
Purchased option contracts$037
2020-09-30Rank
Derivatives$01,374
Notional amount of credit derivatives$0105
Bank is guarantor$096
Bank is beneficiary$077
Interest rate contracts$01,360
Notional value of interest rate swaps$0428
Futures and forward contracts$0395
Written option contracts$0420
Purchased option contracts$0140
Foreign exchange rate contracts$084
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$056
Notional value of other swaps$038
Futures and forward contracts$018
Written option contracts$039
Purchased option contracts$039
2020-06-30Rank
Derivatives$01,380
Notional amount of credit derivatives$0101
Bank is guarantor$091
Bank is beneficiary$074
Interest rate contracts$01,364
Notional value of interest rate swaps$0430
Futures and forward contracts$0397
Written option contracts$0423
Purchased option contracts$0141
Foreign exchange rate contracts$086
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$029
Purchased option contracts$028
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$018
Written option contracts$038
Purchased option contracts$038
2020-03-31Rank
Derivatives$01,364
Notional amount of credit derivatives$099
Bank is guarantor$089
Bank is beneficiary$073
Interest rate contracts$01,347
Notional value of interest rate swaps$0417
Futures and forward contracts$0399
Written option contracts$0428
Purchased option contracts$0135
Foreign exchange rate contracts$090
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$018
Written option contracts$038
Purchased option contracts$037
2019-12-31Rank
Derivatives$01,328
Notional amount of credit derivatives$096
Bank is guarantor$088
Bank is beneficiary$069
Interest rate contracts$01,310
Notional value of interest rate swaps$0425
Futures and forward contracts$0410
Written option contracts$0437
Purchased option contracts$0131
Foreign exchange rate contracts$087
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$056
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$037
Purchased option contracts$037
2019-09-30Rank
Derivatives$01,338
Notional amount of credit derivatives$091
Bank is guarantor$084
Bank is beneficiary$069
Interest rate contracts$01,319
Notional value of interest rate swaps$0421
Futures and forward contracts$0437
Written option contracts$0456
Purchased option contracts$0123
Foreign exchange rate contracts$090
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$038
Purchased option contracts$037
2019-06-30Rank
Derivatives$01,343
Notional amount of credit derivatives$091
Bank is guarantor$085
Bank is beneficiary$066
Interest rate contracts$01,325
Notional value of interest rate swaps$0457
Futures and forward contracts$0473
Written option contracts$0500
Purchased option contracts$0131
Foreign exchange rate contracts$091
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$051
Notional value of other swaps$035
Futures and forward contracts$017
Written option contracts$037
Purchased option contracts$034
2019-03-31Rank
Derivatives$01,321
Notional amount of credit derivatives$090
Bank is guarantor$083
Bank is beneficiary$065
Interest rate contracts$01,306
Notional value of interest rate swaps$0450
Futures and forward contracts$0474
Written option contracts$0498
Purchased option contracts$0131
Foreign exchange rate contracts$099
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$053
Notional value of other swaps$034
Futures and forward contracts$017
Written option contracts$038
Purchased option contracts$036
2018-12-31Rank
Derivatives$01,312
Notional amount of credit derivatives$089
Bank is guarantor$081
Bank is beneficiary$066
Interest rate contracts$01,293
Notional value of interest rate swaps$0453
Futures and forward contracts$0475
Written option contracts$0510
Purchased option contracts$0131
Foreign exchange rate contracts$097
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$051
Notional value of other swaps$033
Futures and forward contracts$016
Written option contracts$038
Purchased option contracts$035
2018-09-30Rank
Derivatives$01,348
Notional amount of credit derivatives$088
Bank is guarantor$080
Bank is beneficiary$061
Interest rate contracts$01,326
Notional value of interest rate swaps$0451
Futures and forward contracts$0495
Written option contracts$0527
Purchased option contracts$0131
Foreign exchange rate contracts$0100
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$054
Notional value of other swaps$033
Futures and forward contracts$017
Written option contracts$037
Purchased option contracts$036
2018-06-30Rank
Derivatives$01,360
Notional amount of credit derivatives$088
Bank is guarantor$081
Bank is beneficiary$061
Interest rate contracts$01,337
Notional value of interest rate swaps$0452
Futures and forward contracts$0505
Written option contracts$0542
Purchased option contracts$0131
Foreign exchange rate contracts$0100
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$055
Notional value of other swaps$032
Futures and forward contracts$017
Written option contracts$039
Purchased option contracts$039
2018-03-31Rank
Derivatives$01,367
Notional amount of credit derivatives$084
Bank is guarantor$077
Bank is beneficiary$058
Interest rate contracts$01,339
Notional value of interest rate swaps$0451
Futures and forward contracts$0505
Written option contracts$0533
Purchased option contracts$0129
Foreign exchange rate contracts$0117
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0111
Spot foreign exchange rate contracts$085
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$055
Notional value of other swaps$031
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$039
2017-12-31Rank
Derivatives$01,375
Notional amount of credit derivatives$080
Bank is guarantor$072
Bank is beneficiary$060
Interest rate contracts$01,353
Notional value of interest rate swaps$0456
Futures and forward contracts$0512
Written option contracts$0541
Purchased option contracts$0124
Foreign exchange rate contracts$0116
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0110
Spot foreign exchange rate contracts$085
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$053
Notional value of other swaps$030
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$038
2017-09-30Rank
Derivatives$01,401
Notional amount of credit derivatives$077
