Home > Fifth Third Bank > Derivatives
Fifth Third Bank, Derivatives
| 2009-06-30 | Rank | |
| Derivatives | $21,321,987,000 | 31 |
| Notional amount of credit derivatives | $735,436,000 | 18 |
| Bank is guarantor | $717,142,000 | 12 |
| Bank is beneficiary | $18,294,000 | 28 |
| Interest rate contracts | $20,586,551,000 | 26 |
| Notional value of interest rate swaps | $18,168,113,000 | 23 |
| Futures and forward contracts | $0 | 609 |
| Written option contracts | $1,223,171,000 | 21 |
| Purchased option contracts | $1,195,267,000 | 25 |
| Foreign exchange rate contracts | $0 | 102 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
| Spot foreign exchange rate contracts | $0 | 69 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 135 |
| Notional value of other swaps | $0 | 65 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $0 | 100 |
| Purchased option contracts | $0 | 75 |
| 2009-03-31 | Rank | |
| Derivatives | $22,504,234,000 | 29 |
| Notional amount of credit derivatives | $818,896,000 | 18 |
| Bank is guarantor | $808,615,000 | 11 |
| Bank is beneficiary | $10,281,000 | 32 |
| Interest rate contracts | $21,685,338,000 | 26 |
| Notional value of interest rate swaps | $18,643,318,000 | 22 |
| Futures and forward contracts | $0 | 582 |
| Written option contracts | $1,022,233,000 | 23 |
| Purchased option contracts | $2,019,787,000 | 22 |
| Foreign exchange rate contracts | $0 | 106 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 100 |
| Spot foreign exchange rate contracts | $0 | 71 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 135 |
| Notional value of other swaps | $0 | 62 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $0 | 104 |
| Purchased option contracts | $0 | 79 |
| 2008-12-31 | Rank | |
| Derivatives | $22,288,740,000 | 29 |
| Notional amount of credit derivatives | $892,215,000 | 18 |
| Bank is guarantor | $836,047,000 | 11 |
| Bank is beneficiary | $56,168,000 | 25 |
| Interest rate contracts | $21,396,525,000 | 26 |
| Notional value of interest rate swaps | $17,013,126,000 | 24 |
| Futures and forward contracts | $0 | 537 |
| Written option contracts | $947,159,000 | 25 |
| Purchased option contracts | $3,436,240,000 | 19 |
| Foreign exchange rate contracts | $0 | 104 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
| Spot foreign exchange rate contracts | $0 | 71 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 134 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $0 | 102 |
| Purchased option contracts | $0 | 76 |
| 2008-09-30 | Rank | |
| Derivatives | $19,362,265,000 | 32 |
| Notional amount of credit derivatives | $842,305,000 | 20 |
| Bank is guarantor | $786,137,000 | 12 |
| Bank is beneficiary | $56,168,000 | 27 |
| Interest rate contracts | $18,519,960,000 | 27 |
| Notional value of interest rate swaps | $16,533,130,000 | 23 |
| Futures and forward contracts | $0 | 517 |
| Written option contracts | $940,574,000 | 24 |
| Purchased option contracts | $1,046,256,000 | 24 |
| Foreign exchange rate contracts | $0 | 104 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
| Spot foreign exchange rate contracts | $0 | 73 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 149 |
| Notional value of other swaps | $0 | 73 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 112 |
| Purchased option contracts | $0 | 82 |
| 2008-06-30 | Rank | |
| Derivatives | $19,183,083,000 | 33 |
| Notional amount of credit derivatives | $815,380,000 | 21 |
| Bank is guarantor | $759,212,000 | 13 |
| Bank is beneficiary | $56,168,000 | 26 |
| Interest rate contracts | $18,367,703,000 | 28 |
| Notional value of interest rate swaps | $16,419,945,000 | 26 |
| Futures and forward contracts | $0 | 487 |
| Written option contracts | $535,123,000 | 30 |
| Purchased option contracts | $1,412,635,000 | 24 |
| Foreign exchange rate contracts | $0 | 102 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
| Spot foreign exchange rate contracts | $0 | 73 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 156 |
