Home > Fifth Third Bank > Derivatives

Fifth Third Bank, Derivatives

2019-12-31Rank
Derivatives$123,915,275,00019
Notional amount of credit derivatives$5,308,803,00013
Bank is guarantor$3,943,656,00011
Bank is beneficiary$1,365,147,00015
Interest rate contracts$92,660,391,00019
Notional value of interest rate swaps$65,281,363,00018
Futures and forward contracts$2,950,654,00022
Written option contracts$8,508,425,00011
Purchased option contracts$15,919,949,00011
Foreign exchange rate contracts$14,338,521,00014
Notional value of exchange swaps$7,887,716,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$5,246,227,00017
Spot foreign exchange rate contracts$363,412,00015
Written option contracts$599,693,00012
Purchased option contracts$604,885,00012
Contracts on other commodities and equities.$11,607,560,00011
Notional value of other swaps$7,749,971,0009
Futures and forward contracts$1,016,353,0007
Written option contracts$1,419,855,00010
Purchased option contracts$1,421,381,0009
2019-09-30Rank
Derivatives$120,991,022,00020
Notional amount of credit derivatives$5,687,074,00012
Bank is guarantor$4,345,322,0009
Bank is beneficiary$1,341,752,00015
Interest rate contracts$90,402,642,00019
Notional value of interest rate swaps$63,595,694,00018
Futures and forward contracts$2,720,844,00026
Written option contracts$8,561,338,00011
Purchased option contracts$15,524,766,00011
Foreign exchange rate contracts$13,923,671,00013
Notional value of exchange swaps$7,947,568,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$4,632,474,00018
Spot foreign exchange rate contracts$409,407,00015
Written option contracts$667,259,00012
Purchased option contracts$676,370,00013
Contracts on other commodities and equities.$10,977,635,00011
Notional value of other swaps$7,381,124,0008
Futures and forward contracts$893,841,0006
Written option contracts$1,350,341,00010
Purchased option contracts$1,352,329,0009
2019-06-30Rank
Derivatives$119,327,243,00018
Notional amount of credit derivatives$5,763,165,00010
Bank is guarantor$4,462,069,0009
Bank is beneficiary$1,301,096,00015
Interest rate contracts$87,496,718,00018
Notional value of interest rate swaps$64,236,734,00018
Futures and forward contracts$1,558,701,00032
Written option contracts$6,869,274,00011
Purchased option contracts$14,832,009,00011
Foreign exchange rate contracts$15,406,643,00013
Notional value of exchange swaps$9,072,775,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$4,898,933,00017
Spot foreign exchange rate contracts$411,277,00016
Written option contracts$714,078,00011
Purchased option contracts$720,857,00011
Contracts on other commodities and equities.$10,660,717,00011
Notional value of other swaps$6,851,714,0009
Futures and forward contracts$927,429,0006
Written option contracts$1,439,679,0009
Purchased option contracts$1,441,895,0008
2019-03-31Rank
Derivatives$109,425,120,00017
Notional amount of credit derivatives$5,421,330,00010
Bank is guarantor$4,436,391,0009
Bank is beneficiary$984,939,00015
Interest rate contracts$80,441,480,00017
Notional value of interest rate swaps$59,295,761,00017
Futures and forward contracts$1,356,468,00030
Written option contracts$6,128,224,00011
Purchased option contracts$13,661,027,00012
Foreign exchange rate contracts$14,127,362,00013
Notional value of exchange swaps$6,941,050,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$5,551,705,00017
Spot foreign exchange rate contracts$449,396,00015
Written option contracts$804,755,00010
Purchased option contracts$829,852,00010
Contracts on other commodities and equities.$9,434,948,00011
Notional value of other swaps$6,200,249,0009
Futures and forward contracts$1,007,554,0006
Written option contracts$1,108,882,00010
Purchased option contracts$1,118,263,0009
2018-12-31Rank
Derivatives$102,885,181,00017
Notional amount of credit derivatives$4,706,342,00012
Bank is guarantor$4,002,526,0009
Bank is beneficiary$703,816,00015
Interest rate contracts$76,155,850,00017
Notional value of interest rate swaps$56,967,165,00017
Futures and forward contracts$1,043,543,00030
Written option contracts$5,539,703,00011
Purchased option contracts$12,605,439,00011
Foreign exchange rate contracts$13,338,116,00013
Notional value of exchange swaps$5,841,396,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$5,762,119,00017
Spot foreign exchange rate contracts$481,111,00015
Written option contracts$855,962,00010
Purchased option contracts$878,639,00010
Contracts on other commodities and equities.$8,684,873,00011
Notional value of other swaps$5,878,562,0009
Futures and forward contracts$971,729,0006
Written option contracts$910,821,0009
Purchased option contracts$923,761,0008
2018-09-30Rank
Derivatives$99,608,246,00018
Notional amount of credit derivatives$4,640,466,00012
Bank is guarantor$3,931,195,0009
Bank is beneficiary$709,271,00015
Interest rate contracts$73,737,866,00017
Notional value of interest rate swaps$53,747,772,00017
Futures and forward contracts$1,075,541,00031
Written option contracts$7,638,956,00011
Purchased option contracts$11,275,597,00011
Foreign exchange rate contracts$12,939,557,00013
Notional value of exchange swaps$6,114,267,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$5,474,462,00018
Spot foreign exchange rate contracts$307,350,00018
Written option contracts$675,414,00011
Purchased option contracts$675,414,00011
Contracts on other commodities and equities.$8,290,357,00011
Notional value of other swaps$5,778,089,0009
Futures and forward contracts$1,025,503,0006
Written option contracts$743,159,00011
Purchased option contracts$743,606,00010
2018-06-30Rank
Derivatives$90,112,378,00020
Notional amount of credit derivatives$4,323,017,00010
Bank is guarantor$3,677,365,0009
Bank is beneficiary$645,652,00014
Interest rate contracts$67,500,126,00017
Notional value of interest rate swaps$50,597,583,00017
Futures and forward contracts$2,007,835,00028
Written option contracts$5,474,832,00011
Purchased option contracts$9,419,876,00012
Foreign exchange rate contracts$10,995,862,00013
Notional value of exchange swaps$5,211,217,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$5,173,707,00018
Spot foreign exchange rate contracts$160,671,00020
Written option contracts$305,469,00014
Purchased option contracts$305,469,00014
Contracts on other commodities and equities.$7,293,373,00011
Notional value of other swaps$4,939,249,0009
Futures and forward contracts$1,034,226,0006
Written option contracts$660,710,00011
Purchased option contracts$659,188,00011
2018-03-31Rank
Derivatives$84,983,355,00020
Notional amount of credit derivatives$4,019,999,00010
Bank is guarantor$3,369,810,0009
Bank is beneficiary$650,189,00014
Interest rate contracts$62,253,856,00018
Notional value of interest rate swaps$46,963,709,00018
Futures and forward contracts$1,198,977,00029
Written option contracts$5,073,439,00012
Purchased option contracts$9,017,731,00012
Foreign exchange rate contracts$11,873,195,00013
Notional value of exchange swaps$5,490,569,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$5,268,563,00018
Spot foreign exchange rate contracts$374,049,00015
Written option contracts$557,031,00010
Purchased option contracts$557,032,00011
Contracts on other commodities and equities.$6,836,305,00011
Notional value of other swaps$4,519,833,0009
Futures and forward contracts$1,077,679,0007
Written option contracts$613,830,00011
Purchased option contracts$624,963,00010
2017-12-31Rank
Derivatives$81,391,727,00020
Notional amount of credit derivatives$3,426,344,00011
Bank is guarantor$2,838,130,0009
Bank is beneficiary$588,214,00015
Interest rate contracts$59,143,652,00018
