Home > First Horizon Bank > Derivatives

First Horizon Bank, Derivatives

2021-12-31Rank
Derivatives$35,401,272,00029
Notional amount of credit derivatives$756,861,00020
Bank is guarantor$500,332,00020
Bank is beneficiary$256,529,00022
Interest rate contracts$34,485,337,00027
Notional value of interest rate swaps$22,724,687,00028
Futures and forward contracts$9,877,141,00015
Written option contracts$1,056,023,00026
Purchased option contracts$827,486,00031
Foreign exchange rate contracts$28,528,00057
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$029
Purchased option contracts$029
Contracts on other commodities and equities.$130,546,00031
Notional value of other swaps$036
Futures and forward contracts$020
Written option contracts$65,273,00022
Purchased option contracts$65,273,00021
2021-09-30Rank
Derivatives$44,966,390,00027
Notional amount of credit derivatives$746,580,00023
Bank is guarantor$512,482,00022
Bank is beneficiary$234,098,00022
Interest rate contracts$44,024,669,00023
Notional value of interest rate swaps$22,643,656,00026
Futures and forward contracts$19,431,360,00012
Written option contracts$1,172,874,00029
Purchased option contracts$776,779,00032
Foreign exchange rate contracts$37,569,00057
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$157,572,00029
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$78,786,00021
Purchased option contracts$78,786,00021
2021-06-30Rank
Derivatives$43,928,148,00027
Notional amount of credit derivatives$724,387,00026
Bank is guarantor$485,829,00023
Bank is beneficiary$238,558,00022
Interest rate contracts$42,997,016,00024
Notional value of interest rate swaps$21,843,695,00026
Futures and forward contracts$19,354,083,00014
Written option contracts$1,112,235,00029
Purchased option contracts$687,003,00032
Foreign exchange rate contracts$28,343,00061
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$178,402,00029
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$89,201,00021
Purchased option contracts$89,201,00020
2021-03-31Rank
Derivatives$57,948,574,00024
Notional amount of credit derivatives$738,845,00024
Bank is guarantor$500,989,00020
Bank is beneficiary$237,856,00022
Interest rate contracts$56,982,077,00021
Notional value of interest rate swaps$21,610,125,00025
Futures and forward contracts$33,151,363,0009
Written option contracts$1,459,013,00025
Purchased option contracts$761,576,00033
Foreign exchange rate contracts$35,208,00061
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$029
Purchased option contracts$029
Contracts on other commodities and equities.$192,444,00029
Notional value of other swaps$037
Futures and forward contracts$019
Written option contracts$96,222,00020
Purchased option contracts$96,222,00019
2020-12-31Rank
Derivatives$47,749,157,00026
Notional amount of credit derivatives$696,908,00024
Bank is guarantor$464,296,00021
Bank is beneficiary$232,612,00023
Interest rate contracts$46,702,671,00023
Notional value of interest rate swaps$21,538,799,00025
Futures and forward contracts$23,190,246,00010
Written option contracts$1,294,064,00033
Purchased option contracts$679,562,00031
Foreign exchange rate contracts$144,456,00052
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$205,122,00028
Notional value of other swaps$037
Futures and forward contracts$018
Written option contracts$102,561,00020
Purchased option contracts$102,561,00019
2020-09-30Rank
Derivatives$55,690,801,00025
Notional amount of credit derivatives$791,496,00021
Bank is guarantor$543,032,00020
Bank is beneficiary$248,464,00021
Interest rate contracts$54,656,043,00022
Notional value of interest rate swaps$21,443,002,00026
Futures and forward contracts$31,488,209,00010
Written option contracts$1,162,111,00035
Purchased option contracts$562,721,00032
Foreign exchange rate contracts$27,738,00061
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$215,524,00028
Notional value of other swaps$038
Futures and forward contracts$018
Written option contracts$107,762,00021
Purchased option contracts$107,762,00020
2020-06-30Rank
Derivatives$30,929,386,00029
Notional amount of credit derivatives$339,903,00034
Bank is guarantor$246,059,00032
Bank is beneficiary$93,844,00035
Interest rate contracts$30,549,085,00026
Notional value of interest rate swaps$14,322,710,00039
Futures and forward contracts$15,139,801,00014
Written option contracts$528,287,00057
Purchased option contracts$558,287,00032
Foreign exchange rate contracts$40,398,00058
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$029
Purchased option contracts$028
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$018
Written option contracts$038
Purchased option contracts$038
2020-03-31Rank
Derivatives$32,914,638,00029
Notional amount of credit derivatives$343,498,00030
Bank is guarantor$222,676,00030
Bank is beneficiary$120,822,00030
Interest rate contracts$32,511,043,00025
Notional value of interest rate swaps$13,139,305,00038
Futures and forward contracts$18,136,514,00013
Written option contracts$602,612,00052
Purchased option contracts$632,612,00033
Foreign exchange rate contracts$60,097,00058
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$018
Written option contracts$038
Purchased option contracts$037
2019-12-31Rank
Derivatives$31,125,677,00029
Notional amount of credit derivatives$096
Bank is guarantor$088
Bank is beneficiary$069
Interest rate contracts$31,083,843,00025
Notional value of interest rate swaps$11,232,427,00037
Futures and forward contracts$18,642,824,00013
Written option contracts$569,296,00036
Purchased option contracts$639,296,00033
Foreign exchange rate contracts$41,834,00060
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$056
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$037
Purchased option contracts$037
2019-09-30Rank
Derivatives$33,705,765,00029
Notional amount of credit derivatives$091
Bank is guarantor$084
Bank is beneficiary$069
Interest rate contracts$33,651,233,00025
Notional value of interest rate swaps$10,832,301,00037
Futures and forward contracts$21,589,320,00013
Written option contracts$604,806,00039
Purchased option contracts$624,806,00035
Foreign exchange rate contracts$54,532,00058
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$038
Purchased option contracts$037
2019-06-30Rank
Derivatives$30,046,271,00029
Notional amount of credit derivatives$091
Bank is guarantor$085
Bank is beneficiary$066
Interest rate contracts$29,986,720,00025
Notional value of interest rate swaps$9,571,262,00039
Futures and forward contracts$19,115,454,00013
Written option contracts$628,752,00038
Purchased option contracts$671,252,00036
Foreign exchange rate contracts$59,551,00057
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$051
Notional value of other swaps$035
Futures and forward contracts$017
Written option contracts$037
Purchased option contracts$034
2019-03-31Rank
Derivatives$26,627,734,00030
Notional amount of credit derivatives$090
Bank is guarantor$083
Bank is beneficiary$065
Interest rate contracts$26,571,086,00025
Notional value of interest rate swaps$8,882,512,00038
Futures and forward contracts$16,379,178,00012
Written option contracts$618,448,00033
Purchased option contracts$690,948,00031
Foreign exchange rate contracts$56,648,00060
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$053