| Notional value of other swaps | $0 | 75 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 114 |
| Purchased option contracts | $0 | 87 |
| 2008-03-31 | Rank | |
| Derivatives | $17,846,552,000 | 34 |
| Notional amount of credit derivatives | $495,757,000 | 21 |
| Bank is guarantor | $439,589,000 | 15 |
| Bank is beneficiary | $56,168,000 | 28 |
| Interest rate contracts | $17,350,795,000 | 29 |
| Notional value of interest rate swaps | $15,369,543,000 | 24 |
| Futures and forward contracts | $0 | 496 |
| Written option contracts | $616,457,000 | 28 |
| Purchased option contracts | $1,364,795,000 | 22 |
| Foreign exchange rate contracts | $0 | 105 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
| Spot foreign exchange rate contracts | $0 | 71 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 157 |
| Notional value of other swaps | $0 | 76 |
| Futures and forward contracts | $0 | 18 |
| Written option contracts | $0 | 113 |
| Purchased option contracts | $0 | 83 |
| 2007-12-31 | Rank | |
| Derivatives | $15,503,939,000 | 32 |
| Notional amount of credit derivatives | $225,223,000 | 25 |
| Bank is guarantor | $169,055,000 | 17 |
| Bank is beneficiary | $56,168,000 | 26 |
| Interest rate contracts | $15,278,716,000 | 27 |
| Notional value of interest rate swaps | $13,390,358,000 | 25 |
| Futures and forward contracts | $0 | 454 |
| Written option contracts | $879,571,000 | 25 |
| Purchased option contracts | $1,008,787,000 | 25 |
| Foreign exchange rate contracts | $0 | 100 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 94 |
| Spot foreign exchange rate contracts | $0 | 70 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $0 | 157 |
| Notional value of other swaps | $0 | 79 |
| Futures and forward contracts | $0 | 22 |
| Written option contracts | $0 | 111 |
| Purchased option contracts | $0 | 82 |
| 2007-09-30 | Rank | |
| Derivatives | $14,434,221,000 | 36 |
| Notional amount of credit derivatives | $132,374,000 | 29 |
| Bank is guarantor | $84,123,000 | 22 |
| Bank is beneficiary | $48,251,000 | 29 |
| Interest rate contracts | $14,271,847,000 | 29 |
| Notional value of interest rate swaps | $12,372,652,000 | 26 |
| Futures and forward contracts | $0 | 443 |
| Written option contracts | $886,146,000 | 25 |
| Purchased option contracts | $1,013,049,000 | 26 |
| Foreign exchange rate contracts | $0 | 100 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $30,000,000 | 41 |
| Notional value of other swaps | $0 | 83 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $30,000,000 | 26 |
| Purchased option contracts | $0 | 86 |
| 2007-06-30 | Rank | |
| Derivatives | $13,112,063,000 | 37 |
| Notional amount of credit derivatives | $130,077,000 | 24 |
| Bank is guarantor | $84,010,000 | 18 |
| Bank is beneficiary | $46,067,000 | 24 |
| Interest rate contracts | $12,981,986,000 | 32 |
| Notional value of interest rate swaps | $11,003,344,000 | 30 |
| Futures and forward contracts | $0 | 460 |
| Written option contracts | $936,385,000 | 24 |
| Purchased option contracts | $1,042,257,000 | 27 |
| Foreign exchange rate contracts | $0 | 105 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 163 |
| Notional value of other swaps | $0 | 82 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 118 |
| Purchased option contracts | $0 | 83 |
| 2007-03-31 | Rank | |
| Derivatives | $11,811,209,000 | 41 |
| Notional amount of credit derivatives | $142,857,000 | 24 |
| Bank is guarantor | $80,579,000 | 19 |
| Bank is beneficiary | $62,278,000 | 23 |
| Interest rate contracts | $11,668,352,000 | 33 |
| Notional value of interest rate swaps | $10,273,278,000 | 30 |
| Futures and forward contracts | $0 | 444 |
| Written option contracts | $1,094,062,000 | 22 |
| Purchased option contracts | $301,012,000 | 40 |
| Foreign exchange rate contracts | $0 | 101 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 169 |
| Notional value of other swaps | $0 | 83 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $0 | 123 |
| Purchased option contracts | $0 | 88 |