Notional value of interest rate swaps$45,931,572,00017
Futures and forward contracts$1,309,925,00028
Written option contracts$5,037,918,00013
Purchased option contracts$6,864,237,00012
Foreign exchange rate contracts$12,776,711,00013
Notional value of exchange swaps$7,210,522,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$4,518,871,00018
Spot foreign exchange rate contracts$394,971,00015
Written option contracts$523,658,00010
Purchased option contracts$523,660,00010
Contracts on other commodities and equities.$6,045,020,00011
Notional value of other swaps$3,715,239,0009
Futures and forward contracts$951,867,0007
Written option contracts$678,650,00012
Purchased option contracts$699,264,00011
2017-09-30Rank
Derivatives$77,076,145,00020
Notional amount of credit derivatives$3,322,329,00011
Bank is guarantor$2,819,669,0009
Bank is beneficiary$502,660,00014
Interest rate contracts$59,143,651,00018
Notional value of interest rate swaps$43,812,820,00018
Futures and forward contracts$2,356,876,00024
Written option contracts$5,344,304,00011
Purchased option contracts$7,629,651,00011
Foreign exchange rate contracts$10,056,825,00014
Notional value of exchange swaps$5,143,685,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$3,890,542,00019
Spot foreign exchange rate contracts$268,215,00017
Written option contracts$511,298,00011
Purchased option contracts$511,300,00011
Contracts on other commodities and equities.$4,553,340,00011
Notional value of other swaps$3,031,881,0009
Futures and forward contracts$621,962,0007
Written option contracts$449,601,00013
Purchased option contracts$449,896,00013
2017-06-30Rank
Derivatives$75,651,603,00020
Notional amount of credit derivatives$3,135,320,00012
Bank is guarantor$2,620,607,00010
Bank is beneficiary$514,713,00014
Interest rate contracts$57,712,795,00018
Notional value of interest rate swaps$43,588,204,00018
Futures and forward contracts$1,960,776,00025
Written option contracts$5,223,242,00012
Purchased option contracts$6,940,573,00011
Foreign exchange rate contracts$10,859,069,00013
Notional value of exchange swaps$5,626,090,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$3,897,617,00019
Spot foreign exchange rate contracts$465,806,00018
Written option contracts$667,680,00010
Purchased option contracts$667,682,00010
Contracts on other commodities and equities.$3,944,419,00012
Notional value of other swaps$2,613,951,0009
Futures and forward contracts$438,411,0009
Written option contracts$445,880,00013
Purchased option contracts$446,177,00013
2017-03-31Rank
Derivatives$69,332,800,00020
Notional amount of credit derivatives$3,028,543,00012
Bank is guarantor$2,623,698,0009
Bank is beneficiary$404,845,00016
Interest rate contracts$52,532,444,00018
Notional value of interest rate swaps$41,339,448,00018
Futures and forward contracts$1,773,294,00026
Written option contracts$4,055,108,00014
Purchased option contracts$5,364,594,00011
Foreign exchange rate contracts$10,146,505,00013
Notional value of exchange swaps$4,786,425,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$3,911,774,00019
Spot foreign exchange rate contracts$491,670,00015
Written option contracts$724,152,00011
Purchased option contracts$724,154,00011
Contracts on other commodities and equities.$3,625,308,00012
Notional value of other swaps$2,415,177,0009
Futures and forward contracts$397,863,0009
Written option contracts$405,978,00013
Purchased option contracts$406,290,00012
2016-12-31Rank
Derivatives$69,615,741,00020
Notional amount of credit derivatives$2,799,302,00012
Bank is guarantor$2,467,437,00010
Bank is beneficiary$331,865,00016
Interest rate contracts$52,284,889,00018
Notional value of interest rate swaps$41,927,270,00018
Futures and forward contracts$1,835,004,00027
Written option contracts$3,790,206,00012
Purchased option contracts$4,732,409,00012
Foreign exchange rate contracts$11,135,901,00013
Notional value of exchange swaps$5,457,994,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$4,072,726,00019
Spot foreign exchange rate contracts$275,232,00015
Written option contracts$802,590,00011
Purchased option contracts$802,591,00011
Contracts on other commodities and equities.$3,395,649,00012
Notional value of other swaps$2,212,644,0009
Futures and forward contracts$377,729,0009
Written option contracts$402,561,00014
Purchased option contracts$402,715,00014
2016-09-30Rank
Derivatives$69,030,832,00020
Notional amount of credit derivatives$2,752,978,00011
Bank is guarantor$2,473,370,0009
Bank is beneficiary$279,608,00017
Interest rate contracts$49,614,411,00018
Notional value of interest rate swaps$38,604,480,00018
Futures and forward contracts$2,047,739,00027
Written option contracts$4,033,525,00012
Purchased option contracts$4,928,667,00011
Foreign exchange rate contracts$13,047,302,00013
Notional value of exchange swaps$5,925,541,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$4,590,336,00019
Spot foreign exchange rate contracts$330,099,00015
Written option contracts$1,265,712,0009
Purchased option contracts$1,265,713,0009
Contracts on other commodities and equities.$3,616,141,00011
Notional value of other swaps$2,292,299,00010
Futures and forward contracts$330,334,0009
Written option contracts$276,996,00015
Purchased option contracts$716,512,00011
2016-06-30Rank
Derivatives$66,483,696,00019
Notional amount of credit derivatives$2,567,373,00011
Bank is guarantor$2,377,120,00010
Bank is beneficiary$190,253,00018
Interest rate contracts$46,179,271,00018
Notional value of interest rate swaps$35,231,601,00018
Futures and forward contracts$1,736,480,00028
Written option contracts$3,967,822,00012
Purchased option contracts$5,243,368,00012
Foreign exchange rate contracts$13,969,408,00013
Notional value of exchange swaps$6,382,648,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$4,783,462,00019
Spot foreign exchange rate contracts$256,250,00019
Written option contracts$1,401,655,0009
Purchased option contracts$1,401,643,0009
Contracts on other commodities and equities.$3,767,644,00010
Notional value of other swaps$2,165,401,0009
Futures and forward contracts$347,762,0008
Written option contracts$406,282,00015
Purchased option contracts$848,199,00011
2016-03-31Rank
Derivatives$67,299,731,00019
Notional amount of credit derivatives$2,503,426,00011
Bank is guarantor$2,343,594,0009
Bank is beneficiary$159,832,00019
Interest rate contracts$45,686,658,00017
Notional value of interest rate swaps$34,855,944,00018
Futures and forward contracts$1,437,959,00027
Written option contracts$4,019,464,00012
Purchased option contracts$5,373,291,00012
Foreign exchange rate contracts$15,167,922,00013
Notional value of exchange swaps$6,502,287,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$5,653,979,00018
Spot foreign exchange rate contracts$333,003,00018
Written option contracts$1,496,722,0009
Purchased option contracts$1,514,934,0009
Contracts on other commodities and equities.$3,941,725,00010
Notional value of other swaps$2,236,084,0009
Futures and forward contracts$307,352,0008
Written option contracts$489,140,00014
Purchased option contracts$909,149,00010
2015-12-31Rank
Derivatives$70,609,960,00017
Notional amount of credit derivatives$1,834,373,00012
Bank is guarantor$1,664,247,00011
Bank is beneficiary$170,126,00019
Interest rate contracts$48,406,861,00017
Notional value of interest rate swaps$34,848,127,00018
Futures and forward contracts$1,332,189,00025
Written option contracts$5,736,111,00011
Purchased option contracts$6,490,434,00012
Foreign exchange rate contracts$16,243,594,00012
Notional value of exchange swaps$7,140,911,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$5,575,554,00020
