Goldman Sachs Bank USA, Derivatives

2021-03-31Rank
Derivatives$51,003,103,000,0002
Notional amount of credit derivatives$167,486,000,0004
Bank is guarantor$66,551,000,0004
Bank is beneficiary$100,935,000,0004
Interest rate contracts$43,938,675,000,0001
Notional value of interest rate swaps$25,888,089,000,0001
Futures and forward contracts$3,831,454,000,0003
Written option contracts$7,065,337,000,0001
Purchased option contracts$7,153,795,000,0001
Foreign exchange rate contracts$6,858,537,000,0003
Notional value of exchange swaps$1,724,957,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$4,376,533,000,0004
Spot foreign exchange rate contracts$461,154,000,0003
Written option contracts$375,062,000,0003
Purchased option contracts$381,985,000,0003
Contracts on other commodities and equities.$38,405,000,0006
Notional value of other swaps$13,128,000,0006
Futures and forward contracts$2,233,000,0007
Written option contracts$9,937,000,0008
Purchased option contracts$13,107,000,0005
2020-12-31Rank
Derivatives$42,624,233,000,0002
Notional amount of credit derivatives$163,248,000,0004
Bank is guarantor$64,878,000,0004
Bank is beneficiary$98,370,000,0004
Interest rate contracts$36,550,394,000,0001
Notional value of interest rate swaps$23,768,658,000,0001
Futures and forward contracts$2,793,925,000,0002
Written option contracts$4,929,100,000,0001
Purchased option contracts$5,058,711,000,0001
Foreign exchange rate contracts$5,867,035,000,0003
Notional value of exchange swaps$1,708,962,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$3,372,844,000,0003
Spot foreign exchange rate contracts$380,849,000,0002
Written option contracts$387,614,000,0003
Purchased option contracts$397,615,000,0003
Contracts on other commodities and equities.$43,556,000,0006
Notional value of other swaps$13,993,000,0005
Futures and forward contracts$133,000,00011
Written option contracts$13,070,000,0008
Purchased option contracts$16,360,000,0006
2020-09-30Rank
Derivatives$45,963,402,000,0002
Notional amount of credit derivatives$164,015,000,0004
Bank is guarantor$65,796,000,0004
Bank is beneficiary$98,219,000,0004
Interest rate contracts$39,811,915,000,0001
Notional value of interest rate swaps$23,270,557,000,0002
Futures and forward contracts$4,151,496,000,0002
Written option contracts$6,132,317,000,0001
Purchased option contracts$6,257,545,000,0001
Foreign exchange rate contracts$5,941,948,000,0003
Notional value of exchange swaps$1,604,760,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$3,449,476,000,0004
Spot foreign exchange rate contracts$524,280,000,0002
Written option contracts$438,525,000,0003
Purchased option contracts$449,187,000,0003
Contracts on other commodities and equities.$45,524,000,0006
Notional value of other swaps$13,845,000,0006
Futures and forward contracts$155,000,00011
Written option contracts$13,770,000,0008
Purchased option contracts$17,754,000,0006
2020-06-30Rank
Derivatives$43,617,312,000,0002
Notional amount of credit derivatives$171,480,000,0004
Bank is guarantor$69,202,000,0004
Bank is beneficiary$102,278,000,0004
Interest rate contracts$37,801,219,000,0001
Notional value of interest rate swaps$23,609,632,000,0002
Futures and forward contracts$4,065,554,000,0003
Written option contracts$5,016,425,000,0001
Purchased option contracts$5,109,608,000,0001
Foreign exchange rate contracts$5,594,748,000,0003
Notional value of exchange swaps$1,587,146,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$3,202,669,000,0004
Spot foreign exchange rate contracts$305,005,000,0004
Written option contracts$398,263,000,0003
Purchased option contracts$406,670,000,0003
Contracts on other commodities and equities.$49,865,000,0006
Notional value of other swaps$14,941,000,0006
Futures and forward contracts$381,000,00011
Written option contracts$15,087,000,0008
Purchased option contracts$19,456,000,0006
2020-03-31Rank
Derivatives$47,597,391,000,0002
Notional amount of credit derivatives$205,853,000,0004
Bank is guarantor$85,632,000,0004
Bank is beneficiary$120,221,000,0004
Interest rate contracts$41,019,069,000,0002
Notional value of interest rate swaps$24,835,277,000,0002
Futures and forward contracts$5,435,496,000,0002
