Dubuque Bank and Trust Company, Derivatives

2023-09-30Rank
Derivatives$221,240,000308
Notional amount of credit derivativesNANA
Bank is guarantor$0149
Bank is beneficiary$0128
Interest rate contracts$221,240,000310
Notional value of interest rate swaps$221,240,000252
Futures and forward contracts$0343
Written option contracts$0349
Purchased option contracts$0171
Foreign exchange rate contracts$0130
Notional value of exchange swaps$078
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$028
Purchased option contracts$027
Contracts on other commodities and equities.$078
Notional value of other swaps$081
Futures and forward contracts$031
Written option contracts$030
Purchased option contracts$039
2023-06-30Rank
Derivatives$227,784,000288
Notional amount of credit derivativesNANA
Bank is guarantor$0141
Bank is beneficiary$0122
Interest rate contracts$227,784,000290
Notional value of interest rate swaps$227,784,000237
Futures and forward contracts$0341
Written option contracts$0347
Purchased option contracts$0173
Foreign exchange rate contracts$0127
Notional value of exchange swaps$078
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$028
Purchased option contracts$026
Contracts on other commodities and equities.$079
Notional value of other swaps$081
Futures and forward contracts$036
Written option contracts$030
Purchased option contracts$042
2023-03-31Rank
Derivatives$230,770,000288
Notional amount of credit derivativesNANA
Bank is guarantor$0100
Bank is beneficiary$080
Interest rate contracts$230,770,000290
Notional value of interest rate swaps$230,770,000235
Futures and forward contracts$0320
Written option contracts$0350
Purchased option contracts$0150
Foreign exchange rate contracts$079
Notional value of exchange swaps$032
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.$052
Notional value of other swaps$035
Futures and forward contracts$021
Written option contracts$029
Purchased option contracts$029
2022-12-31Rank
Derivatives$237,875,000271
Notional amount of credit derivativesNANA
Bank is guarantor$3,975,00096
Bank is beneficiary$078
Interest rate contracts$233,900,000270
Notional value of interest rate swaps$233,900,000225
Futures and forward contracts$0316
Written option contracts$0347
Purchased option contracts$0146
Foreign exchange rate contracts$082
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$030
Contracts on other commodities and equities.$055
Notional value of other swaps$038
Futures and forward contracts$021
Written option contracts$029
Purchased option contracts$031
2022-09-30Rank
Derivatives$240,886,000272
Notional amount of credit derivativesNANA
Bank is guarantor$4,040,00093
Bank is beneficiary$077
Interest rate contracts$236,846,000271
Notional value of interest rate swaps$236,846,000225
Futures and forward contracts$0333
Written option contracts$0357
Purchased option contracts$0142
Foreign exchange rate contracts$084
Notional value of exchange swaps$033
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.$053
Notional value of other swaps$038
Futures and forward contracts$020
Written option contracts$027
Purchased option contracts$030
2022-06-30Rank
Derivatives$247,562,000274
Notional amount of credit derivatives$4,105,00099
Bank is guarantor$4,105,00091
Bank is beneficiary$075
Interest rate contracts$243,457,000273
Notional value of interest rate swaps$243,457,000218
Futures and forward contracts$0346
Written option contracts$0368
Purchased option contracts$0133
Foreign exchange rate contracts$083
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.$053
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$030
Purchased option contracts$030
2022-03-31Rank
Derivatives$253,574,000282
Notional amount of credit derivatives$4,167,000100
Bank is guarantor$4,167,00091
Bank is beneficiary$075
Interest rate contracts$249,407,000280
Notional value of interest rate swaps$249,407,000222
Futures and forward contracts$0353
Written option contracts$0376
Purchased option contracts$0141
Foreign exchange rate contracts$083
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$028
Purchased option contracts$028
Contracts on other commodities and equities.$053
Notional value of other swaps$036
Futures and forward contracts$018
Written option contracts$031
Purchased option contracts$032
2021-12-31Rank
Derivatives$251,934,000293
Notional amount of credit derivatives$4,229,00099
Bank is guarantor$4,229,00090
Bank is beneficiary$077
Interest rate contracts$247,705,000289
Notional value of interest rate swaps$247,705,000226
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$235,957,000316
Notional amount of credit derivatives$4,291,000105
Bank is guarantor$4,291,00094
Bank is beneficiary$079
Interest rate contracts$231,666,000312
Notional value of interest rate swaps$231,666,000228
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$319,278,000281
Notional amount of credit derivatives$4,353,000106
Bank is guarantor$4,353,00096
Bank is beneficiary$077
Interest rate contracts$314,925,000280