Bank is guarantor$071
Bank is beneficiary$057
Interest rate contracts$01,377
Notional value of interest rate swaps$0458
Futures and forward contracts$0521
Written option contracts$0557
Purchased option contracts$0124
Foreign exchange rate contracts$0119
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0112
Spot foreign exchange rate contracts$084
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$053
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$039
2017-06-30Rank
Derivatives$01,429
Notional amount of credit derivatives$076
Bank is guarantor$069
Bank is beneficiary$054
Interest rate contracts$01,406
Notional value of interest rate swaps$0466
Futures and forward contracts$0544
Written option contracts$0572
Purchased option contracts$0129
Foreign exchange rate contracts$0118
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0111
Spot foreign exchange rate contracts$088
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$053
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$039
2017-03-31Rank
Derivatives$01,425
Notional amount of credit derivatives$072
Bank is guarantor$064
Bank is beneficiary$055
Interest rate contracts$01,403
Notional value of interest rate swaps$0461
Futures and forward contracts$0542
Written option contracts$0577
Purchased option contracts$0131
Foreign exchange rate contracts$0116
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0109
Spot foreign exchange rate contracts$085
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$055
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$041
Purchased option contracts$040
2016-12-31Rank
Derivatives$01,433
Notional amount of credit derivatives$071
Bank is guarantor$063
Bank is beneficiary$052
Interest rate contracts$01,408
Notional value of interest rate swaps$0553
Futures and forward contracts$0852
Written option contracts$0918
Purchased option contracts$0158
Foreign exchange rate contracts$0115
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0109
Spot foreign exchange rate contracts$083
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$062
Notional value of other swaps$030
Futures and forward contracts$017
Written option contracts$045
Purchased option contracts$044
2016-09-30Rank
Derivatives$01,446
Notional amount of credit derivatives$068
Bank is guarantor$060
Bank is beneficiary$051
Interest rate contracts$01,426
Notional value of interest rate swaps$0554
Futures and forward contracts$0878
Written option contracts$0927
Purchased option contracts$0159
Foreign exchange rate contracts$0115
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0110
Spot foreign exchange rate contracts$084
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$066
Notional value of other swaps$031
Futures and forward contracts$017
Written option contracts$049
Purchased option contracts$044
2016-06-30Rank
Derivatives$01,453
Notional amount of credit derivatives$071
Bank is guarantor$061
Bank is beneficiary$052
Interest rate contracts$01,430
Notional value of interest rate swaps$0551
Futures and forward contracts$0866
Written option contracts$0918
Purchased option contracts$0174
Foreign exchange rate contracts$0119
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$0114
Spot foreign exchange rate contracts$090
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$069
Notional value of other swaps$034
Futures and forward contracts$018
Written option contracts$050
Purchased option contracts$045
2016-03-31Rank
Derivatives$01,433
Notional amount of credit derivatives$066
Bank is guarantor$056
Bank is beneficiary$051
Interest rate contracts$01,408
Notional value of interest rate swaps$0542
Futures and forward contracts$0840
Written option contracts$0894
Purchased option contracts$0172
Foreign exchange rate contracts$0116
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0111
Spot foreign exchange rate contracts$085
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$073
Notional value of other swaps$035
Futures and forward contracts$020
Written option contracts$051
Purchased option contracts$045
2015-12-31Rank
Derivatives$01,420
Notional amount of credit derivatives$065
Bank is guarantor$055
Bank is beneficiary$048
Interest rate contracts$01,396
Notional value of interest rate swaps$0543
Futures and forward contracts$0833
Written option contracts$0872
Purchased option contracts$0172
Foreign exchange rate contracts$0114
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0109
Spot foreign exchange rate contracts$082
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$072
Notional value of other swaps$036
Futures and forward contracts$020
Written option contracts$050
Purchased option contracts$045
2015-09-30Rank
Derivatives$01,421
Notional amount of credit derivatives$065
Bank is guarantor$054
Bank is beneficiary$046
Interest rate contracts$01,392
Notional value of interest rate swaps$0536
Futures and forward contracts$0850
Written option contracts$0880
Purchased option contracts$0175
Foreign exchange rate contracts$0122
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0118
Spot foreign exchange rate contracts$088
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$072
Notional value of other swaps$034
Futures and forward contracts$020
Written option contracts$052
Purchased option contracts$044
2015-06-30Rank
Derivatives$01,433
Notional amount of credit derivatives$065
Bank is guarantor$053
Bank is beneficiary$047
Interest rate contracts$01,397
Notional value of interest rate swaps$0530
Futures and forward contracts$0844
Written option contracts$0897
Purchased option contracts$0173
Foreign exchange rate contracts$0116
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0113
Spot foreign exchange rate contracts$084
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$077
Notional value of other swaps$037
Futures and forward contracts$020
Written option contracts$057
Purchased option contracts$042
2015-03-31Rank
Derivatives$01,438
Notional amount of credit derivatives$065
Bank is guarantor$052
Bank is beneficiary$046
Interest rate contracts$01,396
Notional value of interest rate swaps$0527
Futures and forward contracts$0828
Written option contracts$0899
Purchased option contracts$0170
Foreign exchange rate contracts$0123