| 2006-12-31 | Rank | |
| Derivatives | $10,763,360,000 | 45 |
| Notional amount of credit derivatives | $136,249,000 | 24 |
| Bank is guarantor | $81,898,000 | 17 |
| Bank is beneficiary | $54,351,000 | 23 |
| Interest rate contracts | $10,627,111,000 | 38 |
| Notional value of interest rate swaps | $9,298,080,000 | 31 |
| Futures and forward contracts | $0 | 427 |
| Written option contracts | $1,079,567,000 | 25 |
| Purchased option contracts | $249,464,000 | 43 |
| Foreign exchange rate contracts | $0 | 104 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 98 |
| Spot foreign exchange rate contracts | $0 | 73 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 165 |
| Notional value of other swaps | $0 | 84 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $0 | 122 |
| Purchased option contracts | $0 | 86 |
| 2006-09-30 | Rank | |
| Derivatives | $10,491,579,000 | 41 |
| Notional amount of credit derivatives | $207,343,000 | 21 |
| Bank is guarantor | $151,721,000 | 14 |
| Bank is beneficiary | $55,622,000 | 22 |
| Interest rate contracts | $10,284,236,000 | 37 |
| Notional value of interest rate swaps | $8,971,635,000 | 34 |
| Futures and forward contracts | $0 | 430 |
| Written option contracts | $1,057,908,000 | 25 |
| Purchased option contracts | $254,693,000 | 40 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 173 |
| Notional value of other swaps | $0 | 85 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 130 |
| Purchased option contracts | $0 | 92 |
| 2006-06-30 | Rank | |
| Derivatives | $9,550,527,000 | 41 |
| Notional amount of credit derivatives | $97,097,000 | 25 |
| Bank is guarantor | $68,258,000 | 16 |
| Bank is beneficiary | $28,839,000 | 24 |
| Interest rate contracts | $9,453,430,000 | 40 |
| Notional value of interest rate swaps | $8,445,447,000 | 35 |
| Futures and forward contracts | $0 | 416 |
| Written option contracts | $878,660,000 | 31 |
| Purchased option contracts | $129,323,000 | 50 |
| Foreign exchange rate contracts | $0 | 105 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 98 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 36 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 172 |
| Notional value of other swaps | $0 | 88 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $0 | 124 |
| Purchased option contracts | $0 | 90 |
| 2006-03-31 | Rank | |
| Derivatives | $8,557,887,000 | 44 |
| Notional amount of credit derivatives | $99,786,000 | 23 |
| Bank is guarantor | $67,917,000 | 16 |
| Bank is beneficiary | $31,869,000 | 24 |
| Interest rate contracts | $8,458,101,000 | 42 |
| Notional value of interest rate swaps | $7,598,635,000 | 35 |
| Futures and forward contracts | $0 | 407 |
| Written option contracts | $805,492,000 | 31 |
| Purchased option contracts | $53,974,000 | 72 |
| Foreign exchange rate contracts | $0 | 104 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 177 |
| Notional value of other swaps | $0 | 87 |
| Futures and forward contracts | $0 | 30 |
| Written option contracts | $0 | 127 |
| Purchased option contracts | $0 | 93 |
| 2005-12-31 | Rank | |
| Derivatives | $7,836,639,000 | 45 |
| Notional amount of credit derivatives | $34,368,000 | 28 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $34,368,000 | 24 |
| Interest rate contracts | $7,802,271,000 | 42 |
| Notional value of interest rate swaps | $6,805,641,000 | 36 |
| Futures and forward contracts | $0 | 388 |
| Written option contracts | $942,490,000 | 25 |
| Purchased option contracts | $54,140,000 | 67 |
| Foreign exchange rate contracts | $0 | 103 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 170 |
| Notional value of other swaps | $0 | 84 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $0 | 117 |
| Purchased option contracts | $0 | 94 |
| 2005-09-30 | Rank | |
| Derivatives | $7,063,303,000 | 43 |
| Notional amount of credit derivatives | $51,810,000 | 26 |
| Bank is guarantor | $21,625,000 | 18 |
| Bank is beneficiary | $30,185,000 | 23 |
| Interest rate contracts | $7,011,493,000 | 39 |