Notional value of interest rate swaps$314,925,000205
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$313,387,000292
Notional amount of credit derivatives$4,412,000107
Bank is guarantor$4,412,00096
Bank is beneficiary$078
Interest rate contracts$308,975,000290
Notional value of interest rate swaps$308,975,000205
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$365,918,000283
Notional amount of credit derivatives$4,471,000102
Bank is guarantor$4,471,00094
Bank is beneficiary$078
Interest rate contracts$361,447,000283
Notional value of interest rate swaps$361,447,000198
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$368,306,000290
Notional amount of credit derivatives$4,530,000100
Bank is guarantor$4,530,00092
Bank is beneficiary$077
Interest rate contracts$363,776,000290
Notional value of interest rate swaps$363,776,000195
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$367,281,000283
Notional amount of credit derivatives$4,589,00095
Bank is guarantor$4,589,00087
Bank is beneficiary$074
Interest rate contracts$362,692,000284
Notional value of interest rate swaps$362,692,000194
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$420,324,000258
Notional amount of credit derivatives$099
Bank is guarantor$089
Bank is beneficiary$073
Interest rate contracts$420,324,000257
Notional value of interest rate swaps$311,296,000200
Futures and forward contracts$0399
Written option contracts$54,514,000199
Purchased option contracts$54,514,00086
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$401,222,000223
Notional amount of credit derivatives$096
Bank is guarantor$088
Bank is beneficiary$069
Interest rate contracts$401,222,000222
Notional value of interest rate swaps$322,258,000193
Futures and forward contracts$0410
Written option contracts$39,482,000145
Purchased option contracts$39,482,00085
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$382,972,000228
Notional amount of credit derivatives$091
Bank is guarantor$084
Bank is beneficiary$069
Interest rate contracts$382,972,000228
Notional value of interest rate swaps$303,572,000192
Futures and forward contracts$0437
Written option contracts$39,700,000188
Purchased option contracts$39,700,00087
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$206,249,000290
Notional amount of credit derivatives$091
Bank is guarantor$085
Bank is beneficiary$066
Interest rate contracts$206,249,000290
Notional value of interest rate swaps$206,249,000216
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$206,862,000269
Notional amount of credit derivatives$090
Bank is guarantor$083
Bank is beneficiary$065
Interest rate contracts$206,862,000269
Notional value of interest rate swaps$206,862,000214
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$247,471,000238
Notional amount of credit derivatives$089
Bank is guarantor$081
Bank is beneficiary$066
Interest rate contracts$247,471,000239
Notional value of interest rate swaps$247,471,000202
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$271,208,000233
Notional amount of credit derivatives$088
Bank is guarantor$080
Bank is beneficiary$061
Interest rate contracts$271,208,000232
Notional value of interest rate swaps$248,080,000199
Futures and forward contracts$19,123,000190
Written option contracts$4,005,000348
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$259,974,000242
Notional amount of credit derivatives$088
Bank is guarantor$081
Bank is beneficiary$061
Interest rate contracts$259,974,000241
Notional value of interest rate swaps$241,874,000195
Futures and forward contracts$11,518,000233
Written option contracts$6,582,000316
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$257,915,000242
Notional amount of credit derivatives$084
Bank is guarantor$077
Bank is beneficiary$058
Interest rate contracts$257,915,000239
Notional value of interest rate swaps$242,336,000193
Futures and forward contracts$9,594,000234
Written option contracts$5,985,000316
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$264,996,000227
Notional amount of credit derivatives$080
Bank is guarantor$072
Bank is beneficiary$060
Interest rate contracts$264,996,000223
Notional value of interest rate swaps$242,794,000191
Futures and forward contracts$15,090,000202
Written option contracts$7,112,000284
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$275,010,000225
Notional amount of credit derivatives$077
Bank is guarantor$071
Bank is beneficiary$057
Interest rate contracts$275,010,000223
Notional value of interest rate swaps$243,252,000191
Futures and forward contracts$20,592,000187
Written option contracts$11,166,000278
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$274,169,000228
Notional amount of credit derivatives$076
Bank is guarantor$069
Bank is beneficiary$054
Interest rate contracts$274,169,000227
Notional value of interest rate swaps$243,710,000188
Futures and forward contracts$15,060,000228
Written option contracts$15,399,000258
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$275,818,000222
