Home > First Republic Bank > Derivatives

First Republic Bank, Derivatives

2021-03-31Rank
Derivatives$5,100,879,00077
Notional amount of credit derivatives$0114
Bank is guarantor$0104
Bank is beneficiary$078
Interest rate contracts$4,048,0001,082
Notional value of interest rate swaps$0428
Futures and forward contracts$2,024,000329
Written option contracts$2,024,000366
Purchased option contracts$0144
Foreign exchange rate contracts$5,096,831,00022
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$4,600,309,00019
Spot foreign exchange rate contracts$1,217,197,00013
Written option contracts$248,261,00016
Purchased option contracts$248,261,00016
Contracts on other commodities and equities.$056
Notional value of other swaps$037
Futures and forward contracts$019
Written option contracts$037
Purchased option contracts$038
2020-12-31Rank
Derivatives$4,301,914,00084
Notional amount of credit derivatives$0108
Bank is guarantor$0100
Bank is beneficiary$078
Interest rate contracts$90,680,000491
Notional value of interest rate swaps$0430
Futures and forward contracts$55,635,000170
Written option contracts$35,045,000226
Purchased option contracts$0143
Foreign exchange rate contracts$4,211,234,00024
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$3,759,650,00021
Spot foreign exchange rate contracts$846,324,00015
Written option contracts$225,792,00017
Purchased option contracts$225,792,00017
Contracts on other commodities and equities.$055
Notional value of other swaps$037
Futures and forward contracts$018
Written option contracts$037
Purchased option contracts$037
2020-09-30Rank
Derivatives$5,218,522,00077
Notional amount of credit derivatives$0105
Bank is guarantor$096
Bank is beneficiary$077
Interest rate contracts$435,238,000271
Notional value of interest rate swaps$0428
Futures and forward contracts$234,369,00096
Written option contracts$200,869,000109
Purchased option contracts$0140
Foreign exchange rate contracts$4,783,284,00022
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$4,315,936,00019
Spot foreign exchange rate contracts$1,027,520,00011
Written option contracts$233,674,00018
Purchased option contracts$233,674,00018
Contracts on other commodities and equities.$056
Notional value of other swaps$038
Futures and forward contracts$018
Written option contracts$039
Purchased option contracts$039
2020-06-30Rank
Derivatives$4,274,173,00085
Notional amount of credit derivatives$0101
Bank is guarantor$091
Bank is beneficiary$074
Interest rate contracts$422,271,000262
Notional value of interest rate swaps$0430
Futures and forward contracts$375,033,00072
Written option contracts$47,238,000219
Purchased option contracts$0141
Foreign exchange rate contracts$3,851,902,00021
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$3,391,544,00021
Spot foreign exchange rate contracts$619,242,00014
Written option contracts$230,179,00017
Purchased option contracts$230,179,00017
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$4,791,567,00077
Notional amount of credit derivatives$099
Bank is guarantor$089
Bank is beneficiary$073
Interest rate contracts$373,735,000273
Notional value of interest rate swaps$0417
Futures and forward contracts$363,459,00068
Written option contracts$10,276,000317
Purchased option contracts$0135
Foreign exchange rate contracts$4,417,832,00021
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$4,184,570,00020
Spot foreign exchange rate contracts$701,862,00014
Written option contracts$116,631,00022
Purchased option contracts$116,631,00022
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$4,249,156,00074
Notional amount of credit derivatives$096
Bank is guarantor$088
Bank is beneficiary$069
Interest rate contracts$43,475,000475
Notional value of interest rate swaps$0425
Futures and forward contracts$33,414,000157
Written option contracts$10,061,000249
Purchased option contracts$0131
Foreign exchange rate contracts$4,205,681,00022
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$153,007,00022
Purchased option contracts$153,007,00022
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$4,435,592,00077
Notional amount of credit derivatives$091
Bank is guarantor$084
Bank is beneficiary$069
Interest rate contracts$82,482,000413
Notional value of interest rate swaps$0421
Futures and forward contracts$57,090,000148
Written option contracts$25,392,000218
Purchased option contracts$0123
Foreign exchange rate contracts$4,353,110,00021
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$110,556,00023
Purchased option contracts$110,556,00023
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$3,013,344,00088
Notional amount of credit derivatives$091
Bank is guarantor$085
Bank is beneficiary$066
Interest rate contracts$41,286,000501
Notional value of interest rate swaps$0457
Futures and forward contracts$26,898,000192
Written option contracts$14,388,000269
Purchased option contracts$0131
Foreign exchange rate contracts$2,972,058,00025
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$106,609,00020
Purchased option contracts$106,609,00020