| Notional value of interest rate swaps | $5,706,886,000 | 39 |
| Futures and forward contracts | $0 | 355 |
| Written option contracts | $861,279,000 | 28 |
| Purchased option contracts | $443,328,000 | 27 |
| Foreign exchange rate contracts | $0 | 111 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
| Spot foreign exchange rate contracts | $0 | 79 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 166 |
| Notional value of other swaps | $0 | 76 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 118 |
| Purchased option contracts | $0 | 91 |
| 2005-06-30 | Rank | |
| Derivatives | $6,378,216,000 | 47 |
| Notional amount of credit derivatives | $53,060,000 | 24 |
| Bank is guarantor | $23,188,000 | 17 |
| Bank is beneficiary | $29,872,000 | 23 |
| Interest rate contracts | $6,325,156,000 | 42 |
| Notional value of interest rate swaps | $5,250,004,000 | 38 |
| Futures and forward contracts | $0 | 325 |
| Written option contracts | $1,027,121,000 | 28 |
| Purchased option contracts | $48,031,000 | 60 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 163 |
| Notional value of other swaps | $0 | 79 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $0 | 117 |
| Purchased option contracts | $0 | 88 |
| 2005-03-31 | Rank | |
| Derivatives | $6,192,675,000 | 45 |
| Notional amount of credit derivatives | $48,425,000 | 23 |
| Bank is guarantor | $20,000,000 | 19 |
| Bank is beneficiary | $28,425,000 | 21 |
| Interest rate contracts | $6,144,250,000 | 42 |
| Notional value of interest rate swaps | $5,190,369,000 | 38 |
| Futures and forward contracts | $0 | 283 |
| Written option contracts | $623,587,000 | 31 |
| Purchased option contracts | $330,294,000 | 31 |
| Foreign exchange rate contracts | $0 | 112 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 152 |
| Notional value of other swaps | $0 | 80 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 113 |
| Purchased option contracts | $0 | 84 |
| 2004-12-31 | Rank | |
| Derivatives | $5,411,098,000 | 47 |
| Notional amount of credit derivatives | $58,048,000 | 24 |
| Bank is guarantor | $29,300,000 | 17 |
| Bank is beneficiary | $28,748,000 | 22 |
| Interest rate contracts | $5,353,050,000 | 43 |
| Notional value of interest rate swaps | $4,503,682,000 | 41 |
| Futures and forward contracts | $0 | 272 |
| Written option contracts | $528,936,000 | 32 |
| Purchased option contracts | $320,432,000 | 35 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 74 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 147 |
| Notional value of other swaps | $0 | 78 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 110 |
| Purchased option contracts | $0 | 79 |
| 2004-09-30 | Rank | |
| Derivatives | $4,828,418,000 | 51 |
| Notional amount of credit derivatives | $0 | 36 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $4,828,418,000 | 47 |
| Notional value of interest rate swaps | $4,150,674,000 | 44 |
| Futures and forward contracts | $0 | 268 |
| Written option contracts | $411,526,000 | 39 |
| Purchased option contracts | $266,218,000 | 43 |
| Foreign exchange rate contracts | $0 | 111 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
| Spot foreign exchange rate contracts | $0 | 80 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 148 |
| Notional value of other swaps | $0 | 75 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 112 |
| Purchased option contracts | $0 | 76 |
| 2004-06-30 | Rank | |
| Derivatives | $4,604,125,000 | 52 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $4,604,125,000 | 49 |
| Notional value of interest rate swaps | $4,256,582,000 | 44 |
| Futures and forward contracts | $0 | 251 |
| Written option contracts | $210,987,000 | 48 |
| Purchased option contracts | $136,556,000 | 47 |
| Foreign exchange rate contracts | $0 | 110 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 106 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 141 |
| Notional value of other swaps | $0 | 74 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 108 |