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0120
Spot foreign exchange rate contracts$087
Written option contracts$034
Purchased option contracts$034
Contracts on other commodities and equities.$080
Notional value of other swaps$035
Futures and forward contracts$020
Written option contracts$061
Purchased option contracts$045
2014-12-31Rank
Derivatives$01,406
Notional amount of credit derivatives$063
Bank is guarantor$050
Bank is beneficiary$045
Interest rate contracts$01,367
Notional value of interest rate swaps$0513
Futures and forward contracts$0802
Written option contracts$0871
Purchased option contracts$0171
Foreign exchange rate contracts$0120
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$0117
Spot foreign exchange rate contracts$084
Written option contracts$034
Purchased option contracts$034
Contracts on other commodities and equities.$080
Notional value of other swaps$034
Futures and forward contracts$022
Written option contracts$061
Purchased option contracts$046
2014-09-30Rank
Derivatives$01,399
Notional amount of credit derivatives$064
Bank is guarantor$050
Bank is beneficiary$046
Interest rate contracts$01,355
Notional value of interest rate swaps$0502
Futures and forward contracts$0795
Written option contracts$0881
Purchased option contracts$0169
Foreign exchange rate contracts$0125
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0121
Spot foreign exchange rate contracts$087
Written option contracts$033
Purchased option contracts$034
Contracts on other commodities and equities.$088
Notional value of other swaps$032
Futures and forward contracts$024
Written option contracts$068
Purchased option contracts$051
2014-06-30Rank
Derivatives$01,413
Notional amount of credit derivatives$064
Bank is guarantor$049
Bank is beneficiary$047
Interest rate contracts$01,367
Notional value of interest rate swaps$0503
Futures and forward contracts$0816
Written option contracts$0884
Purchased option contracts$0174
Foreign exchange rate contracts$0120
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0114
Spot foreign exchange rate contracts$080
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$092
Notional value of other swaps$033
Futures and forward contracts$023
Written option contracts$072
Purchased option contracts$051
2014-03-31Rank
Derivatives$01,406
Notional amount of credit derivatives$062
Bank is guarantor$047
Bank is beneficiary$045
Interest rate contracts$01,356
Notional value of interest rate swaps$0495
Futures and forward contracts$0790
Written option contracts$0879
Purchased option contracts$0172
Foreign exchange rate contracts$0117
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0110
Spot foreign exchange rate contracts$080
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$094
Notional value of other swaps$034
Futures and forward contracts$025
Written option contracts$073
Purchased option contracts$050
2013-12-31Rank
Derivatives$01,397
Notional amount of credit derivatives$059
Bank is guarantor$044
Bank is beneficiary$043
Interest rate contracts$01,347
Notional value of interest rate swaps$0483
Futures and forward contracts$0792
Written option contracts$0858
Purchased option contracts$0164
Foreign exchange rate contracts$0114
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0106
Spot foreign exchange rate contracts$077
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$090
Notional value of other swaps$034
Futures and forward contracts$025
Written option contracts$070
Purchased option contracts$050
2013-09-30Rank
Derivatives$01,433
Notional amount of credit derivatives$058
Bank is guarantor$043
Bank is beneficiary$043
Interest rate contracts$01,377
Notional value of interest rate swaps$0469
Futures and forward contracts$0831
Written option contracts$0876
Purchased option contracts$0158
Foreign exchange rate contracts$0116
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$0107
Spot foreign exchange rate contracts$079
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$095
Notional value of other swaps$035
Futures and forward contracts$027
Written option contracts$072
Purchased option contracts$049
2013-06-30Rank
Derivatives$01,421
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$01,362
Notional value of interest rate swaps$0460
Futures and forward contracts$0826
Written option contracts$0875
Purchased option contracts$0152
Foreign exchange rate contracts$0122
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0114
Spot foreign exchange rate contracts$081
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$097
Notional value of other swaps$036
Futures and forward contracts$026
Written option contracts$075
Purchased option contracts$052
2013-03-31Rank
Derivatives$01,409
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$01,350
Notional value of interest rate swaps$0449
Futures and forward contracts$0809
Written option contracts$0875
Purchased option contracts$0157
Foreign exchange rate contracts$0116
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$0108
Spot foreign exchange rate contracts$077
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0101
Notional value of other swaps$037
Futures and forward contracts$024
Written option contracts$078
Purchased option contracts$056
2012-12-31Rank
Derivatives$01,372
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$039
Interest rate contracts$01,317
Notional value of interest rate swaps$0435
Futures and forward contracts$0782
Written option contracts$0845
Purchased option contracts$0156
Foreign exchange rate contracts$0110
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0103
Spot foreign exchange rate contracts$074
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$098
Notional value of other swaps$035
Futures and forward contracts$021
Written option contracts$076
Purchased option contracts$055
2012-09-30Rank
Derivatives$01,374
Notional amount of credit derivatives$052
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$01,313
Notional value of interest rate swaps$0425
Futures and forward contracts$0769
Written option contracts$0839
Purchased option contracts$0157
Foreign exchange rate contracts$0112
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0105
Spot foreign exchange rate contracts$077