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$2,869,335,00084
Notional amount of credit derivatives$090
Bank is guarantor$083
Bank is beneficiary$065
Interest rate contracts$37,578,000486
Notional value of interest rate swaps$0450
Futures and forward contracts$23,708,000179
Written option contracts$13,870,000250
Purchased option contracts$0131
Foreign exchange rate contracts$2,831,757,00025
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$101,909,00021
Purchased option contracts$101,909,00021
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$4,516,044,00064
Notional amount of credit derivatives$089
Bank is guarantor$081
Bank is beneficiary$066
Interest rate contracts$115,129,000307
Notional value of interest rate swaps$0453
Futures and forward contracts$106,922,00071
Written option contracts$8,207,000254
Purchased option contracts$0131
Foreign exchange rate contracts$4,400,915,00020
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$81,526,00022
Purchased option contracts$81,526,00023
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$3,109,419,00078
Notional amount of credit derivatives$088
Bank is guarantor$080
Bank is beneficiary$061
Interest rate contracts$10,250,000683
Notional value of interest rate swaps$0451
Futures and forward contracts$7,623,000263
Written option contracts$2,627,000393
Purchased option contracts$0131
Foreign exchange rate contracts$3,099,169,00021
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$80,672,00022
Purchased option contracts$80,672,00022
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$2,517,375,00085
Notional amount of credit derivatives$088
Bank is guarantor$081
Bank is beneficiary$061
Interest rate contracts$134,717,000308
Notional value of interest rate swaps$0452
Futures and forward contracts$89,849,00097
Written option contracts$44,868,000153
Purchased option contracts$0131
Foreign exchange rate contracts$2,382,658,00023
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$79,134,00022
Purchased option contracts$79,134,00022
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$2,810,816,00077
Notional amount of credit derivatives$084
Bank is guarantor$077
Bank is beneficiary$058
Interest rate contracts$701,499,000151
Notional value of interest rate swaps$0451
Futures and forward contracts$695,110,00035
Written option contracts$6,389,000311
Purchased option contracts$0129
Foreign exchange rate contracts$2,109,317,00024
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$1,951,049,00023
Spot foreign exchange rate contracts$29,476,00031
Written option contracts$79,134,00021
Purchased option contracts$79,134,00021
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$2,039,797,00089
Notional amount of credit derivatives$080
Bank is guarantor$072
Bank is beneficiary$060
Interest rate contracts$155,655,000270
Notional value of interest rate swaps$0456
Futures and forward contracts$121,556,00075
Written option contracts$34,099,000151
Purchased option contracts$0124
Foreign exchange rate contracts$1,884,142,00024
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$1,812,274,00024
Spot foreign exchange rate contracts$92,326,00026
Written option contracts$35,934,00023
Purchased option contracts$35,934,00023
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$3,097,024,00071
Notional amount of credit derivatives$077
Bank is guarantor$071
Bank is beneficiary$057
Interest rate contracts$837,374,000127
Notional value of interest rate swaps$0458
Futures and forward contracts$775,322,00032
Written option contracts$62,052,000126
Purchased option contracts$0124
Foreign exchange rate contracts$2,259,650,00024
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$1,878,062,00023
Spot foreign exchange rate contracts$189,295,00020
Written option contracts$190,794,00016
Purchased option contracts$190,794,00016
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$2,100,003,00081
Notional amount of credit derivatives$076
Bank is guarantor$069
Bank is beneficiary$054
Interest rate contracts$341,853,000206
Notional value of interest rate swaps$0466
Futures and forward contracts$271,722,00056
Written option contracts$70,131,000129
Purchased option contracts$0129
Foreign exchange rate contracts$1,758,150,00029
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$1,380,524,00029
Spot foreign exchange rate contracts$20,702,00037
Written option contracts$188,813,00015
Purchased option contracts$188,813,00016
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$1,597,652,00093
Notional amount of credit derivatives$072
Bank is guarantor$064
Bank is beneficiary$055
Interest rate contracts$310,138,000211
Notional value of interest rate swaps$0461
Futures and forward contracts$243,809,00056
Written option contracts$66,329,000121
Purchased option contracts$0131
Foreign exchange rate contracts$1,287,514,00030
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$879,204,00032
Spot foreign exchange rate contracts$191,384,00018
Written option contracts$204,155,00015
Purchased option contracts$204,155,00015
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$1,996,064,00080