Notional value of other swaps$034
Futures and forward contracts$017
Written option contracts$038
Purchased option contracts$036
2018-12-31Rank
Derivatives$19,693,688,00032
Notional amount of credit derivatives$089
Bank is guarantor$081
Bank is beneficiary$066
Interest rate contracts$19,601,467,00029
Notional value of interest rate swaps$8,642,361,00039
Futures and forward contracts$9,669,280,00013
Written option contracts$634,913,00031
Purchased option contracts$654,913,00031
Foreign exchange rate contracts$92,221,00055
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$051
Notional value of other swaps$033
Futures and forward contracts$016
Written option contracts$038
Purchased option contracts$035
2018-09-30Rank
Derivatives$20,663,807,00034
Notional amount of credit derivatives$088
Bank is guarantor$080
Bank is beneficiary$061
Interest rate contracts$20,628,195,00029
Notional value of interest rate swaps$8,284,431,00038
Futures and forward contracts$11,143,692,00015
Written option contracts$585,036,00034
Purchased option contracts$615,036,00032
Foreign exchange rate contracts$35,612,00065
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$054
Notional value of other swaps$033
Futures and forward contracts$017
Written option contracts$037
Purchased option contracts$036
2018-06-30Rank
Derivatives$20,577,027,00033
Notional amount of credit derivatives$088
Bank is guarantor$081
Bank is beneficiary$061
Interest rate contracts$20,505,519,00029
Notional value of interest rate swaps$8,181,865,00038
Futures and forward contracts$11,032,560,00014
Written option contracts$610,547,00035
Purchased option contracts$680,547,00032
Foreign exchange rate contracts$71,508,00056
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$055
Notional value of other swaps$032
Futures and forward contracts$017
Written option contracts$039
Purchased option contracts$039
2018-03-31Rank
Derivatives$21,190,030,00031
Notional amount of credit derivatives$084
Bank is guarantor$077
Bank is beneficiary$058
Interest rate contracts$21,113,694,00027
Notional value of interest rate swaps$7,942,809,00039
Futures and forward contracts$12,232,453,00014
Written option contracts$464,216,00042
Purchased option contracts$474,216,00035
Foreign exchange rate contracts$76,336,00057
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$76,336,00055
Spot foreign exchange rate contracts$2,395,00055
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$055
Notional value of other swaps$031
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$039
2017-12-31Rank
Derivatives$21,253,548,00032
Notional amount of credit derivatives$080
Bank is guarantor$072
Bank is beneficiary$060
Interest rate contracts$21,140,645,00028
Notional value of interest rate swaps$7,687,901,00036
Futures and forward contracts$12,549,162,00014
Written option contracts$441,791,00041
Purchased option contracts$461,791,00031
Foreign exchange rate contracts$112,903,00052
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$112,903,00050
Spot foreign exchange rate contracts$12,071,00042
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$053
Notional value of other swaps$030
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$038
2017-09-30Rank
Derivatives$17,448,847,00032
Notional amount of credit derivatives$077
Bank is guarantor$071
Bank is beneficiary$057
Interest rate contracts$17,337,063,00028
Notional value of interest rate swaps$7,418,432,00035
Futures and forward contracts$9,006,043,00015
Written option contracts$436,294,00042
Purchased option contracts$476,294,00030
Foreign exchange rate contracts$111,784,00052
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$111,784,00050
Spot foreign exchange rate contracts$956,00059
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$053
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$039
2017-06-30Rank
Derivatives$17,067,334,00034
Notional amount of credit derivatives$076
Bank is guarantor$069
Bank is beneficiary$054
Interest rate contracts$16,975,298,00031
Notional value of interest rate swaps$7,239,199,00034
Futures and forward contracts$8,808,207,00018
Written option contracts$451,446,00040
Purchased option contracts$476,446,00030
Foreign exchange rate contracts$92,036,00052
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$92,036,00050
Spot foreign exchange rate contracts$1,650,00055
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$053
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$039
2017-03-31Rank
Derivatives$15,478,300,00034
Notional amount of credit derivatives$072
Bank is guarantor$064
Bank is beneficiary$055
Interest rate contracts$15,380,021,00032
Notional value of interest rate swaps$6,989,252,00034
Futures and forward contracts$7,622,021,00017
Written option contracts$354,374,00045
Purchased option contracts$414,374,00031
Foreign exchange rate contracts$98,279,00053
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$98,279,00050
Spot foreign exchange rate contracts$1,439,00054
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$055
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$041
Purchased option contracts$040
2016-12-31Rank
Derivatives$12,907,883,00034
Notional amount of credit derivatives$071
Bank is guarantor$063
Bank is beneficiary$052
Interest rate contracts$12,797,338,00033
Notional value of interest rate swaps$6,118,572,00035
Futures and forward contracts$6,002,146,00019
Written option contracts$332,060,00043
Purchased option contracts$344,560,00033
Foreign exchange rate contracts$110,545,00052
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$110,545,00050
Spot foreign exchange rate contracts$1,453,00055
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$062
Notional value of other swaps$030
Futures and forward contracts$017
Written option contracts$045
Purchased option contracts$044
2016-09-30Rank
Derivatives$15,786,375,00033
Notional amount of credit derivatives$068
Bank is guarantor$060
Bank is beneficiary$051
Interest rate contracts$15,631,333,00031
Notional value of interest rate swaps$5,913,165,00037
Futures and forward contracts$8,711,304,00017
Written option contracts$469,682,00046
Purchased option contracts$537,182,00031
Foreign exchange rate contracts$155,042,00051
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$155,042,00050
Spot foreign exchange rate contracts$2,610,00049
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$066
Notional value of other swaps$031
Futures and forward contracts$017
Written option contracts$049
Purchased option contracts$044
2016-06-30Rank
Derivatives$15,405,167,00033
Notional amount of credit derivatives$071
Bank is guarantor$061
Bank is beneficiary$052
Interest rate contracts$15,251,616,00031
Notional value of interest rate swaps$5,422,799,00037
Futures and forward contracts$9,016,371,00018
Written option contracts$401,223,00049
Purchased option contracts$411,223,00032
Foreign exchange rate contracts$153,551,00051
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$153,551,00049
Spot foreign exchange rate contracts$816,00057
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$069
Notional value of other swaps$034
Futures and forward contracts$018
Written option contracts$050
Purchased option contracts$045
2016-03-31Rank