Spot foreign exchange rate contracts$300,248,00016
Written option contracts$1,763,565,0008
Purchased option contracts$1,763,564,0008
Contracts on other commodities and equities.$4,125,132,00010
Notional value of other swaps$2,265,114,0008
Futures and forward contracts$292,964,0009
Written option contracts$598,672,00013
Purchased option contracts$968,382,00010
2015-09-30Rank
Derivatives$69,707,310,00018
Notional amount of credit derivatives$1,887,407,00011
Bank is guarantor$1,712,342,00010
Bank is beneficiary$175,065,00016
Interest rate contracts$44,122,330,00017
Notional value of interest rate swaps$34,231,857,00017
Futures and forward contracts$1,396,356,00027
Written option contracts$3,425,064,00014
Purchased option contracts$5,069,053,00012
Foreign exchange rate contracts$18,499,937,00012
Notional value of exchange swaps$8,519,475,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$6,544,094,00016
Spot foreign exchange rate contracts$348,304,00015
Written option contracts$1,717,085,0008
Purchased option contracts$1,719,283,0008
Contracts on other commodities and equities.$5,197,636,00010
Notional value of other swaps$2,375,943,0007
Futures and forward contracts$406,454,0006
Written option contracts$749,755,00013
Purchased option contracts$1,665,484,0009
2015-06-30Rank
Derivatives$71,769,570,00017
Notional amount of credit derivatives$2,091,826,00011
Bank is guarantor$1,704,151,00010
Bank is beneficiary$387,675,00015
Interest rate contracts$41,901,197,00017
Notional value of interest rate swaps$31,141,025,00018
Futures and forward contracts$1,103,277,00030
Written option contracts$3,986,986,00013
Purchased option contracts$5,669,909,00012
Foreign exchange rate contracts$22,291,749,00012
Notional value of exchange swaps$10,326,070,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$8,473,436,00014
Spot foreign exchange rate contracts$574,786,00014
Written option contracts$1,743,922,0009
Purchased option contracts$1,748,321,0009
Contracts on other commodities and equities.$5,484,798,00010
Notional value of other swaps$2,491,074,0007
Futures and forward contracts$459,927,0006
Written option contracts$877,054,00014
Purchased option contracts$1,656,743,0009
2015-03-31Rank
Derivatives$66,391,560,00018
Notional amount of credit derivatives$1,543,796,00011
Bank is guarantor$1,154,371,00011
Bank is beneficiary$389,425,00015
Interest rate contracts$41,627,122,00017
Notional value of interest rate swaps$31,910,616,00017
Futures and forward contracts$1,969,580,00026
Written option contracts$3,062,465,00016
Purchased option contracts$4,684,461,00012
Foreign exchange rate contracts$18,222,226,00013
Notional value of exchange swaps$8,067,120,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$7,984,044,00014
Spot foreign exchange rate contracts$302,181,00015
Written option contracts$1,085,531,00010
Purchased option contracts$1,085,531,00010
Contracts on other commodities and equities.$4,998,416,00011
Notional value of other swaps$2,430,157,0008
Futures and forward contracts$451,016,0006
Written option contracts$673,997,00014
Purchased option contracts$1,443,246,00010
2014-12-31Rank
Derivatives$61,769,706,00019
Notional amount of credit derivatives$1,490,227,00011
Bank is guarantor$1,113,375,00011
Bank is beneficiary$376,852,00016
Interest rate contracts$38,193,219,00017
Notional value of interest rate swaps$29,488,457,00017
Futures and forward contracts$1,000,803,00028
Written option contracts$2,920,855,00014
Purchased option contracts$4,783,104,00012
Foreign exchange rate contracts$16,744,949,00013
Notional value of exchange swaps$8,073,087,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$7,011,914,00016
Spot foreign exchange rate contracts$282,426,00017
Written option contracts$829,974,00011
Purchased option contracts$829,974,00011
Contracts on other commodities and equities.$5,341,311,00011
Notional value of other swaps$2,496,214,0007
Futures and forward contracts$619,632,0006
Written option contracts$766,847,00014
Purchased option contracts$1,458,618,00010
2014-09-30Rank
Derivatives$63,489,200,00018
Notional amount of credit derivatives$1,692,600,00011
Bank is guarantor$1,236,767,00011
Bank is beneficiary$455,833,00015
Interest rate contracts$38,343,579,00018
Notional value of interest rate swaps$30,115,303,00017
Futures and forward contracts$982,159,00029
Written option contracts$2,914,201,00014
Purchased option contracts$4,331,916,00013
Foreign exchange rate contracts$18,405,329,00013
Notional value of exchange swaps$8,564,557,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$8,230,771,00015
Spot foreign exchange rate contracts$451,518,00015
Written option contracts$803,751,00011
Purchased option contracts$806,250,00011
Contracts on other commodities and equities.$5,047,692,00012
Notional value of other swaps$2,281,235,0009
Futures and forward contracts$561,731,0006
Written option contracts$787,476,00014
Purchased option contracts$1,417,250,00010
2014-06-30Rank
Derivatives$62,652,160,00019
Notional amount of credit derivatives$1,485,295,00011
Bank is guarantor$1,233,475,00010
Bank is beneficiary$251,820,00016
Interest rate contracts$37,770,656,00018
Notional value of interest rate swaps$28,670,381,00017
Futures and forward contracts$1,076,000,00029
Written option contracts$3,229,924,00013
Purchased option contracts$4,794,351,00012
Foreign exchange rate contracts$18,130,818,00013
Notional value of exchange swaps$8,574,447,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$7,666,855,00018
Spot foreign exchange rate contracts$418,806,00015
Written option contracts$944,758,0009
Purchased option contracts$944,758,0009
Contracts on other commodities and equities.$5,265,391,00012
Notional value of other swaps$2,202,297,0009
Futures and forward contracts$950,763,0006
Written option contracts$677,703,00015
Purchased option contracts$1,434,628,00010
2014-03-31Rank
Derivatives$64,213,100,00018
Notional amount of credit derivatives$1,407,091,00011
Bank is guarantor$1,169,957,00010
Bank is beneficiary$237,134,00017
Interest rate contracts$38,063,927,00018
Notional value of interest rate swaps$27,126,584,00017
Futures and forward contracts$1,844,865,00022
Written option contracts$3,593,520,00012
Purchased option contracts$5,498,958,00011
Foreign exchange rate contracts$20,029,469,00013
Notional value of exchange swaps$8,241,468,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$7,876,459,00017
Spot foreign exchange rate contracts$276,366,00019
Written option contracts$1,955,771,0008
Purchased option contracts$1,955,771,0008
Contracts on other commodities and equities.$4,712,613,00012
Notional value of other swaps$2,119,965,0009
Futures and forward contracts$897,422,0007
Written option contracts$507,815,00015
Purchased option contracts$1,187,411,00010
2013-12-31Rank
Derivatives$63,119,815,00019
Notional amount of credit derivatives$1,437,953,00011
Bank is guarantor$1,202,854,00010
Bank is beneficiary$235,099,00016
Interest rate contracts$37,073,157,00018
Notional value of interest rate swaps$27,424,225,00017
Futures and forward contracts$1,448,892,00024
Written option contracts$3,637,198,00013
Purchased option contracts$4,562,842,00012
Foreign exchange rate contracts$19,697,763,00013
Notional value of exchange swaps$7,352,656,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$8,085,426,00015
Spot foreign exchange rate contracts$236,322,00016
Written option contracts$2,129,839,0008
Purchased option contracts$2,129,842,0008
Contracts on other commodities and equities.$4,910,942,00012
Notional value of other swaps$2,101,396,0009
Futures and forward contracts$928,033,0007