Notional amount of credit derivatives$071
Bank is guarantor$063
Bank is beneficiary$052
Interest rate contracts$570,488,000142
Notional value of interest rate swaps$0553
Futures and forward contracts$489,818,00037
Written option contracts$80,670,000109
Purchased option contracts$0158
Foreign exchange rate contracts$1,425,576,00029
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$869,536,00032
Spot foreign exchange rate contracts$26,813,00028
Written option contracts$278,020,00014
Purchased option contracts$278,020,00015
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$3,075,403,00069
Notional amount of credit derivatives$068
Bank is guarantor$060
Bank is beneficiary$051
Interest rate contracts$906,681,000117
Notional value of interest rate swaps$0554
Futures and forward contracts$709,478,00040
Written option contracts$197,203,00087
Purchased option contracts$0159
Foreign exchange rate contracts$2,168,722,00024
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$1,286,292,00030
Spot foreign exchange rate contracts$148,993,00019
Written option contracts$441,215,00014
Purchased option contracts$441,215,00014
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$3,105,855,00067
Notional amount of credit derivatives$071
Bank is guarantor$061
Bank is beneficiary$052
Interest rate contracts$604,768,000151
Notional value of interest rate swaps$0551
Futures and forward contracts$520,986,00044
Written option contracts$83,782,000136
Purchased option contracts$0174
Foreign exchange rate contracts$2,501,087,00026
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$1,611,899,00027
Spot foreign exchange rate contracts$368,853,00014
Written option contracts$444,594,00014
Purchased option contracts$444,594,00014
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$2,375,844,00072
Notional amount of credit derivatives$066
Bank is guarantor$056
Bank is beneficiary$051
Interest rate contracts$154,565,000278
Notional value of interest rate swaps$0542
Futures and forward contracts$98,414,000111
Written option contracts$56,151,000158
Purchased option contracts$0172
Foreign exchange rate contracts$2,221,279,00027
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$1,175,323,00029
Spot foreign exchange rate contracts$205,948,00019
Written option contracts$522,978,00014
Purchased option contracts$522,978,00014
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$2,005,400,00077
Notional amount of credit derivatives$065
Bank is guarantor$055
Bank is beneficiary$048
Interest rate contracts$215,168,000215
Notional value of interest rate swaps$0543
Futures and forward contracts$131,819,00079
Written option contracts$83,349,000103
Purchased option contracts$0172
Foreign exchange rate contracts$1,790,232,00027
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$625,898,00037
Spot foreign exchange rate contracts$19,982,00033
Written option contracts$582,167,00013
Purchased option contracts$582,167,00013
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$2,136,843,00075
Notional amount of credit derivatives$065
Bank is guarantor$054
Bank is beneficiary$046
Interest rate contracts$427,082,000160
Notional value of interest rate swaps$0536
Futures and forward contracts$337,598,00045
Written option contracts$89,484,000108
Purchased option contracts$0175
Foreign exchange rate contracts$1,709,761,00027
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$580,369,00036
Spot foreign exchange rate contracts$088
Written option contracts$564,696,00015
Purchased option contracts$564,696,00015
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$1,941,125,00079
Notional amount of credit derivatives$065
Bank is guarantor$053
Bank is beneficiary$047
Interest rate contracts$260,900,000204
Notional value of interest rate swaps$0530
Futures and forward contracts$181,421,00082
Written option contracts$79,479,000124
Purchased option contracts$0173
Foreign exchange rate contracts$1,680,225,00028
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$470,525,00042
Spot foreign exchange rate contracts$084
Written option contracts$604,850,00014
Purchased option contracts$604,850,00014
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$1,933,660,00079
Notional amount of credit derivatives$065
Bank is guarantor$052
Bank is beneficiary$046
Interest rate contracts$318,044,000184
Notional value of interest rate swaps$0527
Futures and forward contracts$190,829,00075
Written option contracts$127,215,00098
Purchased option contracts$0170
Foreign exchange rate contracts$1,615,616,00029
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$352,940,00044
Spot foreign exchange rate contracts$087
Written option contracts$631,338,00014
Purchased option contracts$631,338,00014
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$1,789,073,00079
Notional amount of credit derivatives$063
Bank is guarantor$050
Bank is beneficiary$045
Interest rate contracts$342,298,000157
Notional value of interest rate swaps$0513
Futures and forward contracts$306,418,00043
Written option contracts$35,880,000146
Purchased option contracts$0171