Written option contracts$034
Purchased option contracts$035
Contracts on other commodities and equities.$0106
Notional value of other swaps$037
Futures and forward contracts$022
Written option contracts$080
Purchased option contracts$058
2012-06-30Rank
Derivatives$01,335
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$034
Interest rate contracts$01,282
Notional value of interest rate swaps$0414
Futures and forward contracts$0741
Written option contracts$0808
Purchased option contracts$0157
Foreign exchange rate contracts$0109
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0102
Spot foreign exchange rate contracts$074
Written option contracts$035
Purchased option contracts$035
Contracts on other commodities and equities.$0100
Notional value of other swaps$036
Futures and forward contracts$021
Written option contracts$074
Purchased option contracts$057
2012-03-31Rank
Derivatives$01,301
Notional amount of credit derivatives$051
Bank is guarantor$043
Bank is beneficiary$035
Interest rate contracts$01,242
Notional value of interest rate swaps$0408
Futures and forward contracts$0728
Written option contracts$0789
Purchased option contracts$0154
Foreign exchange rate contracts$0103
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$072
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0105
Notional value of other swaps$036
Futures and forward contracts$023
Written option contracts$077
Purchased option contracts$060
2011-12-31Rank
Derivatives$01,200
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$035
Interest rate contracts$01,143
Notional value of interest rate swaps$0369
Futures and forward contracts$0659
Written option contracts$0734
Purchased option contracts$0142
Foreign exchange rate contracts$0101
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$071
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$095
Notional value of other swaps$037
Futures and forward contracts$017
Written option contracts$072
Purchased option contracts$059
2011-09-30Rank
Derivatives$01,197
Notional amount of credit derivatives$046
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$01,137
Notional value of interest rate swaps$0363
Futures and forward contracts$0648
Written option contracts$0730
Purchased option contracts$0141
Foreign exchange rate contracts$0101
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$074
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0102
Notional value of other swaps$037
Futures and forward contracts$018
Written option contracts$077
Purchased option contracts$061
2011-06-30Rank
Derivatives$01,174
Notional amount of credit derivatives$045
Bank is guarantor$038
Bank is beneficiary$031
Interest rate contracts$01,113
Notional value of interest rate swaps$0361
Futures and forward contracts$0628
Written option contracts$0701
Purchased option contracts$0143
Foreign exchange rate contracts$0101
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$093
Spot foreign exchange rate contracts$070
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0104
Notional value of other swaps$039
Futures and forward contracts$017
Written option contracts$077
Purchased option contracts$063
2011-03-31Rank
Derivatives$01,155
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$032
Interest rate contracts$01,090
Notional value of interest rate swaps$0359
Futures and forward contracts$0610
Written option contracts$0700
Purchased option contracts$0139
Foreign exchange rate contracts$0101
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$092
Spot foreign exchange rate contracts$068
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$0108
Notional value of other swaps$043
Futures and forward contracts$015
Written option contracts$081
Purchased option contracts$065
2010-12-31Rank
Derivatives$01,180
Notional amount of credit derivatives$048
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$01,118
Notional value of interest rate swaps$0354
Futures and forward contracts$0635
Written option contracts$0722
Purchased option contracts$0142
Foreign exchange rate contracts$0104
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$066
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0106
Notional value of other swaps$042
Futures and forward contracts$015
Written option contracts$079
Purchased option contracts$065
2010-09-30Rank
Derivatives$01,217
Notional amount of credit derivatives$047
Bank is guarantor$036
Bank is beneficiary$032
Interest rate contracts$01,147
Notional value of interest rate swaps$0352
Futures and forward contracts$0630
Written option contracts$0752
Purchased option contracts$0135
Foreign exchange rate contracts$0105
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$069
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$0114
Notional value of other swaps$046
Futures and forward contracts$014
Written option contracts$086
Purchased option contracts$063
2010-06-30Rank
Derivatives$01,169
Notional amount of credit derivatives$047
Bank is guarantor$037
Bank is beneficiary$033
Interest rate contracts$01,100
Notional value of interest rate swaps$0352
Futures and forward contracts$0592
Written option contracts$0710
Purchased option contracts$0143
Foreign exchange rate contracts$0105
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$067
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$0117
Notional value of other swaps$049
Futures and forward contracts$015
Written option contracts$087
Purchased option contracts$063
2010-03-31Rank
Derivatives$01,156
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$033
Interest rate contracts$01,088
Notional value of interest rate swaps$0357
Futures and forward contracts$0580
Written option contracts$0689
Purchased option contracts$0142
Foreign exchange rate contracts$0104
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$070
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0122
Notional value of other swaps$053
Futures and forward contracts$015
Written option contracts$091
Purchased option contracts$066
2009-12-31Rank
Derivatives$01,137
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$035
Interest rate contracts$01,070
Notional value of interest rate swaps$0347
Futures and forward contracts$0570
Written option contracts$0689
Purchased option contracts$0146