Written option contracts$5,336,756,000,0001
Purchased option contracts$5,411,540,000,0001
Foreign exchange rate contracts$6,314,947,000,0003
Notional value of exchange swaps$1,541,773,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$3,944,441,000,0003
Spot foreign exchange rate contracts$378,921,000,0003
Written option contracts$408,691,000,0003
Purchased option contracts$420,042,000,0003
Contracts on other commodities and equities.$57,522,000,0006
Notional value of other swaps$18,005,000,0006
Futures and forward contracts$254,000,00010
Written option contracts$17,374,000,0008
Purchased option contracts$21,889,000,0006
2019-12-31Rank
Derivatives$42,525,643,000,0002
Notional amount of credit derivatives$176,519,000,0004
Bank is guarantor$76,981,000,0004
Bank is beneficiary$99,538,000,0004
Interest rate contracts$36,725,114,000,0001
Notional value of interest rate swaps$21,379,958,000,0002
Futures and forward contracts$3,881,275,000,0002
Written option contracts$5,725,912,000,0001
Purchased option contracts$5,737,969,000,0001
Foreign exchange rate contracts$5,566,620,000,0003
Notional value of exchange swaps$1,528,727,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$3,334,532,000,0003
Spot foreign exchange rate contracts$293,694,000,0002
Written option contracts$348,731,000,0003
Purchased option contracts$354,630,000,0003
Contracts on other commodities and equities.$57,390,000,0006
Notional value of other swaps$17,161,000,0005
Futures and forward contracts$163,000,00011
Written option contracts$17,627,000,0008
Purchased option contracts$22,439,000,0006
2019-09-30Rank
Derivatives$49,548,799,000,0003
Notional amount of credit derivatives$174,459,000,0004
Bank is guarantor$76,974,000,0004
Bank is beneficiary$97,485,000,0004
Interest rate contracts$42,286,432,000,0001
Notional value of interest rate swaps$22,801,677,000,0002
Futures and forward contracts$5,886,594,000,0001
Written option contracts$6,610,525,000,0001
Purchased option contracts$6,987,636,000,0001
Foreign exchange rate contracts$7,039,563,000,0003
Notional value of exchange swaps$1,504,090,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$4,733,790,000,0003
Spot foreign exchange rate contracts$489,806,000,0003
Written option contracts$396,160,000,0003
Purchased option contracts$405,523,000,0003
Contracts on other commodities and equities.$48,345,000,0006
Notional value of other swaps$16,912,000,0005
Futures and forward contracts$131,000,00011
Written option contracts$13,080,000,0008
Purchased option contracts$18,222,000,0006
2019-06-30Rank
Derivatives$49,621,190,000,0003
Notional amount of credit derivatives$171,727,000,0004
Bank is guarantor$76,896,000,0004
Bank is beneficiary$94,831,000,0004
Interest rate contracts$43,128,730,000,0001
Notional value of interest rate swaps$22,965,655,000,0003
Futures and forward contracts$5,704,576,000,0001
Written option contracts$7,208,164,000,0001
Purchased option contracts$7,250,335,000,0001
Foreign exchange rate contracts$6,278,088,000,0003
Notional value of exchange swaps$1,541,180,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$3,983,374,000,0004
Spot foreign exchange rate contracts$345,080,000,0004
Written option contracts$373,627,000,0003
Purchased option contracts$379,907,000,0003
Contracts on other commodities and equities.$42,645,000,0006
Notional value of other swaps$16,531,000,0005
Futures and forward contracts$123,000,00010
Written option contracts$10,396,000,0008
Purchased option contracts$15,595,000,0006
2019-03-31Rank
Derivatives$47,431,866,000,0003
Notional amount of credit derivatives$174,227,000,0004
Bank is guarantor$79,282,000,0004
Bank is beneficiary$94,945,000,0004
Interest rate contracts$41,797,485,000,0002
Notional value of interest rate swaps$21,259,652,000,0003
Futures and forward contracts$5,479,049,000,0002
Written option contracts$7,772,836,000,0001
Purchased option contracts$7,285,948,000,0001
Foreign exchange rate contracts$5,423,029,000,0004
Notional value of exchange swaps$1,511,385,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$3,194,111,000,0004
Spot foreign exchange rate contracts$346,763,000,0004