Foreign exchange rate contracts$1,446,775,00029
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$866,775,00032
Spot foreign exchange rate contracts$084
Written option contracts$290,000,00015
Purchased option contracts$290,000,00015
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$1,045,591,00091
Notional amount of credit derivatives$064
Bank is guarantor$050
Bank is beneficiary$046
Interest rate contracts$547,973,000111
Notional value of interest rate swaps$0502
Futures and forward contracts$442,967,00034
Written option contracts$105,006,00082
Purchased option contracts$0169
Foreign exchange rate contracts$497,618,00045
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$337,218,00046
Spot foreign exchange rate contracts$087
Written option contracts$80,200,00018
Purchased option contracts$80,200,00019
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$1,079,070,00091
Notional amount of credit derivatives$064
Bank is guarantor$049
Bank is beneficiary$047
Interest rate contracts$468,387,000135
Notional value of interest rate swaps$0503
Futures and forward contracts$351,842,00039
Written option contracts$116,545,00087
Purchased option contracts$0174
Foreign exchange rate contracts$610,683,00039
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$450,283,00041
Spot foreign exchange rate contracts$080
Written option contracts$80,200,00018
Purchased option contracts$80,200,00019
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$1,161,429,00091
Notional amount of credit derivatives$062
Bank is guarantor$047
Bank is beneficiary$045
Interest rate contracts$696,506,00099
Notional value of interest rate swaps$0495
Futures and forward contracts$644,837,00032
Written option contracts$51,669,000117
Purchased option contracts$0172
Foreign exchange rate contracts$464,923,00045
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$304,523,00046
Spot foreign exchange rate contracts$080
Written option contracts$80,200,00020
Purchased option contracts$80,200,00021
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$566,065,000111
Notional amount of credit derivatives$059
Bank is guarantor$044
Bank is beneficiary$043
Interest rate contracts$103,976,000242
Notional value of interest rate swaps$0483
Futures and forward contracts$81,251,00083
Written option contracts$22,725,000156
Purchased option contracts$0164
Foreign exchange rate contracts$462,089,00044
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$301,689,00047
Spot foreign exchange rate contracts$077
Written option contracts$80,200,00021
Purchased option contracts$80,200,00021
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$707,479,000107
Notional amount of credit derivatives$058
Bank is guarantor$043
Bank is beneficiary$043
Interest rate contracts$164,510,000205
Notional value of interest rate swaps$0469
Futures and forward contracts$112,202,00079
Written option contracts$52,308,000124
Purchased option contracts$0158
Foreign exchange rate contracts$542,969,00040
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$380,409,00041
Spot foreign exchange rate contracts$079
Written option contracts$81,280,00020
Purchased option contracts$81,280,00021
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$911,861,000104
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$371,688,000153
Notional value of interest rate swaps$0460
Futures and forward contracts$212,428,00072
Written option contracts$159,260,00078
Purchased option contracts$0152
Foreign exchange rate contracts$540,173,00040
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$379,773,00045
Spot foreign exchange rate contracts$081
Written option contracts$80,200,00019
Purchased option contracts$80,200,00020
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$490,629,000140
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$17,428,000571
Notional value of interest rate swaps$0449
Futures and forward contracts$11,120,000326
Written option contracts$6,308,000421
Purchased option contracts$0157
Foreign exchange rate contracts$473,201,00043
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$473,201,00038
Spot foreign exchange rate contracts$077
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0101
Notional value of other swaps$037
Futures and forward contracts$024
Written option contracts$078
Purchased option contracts$056
2012-12-31Rank
Derivatives$1,014,309,000101
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$039
Interest rate contracts$494,640,000135
Notional value of interest rate swaps$0435
Futures and forward contracts$349,264,00058
Written option contracts$145,376,00083
Purchased option contracts$0156
Foreign exchange rate contracts$519,669,00041
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$519,669,00038
Spot foreign exchange rate contracts$074
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$098
Notional value of other swaps$035
Futures and forward contracts$021
Written option contracts$076
Purchased option contracts$055
2012-09-30Rank
Derivatives$991,402,000105
Notional amount of credit derivatives$052