Foreign exchange rate contracts$0100
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$067
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$0118
Notional value of other swaps$053
Futures and forward contracts$014
Written option contracts$090
Purchased option contracts$065
2009-09-30Rank
Derivatives$01,183
Notional amount of credit derivatives$051
Bank is guarantor$042
Bank is beneficiary$036
Interest rate contracts$01,099
Notional value of interest rate swaps$0346
Futures and forward contracts$0590
Written option contracts$0717
Purchased option contracts$0147
Foreign exchange rate contracts$0101
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$070
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0130
Notional value of other swaps$058
Futures and forward contracts$017
Written option contracts$098
Purchased option contracts$067
2009-06-30Rank
Derivatives$01,221
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$036
Interest rate contracts$01,134
Notional value of interest rate swaps$0357
Futures and forward contracts$0609
Written option contracts$0739
Purchased option contracts$0145
Foreign exchange rate contracts$0102
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$069
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0135
Notional value of other swaps$065
Futures and forward contracts$016
Written option contracts$0100
Purchased option contracts$075
2009-03-31Rank
Derivatives$01,177
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$038
Interest rate contracts$01,078
Notional value of interest rate swaps$0347
Futures and forward contracts$0582
Written option contracts$0706
Purchased option contracts$0145
Foreign exchange rate contracts$0106
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0100
Spot foreign exchange rate contracts$071
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0135
Notional value of other swaps$062
Futures and forward contracts$016
Written option contracts$0104
Purchased option contracts$079
2008-12-31Rank
Derivatives$01,109
Notional amount of credit derivatives$050
Bank is guarantor$036
Bank is beneficiary$040
Interest rate contracts$01,015
Notional value of interest rate swaps$0349
Futures and forward contracts$0537
Written option contracts$0636
Purchased option contracts$0145
Foreign exchange rate contracts$0104
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$071
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0134
Notional value of other swaps$070
Futures and forward contracts$016
Written option contracts$0102
Purchased option contracts$076
2008-09-30Rank
Derivatives$01,077
Notional amount of credit derivatives$054
Bank is guarantor$039
Bank is beneficiary$041
Interest rate contracts$0973
Notional value of interest rate swaps$0346
Futures and forward contracts$0517
Written option contracts$0604
Purchased option contracts$0153
Foreign exchange rate contracts$0104
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$073
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0149
Notional value of other swaps$073
Futures and forward contracts$015
Written option contracts$0112
Purchased option contracts$082
2008-06-30Rank
Derivatives$01,075
Notional amount of credit derivatives$052
Bank is guarantor$037
Bank is beneficiary$039
Interest rate contracts$0971
Notional value of interest rate swaps$0350
Futures and forward contracts$0487
Written option contracts$0598
Purchased option contracts$0152
Foreign exchange rate contracts$0102
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$073
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0156
Notional value of other swaps$075
Futures and forward contracts$017
Written option contracts$0114
Purchased option contracts$087
2008-03-31Rank
Derivatives$01,109
Notional amount of credit derivatives$050
Bank is guarantor$038
Bank is beneficiary$037
Interest rate contracts$01,003
Notional value of interest rate swaps$0344
Futures and forward contracts$0496
Written option contracts$0632
Purchased option contracts$0158
Foreign exchange rate contracts$0105
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$071
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$0157
Notional value of other swaps$076
Futures and forward contracts$018
Written option contracts$0113
Purchased option contracts$083
2007-12-31Rank
Derivatives$01,052
Notional amount of credit derivatives$048
Bank is guarantor$036
Bank is beneficiary$037
Interest rate contracts$0947
Notional value of interest rate swaps$0335
Futures and forward contracts$0454
Written option contracts$0590
Purchased option contracts$0169
Foreign exchange rate contracts$0100
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$070
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$0157
Notional value of other swaps$079
Futures and forward contracts$022
Written option contracts$0111
Purchased option contracts$082
2007-09-30Rank
Derivatives$5,342,000578
Notional amount of credit derivatives$048
Bank is guarantor$035
Bank is beneficiary$039
Interest rate contracts$5,342,000552
Notional value of interest rate swaps$5,342,000284
Futures and forward contracts$0443
Written option contracts$0558
Purchased option contracts$0177
Foreign exchange rate contracts$0100
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$072
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$0170
Notional value of other swaps$083
Futures and forward contracts$024
Written option contracts$0124
Purchased option contracts$086
2007-06-30Rank
Derivatives$5,250,000620
Notional amount of credit derivatives$052
Bank is guarantor$039
Bank is beneficiary$037
Interest rate contracts$5,250,000593
Notional value of interest rate swaps$5,250,000302
Futures and forward contracts$0460
Written option contracts$0570
Purchased option contracts$0190
Foreign exchange rate contracts$0105
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$072
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$0163
Notional value of other swaps$082
Futures and forward contracts$027
Written option contracts$0118
Purchased option contracts$083
2007-03-31Rank
Derivatives$5,158,000613
Notional amount of credit derivatives$054
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$5,158,000586
Notional value of interest rate swaps$5,158,000300