Notional amount of credit derivatives$072
Bank is guarantor$064
Bank is beneficiary$055
Interest rate contracts$275,818,000222
Notional value of interest rate swaps$244,150,000184
Futures and forward contracts$17,949,000200
Written option contracts$13,719,000255
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$307,848,000204
Notional amount of credit derivatives$071
Bank is guarantor$063
Bank is beneficiary$052
Interest rate contracts$307,848,000204
Notional value of interest rate swaps$284,587,000166
Futures and forward contracts$10,698,000297
Written option contracts$12,563,000307
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$316,689,000211
Notional amount of credit derivatives$068
Bank is guarantor$060
Bank is beneficiary$051
Interest rate contracts$316,689,000209
Notional value of interest rate swaps$285,023,000159
Futures and forward contracts$7,518,000411
Written option contracts$24,148,000281
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$324,155,000207
Notional amount of credit derivatives$071
Bank is guarantor$061
Bank is beneficiary$052
Interest rate contracts$324,155,000204
Notional value of interest rate swaps$285,460,000154
Futures and forward contracts$13,355,000320
Written option contracts$25,340,000271
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$298,363,000204
Notional amount of credit derivatives$066
Bank is guarantor$056
Bank is beneficiary$051
Interest rate contracts$298,363,000201
Notional value of interest rate swaps$255,200,000156
Futures and forward contracts$9,115,000322
Written option contracts$34,048,000199
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$291,866,000194
Notional amount of credit derivatives$065
Bank is guarantor$055
Bank is beneficiary$048
Interest rate contracts$291,866,000191
Notional value of interest rate swaps$255,200,000153
Futures and forward contracts$12,885,000258
Written option contracts$23,781,000208
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$300,053,000191
Notional amount of credit derivatives$065
Bank is guarantor$054
Bank is beneficiary$046
Interest rate contracts$300,053,000189
Notional value of interest rate swaps$250,000,000155
Futures and forward contracts$25,445,000203
Written option contracts$24,608,000225
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$346,725,000186
Notional amount of credit derivatives$065
Bank is guarantor$053
Bank is beneficiary$047
Interest rate contracts$346,725,000180
Notional value of interest rate swaps$250,000,000147
Futures and forward contracts$36,712,000186
Written option contracts$60,013,000144
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$343,492,000183
Notional amount of credit derivatives$065
Bank is guarantor$052
Bank is beneficiary$046
Interest rate contracts$343,492,000176
Notional value of interest rate swaps$250,000,000144
Futures and forward contracts$32,945,000190
Written option contracts$60,547,000141
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$208,765,000205
Notional amount of credit derivatives$063
Bank is guarantor$050
Bank is beneficiary$045
Interest rate contracts$208,765,000199
Notional value of interest rate swaps$170,000,000167
Futures and forward contracts$9,196,000275
Written option contracts$29,569,000166
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$223,870,000198
Notional amount of credit derivatives$064
Bank is guarantor$050
Bank is beneficiary$046
Interest rate contracts$223,870,000192
Notional value of interest rate swaps$170,000,000164
Futures and forward contracts$29,632,000159
Written option contracts$24,238,000183
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$224,314,000205
Notional amount of credit derivatives$064
Bank is guarantor$049
Bank is beneficiary$047
Interest rate contracts$224,314,000198
Notional value of interest rate swaps$170,000,000161
Futures and forward contracts$28,215,000174
Written option contracts$26,099,000181
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$206,248,000193
Notional amount of credit derivatives$062
Bank is guarantor$047
Bank is beneficiary$045
Interest rate contracts$206,248,000187
Notional value of interest rate swaps$170,000,000160
Futures and forward contracts$23,999,000157
Written option contracts$12,249,000259
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$101,056,000257
Notional amount of credit derivatives$059
Bank is guarantor$044
Bank is beneficiary$043
Interest rate contracts$101,056,000246
Notional value of interest rate swaps$80,000,000199
Futures and forward contracts$16,429,000179
Written option contracts$4,627,000368
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$117,087,000249
Notional amount of credit derivatives$058
Bank is guarantor$043
Bank is beneficiary$043
Interest rate contracts$117,087,000238
Notional value of interest rate swaps$80,000,000196
Futures and forward contracts$22,651,000179
Written option contracts$14,436,000256
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$157,314,000234
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$157,314,000226