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$309,320,000169
Notional value of interest rate swaps$0425
Futures and forward contracts$186,283,00087
Written option contracts$123,037,000102
Purchased option contracts$0157
Foreign exchange rate contracts$682,082,00038
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$681,442,00034
Spot foreign exchange rate contracts$077
Written option contracts$320,00033
Purchased option contracts$320,00033
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$1,061,816,00094
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$034
Interest rate contracts$362,310,000158
Notional value of interest rate swaps$0414
Futures and forward contracts$212,905,00081
Written option contracts$149,405,00086
Purchased option contracts$0157
Foreign exchange rate contracts$699,506,00036
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$697,866,00033
Spot foreign exchange rate contracts$074
Written option contracts$820,00034
Purchased option contracts$820,00033
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$966,943,00094
Notional amount of credit derivatives$051
Bank is guarantor$043
Bank is beneficiary$035
Interest rate contracts$364,780,000141
Notional value of interest rate swaps$0408
Futures and forward contracts$208,695,00075
Written option contracts$156,085,00074
Purchased option contracts$0154
Foreign exchange rate contracts$602,163,00037
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$545,095,00033
Spot foreign exchange rate contracts$072
Written option contracts$28,534,00024
Purchased option contracts$28,534,00023
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$1,020,325,00082
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$035
Interest rate contracts$321,129,000132
Notional value of interest rate swaps$0369
Futures and forward contracts$312,849,00042
Written option contracts$8,280,000311
Purchased option contracts$0142
Foreign exchange rate contracts$699,196,00031
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$643,356,00031
Spot foreign exchange rate contracts$071
Written option contracts$27,920,00023
Purchased option contracts$27,920,00024
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$1,246,666,00078
Notional amount of credit derivatives$046
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$681,236,00095
Notional value of interest rate swaps$500,000,00087
Futures and forward contracts$119,956,00080
Written option contracts$61,280,000118
Purchased option contracts$0141
Foreign exchange rate contracts$565,430,00036
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$509,988,00033
Spot foreign exchange rate contracts$074
Written option contracts$27,721,00024
Purchased option contracts$27,721,00024
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$1,224,798,00077
Notional amount of credit derivatives$045
Bank is guarantor$038
Bank is beneficiary$031
Interest rate contracts$603,371,00094
Notional value of interest rate swaps$500,000,00087
Futures and forward contracts$80,885,00079
Written option contracts$22,486,000142
Purchased option contracts$0143
Foreign exchange rate contracts$621,427,00034
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$601,427,00030
Spot foreign exchange rate contracts$070
Written option contracts$10,000,00027
Purchased option contracts$10,000,00026
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$1,228,262,00076
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$032
Interest rate contracts$818,188,00082
Notional value of interest rate swaps$500,000,00087
Futures and forward contracts$243,997,00042
Written option contracts$74,191,00067
Purchased option contracts$0139
Foreign exchange rate contracts$410,074,00038
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$370,074,00034
Spot foreign exchange rate contracts$068
Written option contracts$20,000,00022
Purchased option contracts$20,000,00023
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$1,020,487,00083
Notional amount of credit derivatives$048
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$645,224,00089
Notional value of interest rate swaps$500,000,00082
Futures and forward contracts$98,146,00081
Written option contracts$47,078,000102
Purchased option contracts$0142
Foreign exchange rate contracts$375,263,00037
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$336,019,00034
Spot foreign exchange rate contracts$066
Written option contracts$19,622,00022
Purchased option contracts$19,622,00023
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$1,323,031,00076
Notional amount of credit derivatives$047
Bank is guarantor$036
Bank is beneficiary$032
Interest rate contracts$903,199,00082
Notional value of interest rate swaps$500,000,00080
Futures and forward contracts$271,130,00057
Written option contracts$132,069,00074
Purchased option contracts$0135
Foreign exchange rate contracts$419,832,00036
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$363,648,00032
Spot foreign exchange rate contracts$069
Written option contracts$28,092,00022
Purchased option contracts$28,092,00021
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