Derivatives$13,930,498,00033
Notional amount of credit derivatives$066
Bank is guarantor$056
Bank is beneficiary$051
Interest rate contracts$13,821,805,00032
Notional value of interest rate swaps$5,394,057,00037
Futures and forward contracts$7,599,700,00018
Written option contracts$411,524,00047
Purchased option contracts$416,524,00031
Foreign exchange rate contracts$108,693,00055
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$108,693,00051
Spot foreign exchange rate contracts$1,579,00055
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$073
Notional value of other swaps$035
Futures and forward contracts$020
Written option contracts$051
Purchased option contracts$045
2015-12-31Rank
Derivatives$9,961,467,00037
Notional amount of credit derivatives$065
Bank is guarantor$055
Bank is beneficiary$048
Interest rate contracts$9,864,000,00033
Notional value of interest rate swaps$4,915,961,00038
Futures and forward contracts$4,126,133,00018
Written option contracts$385,953,00039
Purchased option contracts$435,953,00029
Foreign exchange rate contracts$97,467,00054
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$97,467,00052
Spot foreign exchange rate contracts$569,00055
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$072
Notional value of other swaps$036
Futures and forward contracts$020
Written option contracts$050
Purchased option contracts$045
2015-09-30Rank
Derivatives$12,680,606,00033
Notional amount of credit derivatives$065
Bank is guarantor$054
Bank is beneficiary$046
Interest rate contracts$12,631,566,00031
Notional value of interest rate swaps$4,802,287,00039
Futures and forward contracts$7,036,691,00018
Written option contracts$391,294,00042
Purchased option contracts$401,294,00030
Foreign exchange rate contracts$49,040,00058
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$49,040,00056
Spot foreign exchange rate contracts$426,00061
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$072
Notional value of other swaps$034
Futures and forward contracts$020
Written option contracts$052
Purchased option contracts$044
2015-06-30Rank
Derivatives$10,332,318,00035
Notional amount of credit derivatives$065
Bank is guarantor$053
Bank is beneficiary$047
Interest rate contracts$10,276,877,00034
Notional value of interest rate swaps$4,664,056,00038
Futures and forward contracts$4,828,737,00019
Written option contracts$384,542,00042
Purchased option contracts$399,542,00030
Foreign exchange rate contracts$55,441,00058
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$55,441,00057
Spot foreign exchange rate contracts$1,434,00056
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$077
Notional value of other swaps$037
Futures and forward contracts$020
Written option contracts$057
Purchased option contracts$042
2015-03-31Rank
Derivatives$12,154,221,00034
Notional amount of credit derivatives$065
Bank is guarantor$052
Bank is beneficiary$046
Interest rate contracts$12,088,768,00032
Notional value of interest rate swaps$4,599,147,00038
Futures and forward contracts$6,693,181,00017
Written option contracts$395,720,00045
Purchased option contracts$400,720,00032
Foreign exchange rate contracts$65,453,00060
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$65,453,00058
Spot foreign exchange rate contracts$2,399,00051
Written option contracts$034
Purchased option contracts$034
Contracts on other commodities and equities.$080
Notional value of other swaps$035
Futures and forward contracts$020
Written option contracts$061
Purchased option contracts$045
2014-12-31Rank
Derivatives$7,931,743,00040
Notional amount of credit derivatives$063
Bank is guarantor$050
Bank is beneficiary$045
Interest rate contracts$7,879,161,00038
Notional value of interest rate swaps$4,992,763,00038
Futures and forward contracts$2,060,106,00021
Written option contracts$405,646,00036
Purchased option contracts$420,646,00030
Foreign exchange rate contracts$52,582,00061
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$52,582,00058
Spot foreign exchange rate contracts$400,00061
Written option contracts$034
Purchased option contracts$034
Contracts on other commodities and equities.$080
Notional value of other swaps$034
Futures and forward contracts$022
Written option contracts$061
Purchased option contracts$046
2014-09-30Rank
Derivatives$9,710,772,00036
Notional amount of credit derivatives$064
Bank is guarantor$050
Bank is beneficiary$046
Interest rate contracts$9,701,888,00035
Notional value of interest rate swaps$4,718,333,00037
Futures and forward contracts$4,177,665,00019
Written option contracts$401,695,00035
Purchased option contracts$404,195,00030
Foreign exchange rate contracts$8,884,00084
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$8,884,00078
Spot foreign exchange rate contracts$1,106,00056
Written option contracts$033
Purchased option contracts$034
Contracts on other commodities and equities.$088
Notional value of other swaps$032
Futures and forward contracts$024
Written option contracts$068
Purchased option contracts$051
2014-06-30Rank
Derivatives$10,377,518,00037
Notional amount of credit derivatives$064
Bank is guarantor$049
Bank is beneficiary$047
Interest rate contracts$10,364,823,00033
Notional value of interest rate swaps$4,791,835,00037
Futures and forward contracts$4,726,446,00019
Written option contracts$409,052,00036
Purchased option contracts$437,490,00029
Foreign exchange rate contracts$12,695,00077
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$12,695,00072
Spot foreign exchange rate contracts$208,00066
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$092
Notional value of other swaps$033
Futures and forward contracts$023
Written option contracts$072
Purchased option contracts$051
2014-03-31Rank
Derivatives$10,499,720,00037
Notional amount of credit derivatives$062
Bank is guarantor$047
Bank is beneficiary$045
Interest rate contracts$10,465,308,00032
Notional value of interest rate swaps$4,781,579,00037
Futures and forward contracts$4,841,817,00018
Written option contracts$407,870,00036
Purchased option contracts$434,042,00027
Foreign exchange rate contracts$34,412,00066
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$34,412,00061
Spot foreign exchange rate contracts$400,00062
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$094
Notional value of other swaps$034
Futures and forward contracts$025
Written option contracts$073
Purchased option contracts$050
2013-12-31Rank
Derivatives$8,441,132,00040
Notional amount of credit derivatives$059
Bank is guarantor$044
Bank is beneficiary$043
Interest rate contracts$8,399,224,00036
Notional value of interest rate swaps$4,849,461,00037
Futures and forward contracts$2,723,987,00020
Written option contracts$402,185,00032
Purchased option contracts$423,591,00026
Foreign exchange rate contracts$41,908,00061
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$41,908,00058
Spot foreign exchange rate contracts$1,705,00053
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$090
Notional value of other swaps$034
Futures and forward contracts$025
Written option contracts$070
Purchased option contracts$050
2013-09-30Rank
Derivatives$9,416,019,00037
Notional amount of credit derivatives$058
Bank is guarantor$043
Bank is beneficiary$043
Interest rate contracts$9,367,898,00033