Notional value of interest rate swaps$80,000,000195
Futures and forward contracts$46,022,000164
Written option contracts$31,292,000198
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$159,860,000232
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$159,860,000222
Notional value of interest rate swaps$80,000,000188
Futures and forward contracts$39,752,000172
Written option contracts$40,108,000174
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$175,453,000228
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$039
Interest rate contracts$175,453,000220
Notional value of interest rate swaps$80,000,000182
Futures and forward contracts$59,032,000161
Written option contracts$36,421,000191
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$206,976,000224
Notional amount of credit derivatives$052
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$206,976,000216
Notional value of interest rate swaps$80,000,000173
Futures and forward contracts$87,977,000136
Written option contracts$38,999,000201
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$236,658,000205
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$034
Interest rate contracts$236,658,000196
Notional value of interest rate swaps$80,000,000168
Futures and forward contracts$60,993,000151
Written option contracts$95,665,000118
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$294,973,000169
Notional amount of credit derivatives$051
Bank is guarantor$043
Bank is beneficiary$035
Interest rate contracts$294,973,000160
Notional value of interest rate swaps$80,000,000164
Futures and forward contracts$97,120,000108
Written option contracts$117,853,00087
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$236,709,000158
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$035
Interest rate contracts$236,709,000152
Notional value of interest rate swaps$80,000,000151
Futures and forward contracts$43,945,000123
Written option contracts$112,764,00074
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$196,100,000170
Notional amount of credit derivatives$046
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$196,100,000168
Notional value of interest rate swaps$80,000,000150
Futures and forward contracts$41,343,000145
Written option contracts$74,757,000102
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$103,059,000203
Notional amount of credit derivatives$045
Bank is guarantor$038
Bank is beneficiary$031
Interest rate contracts$103,059,000196
Notional value of interest rate swaps$80,000,000148
Futures and forward contracts$11,455,000192
Written option contracts$11,604,000214
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$109,770,000187
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$032
Interest rate contracts$109,770,000183
Notional value of interest rate swaps$80,000,000145
Futures and forward contracts$9,003,000177
Written option contracts$20,767,000138
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$161,539,000174
Notional amount of credit derivatives$048
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$161,539,000168
Notional value of interest rate swaps$80,000,000144
Futures and forward contracts$27,525,000150
Written option contracts$54,014,00092
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$299,142,000148
Notional amount of credit derivatives$047
Bank is guarantor$036
Bank is beneficiary$032
Interest rate contracts$299,142,000144
Notional value of interest rate swaps$80,000,000145
Futures and forward contracts$65,528,000121
Written option contracts$153,614,00063
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$354,764,000131
Notional amount of credit derivatives$047
Bank is guarantor$037
Bank is beneficiary$033
Interest rate contracts$354,764,000122
Notional value of interest rate swaps$80,000,000143
Futures and forward contracts$26,529,000144
Written option contracts$162,485,00050
Purchased option contracts$85,750,00047
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$302,753,000138
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$033
Interest rate contracts$302,753,000130
Notional value of interest rate swaps$80,000,000149
Futures and forward contracts$12,546,000162
Written option contracts$124,457,00049
Purchased option contracts$85,750,00045
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$339,408,000130
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$035
Interest rate contracts$339,408,000118
Notional value of interest rate swaps$80,000,000146
Futures and forward contracts$49,583,00088
Written option contracts$124,075,00049
Purchased option contracts$85,750,00047
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$358,994,000124
Notional amount of credit derivatives$051
Bank is guarantor$042
Bank is beneficiary$036
Interest rate contracts$358,994,000118
Notional value of interest rate swaps$80,000,000150
Futures and forward contracts$58,525,00082
Written option contracts$134,719,00053
Purchased option contracts$85,750,00049