Written option contracts$355,986,000,0003
Purchased option contracts$361,547,000,0003
Contracts on other commodities and equities.$37,125,000,0006
Notional value of other swaps$16,992,000,0005
Futures and forward contracts$144,000,00010
Written option contracts$7,488,000,0008
Purchased option contracts$12,501,000,0007
2018-12-31Rank
Derivatives$40,445,260,000,0003
Notional amount of credit derivatives$190,636,000,0004
Bank is guarantor$87,199,000,0004
Bank is beneficiary$103,437,000,0004
Interest rate contracts$35,766,054,000,0001
Notional value of interest rate swaps$19,847,643,000,0003
Futures and forward contracts$4,100,738,000,0001
Written option contracts$6,107,679,000,0001
Purchased option contracts$5,709,994,000,0001
Foreign exchange rate contracts$4,451,076,000,0004
Notional value of exchange swaps$1,391,342,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$2,523,404,000,0004
Spot foreign exchange rate contracts$185,884,000,0004
Written option contracts$265,533,000,0003
Purchased option contracts$270,797,000,0003
Contracts on other commodities and equities.$37,494,000,0006
Notional value of other swaps$19,309,000,0005
Futures and forward contracts$147,000,0009
Written option contracts$6,699,000,0008
Purchased option contracts$11,339,000,0007
2018-09-30Rank
Derivatives$51,954,557,000,0003
Notional amount of credit derivatives$172,547,000,0004
Bank is guarantor$76,813,000,0004
Bank is beneficiary$95,734,000,0004
Interest rate contracts$47,783,254,000,0001
Notional value of interest rate swaps$20,599,372,000,0003
Futures and forward contracts$6,153,789,000,0003
Written option contracts$10,812,801,000,0001
Purchased option contracts$10,217,292,000,0001
Foreign exchange rate contracts$3,953,307,000,0004
Notional value of exchange swaps$1,519,810,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,987,984,000,0005
Spot foreign exchange rate contracts$276,580,000,0004
Written option contracts$218,453,000,0003
Purchased option contracts$227,060,000,0003
Contracts on other commodities and equities.$45,449,000,0006
Notional value of other swaps$18,387,000,0005
Futures and forward contracts$99,000,00010
Written option contracts$11,252,000,0008
Purchased option contracts$15,711,000,0006
2018-06-30Rank
Derivatives$52,344,848,000,0003
Notional amount of credit derivatives$156,735,000,0004
Bank is guarantor$69,963,000,0004
Bank is beneficiary$86,772,000,0004
Interest rate contracts$49,170,603,000,0001
Notional value of interest rate swaps$22,807,170,000,0002
Futures and forward contracts$6,260,413,000,0002
Written option contracts$10,482,749,000,0001
Purchased option contracts$9,620,271,000,0001
Foreign exchange rate contracts$2,966,750,000,0004
Notional value of exchange swaps$1,574,092,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$1,120,029,000,0005
Spot foreign exchange rate contracts$185,959,000,0004
Written option contracts$134,169,000,0004
Purchased option contracts$138,460,000,0004
Contracts on other commodities and equities.$50,760,000,0006
Notional value of other swaps$19,809,000,0005
Futures and forward contracts$43,000,00010
Written option contracts$12,515,000,0008
Purchased option contracts$18,393,000,0006
2018-03-31Rank
Derivatives$51,736,340,000,0003
Notional amount of credit derivatives$160,560,000,0004
Bank is guarantor$71,770,000,0004
Bank is beneficiary$88,790,000,0004
Interest rate contracts$48,997,628,000,0001
Notional value of interest rate swaps$22,146,791,000,0003
Futures and forward contracts$6,007,503,000,0003
Written option contracts$10,670,137,000,0001
Purchased option contracts$10,173,197,000,0001
Foreign exchange rate contracts$2,511,387,000,0004
Notional value of exchange swaps$1,722,940,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$645,571,000,0006
Spot foreign exchange rate contracts$21,338,000,0007
Written option contracts$67,318,000,0004
Purchased option contracts$75,558,000,0004
Contracts on other commodities and equities.$66,765,000,0006
Notional value of other swaps$21,959,000,0005
Futures and forward contracts$13,000,00013
Written option contracts$19,980,000,0007
Purchased option contracts$24,813,000,0006
2017-12-31Rank
Derivatives$41,352,958,000,0003