Notional value of interest rate swaps$4,842,825,00034
Futures and forward contracts$3,703,490,00021
Written option contracts$402,471,00033
Purchased option contracts$419,112,00029
Foreign exchange rate contracts$48,121,00058
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$48,121,00055
Spot foreign exchange rate contracts$1,060,00057
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$095
Notional value of other swaps$035
Futures and forward contracts$027
Written option contracts$072
Purchased option contracts$049
2013-06-30Rank
Derivatives$14,185,965,00032
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$14,125,552,00029
Notional value of interest rate swaps$5,127,070,00035
Futures and forward contracts$7,921,296,00017
Written option contracts$557,343,00033
Purchased option contracts$519,843,00025
Foreign exchange rate contracts$60,413,00061
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$60,413,00058
Spot foreign exchange rate contracts$1,219,00054
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$097
Notional value of other swaps$036
Futures and forward contracts$026
Written option contracts$075
Purchased option contracts$052
2013-03-31Rank
Derivatives$18,273,100,00030
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$18,207,418,00024
Notional value of interest rate swaps$5,179,840,00034
Futures and forward contracts$11,834,808,00016
Written option contracts$648,885,00027
Purchased option contracts$543,885,00027
Foreign exchange rate contracts$65,682,00058
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$65,682,00053
Spot foreign exchange rate contracts$951,00056
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0101
Notional value of other swaps$037
Futures and forward contracts$024
Written option contracts$078
Purchased option contracts$056
2012-12-31Rank
Derivatives$11,159,281,00036
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$039
Interest rate contracts$11,090,066,00031
Notional value of interest rate swaps$5,612,759,00033
Futures and forward contracts$3,657,343,00023
Written option contracts$1,142,482,00023
Purchased option contracts$677,482,00026
Foreign exchange rate contracts$69,215,00057
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$69,215,00052
Spot foreign exchange rate contracts$1,884,00046
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$098
Notional value of other swaps$035
Futures and forward contracts$021
Written option contracts$076
Purchased option contracts$055
2012-09-30Rank
Derivatives$16,733,736,00033
Notional amount of credit derivatives$052
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$16,693,499,00028
Notional value of interest rate swaps$5,799,407,00036
Futures and forward contracts$9,088,448,00017
Written option contracts$1,215,322,00022
Purchased option contracts$590,322,00022
Foreign exchange rate contracts$40,237,00062
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$40,237,00058
Spot foreign exchange rate contracts$1,065,00056
Written option contracts$034
Purchased option contracts$035
Contracts on other commodities and equities.$0106
Notional value of other swaps$037
Futures and forward contracts$022
Written option contracts$080
Purchased option contracts$058
2012-06-30Rank
Derivatives$16,611,020,00033
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$034
Interest rate contracts$16,591,699,00028
Notional value of interest rate swaps$6,099,393,00034
Futures and forward contracts$8,490,372,00017
Written option contracts$1,320,967,00022
Purchased option contracts$680,967,00022
Foreign exchange rate contracts$19,321,00070
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$19,321,00065
Spot foreign exchange rate contracts$1,139,00053
Written option contracts$035
Purchased option contracts$035
Contracts on other commodities and equities.$0100
Notional value of other swaps$036
Futures and forward contracts$021
Written option contracts$074
Purchased option contracts$057
2012-03-31Rank
Derivatives$19,585,952,00030
Notional amount of credit derivatives$051
Bank is guarantor$043
Bank is beneficiary$035
Interest rate contracts$19,568,678,00025
Notional value of interest rate swaps$6,611,709,00035
Futures and forward contracts$11,141,431,00017
Written option contracts$1,002,269,00024
Purchased option contracts$813,269,00022
Foreign exchange rate contracts$17,274,00070
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$17,274,00063
Spot foreign exchange rate contracts$509,00056
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0105
Notional value of other swaps$036
Futures and forward contracts$023
Written option contracts$077
Purchased option contracts$060
2011-12-31Rank
Derivatives$15,235,912,00034
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$035
Interest rate contracts$15,229,769,00028
Notional value of interest rate swaps$6,664,740,00033
Futures and forward contracts$7,322,661,00017
Written option contracts$758,684,00024
Purchased option contracts$483,684,00024
Foreign exchange rate contracts$6,143,00070
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$6,143,00064
Spot foreign exchange rate contracts$419,00060
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$095
Notional value of other swaps$037
Futures and forward contracts$017
Written option contracts$072
Purchased option contracts$059
2011-09-30Rank
Derivatives$21,152,131,00029
Notional amount of credit derivatives$046
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$21,140,929,00026
Notional value of interest rate swaps$6,504,817,00032
Futures and forward contracts$12,632,748,00016
Written option contracts$786,682,00025
Purchased option contracts$1,216,682,00017
Foreign exchange rate contracts$11,202,00072
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$11,202,00066
Spot foreign exchange rate contracts$1,617,00054
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0102
Notional value of other swaps$037
Futures and forward contracts$018
Written option contracts$077
Purchased option contracts$061
2011-06-30Rank
Derivatives$22,207,573,00025
Notional amount of credit derivatives$045
Bank is guarantor$038
Bank is beneficiary$031
Interest rate contracts$22,199,521,00022
Notional value of interest rate swaps$6,877,500,00032
Futures and forward contracts$10,094,265,00016
Written option contracts$3,221,378,00015
Purchased option contracts$2,006,378,00016
Foreign exchange rate contracts$8,052,00074
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$8,052,00066
Spot foreign exchange rate contracts$751,00053
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0104
Notional value of other swaps$039
Futures and forward contracts$017
Written option contracts$077
Purchased option contracts$063
2011-03-31Rank
Derivatives$23,094,611,00027
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$032
Interest rate contracts$23,086,440,00023
Notional value of interest rate swaps$7,236,130,00033
Futures and forward contracts$12,982,186,00013
Written option contracts$1,962,562,00017
Purchased option contracts$905,562,00020
Foreign exchange rate contracts$8,171,00071
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$8,171,00063
Spot foreign exchange rate contracts$1,676,00048
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$0108
Notional value of other swaps$043