Written option contracts$583,690,00015
Purchased option contracts$1,297,823,00011
2013-09-30Rank
Derivatives$63,503,073,00018
Notional amount of credit derivatives$1,568,860,00011
Bank is guarantor$1,207,497,00010
Bank is beneficiary$361,363,00014
Interest rate contracts$38,914,372,00017
Notional value of interest rate swaps$26,841,668,00018
Futures and forward contracts$4,068,277,00020
Written option contracts$4,718,845,00012
Purchased option contracts$3,285,582,00013
Foreign exchange rate contracts$18,307,732,00013
Notional value of exchange swaps$7,226,876,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$7,622,681,00016
Spot foreign exchange rate contracts$296,296,00016
Written option contracts$1,729,336,0009
Purchased option contracts$1,728,839,0009
Contracts on other commodities and equities.$4,712,109,00012
Notional value of other swaps$1,896,436,0009
Futures and forward contracts$567,206,0007
Written option contracts$805,422,00014
Purchased option contracts$1,443,045,00011
2013-06-30Rank
Derivatives$70,331,222,00016
Notional amount of credit derivatives$1,429,367,00011
Bank is guarantor$1,078,832,00012
Bank is beneficiary$350,535,00014
Interest rate contracts$44,180,568,00017
Notional value of interest rate swaps$26,345,826,00018
Futures and forward contracts$7,298,191,00018
Written option contracts$6,718,602,00012
Purchased option contracts$3,817,949,00013
Foreign exchange rate contracts$19,798,612,00012
Notional value of exchange swaps$7,996,323,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$8,297,805,00015
Spot foreign exchange rate contracts$386,757,00014
Written option contracts$1,751,241,0009
Purchased option contracts$1,753,243,0009
Contracts on other commodities and equities.$4,922,675,00012
Notional value of other swaps$1,922,101,0009
Futures and forward contracts$451,370,0009
Written option contracts$967,407,00013
Purchased option contracts$1,581,797,00011
2013-03-31Rank
Derivatives$70,667,952,00018
Notional amount of credit derivatives$1,459,939,00012
Bank is guarantor$1,175,635,00012
Bank is beneficiary$284,304,00015
Interest rate contracts$47,476,420,00016
Notional value of interest rate swaps$23,412,279,00019
Futures and forward contracts$7,751,763,00018
Written option contracts$7,656,848,00012
Purchased option contracts$8,655,530,00011
Foreign exchange rate contracts$17,482,257,00012
Notional value of exchange swaps$6,935,721,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$7,283,284,00016
Spot foreign exchange rate contracts$463,027,00014
Written option contracts$1,631,625,0009
Purchased option contracts$1,631,627,00010
Contracts on other commodities and equities.$4,249,336,00012
Notional value of other swaps$1,716,510,0009
Futures and forward contracts$167,262,00011
Written option contracts$955,036,00012
Purchased option contracts$1,410,528,00011
2012-12-31Rank
Derivatives$72,956,782,00017
Notional amount of credit derivatives$1,263,710,00012
Bank is guarantor$1,006,405,00012
Bank is beneficiary$257,305,00017
Interest rate contracts$50,239,384,00016
Notional value of interest rate swaps$22,726,721,00019
Futures and forward contracts$5,321,249,00020
Written option contracts$8,418,745,00013
Purchased option contracts$13,772,669,00010
Foreign exchange rate contracts$17,303,507,00012
Notional value of exchange swaps$6,580,227,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$7,203,576,00016
Spot foreign exchange rate contracts$282,488,00017
Written option contracts$1,759,852,0009
Purchased option contracts$1,759,852,0009
Contracts on other commodities and equities.$4,150,181,00012
Notional value of other swaps$1,596,183,00010
Futures and forward contracts$123,285,00011
Written option contracts$1,008,603,00012
Purchased option contracts$1,422,110,00011
2012-09-30Rank
Derivatives$76,831,185,00017
Notional amount of credit derivatives$1,264,048,00013
Bank is guarantor$971,302,00012
Bank is beneficiary$292,746,00017
Interest rate contracts$52,870,201,00016
Notional value of interest rate swaps$24,445,050,00018
Futures and forward contracts$8,748,612,00019
Written option contracts$8,515,270,00013
Purchased option contracts$11,161,269,00011
Foreign exchange rate contracts$18,813,488,00012
Notional value of exchange swaps$7,840,089,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$7,677,214,00016
Spot foreign exchange rate contracts$593,221,00015
Written option contracts$1,648,092,0009
Purchased option contracts$1,648,093,00010
Contracts on other commodities and equities.$3,883,448,00013
Notional value of other swaps$1,576,630,0009
Futures and forward contracts$160,547,00012
Written option contracts$856,172,00013
Purchased option contracts$1,290,099,00012
2012-06-30Rank
Derivatives$73,359,972,00017
Notional amount of credit derivatives$1,316,857,00013
Bank is guarantor$956,650,00012
Bank is beneficiary$360,207,00015
Interest rate contracts$50,672,419,00016
Notional value of interest rate swaps$24,831,874,00019
Futures and forward contracts$7,382,155,00020
Written option contracts$7,922,703,00013
Purchased option contracts$10,535,687,00011
Foreign exchange rate contracts$18,023,808,00012
Notional value of exchange swaps$6,569,204,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$7,886,786,00016
Spot foreign exchange rate contracts$861,700,00013
Written option contracts$1,783,911,0009
Purchased option contracts$1,783,907,00010
Contracts on other commodities and equities.$3,346,888,00014
Notional value of other swaps$1,667,097,0009
Futures and forward contracts$178,792,00012
Written option contracts$524,950,00015
Purchased option contracts$976,049,00013
2012-03-31Rank
Derivatives$71,746,023,00016
Notional amount of credit derivatives$1,181,934,00014
Bank is guarantor$824,165,00013
Bank is beneficiary$357,769,00016
Interest rate contracts$50,208,537,00017
Notional value of interest rate swaps$23,949,925,00019
Futures and forward contracts$8,868,561,00018
Written option contracts$7,148,613,00012
Purchased option contracts$10,241,438,00010
Foreign exchange rate contracts$17,477,325,00012
Notional value of exchange swaps$6,377,563,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$7,761,513,00016
Spot foreign exchange rate contracts$557,596,00015
Written option contracts$1,669,087,00010
Purchased option contracts$1,669,162,00010
Contracts on other commodities and equities.$2,878,227,00014
Notional value of other swaps$1,492,321,00010
Futures and forward contracts$177,185,00012
Written option contracts$491,671,00014
Purchased option contracts$717,050,00014
2011-12-31Rank
Derivatives$68,939,544,00018
Notional amount of credit derivatives$1,163,232,00014
Bank is guarantor$807,834,00013
Bank is beneficiary$355,398,00016
Interest rate contracts$46,120,120,00016
Notional value of interest rate swaps$24,653,398,00019
Futures and forward contracts$5,704,676,00020
Written option contracts$7,698,488,00011
Purchased option contracts$8,063,558,00011
Foreign exchange rate contracts$17,911,106,00012
Notional value of exchange swaps$6,203,843,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$8,187,759,00015
Spot foreign exchange rate contracts$557,380,00012
Written option contracts$1,759,752,0009
Purchased option contracts$1,759,752,00010
Contracts on other commodities and equities.$3,745,086,00013
Notional value of other swaps$1,446,995,0009
Futures and forward contracts$200,932,0009
Written option contracts$1,428,168,00010
Purchased option contracts$668,991,00013
2011-09-30Rank
Derivatives$72,105,277,00016
Notional amount of credit derivatives$1,017,466,00014
Bank is guarantor$721,529,00013
Bank is beneficiary$295,937,00016
Interest rate contracts$46,482,681,00016