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$378,609,000126
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$036
Interest rate contracts$378,609,000118
Notional value of interest rate swaps$80,000,000148
Futures and forward contracts$70,220,00099
Written option contracts$142,639,00055
Purchased option contracts$85,750,00050
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$697,232,00097
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$038
Interest rate contracts$697,232,00091
Notional value of interest rate swaps$80,000,000146
Futures and forward contracts$152,206,00067
Written option contracts$304,276,00046
Purchased option contracts$160,750,00044
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$542,632,000101
Notional amount of credit derivatives$050
Bank is guarantor$036
Bank is beneficiary$040
Interest rate contracts$542,632,00094
Notional value of interest rate swaps$0349
Futures and forward contracts$110,423,00058
Written option contracts$271,459,00043
Purchased option contracts$160,750,00048
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$369,671,000121
Notional amount of credit derivatives$054
Bank is guarantor$039
Bank is beneficiary$041
Interest rate contracts$369,671,000113
Notional value of interest rate swaps$0346
Futures and forward contracts$23,934,00096
Written option contracts$184,987,00039
Purchased option contracts$160,750,00053
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$358,721,000124
Notional amount of credit derivatives$052
Bank is guarantor$037
Bank is beneficiary$039
Interest rate contracts$358,721,000119
Notional value of interest rate swaps$0350
Futures and forward contracts$18,195,000106
Written option contracts$179,776,00041
Purchased option contracts$160,750,00049
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$373,369,000119
Notional amount of credit derivatives$050
Bank is guarantor$038
Bank is beneficiary$037
Interest rate contracts$373,369,000115
Notional value of interest rate swaps$0344
Futures and forward contracts$25,739,000107
Written option contracts$186,880,00044
Purchased option contracts$160,750,00048
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$355,329,000117
Notional amount of credit derivatives$048
Bank is guarantor$036
Bank is beneficiary$037
Interest rate contracts$355,329,000112
Notional value of interest rate swaps$0335
Futures and forward contracts$16,719,000103
Written option contracts$177,860,00039
Purchased option contracts$160,750,00053
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$349,649,000117
Notional amount of credit derivatives$048
Bank is guarantor$035
Bank is beneficiary$039
Interest rate contracts$349,649,000112
Notional value of interest rate swaps$0326
Futures and forward contracts$13,740,000109
Written option contracts$175,159,00042
Purchased option contracts$160,750,00054
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$383,806,000121
Notional amount of credit derivatives$052
Bank is guarantor$039
Bank is beneficiary$037
Interest rate contracts$383,806,000117
Notional value of interest rate swaps$0350
Futures and forward contracts$16,903,000124
Written option contracts$177,653,00042
Purchased option contracts$189,250,00052
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$377,710,000126
Notional amount of credit derivatives$054
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$377,710,000122
Notional value of interest rate swaps$0345
Futures and forward contracts$13,855,000132
Written option contracts$174,605,00045
Purchased option contracts$189,250,00052
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$368,346,000124
Notional amount of credit derivatives$048
Bank is guarantor$034
Bank is beneficiary$036
Interest rate contracts$368,346,000119
Notional value of interest rate swaps$0345
Futures and forward contracts$9,173,000145
Written option contracts$169,923,00046
Purchased option contracts$189,250,00049
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.$0165
Notional value of other swaps$084
Futures and forward contracts$026
Written option contracts$0122
Purchased option contracts$086
2006-09-30Rank
Derivatives$377,018,000124
Notional amount of credit derivatives$047
Bank is guarantor$034
Bank is beneficiary$035
Interest rate contracts$377,018,000119
Notional value of interest rate swaps$0353
Futures and forward contracts$13,509,000131
Written option contracts$174,259,00048
Purchased option contracts$189,250,00048
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.$0173
Notional value of other swaps$085
Futures and forward contracts$027
Written option contracts$0130
Purchased option contracts$092
2006-06-30Rank
Derivatives$375,144,000126
Notional amount of credit derivatives$041
Bank is guarantor$026
Bank is beneficiary$035
Interest rate contracts$375,144,000121
Notional value of interest rate swaps$0353
Futures and forward contracts$12,572,000147
Written option contracts$173,322,00046
Purchased option contracts$189,250,00044
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.$0172