| Purchased option contracts | $0 | 75 |
| 2004-03-31 | Rank | |
| Derivatives | $4,866,626,000 | 52 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $4,866,626,000 | 51 |
| Notional value of interest rate swaps | $3,997,829,000 | 45 |
| Futures and forward contracts | $0 | 237 |
| Written option contracts | $741,763,000 | 34 |
| Purchased option contracts | $127,034,000 | 43 |
| Foreign exchange rate contracts | $0 | 107 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 102 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 134 |
| Notional value of other swaps | $0 | 71 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 102 |
| Purchased option contracts | $0 | 71 |
| 2003-12-31 | Rank | |
| Derivatives | $4,251,158,000 | 51 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 29 |
| Interest rate contracts | $4,251,158,000 | 48 |
| Notional value of interest rate swaps | $3,764,549,000 | 46 |
| Futures and forward contracts | $0 | 228 |
| Written option contracts | $363,845,000 | 42 |
| Purchased option contracts | $122,764,000 | 43 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 100 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 131 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 99 |
| Purchased option contracts | $0 | 71 |
| 2003-09-30 | Rank | |
| Derivatives | $2,736,026,000 | 60 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 28 |
| Interest rate contracts | $2,736,026,000 | 56 |
| Notional value of interest rate swaps | $2,606,710,000 | 49 |
| Futures and forward contracts | $0 | 219 |
| Written option contracts | $64,658,000 | 70 |
| Purchased option contracts | $64,658,000 | 52 |
| Foreign exchange rate contracts | $0 | 112 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 134 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 101 |
| Purchased option contracts | $0 | 70 |
| 2003-06-30 | Rank | |
| Derivatives | $2,506,130,000 | 64 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $2,506,130,000 | 58 |
| Notional value of interest rate swaps | $2,420,318,000 | 49 |
| Futures and forward contracts | $0 | 197 |
| Written option contracts | $42,906,000 | 92 |
| Purchased option contracts | $42,906,000 | 62 |
| Foreign exchange rate contracts | $0 | 111 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 130 |
| Notional value of other swaps | $0 | 68 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 96 |
| Purchased option contracts | $0 | 64 |
| 2003-03-31 | Rank | |
| Derivatives | $2,208,589,000 | 65 |
| Notional amount of credit derivatives | $0 | 33 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $2,208,589,000 | 60 |
| Notional value of interest rate swaps | $2,089,149,000 | 50 |
| Futures and forward contracts | $0 | 175 |
| Written option contracts | $59,720,000 | 75 |
| Purchased option contracts | $59,720,000 | 64 |
| Foreign exchange rate contracts | $0 | 110 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 27 |
| Contracts on other commodities and equities. | $0 | 123 |
| Notional value of other swaps | $0 | 65 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $0 | 86 |
| Purchased option contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Derivatives | $1,997,876,000 | 65 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 21 |
| Interest rate contracts | $1,997,876,000 | 61 |
| Notional value of interest rate swaps | $1,876,804,000 | 55 |
| Futures and forward contracts | $0 | 158 |
| Written option contracts | $60,536,000 | 66 |
| Purchased option contracts | $60,536,000 | 62 |
| Foreign exchange rate contracts | $0 | 110 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 103 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 109 |
| Notional value of other swaps | $0 | 53 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $0 | 75 |
| Purchased option contracts | $0 | 59 |
| 2001-12-31 | Rank | |
| Derivatives | $0 | 450 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 24 |
| Interest rate contracts | $0 | 395 |