Notional value of interest rate swaps$24,941,577,00019
Futures and forward contracts$4,852,314,00021
Written option contracts$8,275,359,00011
Purchased option contracts$8,413,431,00011
Foreign exchange rate contracts$20,939,143,00012
Notional value of exchange swaps$5,924,072,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$7,386,810,00015
Spot foreign exchange rate contracts$572,586,00016
Written option contracts$3,811,474,0008
Purchased option contracts$3,816,787,0008
Contracts on other commodities and equities.$3,665,987,00012
Notional value of other swaps$1,439,551,0009
Futures and forward contracts$197,844,0008
Written option contracts$1,376,651,00011
Purchased option contracts$651,941,00012
2011-06-30Rank
Derivatives$81,167,099,00015
Notional amount of credit derivatives$981,550,00014
Bank is guarantor$716,502,00012
Bank is beneficiary$265,048,00016
Interest rate contracts$54,153,775,00015
Notional value of interest rate swaps$37,644,131,00016
Futures and forward contracts$2,210,026,00021
Written option contracts$4,849,759,00013
Purchased option contracts$9,449,859,00010
Foreign exchange rate contracts$22,528,245,00011
Notional value of exchange swaps$6,567,970,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$7,392,723,00015
Spot foreign exchange rate contracts$852,071,00014
Written option contracts$4,120,881,0008
Purchased option contracts$4,446,671,0008
Contracts on other commodities and equities.$3,503,529,00012
Notional value of other swaps$1,361,464,0009
Futures and forward contracts$179,994,0009
Written option contracts$1,327,890,00011
Purchased option contracts$634,181,00012
2011-03-31Rank
Derivatives$84,204,457,00015
Notional amount of credit derivatives$1,113,081,00014
Bank is guarantor$833,584,00013
Bank is beneficiary$279,497,00016
Interest rate contracts$59,652,113,00013
Notional value of interest rate swaps$40,595,866,00015
Futures and forward contracts$2,528,558,00021
Written option contracts$4,550,682,00013
Purchased option contracts$11,977,007,00010
Foreign exchange rate contracts$20,129,685,00011
Notional value of exchange swaps$6,956,207,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$6,756,349,00015
Spot foreign exchange rate contracts$930,344,00014
Written option contracts$2,987,362,0008
Purchased option contracts$3,429,767,0008
Contracts on other commodities and equities.$3,309,578,00013
Notional value of other swaps$1,240,902,0009
Futures and forward contracts$174,750,0008
Written option contracts$1,244,544,00012
Purchased option contracts$649,382,00011
2010-12-31Rank
Derivatives$78,974,875,00015
Notional amount of credit derivatives$1,024,784,00013
Bank is guarantor$851,053,00012
Bank is beneficiary$173,731,00018
Interest rate contracts$54,202,178,00016
Notional value of interest rate swaps$33,291,882,00016
Futures and forward contracts$6,388,567,00019
Written option contracts$4,521,908,00013
Purchased option contracts$9,999,821,00010
Foreign exchange rate contracts$20,492,586,00011
Notional value of exchange swaps$7,793,575,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$6,791,469,00014
Spot foreign exchange rate contracts$1,196,160,00011
Written option contracts$2,792,462,0008
Purchased option contracts$3,115,080,0008
Contracts on other commodities and equities.$3,255,327,00013
Notional value of other swaps$1,078,530,0009
Futures and forward contracts$179,033,0008
Written option contracts$1,297,489,00011
Purchased option contracts$700,275,00012
2010-09-30Rank
Derivatives$75,870,244,00015
Notional amount of credit derivatives$924,016,00014
Bank is guarantor$775,862,00012
Bank is beneficiary$148,154,00019
Interest rate contracts$53,650,505,00015
Notional value of interest rate swaps$31,210,295,00016
Futures and forward contracts$7,037,101,00019
Written option contracts$7,333,580,00012
Purchased option contracts$8,069,529,00010
Foreign exchange rate contracts$18,313,914,00010
Notional value of exchange swaps$7,150,446,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$6,904,353,00013
Spot foreign exchange rate contracts$1,754,613,0009
Written option contracts$2,131,264,0008
Purchased option contracts$2,127,851,0008
Contracts on other commodities and equities.$2,981,809,00012
Notional value of other swaps$1,084,527,0009
Futures and forward contracts$173,587,0008
Written option contracts$1,157,445,00011
Purchased option contracts$566,250,00012
2010-06-30Rank
Derivatives$72,008,384,00015
Notional amount of credit derivatives$988,172,00014
Bank is guarantor$824,013,00011
Bank is beneficiary$164,159,00017
Interest rate contracts$48,003,635,00015
Notional value of interest rate swaps$31,070,738,00016
Futures and forward contracts$2,707,577,00021
Written option contracts$5,405,769,00012
Purchased option contracts$8,819,551,00010
Foreign exchange rate contracts$20,371,894,00010
Notional value of exchange swaps$6,613,473,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$5,846,496,00014
Spot foreign exchange rate contracts$716,541,00013
Written option contracts$3,956,287,0008
Purchased option contracts$3,955,638,0008
Contracts on other commodities and equities.$2,644,683,00012
Notional value of other swaps$1,018,674,00011
Futures and forward contracts$122,267,0009
Written option contracts$1,047,591,00011
Purchased option contracts$456,151,00013
2010-03-31Rank
Derivatives$72,620,345,00015
Notional amount of credit derivatives$1,018,718,00015
Bank is guarantor$876,533,00011
Bank is beneficiary$142,185,00017
Interest rate contracts$50,948,921,00014
Notional value of interest rate swaps$33,012,812,00016
Futures and forward contracts$3,583,384,00020
Written option contracts$4,318,626,00013
Purchased option contracts$10,034,099,00010
Foreign exchange rate contracts$18,288,332,00010
Notional value of exchange swaps$5,011,152,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$4,983,955,00014
Spot foreign exchange rate contracts$646,418,00012
Written option contracts$4,146,615,0008
Purchased option contracts$4,146,610,0008
Contracts on other commodities and equities.$2,364,374,00012
Notional value of other swaps$587,978,00012
Futures and forward contracts$53,556,00010
Written option contracts$1,390,464,00010
Purchased option contracts$332,376,00014
2009-12-31Rank
Derivatives$65,683,864,00017
Notional amount of credit derivatives$963,652,00015
Bank is guarantor$810,198,00011
Bank is beneficiary$153,454,00018
Interest rate contracts$51,464,637,00015
Notional value of interest rate swaps$35,107,153,00017
Futures and forward contracts$4,634,057,00019
Written option contracts$5,309,982,00013
Purchased option contracts$6,413,445,00012
Foreign exchange rate contracts$10,996,961,00012
Notional value of exchange swaps$5,319,013,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$4,639,391,00015
Spot foreign exchange rate contracts$415,286,00014
Written option contracts$519,282,00010
Purchased option contracts$519,275,00010
Contracts on other commodities and equities.$2,258,614,00014
Notional value of other swaps$547,700,00014
Futures and forward contracts$56,032,00011
Written option contracts$1,345,840,00010
Purchased option contracts$309,042,00012
2009-09-30Rank
Derivatives$67,198,924,00018
Notional amount of credit derivatives$1,067,992,00016
Bank is guarantor$894,538,00011
Bank is beneficiary$173,454,00017
Interest rate contracts$53,053,208,00016
Notional value of interest rate swaps$35,757,484,00018
Futures and forward contracts$4,155,620,00019
Written option contracts$6,082,959,00014
Purchased option contracts$7,057,145,00013
Foreign exchange rate contracts$11,148,813,00012