Notional amount of credit derivatives$148,354,000,0004
Bank is guarantor$67,203,000,0004
Bank is beneficiary$81,151,000,0004
Interest rate contracts$38,756,309,000,0001
Notional value of interest rate swaps$19,541,008,000,0003
Futures and forward contracts$3,946,463,000,0003
Written option contracts$7,878,327,000,0001
Purchased option contracts$7,390,511,000,0001
Foreign exchange rate contracts$2,401,770,000,0004
Notional value of exchange swaps$1,670,713,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$588,403,000,0006
Spot foreign exchange rate contracts$43,957,000,0006
Written option contracts$67,554,000,0004
Purchased option contracts$75,100,000,0004
Contracts on other commodities and equities.$46,525,000,0006
Notional value of other swaps$22,361,000,0005
Futures and forward contracts$10,000,00012
Written option contracts$9,821,000,0008
Purchased option contracts$14,333,000,0007
2017-09-30Rank
Derivatives$43,477,652,000,0003
Notional amount of credit derivatives$161,402,000,0004
Bank is guarantor$72,793,000,0004
Bank is beneficiary$88,609,000,0004
Interest rate contracts$40,760,771,000,0001
Notional value of interest rate swaps$20,148,730,000,0003
Futures and forward contracts$4,388,557,000,0003
Written option contracts$8,245,856,000,0001
Purchased option contracts$7,977,628,000,0001
Foreign exchange rate contracts$2,515,802,000,0004
Notional value of exchange swaps$1,718,962,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$664,060,000,0005
Spot foreign exchange rate contracts$61,424,000,0006
Written option contracts$65,236,000,0004
Purchased option contracts$67,544,000,0004
Contracts on other commodities and equities.$39,677,000,0007
Notional value of other swaps$21,687,000,0005
Futures and forward contracts$11,000,00014
Written option contracts$8,352,000,0008
Purchased option contracts$9,627,000,0007
2017-06-30Rank
Derivatives$41,391,184,000,0003
Notional amount of credit derivatives$159,613,000,0004
Bank is guarantor$71,573,000,0004
Bank is beneficiary$88,040,000,0004
Interest rate contracts$38,902,059,000,0001
Notional value of interest rate swaps$20,811,991,000,0003
Futures and forward contracts$4,497,114,000,0003
Written option contracts$6,572,024,000,0001
Purchased option contracts$7,020,930,000,0001
Foreign exchange rate contracts$2,294,449,000,0004
Notional value of exchange swaps$1,590,944,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$564,271,000,0005
Spot foreign exchange rate contracts$57,489,000,0007
Written option contracts$68,478,000,0005
Purchased option contracts$70,756,000,0005
Contracts on other commodities and equities.$35,063,000,0007
Notional value of other swaps$23,391,000,0005
Futures and forward contracts$9,000,00014
Written option contracts$3,521,000,0008
Purchased option contracts$8,142,000,0007
2017-03-31Rank
Derivatives$37,360,482,000,0003
Notional amount of credit derivatives$169,945,000,0004
Bank is guarantor$73,774,000,0004
Bank is beneficiary$96,171,000,0004
Interest rate contracts$34,924,379,000,0001
Notional value of interest rate swaps$19,631,699,000,0003
Futures and forward contracts$4,803,487,000,0003
Written option contracts$5,271,124,000,0001
Purchased option contracts$5,218,069,000,0001
Foreign exchange rate contracts$2,217,825,000,0004
Notional value of exchange swaps$1,586,306,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$518,232,000,0006
Spot foreign exchange rate contracts$37,708,000,0008
Written option contracts$56,092,000,0005
Purchased option contracts$57,195,000,0005
Contracts on other commodities and equities.$48,333,000,0007
Notional value of other swaps$37,654,000,0005
Futures and forward contracts$3,000,00015
Written option contracts$3,109,000,0008
Purchased option contracts$7,567,000,0007
2016-12-31Rank
Derivatives$34,912,176,000,0003
Notional amount of credit derivatives$164,568,000,0004
Bank is guarantor$75,367,000,0004
Bank is beneficiary$89,201,000,0004
Interest rate contracts$32,616,589,000,0002
Notional value of interest rate swaps$19,802,308,000,0003
Futures and forward contracts$4,516,668,000,0002
Written option contracts$4,081,946,000,0001
Purchased option contracts$4,215,667,000,0001