Futures and forward contracts$0444
Written option contracts$0548
Purchased option contracts$0191
Foreign exchange rate contracts$0101
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$072
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0169
Notional value of other swaps$083
Futures and forward contracts$026
Written option contracts$0123
Purchased option contracts$088
2006-12-31Rank
Derivatives$21,080,000373
Notional amount of credit derivatives$048
Bank is guarantor$034
Bank is beneficiary$036
Interest rate contracts$11,722,000448
Notional value of interest rate swaps$11,722,000271
Futures and forward contracts$0427
Written option contracts$0518
Purchased option contracts$0188
Foreign exchange rate contracts$0104
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$098
Spot foreign exchange rate contracts$073
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$9,358,00047
Notional value of other swaps$084
Futures and forward contracts$026
Written option contracts$4,679,00033
Purchased option contracts$4,679,00030
2006-09-30Rank
Derivatives$21,052,000386
Notional amount of credit derivatives$047
Bank is guarantor$034
Bank is beneficiary$035
Interest rate contracts$11,634,000466
Notional value of interest rate swaps$11,634,000273
Futures and forward contracts$0430
Written option contracts$0512
Purchased option contracts$0185
Foreign exchange rate contracts$0109
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$077
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$9,418,00048
Notional value of other swaps$085
Futures and forward contracts$027
Written option contracts$4,709,00039
Purchased option contracts$4,709,00031
2006-06-30Rank
Derivatives$19,867,000412
Notional amount of credit derivatives$041
Bank is guarantor$026
Bank is beneficiary$035
Interest rate contracts$10,259,000468
Notional value of interest rate swaps$10,259,000279
Futures and forward contracts$0416
Written option contracts$0505
Purchased option contracts$0168
Foreign exchange rate contracts$0105
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$098
Spot foreign exchange rate contracts$077
Written option contracts$036
Purchased option contracts$033
Contracts on other commodities and equities.$9,608,00048
Notional value of other swaps$088
Futures and forward contracts$029
Written option contracts$4,804,00037
Purchased option contracts$4,804,00031
2006-03-31Rank
Derivatives$51,089,000261
Notional amount of credit derivatives$041
Bank is guarantor$027
Bank is beneficiary$035
Interest rate contracts$21,959,000355
Notional value of interest rate swaps$21,959,000236
Futures and forward contracts$0407
Written option contracts$0497
Purchased option contracts$0163
Foreign exchange rate contracts$0104
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$078
Written option contracts$034
Purchased option contracts$031
Contracts on other commodities and equities.$29,130,00032
Notional value of other swaps$087
Futures and forward contracts$030
Written option contracts$14,565,00022
Purchased option contracts$14,565,00023
2005-12-31Rank
Derivatives$51,545,000253
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$033
Interest rate contracts$21,959,000329
Notional value of interest rate swaps$21,959,000232
Futures and forward contracts$0388
Written option contracts$0465
Purchased option contracts$0157
Foreign exchange rate contracts$0103
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$072
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$29,586,00035
Notional value of other swaps$084
Futures and forward contracts$029
Written option contracts$14,793,00022
Purchased option contracts$14,793,00022
2005-09-30Rank
Derivatives$51,869,000257
Notional amount of credit derivatives$039
Bank is guarantor$028
Bank is beneficiary$031
Interest rate contracts$21,925,000334
Notional value of interest rate swaps$21,925,000227
Futures and forward contracts$0355
Written option contracts$0439
Purchased option contracts$0141
Foreign exchange rate contracts$0111
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$0107
Spot foreign exchange rate contracts$079
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$29,944,00035
Notional value of other swaps$076
Futures and forward contracts$027
Written option contracts$14,972,00024
Purchased option contracts$14,972,00024
2005-06-30Rank
Derivatives$52,139,000248
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$031
Interest rate contracts$21,895,000320
Notional value of interest rate swaps$21,895,000229
Futures and forward contracts$0325
Written option contracts$0424
Purchased option contracts$0117
Foreign exchange rate contracts$0109
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$078
Written option contracts$034
Purchased option contracts$032
Contracts on other commodities and equities.$30,244,00032
Notional value of other swaps$079
Futures and forward contracts$024
Written option contracts$15,122,00021
Purchased option contracts$15,122,00022
2005-03-31Rank
Derivatives$52,640,000231
Notional amount of credit derivatives$035
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$21,868,000295
Notional value of interest rate swaps$21,868,000226
Futures and forward contracts$0283
Written option contracts$0342
Purchased option contracts$0119
Foreign exchange rate contracts$0112
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$0109
Spot foreign exchange rate contracts$081
Written option contracts$034
Purchased option contracts$033
Contracts on other commodities and equities.$30,772,00033
Notional value of other swaps$080
Futures and forward contracts$015
Written option contracts$15,386,00021
Purchased option contracts$15,386,00023
2004-12-31Rank
Derivatives$53,327,000227
Notional amount of credit derivatives$035
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$21,847,000289
Notional value of interest rate swaps$21,847,000233
Futures and forward contracts$0272
Written option contracts$0340
Purchased option contracts$0114
Foreign exchange rate contracts$0109
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$074
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$31,480,00033
Notional value of other swaps$078
Futures and forward contracts$014
Written option contracts$15,740,00020