Notional value of exchange swaps$5,396,743,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$4,919,535,00015
Spot foreign exchange rate contracts$926,872,00012
Written option contracts$401,572,00010
Purchased option contracts$430,963,00010
Contracts on other commodities and equities.$1,928,911,00014
Notional value of other swaps$462,644,00013
Futures and forward contracts$93,829,00011
Written option contracts$1,107,834,0009
Purchased option contracts$264,604,00013
2009-06-30Rank
Derivatives$69,795,199,00018
Notional amount of credit derivatives$337,569,00021
Bank is guarantor$212,396,00017
Bank is beneficiary$125,173,00021
Interest rate contracts$55,531,115,00016
Notional value of interest rate swaps$37,529,348,00018
Futures and forward contracts$8,528,537,00018
Written option contracts$4,757,302,00014
Purchased option contracts$4,715,928,00014
Foreign exchange rate contracts$12,237,451,00012
Notional value of exchange swaps$5,527,869,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$5,689,708,00015
Spot foreign exchange rate contracts$939,826,00012
Written option contracts$490,006,00011
Purchased option contracts$529,868,00010
Contracts on other commodities and equities.$1,689,064,00015
Notional value of other swaps$534,451,00014
Futures and forward contracts$162,669,0009
Written option contracts$712,261,00011
Purchased option contracts$279,683,00013
2009-03-31Rank
Derivatives$71,013,463,00018
Notional amount of credit derivatives$353,356,00021
Bank is guarantor$224,902,00017
Bank is beneficiary$128,454,00022
Interest rate contracts$57,752,793,00016
Notional value of interest rate swaps$40,558,551,00017
Futures and forward contracts$7,116,174,00019
Written option contracts$5,970,514,00014
Purchased option contracts$4,107,554,00018
Foreign exchange rate contracts$11,914,701,00012
Notional value of exchange swaps$5,257,322,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$5,472,670,00016
Spot foreign exchange rate contracts$630,460,00012
Written option contracts$590,858,00010
Purchased option contracts$593,851,00010
Contracts on other commodities and equities.$992,613,00016
Notional value of other swaps$632,420,00014
Futures and forward contracts$66,683,00011
Written option contracts$146,674,00016
Purchased option contracts$146,836,00017
2008-12-31Rank
Derivatives$70,955,957,00019
Notional amount of credit derivatives$361,104,00021
Bank is guarantor$259,031,00017
Bank is beneficiary$102,073,00023
Interest rate contracts$56,190,091,00017
Notional value of interest rate swaps$38,597,772,00017
Futures and forward contracts$6,462,817,00020
Written option contracts$5,158,826,00014
Purchased option contracts$5,970,676,00014
Foreign exchange rate contracts$13,342,680,00012
Notional value of exchange swaps$6,493,186,0008
Commitments to purchase foreign currencies & U.S. dollar exchange$5,668,063,00015
Spot foreign exchange rate contracts$538,215,00013
Written option contracts$590,719,00010
Purchased option contracts$590,712,00010
Contracts on other commodities and equities.$1,062,082,00016
Notional value of other swaps$710,103,00014
Futures and forward contracts$63,653,00010
Written option contracts$144,163,00017
Purchased option contracts$144,163,00018
2008-09-30Rank
Derivatives$58,964,263,00019
Notional amount of credit derivatives$308,120,00023
Bank is guarantor$236,047,00018
Bank is beneficiary$72,073,00026
Interest rate contracts$42,228,457,00017
Notional value of interest rate swaps$31,429,368,00017
Futures and forward contracts$3,123,600,00020
Written option contracts$2,426,105,00016
Purchased option contracts$5,249,384,00014
Foreign exchange rate contracts$15,193,341,00011
Notional value of exchange swaps$6,990,326,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$6,747,350,00014
Spot foreign exchange rate contracts$862,884,00014
Written option contracts$727,835,00010
Purchased option contracts$727,830,00010
Contracts on other commodities and equities.$1,234,345,00015
Notional value of other swaps$947,766,00013
Futures and forward contracts$84,825,00011
Written option contracts$100,877,00021
Purchased option contracts$100,877,00020
2008-06-30Rank
Derivatives$57,272,526,00020
Notional amount of credit derivatives$312,894,00022
Bank is guarantor$240,821,00017
Bank is beneficiary$72,073,00025
Interest rate contracts$41,795,480,00017
Notional value of interest rate swaps$30,963,541,00017
Futures and forward contracts$976,315,00025
Written option contracts$2,220,874,00018
Purchased option contracts$7,634,750,00012
Foreign exchange rate contracts$14,606,186,00013
Notional value of exchange swaps$6,418,424,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$6,848,621,00015
Spot foreign exchange rate contracts$1,296,176,00013
Written option contracts$668,712,00010
Purchased option contracts$670,429,00010
Contracts on other commodities and equities.$557,966,00021
Notional value of other swaps$235,707,00018
Futures and forward contracts$34,047,00012
Written option contracts$144,106,00018
Purchased option contracts$144,106,00017
2008-03-31Rank
Derivatives$56,914,808,00018
Notional amount of credit derivatives$254,844,00024
Bank is guarantor$182,771,00019
Bank is beneficiary$72,073,00025
Interest rate contracts$38,246,759,00017
Notional value of interest rate swaps$27,316,470,00017
Futures and forward contracts$2,184,798,00024
Written option contracts$2,897,661,00018
Purchased option contracts$5,847,830,00013
Foreign exchange rate contracts$17,944,911,00012
Notional value of exchange swaps$8,612,497,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$7,871,007,00015
Spot foreign exchange rate contracts$922,166,00015
Written option contracts$727,467,00010
Purchased option contracts$733,940,00010
Contracts on other commodities and equities.$468,294,00021
Notional value of other swaps$163,533,00019
Futures and forward contracts$28,808,00012
Written option contracts$138,182,00017
Purchased option contracts$137,771,00016
2007-12-31Rank
Derivatives$50,917,589,00021
Notional amount of credit derivatives$236,643,00024
Bank is guarantor$168,443,00018
Bank is beneficiary$68,200,00025
Interest rate contracts$36,323,932,00018
Notional value of interest rate swaps$26,520,548,00017
Futures and forward contracts$1,416,225,00025
Written option contracts$2,203,860,00018
Purchased option contracts$6,183,299,00012
Foreign exchange rate contracts$13,927,373,00013
Notional value of exchange swaps$6,789,416,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$5,928,569,00015
Spot foreign exchange rate contracts$802,073,00012
Written option contracts$602,996,00011
Purchased option contracts$606,392,00011
Contracts on other commodities and equities.$429,641,00020
Notional value of other swaps$252,311,00017
Futures and forward contracts$26,440,00013
Written option contracts$75,445,00021
Purchased option contracts$75,445,00020
2007-09-30Rank
Derivatives$47,432,206,00020
Notional amount of credit derivatives$248,022,00021
Bank is guarantor$179,822,00016
Bank is beneficiary$68,200,00024
Interest rate contracts$35,565,956,00019
Notional value of interest rate swaps$25,375,423,00017
Futures and forward contracts$1,559,148,00024
Written option contracts$2,684,422,00018
Purchased option contracts$5,946,963,00012
Foreign exchange rate contracts$11,218,959,00014
Notional value of exchange swaps$5,146,730,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$4,607,166,00017
Spot foreign exchange rate contracts$371,557,00019
Written option contracts$713,790,00010
Purchased option contracts$751,273,00010
Contracts on other commodities and equities.$399,269,00021
Notional value of other swaps$312,904,00017
Futures and forward contracts$31,850,00012
Written option contracts$27,032,00028