Foreign exchange rate contracts$2,084,118,000,0004
Notional value of exchange swaps$1,547,538,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$421,577,000,0006
Spot foreign exchange rate contracts$24,943,000,0007
Written option contracts$57,136,000,0005
Purchased option contracts$57,867,000,0005
Contracts on other commodities and equities.$46,901,000,0007
Notional value of other swaps$36,843,000,0005
Futures and forward contracts$447,000,0008
Written option contracts$2,603,000,0008
Purchased option contracts$7,008,000,0007
2016-09-30Rank
Derivatives$38,063,782,000,0003
Notional amount of credit derivatives$165,580,000,0004
Bank is guarantor$74,644,000,0004
Bank is beneficiary$90,936,000,0004
Interest rate contracts$35,584,311,000,0002
Notional value of interest rate swaps$22,240,350,000,0003
Futures and forward contracts$4,850,315,000,0003
Written option contracts$4,331,920,000,0001
Purchased option contracts$4,161,726,000,0001
Foreign exchange rate contracts$2,245,428,000,0004
Notional value of exchange swaps$1,615,817,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$493,293,000,0006
Spot foreign exchange rate contracts$10,394,000,0009
Written option contracts$67,454,000,0006
Purchased option contracts$68,864,000,0006
Contracts on other commodities and equities.$68,463,000,0006
Notional value of other swaps$59,279,000,0004
Futures and forward contracts$451,000,0007
Written option contracts$2,183,000,0008
Purchased option contracts$6,550,000,0007
2016-06-30Rank
Derivatives$41,380,520,000,0003
Notional amount of credit derivatives$153,788,000,0005
Bank is guarantor$68,056,000,0005
Bank is beneficiary$85,732,000,0004
Interest rate contracts$38,921,469,000,0001
Notional value of interest rate swaps$24,582,169,000,0003
Futures and forward contracts$5,864,068,000,0001
Written option contracts$4,192,601,000,0001
Purchased option contracts$4,282,631,000,0001
Foreign exchange rate contracts$2,227,712,000,0004
Notional value of exchange swaps$1,649,703,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$427,821,000,0007
Spot foreign exchange rate contracts$8,282,000,0009
Written option contracts$74,854,000,0006
Purchased option contracts$75,334,000,0006
Contracts on other commodities and equities.$77,551,000,0006
Notional value of other swaps$67,197,000,0004
Futures and forward contracts$448,000,0007
Written option contracts$2,886,000,0008
Purchased option contracts$7,020,000,0007
2016-03-31Rank
Derivatives$44,449,012,000,0003
Notional amount of credit derivatives$165,067,000,0005
Bank is guarantor$72,918,000,0005
Bank is beneficiary$92,149,000,0005
Interest rate contracts$41,900,093,000,0001
Notional value of interest rate swaps$26,662,190,000,0002
Futures and forward contracts$5,839,309,000,0001
Written option contracts$4,681,273,000,0001
Purchased option contracts$4,717,321,000,0001
Foreign exchange rate contracts$2,302,639,000,0004
Notional value of exchange swaps$1,722,580,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$436,836,000,0008
Spot foreign exchange rate contracts$14,627,000,0009
Written option contracts$70,927,000,0006
Purchased option contracts$72,296,000,0006
Contracts on other commodities and equities.$81,213,000,0006
Notional value of other swaps$71,525,000,0004
Futures and forward contracts$448,000,0006
Written option contracts$2,651,000,0008
Purchased option contracts$6,589,000,0007
2015-12-31Rank
Derivatives$41,049,189,000,0003
Notional amount of credit derivatives$164,005,000,0005
Bank is guarantor$70,519,000,0005
Bank is beneficiary$93,486,000,0005
Interest rate contracts$38,743,181,000,0001
Notional value of interest rate swaps$25,545,748,000,0001
Futures and forward contracts$4,959,997,000,0002
Written option contracts$4,176,037,000,0001
Purchased option contracts$4,061,399,000,0001
Foreign exchange rate contracts$2,058,573,000,0005
Notional value of exchange swaps$1,568,539,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$360,197,000,0008
Spot foreign exchange rate contracts$7,853,000,0009
Written option contracts$61,593,000,0006
Purchased option contracts$68,244,000,0006
Contracts on other commodities and equities.$83,430,000,0005