Purchased option contracts$15,740,00022
2004-09-30Rank
Derivatives$54,933,000230
Notional amount of credit derivatives$036
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$21,831,000304
Notional value of interest rate swaps$21,831,000235
Futures and forward contracts$0268
Written option contracts$0334
Purchased option contracts$0120
Foreign exchange rate contracts$0111
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0107
Spot foreign exchange rate contracts$080
Written option contracts$034
Purchased option contracts$033
Contracts on other commodities and equities.$33,102,00034
Notional value of other swaps$075
Futures and forward contracts$014
Written option contracts$16,551,00021
Purchased option contracts$16,551,00023
2004-06-30Rank
Derivatives$55,449,000233
Notional amount of credit derivatives$037
Bank is guarantor$023
Bank is beneficiary$031
Interest rate contracts$21,819,000304
Notional value of interest rate swaps$21,819,000235
Futures and forward contracts$0251
Written option contracts$0309
Purchased option contracts$0123
Foreign exchange rate contracts$0110
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0106
Spot foreign exchange rate contracts$081
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$33,630,00033
Notional value of other swaps$074
Futures and forward contracts$014
Written option contracts$16,815,00021
Purchased option contracts$16,815,00023
2004-03-31Rank
Derivatives$56,469,000238
Notional amount of credit derivatives$037
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$21,815,000312
Notional value of interest rate swaps$21,815,000231
Futures and forward contracts$0237
Written option contracts$0273
Purchased option contracts$0122
Foreign exchange rate contracts$0107
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0102
Spot foreign exchange rate contracts$078
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$34,654,00029
Notional value of other swaps$071
Futures and forward contracts$013
Written option contracts$17,327,00020
Purchased option contracts$17,327,00023
2003-12-31Rank
Derivatives$57,441,000221
Notional amount of credit derivatives$032
Bank is guarantor$020
Bank is beneficiary$029
Interest rate contracts$21,805,000297
Notional value of interest rate swaps$21,805,000238
Futures and forward contracts$0228
Written option contracts$0251
Purchased option contracts$0125
Foreign exchange rate contracts$0109
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0100
Spot foreign exchange rate contracts$077
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$35,636,00028
Notional value of other swaps$070
Futures and forward contracts$013
Written option contracts$17,818,00019
Purchased option contracts$17,818,00022
2003-09-30Rank
Derivatives$58,207,000228
Notional amount of credit derivatives$032
Bank is guarantor$019
Bank is beneficiary$028
Interest rate contracts$21,795,000307
Notional value of interest rate swaps$21,795,000236
Futures and forward contracts$0219
Written option contracts$0233
Purchased option contracts$0130
Foreign exchange rate contracts$0112
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0105
Spot foreign exchange rate contracts$078
Written option contracts$032
Purchased option contracts$030
Contracts on other commodities and equities.$36,412,00029
Notional value of other swaps$070
Futures and forward contracts$014
Written option contracts$18,206,00020
Purchased option contracts$18,206,00023
2003-06-30Rank
Derivatives$66,537,000226
Notional amount of credit derivatives$030
Bank is guarantor$020
Bank is beneficiary$025
Interest rate contracts$25,131,000298
Notional value of interest rate swaps$25,131,000211
Futures and forward contracts$0197
Written option contracts$0209
Purchased option contracts$0134
Foreign exchange rate contracts$0111
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$078
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$41,406,00028
Notional value of other swaps$068
Futures and forward contracts$014
Written option contracts$20,703,00019
Purchased option contracts$20,703,00022
2003-03-31Rank
Derivatives$160,603,000169
Notional amount of credit derivatives$033
Bank is guarantor$023
Bank is beneficiary$025
Interest rate contracts$112,063,000174
Notional value of interest rate swaps$112,063,000133
Futures and forward contracts$0175
Written option contracts$0168
Purchased option contracts$0139
Foreign exchange rate contracts$0110
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$081
Written option contracts$028
Purchased option contracts$027
Contracts on other commodities and equities.$48,540,00027
Notional value of other swaps$065
Futures and forward contracts$012
Written option contracts$24,270,00019
Purchased option contracts$24,270,00022
2002-12-31Rank
Derivatives$191,771,000146
Notional amount of credit derivatives$030
Bank is guarantor$023
Bank is beneficiary$021
Interest rate contracts$124,141,000151
Notional value of interest rate swaps$124,141,000124
Futures and forward contracts$0158
Written option contracts$0138
Purchased option contracts$0146
Foreign exchange rate contracts$0110
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0103
Spot foreign exchange rate contracts$081
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$67,630,00026
Notional value of other swaps$053
Futures and forward contracts$011
Written option contracts$33,815,00018
Purchased option contracts$33,815,00020
2001-12-31Rank
Derivatives$302,530,000116
Notional amount of credit derivatives$032
Bank is guarantor$022
Bank is beneficiary$024
Interest rate contracts$258,694,000118
Notional value of interest rate swaps$258,694,000100
Futures and forward contracts$0140
Written option contracts$091
Purchased option contracts$0176
Foreign exchange rate contracts$7,743,00072
Notional value of exchange swaps$7,743,00034
Commitments to purchase foreign currencies & U.S. dollar exchange$0105
Spot foreign exchange rate contracts$079
Written option contracts$028
Purchased option contracts$028
Contracts on other commodities and equities.$36,093,00027
Notional value of other swaps$028
Futures and forward contracts$011
Written option contracts$044
Purchased option contracts$36,093,00017
2000-12-31Rank
Derivatives$509,816,000113