Notional value of other swaps$088
Futures and forward contracts$029
Written option contracts$0124
Purchased option contracts$090
2006-03-31Rank
Derivatives$221,334,000149
Notional amount of credit derivatives$041
Bank is guarantor$027
Bank is beneficiary$035
Interest rate contracts$221,334,000141
Notional value of interest rate swaps$0347
Futures and forward contracts$10,667,000146
Written option contracts$96,417,00057
Purchased option contracts$114,250,00053
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.$0177
Notional value of other swaps$087
Futures and forward contracts$030
Written option contracts$0127
Purchased option contracts$093
2005-12-31Rank
Derivatives$217,632,000152
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$033
Interest rate contracts$217,632,000143
Notional value of interest rate swaps$0340
Futures and forward contracts$8,816,000146
Written option contracts$94,566,00057
Purchased option contracts$114,250,00046
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.$0170
Notional value of other swaps$084
Futures and forward contracts$029
Written option contracts$0117
Purchased option contracts$094
2005-09-30Rank
Derivatives$222,592,000156
Notional amount of credit derivatives$039
Bank is guarantor$028
Bank is beneficiary$031
Interest rate contracts$222,592,000149
Notional value of interest rate swaps$0336
Futures and forward contracts$11,296,000149
Written option contracts$83,296,00063
Purchased option contracts$128,000,00045
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.$0166
Notional value of other swaps$076
Futures and forward contracts$027
Written option contracts$0118
Purchased option contracts$091
2005-06-30Rank
Derivatives$26,636,000306
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$031
Interest rate contracts$26,636,000299
Notional value of interest rate swaps$0331
Futures and forward contracts$13,318,000140
Written option contracts$13,318,000155
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.$0163
Notional value of other swaps$079
Futures and forward contracts$024
Written option contracts$0117
Purchased option contracts$088
2005-03-31Rank
Derivatives$17,634,000332
Notional amount of credit derivatives$035
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$17,634,000319
Notional value of interest rate swaps$0328
Futures and forward contracts$8,817,000137
Written option contracts$8,817,000138
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.$0152
Notional value of other swaps$080
Futures and forward contracts$015
Written option contracts$0113
Purchased option contracts$084
2004-12-31Rank
Derivatives$12,516,000370
Notional amount of credit derivatives$035
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$12,516,000358
Notional value of interest rate swaps$0335
Futures and forward contracts$6,258,000143
Written option contracts$6,258,000148
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.$0147
Notional value of other swaps$078
Futures and forward contracts$014
Written option contracts$0110
Purchased option contracts$079
2004-09-30Rank
Derivatives$33,464,000276
Notional amount of credit derivatives$036
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$33,464,000265
Notional value of interest rate swaps$0341
Futures and forward contracts$16,732,000119
Written option contracts$16,732,000121
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.$0148
Notional value of other swaps$075
Futures and forward contracts$014
Written option contracts$0112
Purchased option contracts$076
2004-06-30Rank
Derivatives$22,270,000311
Notional amount of credit derivatives$037
Bank is guarantor$023
Bank is beneficiary$031
Interest rate contracts$22,270,000301
Notional value of interest rate swaps$0338
Futures and forward contracts$11,135,000130
Written option contracts$11,135,000131
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.$0141
Notional value of other swaps$074
Futures and forward contracts$014
Written option contracts$0108
Purchased option contracts$075
2004-03-31Rank
Derivatives$63,126,000225
Notional amount of credit derivatives$037
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$63,126,000212
Notional value of interest rate swaps$0325
Futures and forward contracts$31,563,000108
Written option contracts$31,563,00097
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.$0134
Notional value of other swaps$071
Futures and forward contracts$013
Written option contracts$0102
Purchased option contracts$071
2003-12-31Rank
Derivatives$16,502,000341
Notional amount of credit derivatives$032
Bank is guarantor$020
Bank is beneficiary$029
Interest rate contracts$16,502,000329
Notional value of interest rate swaps$0330
Futures and forward contracts$8,251,000129
Written option contracts$8,251,000125
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.$0131
Notional value of other swaps$070
Futures and forward contracts$013
Written option contracts$099
Purchased option contracts$071
2003-09-30Rank
Derivatives$46,050,000247