| Notional value of interest rate swaps | $0 | 263 |
| Futures and forward contracts | $0 | 140 |
| Written option contracts | $0 | 91 |
| Purchased option contracts | $0 | 176 |
| Foreign exchange rate contracts | $0 | 113 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
| Spot foreign exchange rate contracts | $0 | 79 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 28 |
| Contracts on other commodities and equities. | $0 | 73 |
| Notional value of other swaps | $0 | 28 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $0 | 44 |
| Purchased option contracts | $0 | 38 |
| 2000-12-31 | Rank | |
| Derivatives | $1,004,896,000 | 89 |
| Notional amount of credit derivatives | $0 | 31 |
| Bank is guarantor | $0 | 24 |
| Bank is beneficiary | $0 | 19 |
| Interest rate contracts | $963,596,000 | 84 |
| Notional value of interest rate swaps | $0 | 286 |
| Futures and forward contracts | $199,000,000 | 36 |
| Written option contracts | $64,798,000 | 59 |
| Purchased option contracts | $699,798,000 | 42 |
| Foreign exchange rate contracts | $41,300,000 | 65 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $41,300,000 | 61 |
| Spot foreign exchange rate contracts | $1,166,000 | 59 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $0 | 66 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $0 | 49 |
| Purchased option contracts | $0 | 31 |
| 1999-12-31 | Rank | |
| Derivatives | $2,564,831,000 | 60 |
| Notional amount of credit derivatives | $0 | 27 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 15 |
| Interest rate contracts | $2,530,917,000 | 57 |
| Notional value of interest rate swaps | $1,419,917,000 | 61 |
| Futures and forward contracts | $618,000,000 | 32 |
| Written option contracts | $52,000,000 | 62 |
| Purchased option contracts | $441,000,000 | 46 |
| Foreign exchange rate contracts | $33,914,000 | 63 |
| Notional value of exchange swaps | $0 | 38 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $33,914,000 | 60 |
| Spot foreign exchange rate contracts | $1,703,000 | 49 |
| Written option contracts | $0 | 35 |
| Purchased option contracts | $0 | 36 |
| Contracts on other commodities and equities. | $0 | 60 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $0 | 10 |
| Written option contracts | $0 | 47 |
| Purchased option contracts | $0 | 32 |
| 1998-12-31 | Rank | |
| Derivatives | $3,622,238,000 | 55 |
| Notional amount of credit derivatives | $0 | 24 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 16 |
| Interest rate contracts | $3,610,526,000 | 53 |
| Notional value of interest rate swaps | $869,917,000 | 78 |
| Futures and forward contracts | $2,246,609,000 | 29 |
| Written option contracts | $52,000,000 | 65 |
| Purchased option contracts | $442,000,000 | 45 |
| Foreign exchange rate contracts | $11,712,000 | 85 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $11,712,000 | 78 |
| Spot foreign exchange rate contracts | $938,000 | 68 |
| Written option contracts | $0 | 37 |
| Purchased option contracts | $0 | 39 |
| Contracts on other commodities and equities. | $0 | 57 |
| Notional value of other swaps | $0 | 22 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 40 |
| Purchased option contracts | $0 | 27 |
| 1997-12-31 | Rank | |
| Derivatives | $2,692,256,000 | 59 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $2,671,231,000 | 57 |
| Notional value of interest rate swaps | $531,231,000 | 92 |
| Futures and forward contracts | $1,217,500,000 | 30 |
| Written option contracts | $40,000,000 | 71 |
| Purchased option contracts | $882,500,000 | 39 |
| Foreign exchange rate contracts | $21,025,000 | 86 |
| Notional value of exchange swaps | $0 | 37 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $21,025,000 | 79 |
| Spot foreign exchange rate contracts | $1,763,000 | 71 |
| Written option contracts | $0 | 41 |
| Purchased option contracts | $0 | 43 |
| Contracts on other commodities and equities. | $0 | 44 |
| Notional value of other swaps | $0 | 18 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 27 |