Purchased option contracts$27,483,00026
2007-06-30Rank
Derivatives$43,307,604,00018
Notional amount of credit derivatives$262,419,00018
Bank is guarantor$185,564,00014
Bank is beneficiary$76,855,00022
Interest rate contracts$32,426,421,00019
Notional value of interest rate swaps$21,971,711,00018
Futures and forward contracts$2,110,400,00026
Written option contracts$3,116,574,00016
Purchased option contracts$5,227,736,00013
Foreign exchange rate contracts$10,439,682,00015
Notional value of exchange swaps$4,404,783,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$4,454,115,00017
Spot foreign exchange rate contracts$417,527,00017
Written option contracts$790,720,00010
Purchased option contracts$790,064,00010
Contracts on other commodities and equities.$179,082,00027
Notional value of other swaps$79,511,00023
Futures and forward contracts$27,979,00013
Written option contracts$34,961,00024
Purchased option contracts$36,631,00024
2007-03-31Rank
Derivatives$35,812,533,00020
Notional amount of credit derivatives$233,137,00020
Bank is guarantor$174,032,00014
Bank is beneficiary$59,105,00024
Interest rate contracts$25,239,313,00019
Notional value of interest rate swaps$19,200,392,00020
Futures and forward contracts$1,829,100,00025
Written option contracts$3,396,435,00015
Purchased option contracts$813,386,00029
Foreign exchange rate contracts$10,177,293,00014
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$8,466,314,00014
Spot foreign exchange rate contracts$405,842,00018
Written option contracts$847,553,00011
Purchased option contracts$863,426,00010
Contracts on other commodities and equities.$162,790,00027
Notional value of other swaps$69,502,00022
Futures and forward contracts$026
Written option contracts$46,644,00021
Purchased option contracts$46,644,00022
2006-12-31Rank
Derivatives$35,809,993,00021
Notional amount of credit derivatives$179,786,00021
Bank is guarantor$165,351,00014
Bank is beneficiary$14,435,00027
Interest rate contracts$25,584,250,00021
Notional value of interest rate swaps$20,135,295,00019
Futures and forward contracts$1,450,561,00030
Written option contracts$3,268,276,00017
Purchased option contracts$730,118,00026
Foreign exchange rate contracts$9,915,324,00013
Notional value of exchange swaps$53,367,00020
Commitments to purchase foreign currencies & U.S. dollar exchange$8,190,353,00014
Spot foreign exchange rate contracts$240,020,00017
Written option contracts$835,496,00011
Purchased option contracts$836,108,00011
Contracts on other commodities and equities.$130,633,00027
Notional value of other swaps$72,991,00020
Futures and forward contracts$026
Written option contracts$28,821,00022
Purchased option contracts$28,821,00023
2006-09-30Rank
Derivatives$32,095,547,00021
Notional amount of credit derivatives$83,759,00025
Bank is guarantor$62,712,00017
Bank is beneficiary$21,047,00025
Interest rate contracts$22,167,124,00022
Notional value of interest rate swaps$19,022,491,00021
Futures and forward contracts$1,068,800,00030
Written option contracts$1,659,026,00022
Purchased option contracts$416,807,00033
Foreign exchange rate contracts$9,830,142,00013
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$8,189,899,00013
Spot foreign exchange rate contracts$333,765,00017
Written option contracts$818,496,00010
Purchased option contracts$821,747,00010
Contracts on other commodities and equities.$14,522,00041
Notional value of other swaps$300,00074
Futures and forward contracts$027
Written option contracts$7,111,00030
Purchased option contracts$7,111,00028
2006-06-30Rank
Derivatives$29,741,897,00023
Notional amount of credit derivatives$160,040,00023
Bank is guarantor$138,256,00015
Bank is beneficiary$21,784,00026
Interest rate contracts$20,160,767,00024
Notional value of interest rate swaps$17,172,376,00021
Futures and forward contracts$1,209,400,00031
Written option contracts$1,590,761,00023
Purchased option contracts$188,230,00045
Foreign exchange rate contracts$9,421,090,00014
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$7,581,247,00013
Spot foreign exchange rate contracts$308,890,00020
Written option contracts$920,063,00011
Purchased option contracts$919,780,00011
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$27,970,973,00022
Notional amount of credit derivatives$85,408,00025
Bank is guarantor$63,975,00017
Bank is beneficiary$21,433,00027
Interest rate contracts$19,497,439,00024
Notional value of interest rate swaps$16,769,698,00020
Futures and forward contracts$1,092,221,00030
Written option contracts$1,511,432,00022
Purchased option contracts$124,088,00049
Foreign exchange rate contracts$8,388,126,00013
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$6,645,222,00013
Spot foreign exchange rate contracts$207,600,00022
Written option contracts$871,452,00011
Purchased option contracts$871,452,00011
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$26,959,865,00023
Notional amount of credit derivatives$151,071,00021
Bank is guarantor$129,145,00015
Bank is beneficiary$21,926,00026
Interest rate contracts$19,383,736,00024
Notional value of interest rate swaps$16,342,666,00021
Futures and forward contracts$1,285,500,00026
Written option contracts$913,953,00027
Purchased option contracts$841,617,00024
Foreign exchange rate contracts$7,425,058,00013
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$5,893,093,00012
Spot foreign exchange rate contracts$189,871,00019
Written option contracts$764,775,00011
Purchased option contracts$767,190,00011
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$28,915,780,00022
Notional amount of credit derivatives$91,211,00022
Bank is guarantor$65,152,00016
Bank is beneficiary$26,059,00024
Interest rate contracts$20,926,758,00022
Notional value of interest rate swaps$15,816,918,00020
Futures and forward contracts$1,632,174,00024
Written option contracts$791,528,00030
Purchased option contracts$2,686,138,00015
Foreign exchange rate contracts$7,897,811,00015
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$6,770,766,00014
Spot foreign exchange rate contracts$223,562,00020
Written option contracts$559,729,00011
Purchased option contracts$567,316,00011
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$29,380,504,00021
Notional amount of credit derivatives$65,747,00023
Bank is guarantor$49,914,00015
Bank is beneficiary$15,833,00026
Interest rate contracts$21,020,223,00021
Notional value of interest rate swaps$16,698,286,00020
Futures and forward contracts$1,132,000,00025
Written option contracts$1,035,415,00027
Purchased option contracts$2,154,522,00017
Foreign exchange rate contracts$8,294,534,00014
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$6,809,492,00014
Spot foreign exchange rate contracts$429,678,00016
Written option contracts$742,627,00010
Purchased option contracts$742,415,00010
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$25,305,033,00026
Notional amount of credit derivatives$68,597,00021
Bank is guarantor$54,240,00017
Bank is beneficiary$14,357,00023
Interest rate contracts$18,680,657,00025
Notional value of interest rate swaps$15,248,835,00022
Futures and forward contracts$966,000,00030
Written option contracts$606,523,00032
Purchased option contracts$1,859,299,00018
Foreign exchange rate contracts$6,555,779,00016
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$5,487,945,00015
Spot foreign exchange rate contracts$212,547,00021
Written option contracts$533,917,00010
Purchased option contracts$533,917,00010
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$19,998,071,00027
Notional amount of credit derivatives$64,109,00022
Bank is guarantor$49,478,00015