Futures and forward contracts$015
Written option contracts$081
Purchased option contracts$065
2010-12-31Rank
Derivatives$18,848,467,00030
Notional amount of credit derivatives$048
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$18,838,949,00025
Notional value of interest rate swaps$9,646,457,00031
Futures and forward contracts$6,709,504,00018
Written option contracts$1,516,494,00016
Purchased option contracts$966,494,00020
Foreign exchange rate contracts$9,518,00070
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$9,518,00061
Spot foreign exchange rate contracts$528,00055
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0106
Notional value of other swaps$042
Futures and forward contracts$015
Written option contracts$079
Purchased option contracts$065
2010-09-30Rank
Derivatives$23,452,477,00027
Notional amount of credit derivatives$047
Bank is guarantor$036
Bank is beneficiary$032
Interest rate contracts$23,447,747,00024
Notional value of interest rate swaps$7,113,614,00035
Futures and forward contracts$14,057,971,00016
Written option contracts$338,081,00037
Purchased option contracts$1,938,081,00016
Foreign exchange rate contracts$4,730,00075
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$4,730,00066
Spot foreign exchange rate contracts$1,279,00051
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$0114
Notional value of other swaps$046
Futures and forward contracts$014
Written option contracts$086
Purchased option contracts$063
2010-06-30Rank
Derivatives$18,524,680,00030
Notional amount of credit derivatives$047
Bank is guarantor$037
Bank is beneficiary$033
Interest rate contracts$18,521,124,00027
Notional value of interest rate swaps$7,874,743,00035
Futures and forward contracts$9,032,141,00015
Written option contracts$307,120,00032
Purchased option contracts$1,307,120,00020
Foreign exchange rate contracts$3,556,00075
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$3,556,00066
Spot foreign exchange rate contracts$444,00051
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$0117
Notional value of other swaps$049
Futures and forward contracts$015
Written option contracts$087
Purchased option contracts$063
2010-03-31Rank
Derivatives$24,040,372,00028
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$033
Interest rate contracts$24,035,630,00022
Notional value of interest rate swaps$12,634,338,00026
Futures and forward contracts$9,910,144,00016
Written option contracts$288,074,00031
Purchased option contracts$1,203,074,00019
Foreign exchange rate contracts$4,742,00069
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$4,742,00060
Spot foreign exchange rate contracts$1,693,00046
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0122
Notional value of other swaps$053
Futures and forward contracts$015
Written option contracts$091
Purchased option contracts$066
2009-12-31Rank
Derivatives$17,378,567,00033
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$035
Interest rate contracts$17,373,395,00024
Notional value of interest rate swaps$10,824,124,00030
Futures and forward contracts$5,495,697,00018
Written option contracts$289,287,00031
Purchased option contracts$764,287,00024
Foreign exchange rate contracts$5,172,00065
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$5,172,00058
Spot foreign exchange rate contracts$1,529,00047
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$0118
Notional value of other swaps$053
Futures and forward contracts$014
Written option contracts$090
Purchased option contracts$065
2009-09-30Rank
Derivatives$28,063,410,00024
Notional amount of credit derivatives$051
Bank is guarantor$042
Bank is beneficiary$036
Interest rate contracts$28,054,543,00021
Notional value of interest rate swaps$7,346,718,00036
Futures and forward contracts$16,907,979,00014
Written option contracts$314,923,00032
Purchased option contracts$3,484,923,00016
Foreign exchange rate contracts$8,867,00064
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$8,867,00058
Spot foreign exchange rate contracts$2,011,00046
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0130
Notional value of other swaps$058
Futures and forward contracts$017
Written option contracts$098
Purchased option contracts$067
2009-06-30Rank
Derivatives$22,831,655,00028
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$036
Interest rate contracts$22,823,393,00023
Notional value of interest rate swaps$8,346,024,00036
Futures and forward contracts$12,744,887,00017
Written option contracts$318,741,00031
Purchased option contracts$1,413,741,00020
Foreign exchange rate contracts$8,262,00066
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$8,262,00061
Spot foreign exchange rate contracts$1,751,00047
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0135
Notional value of other swaps$065
Futures and forward contracts$016
Written option contracts$0100
Purchased option contracts$075
2009-03-31Rank
Derivatives$20,559,528,00031
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$038
Interest rate contracts$20,554,328,00027
Notional value of interest rate swaps$8,262,881,00037
Futures and forward contracts$9,848,255,00018
Written option contracts$346,596,00039
Purchased option contracts$2,096,596,00021
Foreign exchange rate contracts$5,200,00070
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$5,200,00064
Spot foreign exchange rate contracts$1,191,00049
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0135
Notional value of other swaps$062
Futures and forward contracts$016
Written option contracts$0104
Purchased option contracts$079
2008-12-31Rank
Derivatives$19,206,321,00031
Notional amount of credit derivatives$050
Bank is guarantor$036
Bank is beneficiary$040
Interest rate contracts$19,199,565,00027
Notional value of interest rate swaps$7,843,325,00037
Futures and forward contracts$9,391,202,00018
Written option contracts$371,467,00034
Purchased option contracts$1,593,571,00023
Foreign exchange rate contracts$6,756,00065
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$6,756,00059
Spot foreign exchange rate contracts$1,669,00045
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0134
Notional value of other swaps$070
Futures and forward contracts$016
Written option contracts$0102
Purchased option contracts$076
2008-09-30Rank
Derivatives$24,547,553,00025
Notional amount of credit derivatives$054
Bank is guarantor$039
Bank is beneficiary$041
Interest rate contracts$24,543,981,00021
Notional value of interest rate swaps$11,199,698,00032
Futures and forward contracts$11,155,246,00017
Written option contracts$442,132,00029
Purchased option contracts$1,746,905,00021
Foreign exchange rate contracts$3,572,00072
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$3,572,00065
Spot foreign exchange rate contracts$1,584,00050
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0149
Notional value of other swaps$073
Futures and forward contracts$015
Written option contracts$0112
Purchased option contracts$082
2008-06-30Rank
Derivatives$27,427,504,00026
Notional amount of credit derivatives$052
Bank is guarantor$037
Bank is beneficiary$039
Interest rate contracts$27,426,505,00023
Notional value of interest rate swaps$12,527,150,00032
Futures and forward contracts$10,398,397,00018
Written option contracts$2,253,898,00017