Notional amount of credit derivatives$032
Bank is guarantor$019
Bank is beneficiary$028
Interest rate contracts$46,050,000238
Notional value of interest rate swaps$0328
Futures and forward contracts$23,025,000111
Written option contracts$23,025,00097
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.$0134
Notional value of other swaps$070
Futures and forward contracts$014
Written option contracts$0101
Purchased option contracts$070
2003-06-30Rank
Derivatives$0623
Notional amount of credit derivatives$030
Bank is guarantor$020
Bank is beneficiary$025
Interest rate contracts$0523
Notional value of interest rate swaps$0315
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.$0130
Notional value of other swaps$068
Futures and forward contracts$014
Written option contracts$096
Purchased option contracts$064
2003-03-31Rank
Derivatives$0578
Notional amount of credit derivatives$033
Bank is guarantor$023
Bank is beneficiary$025
Interest rate contracts$0481
Notional value of interest rate swaps$0307
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.$0123
Notional value of other swaps$065
Futures and forward contracts$012
Written option contracts$086
Purchased option contracts$062
2002-12-31Rank
Derivatives$0527
Notional amount of credit derivatives$030
Bank is guarantor$023
Bank is beneficiary$021
Interest rate contracts$0444
Notional value of interest rate swaps$0294
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.$0109
Notional value of other swaps$053
Futures and forward contracts$011
Written option contracts$075
Purchased option contracts$059
2001-12-31Rank
Derivatives$0450
Notional amount of credit derivatives$032
Bank is guarantor$022
Bank is beneficiary$024
Interest rate contracts$0395
Notional value of interest rate swaps$0263
Futures and forward contracts$0140
Written option contracts$091
Purchased option contracts$0176
Foreign exchange rate contracts$0113
Notional value of exchange swaps$039
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.$073
Notional value of other swaps$028
Futures and forward contracts$011
Written option contracts$044
Purchased option contracts$038
2000-12-31Rank
Derivatives$0481
Notional amount of credit derivatives$031
Bank is guarantor$024
Bank is beneficiary$019
Interest rate contracts$0427
Notional value of interest rate swaps$0286
Futures and forward contracts$0127
Written option contracts$098
Purchased option contracts$0204
Foreign exchange rate contracts$0134
Notional value of exchange swaps$039
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.$066
Notional value of other swaps$024
Futures and forward contracts$012
Written option contracts$049
Purchased option contracts$031
1999-12-31Rank
Derivatives$0488
Notional amount of credit derivatives$027
Bank is guarantor$023
Bank is beneficiary$015
Interest rate contracts$0447
Notional value of interest rate swaps$0316
Futures and forward contracts$0135
Written option contracts$099
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$0527
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$0487
Notional value of interest rate swaps$0331
Futures and forward contracts$0151
Written option contracts$098
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$0533
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$0492
Notional value of interest rate swaps$0323
Futures and forward contracts$0177
Written option contracts$0109
Purchased option contracts$0240
Foreign exchange rate contracts$0150
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$043
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$0549
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0508
Notional value of interest rate swaps$0389
Futures and forward contracts$0134
Written option contracts$0132
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$0628
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0577
Notional value of interest rate swaps$0470
Futures and forward contracts$0149
Written option contracts$0132
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.$052
Notional value of other swaps$022
Futures and forward contracts$021
Written option contracts$026
Purchased option contracts$032
1994-12-31Rank
Derivatives$0687
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0630
Notional value of interest rate swaps$0530
Futures and forward contracts$0164
Written option contracts$0137
Purchased option contracts$0280
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$0714
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0646
Notional value of interest rate swaps$0543
Futures and forward contracts$0179
Written option contracts$0121
Purchased option contracts$0236
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$0651
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0574
Notional value of interest rate swaps$0497
Futures and forward contracts$0150
Written option contracts$0109
Purchased option contracts$0202
Foreign exchange rate contracts$0229
Notional value of exchange swaps$034
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