Notional amount of credit derivatives$031
Bank is guarantor$024
Bank is beneficiary$019
Interest rate contracts$459,548,000107
Notional value of interest rate swaps$459,548,00092
Futures and forward contracts$0127
Written option contracts$098
Purchased option contracts$0204
Foreign exchange rate contracts$7,025,00082
Notional value of exchange swaps$7,025,00034
Commitments to purchase foreign currencies & U.S. dollar exchange$0125
Spot foreign exchange rate contracts$090
Written option contracts$028
Purchased option contracts$029
Contracts on other commodities and equities.$43,243,00028
Notional value of other swaps$024
Futures and forward contracts$012
Written option contracts$049
Purchased option contracts$43,243,00019
1999-12-31Rank
Derivatives$617,980,000114
Notional amount of credit derivatives$027
Bank is guarantor$023
Bank is beneficiary$015
Interest rate contracts$617,980,000104
Notional value of interest rate swaps$565,980,00088
Futures and forward contracts$0135
Written option contracts$52,000,00062
Purchased option contracts$0208
Foreign exchange rate contracts$0125
Notional value of exchange swaps$038
Commitments to purchase foreign currencies & U.S. dollar exchange$0120
Spot foreign exchange rate contracts$087
Written option contracts$035
Purchased option contracts$036
Contracts on other commodities and equities.$060
Notional value of other swaps$024
Futures and forward contracts$010
Written option contracts$047
Purchased option contracts$032
1998-12-31Rank
Derivatives$876,865,000101
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$876,865,00094
Notional value of interest rate swaps$547,959,00095
Futures and forward contracts$260,000,00052
Written option contracts$68,906,00062
Purchased option contracts$0228
Foreign exchange rate contracts$0135
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$0127
Spot foreign exchange rate contracts$0101
Written option contracts$037
Purchased option contracts$039
Contracts on other commodities and equities.$057
Notional value of other swaps$022
Futures and forward contracts$013
Written option contracts$040
Purchased option contracts$027
1997-12-31Rank
Derivatives$1,011,275,00095
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$1,004,150,00088
Notional value of interest rate swaps$216,787,000135
Futures and forward contracts$480,100,00041
Written option contracts$287,756,00046
Purchased option contracts$19,507,000162
Foreign exchange rate contracts$7,125,00096
Notional value of exchange swaps$037
Commitments to purchase foreign currencies & U.S. dollar exchange$0140
Spot foreign exchange rate contracts$0110
Written option contracts$041
Purchased option contracts$7,125,00034
Contracts on other commodities and equities.$044
Notional value of other swaps$018
Futures and forward contracts$017
Written option contracts$028
Purchased option contracts$027
1996-12-31Rank
Derivatives$1,111,345,000102
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$1,111,345,00096
Notional value of interest rate swaps$85,368,000203
Futures and forward contracts$525,500,00040
Written option contracts$500,477,00040
Purchased option contracts$0241
Foreign exchange rate contracts$0170
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$0162
Spot foreign exchange rate contracts$0127
Written option contracts$037
Purchased option contracts$041
Contracts on other commodities and equities.$044
Notional value of other swaps$016
Futures and forward contracts$019
Written option contracts$027
Purchased option contracts$026
1995-12-31Rank
Derivatives$3,473,414,00066
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$3,460,406,00064
Notional value of interest rate swaps$82,828,000255
Futures and forward contracts$2,236,380,00025
Written option contracts$1,141,198,00027
Purchased option contracts$0296
Foreign exchange rate contracts$0190
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0183
Spot foreign exchange rate contracts$0142
Written option contracts$044
Purchased option contracts$047
Contracts on other commodities and equities.$13,008,00024
Notional value of other swaps$13,008,00016
Futures and forward contracts$021
Written option contracts$026
Purchased option contracts$032
1994-12-31Rank
Derivatives$5,972,011,00052
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$5,972,011,00045
Notional value of interest rate swaps$516,566,000133
Futures and forward contracts$3,241,667,00021
Written option contracts$1,600,796,00022
Purchased option contracts$612,982,00051
Foreign exchange rate contracts$0190
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0196
Spot foreign exchange rate contractsNANA
Written option contracts$036
Purchased option contracts$042
Contracts on other commodities and equities.$052
Notional value of other swaps$016
Futures and forward contracts$020
Written option contracts$017
Purchased option contracts$027
1993-12-31Rank
Derivatives$25,052,028,00021
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$25,052,028,00016
Notional value of interest rate swaps$515,044,000131
Futures and forward contracts$1,973,165,00027
Written option contracts$11,382,087,00010
Purchased option contracts$11,181,732,00012
Foreign exchange rate contracts$0204
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0212
Spot foreign exchange rate contractsNANA
Written option contracts$039
Purchased option contracts$040
Contracts on other commodities and equities.$046
Notional value of other swaps$015
Futures and forward contracts$020
Written option contracts$015
Purchased option contracts$024
1992-12-31Rank
Derivatives$2,621,256,00062
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$2,614,266,00055
Notional value of interest rate swaps$388,615,000117
Futures and forward contracts$1,638,919,00031
Written option contracts$0109
Purchased option contracts$586,732,00033
Foreign exchange rate contracts$6,990,000122
Notional value of exchange swaps$6,990,00029
Commitments to purchase foreign currencies & U.S. dollar exchange$0237
Spot foreign exchange rate contractsNANA
Written option contracts$043
Purchased option contracts$041
Contracts on other commodities and equities.$032
Notional value of other swaps$012
Futures and forward contracts$019
Written option contracts$015
Purchased option contracts$013