Purchased option contracts$2,247,060,00019
Foreign exchange rate contracts$999,00083
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$999,00077
Spot foreign exchange rate contracts$599,00055
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0156
Notional value of other swaps$075
Futures and forward contracts$017
Written option contracts$0114
Purchased option contracts$087
2008-03-31Rank
Derivatives$37,902,883,00021
Notional amount of credit derivatives$050
Bank is guarantor$038
Bank is beneficiary$037
Interest rate contracts$37,893,369,00018
Notional value of interest rate swaps$12,955,827,00029
Futures and forward contracts$18,861,558,00013
Written option contracts$5,694,685,00013
Purchased option contracts$381,299,00034
Foreign exchange rate contracts$9,514,00066
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$9,514,00062
Spot foreign exchange rate contracts$1,485,00051
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$0157
Notional value of other swaps$076
Futures and forward contracts$018
Written option contracts$0113
Purchased option contracts$083
2007-12-31Rank
Derivatives$36,194,513,00022
Notional amount of credit derivatives$048
Bank is guarantor$036
Bank is beneficiary$037
Interest rate contracts$36,181,531,00019
Notional value of interest rate swaps$11,725,114,00029
Futures and forward contracts$16,350,627,00014
Written option contracts$3,848,509,00015
Purchased option contracts$4,257,281,00015
Foreign exchange rate contracts$12,982,00062
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$12,982,00058
Spot foreign exchange rate contracts$1,774,00046
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$0157
Notional value of other swaps$079
Futures and forward contracts$022
Written option contracts$0111
Purchased option contracts$082
2007-09-30Rank
Derivatives$33,271,502,00022
Notional amount of credit derivatives$048
Bank is guarantor$035
Bank is beneficiary$039
Interest rate contracts$33,256,283,00020
Notional value of interest rate swaps$9,186,761,00034
Futures and forward contracts$14,127,470,00015
Written option contracts$4,564,014,00014
Purchased option contracts$5,378,038,00014
Foreign exchange rate contracts$15,219,00060
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$15,219,00058
Spot foreign exchange rate contracts$2,762,00043
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$0170
Notional value of other swaps$083
Futures and forward contracts$024
Written option contracts$0124
Purchased option contracts$086
2007-06-30Rank
Derivatives$41,797,063,00019
Notional amount of credit derivatives$052
Bank is guarantor$039
Bank is beneficiary$037
Interest rate contracts$41,778,820,00014
Notional value of interest rate swaps$8,140,849,00037
Futures and forward contracts$24,282,127,00013
Written option contracts$4,808,659,00013
Purchased option contracts$4,547,185,00014
Foreign exchange rate contracts$18,243,00061
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$18,243,00057
Spot foreign exchange rate contracts$1,997,00046
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$0163
Notional value of other swaps$082
Futures and forward contracts$027
Written option contracts$0118
Purchased option contracts$083
2007-03-31Rank
Derivatives$31,553,810,00021
Notional amount of credit derivatives$054
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$31,532,812,00018
Notional value of interest rate swaps$8,154,784,00035
Futures and forward contracts$14,708,367,00014
Written option contracts$4,481,232,00013
Purchased option contracts$4,188,429,00013
Foreign exchange rate contracts$20,998,00057
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$20,998,00054
Spot foreign exchange rate contracts$640,00050
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0169
Notional value of other swaps$083
Futures and forward contracts$026
Written option contracts$0123
Purchased option contracts$088
2006-12-31Rank
Derivatives$30,949,299,00022
Notional amount of credit derivatives$048
Bank is guarantor$034
Bank is beneficiary$036
Interest rate contracts$30,932,760,00019
Notional value of interest rate swaps$8,050,097,00035
Futures and forward contracts$13,437,932,00014
Written option contracts$3,495,714,00016
Purchased option contracts$5,949,017,00012
Foreign exchange rate contracts$16,539,00063
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$16,539,00059
Spot foreign exchange rate contracts$1,442,00050
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$0165
Notional value of other swaps$084
Futures and forward contracts$026
Written option contracts$0122
Purchased option contracts$086
2006-09-30Rank
Derivatives$26,397,605,00024
Notional amount of credit derivatives$047
Bank is guarantor$034
Bank is beneficiary$035
Interest rate contracts$26,396,116,00020
Notional value of interest rate swaps$7,511,590,00038
Futures and forward contracts$12,372,864,00014
Written option contracts$3,797,120,00016
Purchased option contracts$2,714,542,00015
Foreign exchange rate contracts$1,489,00082
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$1,489,00076
Spot foreign exchange rate contracts$545,00063
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0173
Notional value of other swaps$085
Futures and forward contracts$027
Written option contracts$0130
Purchased option contracts$092
2006-06-30Rank
Derivatives$32,578,920,00022
Notional amount of credit derivatives$041
Bank is guarantor$026
Bank is beneficiary$035
Interest rate contracts$32,575,770,00018
Notional value of interest rate swaps$9,116,648,00032
Futures and forward contracts$19,090,818,00010
Written option contracts$4,005,812,00018
Purchased option contracts$362,492,00033
Foreign exchange rate contracts$3,150,00079
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$3,150,00071
Spot foreign exchange rate contracts$1,278,00057
Written option contracts$036
Purchased option contracts$033
Contracts on other commodities and equities.$0172
Notional value of other swaps$088
Futures and forward contracts$029
Written option contracts$0124
Purchased option contracts$090
2006-03-31Rank
Derivatives$29,664,374,00021
Notional amount of credit derivatives$041
Bank is guarantor$027
Bank is beneficiary$035
Interest rate contracts$29,660,849,00018
Notional value of interest rate swaps$6,428,303,00039
Futures and forward contracts$18,927,373,00012
Written option contracts$3,997,156,00014
Purchased option contracts$308,017,00035
Foreign exchange rate contracts$3,525,00079
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$3,525,00074
Spot foreign exchange rate contracts$461,00059
Written option contracts$034
Purchased option contracts$031
Contracts on other commodities and equities.$0177
Notional value of other swaps$087
Futures and forward contracts$030
Written option contracts$0127
Purchased option contracts$093
2005-12-31Rank
Derivatives$29,853,907,00021
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$033
Interest rate contracts$29,853,126,00018
Notional value of interest rate swaps$6,221,670,00040
Futures and forward contracts$20,319,476,00011
Written option contracts$3,214,438,00014
Purchased option contracts$97,542,00055
Foreign exchange rate contracts$781,00086
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$781,00081
Spot foreign exchange rate contracts$550,00057