Bank is beneficiary$14,631,00025
Interest rate contracts$14,269,029,00028
Notional value of interest rate swaps$11,348,309,00026
Futures and forward contracts$739,000,00030
Written option contracts$549,402,00031
Purchased option contracts$1,632,318,00020
Foreign exchange rate contracts$5,664,933,00017
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$4,966,773,00016
Spot foreign exchange rate contracts$342,442,00013
Written option contracts$349,080,00013
Purchased option contracts$349,080,00013
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$21,481,125,00026
Notional amount of credit derivatives$036
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$16,614,289,00027
Notional value of interest rate swaps$12,056,476,00025
Futures and forward contracts$662,000,00034
Written option contracts$1,050,877,00030
Purchased option contracts$2,844,936,00015
Foreign exchange rate contracts$4,866,836,00018
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$4,498,134,00015
Spot foreign exchange rate contracts$212,391,00023
Written option contracts$184,351,00015
Purchased option contracts$184,351,00015
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$21,992,687,00027
Notional amount of credit derivatives$037
Bank is guarantor$023
Bank is beneficiary$031
Interest rate contracts$16,890,763,00027
Notional value of interest rate swaps$14,391,916,00024
Futures and forward contracts$606,000,00036
Written option contracts$911,189,00029
Purchased option contracts$981,658,00021
Foreign exchange rate contracts$5,101,924,00017
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$4,654,136,00015
Spot foreign exchange rate contracts$241,260,00020
Written option contracts$223,894,00015
Purchased option contracts$223,894,00015
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$24,313,156,00025
Notional amount of credit derivatives$037
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$19,609,678,00025
Notional value of interest rate swaps$14,826,893,00022
Futures and forward contracts$1,440,238,00032
Written option contracts$1,182,952,00028
Purchased option contracts$2,159,595,00016
Foreign exchange rate contracts$4,703,478,00016
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$4,229,348,00015
Spot foreign exchange rate contracts$241,351,00021
Written option contracts$237,065,00017
Purchased option contracts$237,065,00017
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$15,243,715,00030
Notional amount of credit derivatives$032
Bank is guarantor$020
Bank is beneficiary$029
Interest rate contracts$10,672,688,00033
Notional value of interest rate swaps$7,860,926,00031
Futures and forward contracts$796,000,00033
Written option contracts$735,886,00028
Purchased option contracts$1,279,876,00017
Foreign exchange rate contracts$4,571,027,00016
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$4,090,607,00015
Spot foreign exchange rate contracts$141,255,00020
Written option contracts$240,210,00017
Purchased option contracts$240,210,00017
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$14,763,042,00030
Notional amount of credit derivatives$032
Bank is guarantor$019
Bank is beneficiary$028
Interest rate contracts$9,817,864,00035
Notional value of interest rate swaps$7,846,110,00031
Futures and forward contracts$1,150,500,00033
Written option contracts$198,127,00050
Purchased option contracts$623,127,00027
Foreign exchange rate contracts$4,945,178,00016
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$4,259,908,00014
Spot foreign exchange rate contracts$520,974,00017
Written option contracts$342,635,00014
Purchased option contracts$342,635,00015
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$18,471,387,00025
Notional amount of credit derivatives$030
Bank is guarantor$020
Bank is beneficiary$025
Interest rate contracts$14,583,523,00026
Notional value of interest rate swaps$10,121,645,00025
Futures and forward contracts$3,103,000,00026
Written option contracts$326,939,00049
Purchased option contracts$1,031,939,00024
Foreign exchange rate contracts$3,887,864,00016
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$3,405,968,00015
Spot foreign exchange rate contracts$213,265,00022
Written option contracts$240,948,00014
Purchased option contracts$240,948,00014
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$14,713,769,00030
Notional amount of credit derivatives$033
Bank is guarantor$023
Bank is beneficiary$025
Interest rate contracts$11,726,958,00029
Notional value of interest rate swaps$6,927,392,00028
Futures and forward contracts$2,908,000,00025
Written option contracts$154,283,00054
Purchased option contracts$1,737,283,00021
Foreign exchange rate contracts$2,986,811,00020
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$2,627,379,00017
Spot foreign exchange rate contracts$215,928,00021
Written option contracts$179,716,00014
Purchased option contracts$179,716,00014
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$13,355,835,00031
Notional amount of credit derivatives$030
Bank is guarantor$023
Bank is beneficiary$021
Interest rate contracts$10,590,937,00031
Notional value of interest rate swaps$6,309,945,00031
Futures and forward contracts$2,543,000,00025
Written option contracts$123,496,00056
Purchased option contracts$1,614,496,00021
Foreign exchange rate contracts$2,764,898,00020
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$2,522,742,00017
Spot foreign exchange rate contracts$233,526,00018
Written option contracts$121,078,00016
Purchased option contracts$121,078,00017
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$6,603,307,00039
Notional amount of credit derivatives$032
Bank is guarantor$022
Bank is beneficiary$024
Interest rate contracts$5,260,146,00039
Notional value of interest rate swaps$3,605,128,00039
Futures and forward contracts$0140
Written option contracts$408,901,00037
Purchased option contracts$1,246,117,00023
Foreign exchange rate contracts$1,343,161,00026
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$1,330,939,00024
Spot foreign exchange rate contracts$116,811,00024
Written option contracts$6,111,00025
Purchased option contracts$6,111,00026
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$2,313,018,00062
Notional amount of credit derivatives$031
Bank is guarantor$024
Bank is beneficiary$019
Interest rate contracts$1,277,279,00074
Notional value of interest rate swaps$254,575,000105
Futures and forward contracts$0127
Written option contracts$098
Purchased option contracts$1,022,704,00033
Foreign exchange rate contracts$1,035,739,00030
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$1,035,739,00028
Spot foreign exchange rate contracts$45,377,00028
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$27,993,000283
Notional amount of credit derivatives$027
Bank is guarantor$023
Bank is beneficiary$015
Interest rate contracts$27,993,000271
Notional value of interest rate swaps$0316
Futures and forward contracts$0135
Written option contracts$099
Purchased option contracts$27,993,000123
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$231,608,000161
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$231,608,000153
Notional value of interest rate swaps$0331
Futures and forward contracts$0151
Written option contracts$098
Purchased option contracts$231,608,00058
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$9,608,000408
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$9,608,000399
Notional value of interest rate swaps$0323
Futures and forward contracts$0177
Written option contracts$0109
Purchased option contracts$9,608,000205
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