| 1996-12-31 | Rank | |
| Derivatives | $1,354,945,000 | 93 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,342,814,000 | 88 |
| Notional value of interest rate swaps | $386,314,000 | 125 |
| Futures and forward contracts | $598,000,000 | 39 |
| Written option contracts | $40,000,000 | 78 |
| Purchased option contracts | $318,500,000 | 68 |
| Foreign exchange rate contracts | $12,131,000 | 105 |
| Notional value of exchange swaps | $0 | 36 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $12,131,000 | 98 |
| Spot foreign exchange rate contracts | $465,000 | 92 |
| Written option contracts | $0 | 37 |
| Purchased option contracts | $0 | 41 |
| Contracts on other commodities and equities. | $0 | 44 |
| Notional value of other swaps | $0 | 16 |
| Futures and forward contracts | $0 | 19 |
| Written option contracts | $0 | 27 |
| Purchased option contracts | $0 | 26 |
| 1995-12-31 | Rank | |
| Derivatives | $910,689,000 | 126 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $898,009,000 | 123 |
| Notional value of interest rate swaps | $410,524,000 | 140 |
| Futures and forward contracts | $236,385,000 | 55 |
| Written option contracts | $20,000,000 | 95 |
| Purchased option contracts | $231,100,000 | 77 |
| Foreign exchange rate contracts | $12,680,000 | 116 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $12,680,000 | 111 |
| Spot foreign exchange rate contracts | $280,000 | 111 |
| Written option contracts | $0 | 44 |
| Purchased option contracts | $0 | 47 |
| Contracts on other commodities and equities. | $0 | 52 |
| Notional value of other swaps | $0 | 22 |
| Futures and forward contracts | $0 | 21 |
| Written option contracts | $0 | 26 |
| Purchased option contracts | $0 | 32 |
| 1994-12-31 | Rank | |
| Derivatives | $604,718,000 | 161 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $591,754,000 | 157 |
| Notional value of interest rate swaps | $447,185,000 | 145 |
| Futures and forward contracts | $134,769,000 | 61 |
| Written option contracts | $9,800,000 | 107 |
| Purchased option contracts | $0 | 280 |
| Foreign exchange rate contracts | $12,964,000 | 102 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $12,964,000 | 109 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $0 | 36 |
| Purchased option contracts | $0 | 42 |
| Contracts on other commodities and equities. | $0 | 52 |
| Notional value of other swaps | $0 | 16 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $0 | 17 |
| Purchased option contracts | $0 | 27 |
| 1993-12-31 | Rank | |
| Derivatives | $1,182,063,000 | 117 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,182,063,000 | 111 |
| Notional value of interest rate swaps | $400,500,000 | 143 |
| Futures and forward contracts | $757,563,000 | 39 |
| Written option contracts | $24,000,000 | 91 |
| Purchased option contracts | $0 | 236 |
| Foreign exchange rate contracts | $0 | 204 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 212 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $0 | 39 |
| Purchased option contracts | $0 | 40 |
| Contracts on other commodities and equities. | $0 | 46 |
| Notional value of other swaps | $0 | 15 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $0 | 15 |
| Purchased option contracts | $0 | 24 |
| 1992-12-31 | Rank | |
| Derivatives | $257,998,000 | 170 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $253,000,000 | 163 |
| Notional value of interest rate swaps | $253,000,000 | 139 |
| Futures and forward contracts | $0 | 150 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $0 | 202 |
| Foreign exchange rate contracts | $4,998,000 | 128 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $4,998,000 | 132 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $0 | 43 |
| Purchased option contracts | $0 | 41 |
| Contracts on other commodities and equities. | $0 | 32 |
| Notional value of other swaps | $0 | 12 |
| Futures and forward contracts | $0 | 19 |
| Written option contracts | $0 | 15 |
| Purchased option contracts | $0 | 13 |