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0170
Notional value of other swaps$084
Futures and forward contracts$029
Written option contracts$0117
Purchased option contracts$094
2005-09-30Rank
Derivatives$38,836,701,00019
Notional amount of credit derivatives$039
Bank is guarantor$028
Bank is beneficiary$031
Interest rate contracts$38,835,483,00016
Notional value of interest rate swaps$9,294,859,00031
Futures and forward contracts$25,476,857,0009
Written option contracts$3,995,763,00014
Purchased option contracts$68,004,00057
Foreign exchange rate contracts$1,218,00086
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$1,218,00083
Spot foreign exchange rate contracts$547,00061
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$0166
Notional value of other swaps$076
Futures and forward contracts$027
Written option contracts$0118
Purchased option contracts$091
2005-06-30Rank
Derivatives$40,940,389,00019
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$031
Interest rate contracts$40,938,809,00016
Notional value of interest rate swaps$10,193,505,00027
Futures and forward contracts$25,433,104,00010
Written option contracts$5,259,650,00014
Purchased option contracts$52,550,00057
Foreign exchange rate contracts$1,580,00082
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$1,580,00076
Spot foreign exchange rate contracts$733,00055
Written option contracts$034
Purchased option contracts$032
Contracts on other commodities and equities.$0163
Notional value of other swaps$079
Futures and forward contracts$024
Written option contracts$0117
Purchased option contracts$088
2005-03-31Rank
Derivatives$43,018,863,00021
Notional amount of credit derivatives$035
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$43,017,990,00017
Notional value of interest rate swaps$5,934,368,00037
Futures and forward contracts$32,705,244,0007
Written option contracts$4,320,428,00018
Purchased option contracts$57,950,00052
Foreign exchange rate contracts$873,00087
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$873,00083
Spot foreign exchange rate contracts$603,00058
Written option contracts$034
Purchased option contracts$033
Contracts on other commodities and equities.$0152
Notional value of other swaps$080
Futures and forward contracts$015
Written option contracts$0113
Purchased option contracts$084
2004-12-31Rank
Derivatives$29,339,658,00022
Notional amount of credit derivatives$035
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$29,337,584,00017
Notional value of interest rate swaps$7,679,396,00033
Futures and forward contracts$17,434,122,00011
Written option contracts$3,640,674,00016
Purchased option contracts$583,392,00031
Foreign exchange rate contracts$2,074,00079
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$2,074,00075
Spot foreign exchange rate contracts$799,00053
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$0147
Notional value of other swaps$078
Futures and forward contracts$014
Written option contracts$0110
Purchased option contracts$079
2004-09-30Rank
Derivatives$28,306,617,00023
Notional amount of credit derivatives$036
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$28,305,525,00021
Notional value of interest rate swaps$4,854,394,00042
Futures and forward contracts$18,424,337,00011
Written option contracts$4,323,377,00016
Purchased option contracts$703,417,00030
Foreign exchange rate contracts$1,092,00088
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$1,092,00084
Spot foreign exchange rate contracts$570,00060
Written option contracts$034
Purchased option contracts$033
Contracts on other commodities and equities.$0148
Notional value of other swaps$075
Futures and forward contracts$014
Written option contracts$0112
Purchased option contracts$076
2004-06-30Rank
Derivatives$29,572,745,00023
Notional amount of credit derivatives$037
Bank is guarantor$023
Bank is beneficiary$031
Interest rate contracts$29,572,129,00021
Notional value of interest rate swaps$4,119,577,00045
Futures and forward contracts$21,623,121,00011
Written option contracts$3,736,681,00018
Purchased option contracts$92,750,00052
Foreign exchange rate contracts$616,00089
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$616,00085
Spot foreign exchange rate contracts$576,00055
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$0141
Notional value of other swaps$074
Futures and forward contracts$014
Written option contracts$0108
Purchased option contracts$075
2004-03-31Rank
Derivatives$30,110,836,00023
Notional amount of credit derivatives$037
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$30,108,194,00020
Notional value of interest rate swaps$5,856,728,00040
Futures and forward contracts$18,793,649,00013
Written option contracts$5,352,067,00015
Purchased option contracts$105,750,00045
Foreign exchange rate contracts$2,642,00084
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$2,642,00077
Spot foreign exchange rate contracts$272,00057
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$0134
Notional value of other swaps$071
Futures and forward contracts$013
Written option contracts$0102
Purchased option contracts$071
2003-12-31Rank
Derivatives$16,503,454,00028
Notional amount of credit derivatives$032
Bank is guarantor$020
Bank is beneficiary$029
Interest rate contracts$16,502,778,00025
Notional value of interest rate swaps$5,836,876,00041
Futures and forward contracts$8,100,441,00018
Written option contracts$2,403,711,00018
Purchased option contracts$161,750,00042
Foreign exchange rate contracts$676,00090
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$676,00081
Spot foreign exchange rate contracts$676,00057
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$0131
Notional value of other swaps$070
Futures and forward contracts$013
Written option contracts$099
Purchased option contracts$071
2003-09-30Rank
Derivatives$34,129,449,00022
Notional amount of credit derivatives$032
Bank is guarantor$019
Bank is beneficiary$028
Interest rate contracts$34,118,007,00020
Notional value of interest rate swaps$6,028,393,00038
Futures and forward contracts$13,278,837,00019
Written option contracts$3,804,027,00016
Purchased option contracts$11,006,750,00012
Foreign exchange rate contracts$11,442,00063
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$11,442,00058
Spot foreign exchange rate contracts$655,00054
Written option contracts$032
Purchased option contracts$030
Contracts on other commodities and equities.$0134
Notional value of other swaps$070
Futures and forward contracts$014
Written option contracts$0101
Purchased option contracts$070
2003-06-30Rank
Derivatives$58,202,387,00018
Notional amount of credit derivatives$030
Bank is guarantor$020
Bank is beneficiary$025
Interest rate contracts$58,185,685,00016
Notional value of interest rate swaps$4,122,378,00044
Futures and forward contracts$31,576,325,00012
Written option contracts$11,375,482,00014
Purchased option contracts$11,111,500,00012
Foreign exchange rate contracts$16,702,00062
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$16,702,00058
Spot foreign exchange rate contracts$1,293,00051
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$0130
Notional value of other swaps$068
Futures and forward contracts$014
Written option contracts$096
Purchased option contracts$064
2003-03-31Rank
Derivatives$50,425,074,00018
Notional amount of credit derivatives$74,461,00019
Bank is guarantor$74,461,00012
Bank is beneficiary$025
Interest rate contracts$50,348,683,00016
Notional value of interest rate swaps$5,265,258,00035
Futures and forward contracts$25,175,426,00011
Written option contracts$8,774,499,00014
Purchased option contracts$11,133,500,00012
Foreign exchange rate contracts$598,00090
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$598,00083
Spot foreign exchange rate contracts$598,00057
Written option contracts$028
Purchased option contracts$027
Contracts on other commodities and equities.$1,332,00074
Notional value of other swaps$065
Futures and forward contracts$012
Written option contracts$086
Purchased option contracts$1,332,00040
2002-12-31Rank
Derivatives$28,870,690,00021
Notional amount of credit derivatives$232,555,00017
Bank is guarantor$232,555,00011
Bank is beneficiary$021
Interest rate contracts$28,635,992,00019
Notional value of interest rate swaps$3,538,083,00043
Futures and forward contracts$13,128,909,00016
Written option contracts$634,500,00032
Purchased option contracts$11,334,500,00012
Foreign exchange rate contracts$195,00096
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$195,00089
Spot foreign exchange rate contracts$195,00056
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$1,948,00059
Notional value of other swaps$053
Futures and forward contracts$011
Written option contracts$075
Purchased option contracts$1,948,00033
2001-12-31Rank
Derivatives$28,783,230,00023
Notional amount of credit derivatives$215,435,00015
Bank is guarantor$215,435,00011
Bank is beneficiary$024
Interest rate contracts$28,564,598,00021
Notional value of interest rate swaps$3,628,583,00038
Futures and forward contracts$12,576,015,00018
Written option contracts$830,000,00028
Purchased option contracts$11,530,000,00012
Foreign exchange rate contracts$1,249,00090
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$1,249,00081
Spot foreign exchange rate contracts$482,00055
Written option contracts$028
Purchased option contracts$028
Contracts on other commodities and equities.$1,948,00045
Notional value of other swaps$028
Futures and forward contracts$011
Written option contracts$044
Purchased option contracts$1,948,00028
2000-12-31Rank
Derivatives$22,713,556,00021
Notional amount of credit derivatives$225,902,00013
Bank is guarantor$225,902,00010
Bank is beneficiary$019
Interest rate contracts$22,482,642,00020
Notional value of interest rate swaps$1,563,850,00053
Futures and forward contracts$6,083,792,00013
Written option contracts$1,030,000,00025
Purchased option contracts$13,805,000,00012
Foreign exchange rate contracts$3,064,00091
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$3,064,00082
Spot foreign exchange rate contracts$140,00081
Written option contracts$028
Purchased option contracts$029
Contracts on other commodities and equities.$1,948,00045
Notional value of other swaps$024
Futures and forward contracts$012
Written option contracts$049
Purchased option contracts$1,948,00028
1999-12-31Rank
Derivatives$31,074,164,00021
Notional amount of credit derivatives$68,202,00017
Bank is guarantor$68,202,00012
Bank is beneficiary$015
Interest rate contracts$31,002,679,00019
Notional value of interest rate swaps$1,781,700,00053
Futures and forward contracts$4,717,979,00015
Written option contracts$664,000,00030
Purchased option contracts$23,839,000,00012
Foreign exchange rate contracts$1,335,00098
Notional value of exchange swaps$038
Commitments to purchase foreign currencies & U.S. dollar exchange$1,335,00091
Spot foreign exchange rate contracts$409,00061
Written option contracts$035
Purchased option contracts$036
Contracts on other commodities and equities.$1,948,00044
Notional value of other swaps$024
Futures and forward contracts$010
Written option contracts$047
Purchased option contracts$1,948,00030
1998-12-31Rank
Derivatives$34,483,253,00019
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$34,480,309,00018
Notional value of interest rate swaps$582,000,00090
Futures and forward contracts$8,908,309,00015
Written option contracts$6,970,000,00013
Purchased option contracts$18,020,000,00013
Foreign exchange rate contracts$996,000102
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$996,00092
Spot foreign exchange rate contracts$366,00075
Written option contracts$037
Purchased option contracts$039
Contracts on other commodities and equities.$1,948,00038
Notional value of other swaps$022
Futures and forward contracts$013
Written option contracts$040
Purchased option contracts$1,948,00024
1997-12-31Rank
Derivatives$9,607,187,00035
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$9,601,988,00033
Notional value of interest rate swaps$210,000,000136
Futures and forward contracts$4,913,988,00018
Written option contracts$31,000,00074
Purchased option contracts$4,447,000,00019
Foreign exchange rate contracts$5,199,00099
Notional value of exchange swaps$037
Commitments to purchase foreign currencies & U.S. dollar exchange$5,199,00091
Spot foreign exchange rate contracts$756,00078
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$5,553,052,00047
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$5,552,982,00041
Notional value of interest rate swaps$34,196,000269
Futures and forward contracts$3,425,786,00023
Written option contracts$0132
Purchased option contracts$2,093,000,00026
Foreign exchange rate contracts$70,000161
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$70,000153
Spot foreign exchange rate contracts$70,000115
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$2,976,810,00073
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$2,976,810,00069
Notional value of interest rate swaps$328,000,000153
Futures and forward contracts$2,616,810,00023
Written option contracts$0132
Purchased option contracts$32,000,000172
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$2,885,338,00080
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$2,884,782,00074
Notional value of interest rate swaps$1,550,000,00082
Futures and forward contracts$1,082,182,00032
Written option contracts$237,800,00056
Purchased option contracts$14,800,000205
Foreign exchange rate contracts$556,000146
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$556,000153
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$3,330,991,00065
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$3,325,000,00061
Notional value of interest rate swaps$1,420,055,00079
Futures and forward contracts$1,397,345,00031
Written option contracts$252,800,00051
Purchased option contracts$254,800,00061
Foreign exchange rate contracts$5,991,000119
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$5,991,000127
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$893,316,000108
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$885,963,000101
Notional value of interest rate swaps$56,251,000264
Futures and forward contracts$827,712,00042
Written option contracts$1,000,000104
Purchased option contracts$1,000,000198
Foreign exchange rate contracts$7,353,000119
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$7,353,000124
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