Notional value of other swaps$74,064,000,0004
Futures and forward contracts$1,000,00018
Written option contracts$2,439,000,0009
Purchased option contracts$6,926,000,0007
2015-09-30Rank
Derivatives$43,649,391,000,0003
Notional amount of credit derivatives$171,828,000,0005
Bank is guarantor$73,957,000,0005
Bank is beneficiary$97,871,000,0005
Interest rate contracts$41,246,335,000,0001
Notional value of interest rate swaps$27,089,801,000,0001
Futures and forward contracts$6,412,648,000,0001
Written option contracts$3,711,668,000,0001
Purchased option contracts$4,032,218,000,0002
Foreign exchange rate contracts$2,161,768,000,0005
Notional value of exchange swaps$1,518,572,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$483,015,000,0008
Spot foreign exchange rate contracts$27,950,000,0008
Written option contracts$78,158,000,0006
Purchased option contracts$82,023,000,0006
Contracts on other commodities and equities.$69,460,000,0006
Notional value of other swaps$61,384,000,0004
Futures and forward contracts$1,000,00019
Written option contracts$2,261,000,0009
Purchased option contracts$5,814,000,0007
2015-06-30Rank
Derivatives$45,735,436,000,0003
Notional amount of credit derivatives$167,821,000,0005
Bank is guarantor$74,917,000,0005
Bank is beneficiary$92,904,000,0005
Interest rate contracts$43,316,170,000,0001
Notional value of interest rate swaps$29,831,681,000,0001
Futures and forward contracts$6,286,679,000,0003
Written option contracts$3,463,091,000,0002
Purchased option contracts$3,734,719,000,0002
Foreign exchange rate contracts$2,190,021,000,0004
Notional value of exchange swaps$1,632,713,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$406,256,000,0008
Spot foreign exchange rate contracts$16,489,000,0009
Written option contracts$73,010,000,0006
Purchased option contracts$78,042,000,0006
Contracts on other commodities and equities.$61,424,000,0006
Notional value of other swaps$54,305,000,0004
Futures and forward contracts$020
Written option contracts$1,544,000,0009
Purchased option contracts$5,575,000,0007
2015-03-31Rank
Derivatives$44,707,082,000,0003
Notional amount of credit derivatives$185,491,000,0005
Bank is guarantor$82,490,000,0005
Bank is beneficiary$103,001,000,0005
Interest rate contracts$42,254,018,000,0001
Notional value of interest rate swaps$28,962,808,000,0001
Futures and forward contracts$6,250,905,000,0003
Written option contracts$3,413,746,000,0002
Purchased option contracts$3,626,559,000,0002
Foreign exchange rate contracts$2,221,287,000,0005
Notional value of exchange swaps$1,597,558,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$483,461,000,0008
Spot foreign exchange rate contracts$8,878,000,00010
Written option contracts$64,705,000,0006
Purchased option contracts$75,563,000,0006
Contracts on other commodities and equities.$46,286,000,0007
Notional value of other swaps$41,939,000,0004
Futures and forward contracts$020
Written option contracts$1,100,000,00010
Purchased option contracts$3,247,000,0007
2014-12-31Rank
Derivatives$46,781,799,000,0003
Notional amount of credit derivatives$225,898,000,0005
Bank is guarantor$101,792,000,0005
Bank is beneficiary$124,106,000,0004
Interest rate contracts$44,305,933,000,0002
Notional value of interest rate swaps$31,813,012,000,0002
Futures and forward contracts$5,563,038,000,0003
Written option contracts$3,406,727,000,0002
Purchased option contracts$3,523,156,000,0002
Foreign exchange rate contracts$2,205,614,000,0004
Notional value of exchange swaps$1,621,146,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$455,419,000,0007
Spot foreign exchange rate contracts$3,174,000,00010
Written option contracts$60,664,000,0006
Purchased option contracts$68,385,000,0006
Contracts on other commodities and equities.$44,354,000,0007
Notional value of other swaps$38,825,000,0005
Futures and forward contracts$1,000,00018
Written option contracts$1,393,000,00010
Purchased option contracts$4,135,000,0007
2014-09-30Rank
Derivatives$48,709,407,000,0003
Notional amount of credit derivatives$228,191,000,0005
Bank is guarantor$104,554,000,0005
Bank is beneficiary$123,637,000,0005
Interest rate contracts$46,272,807,000,0003
Notional value of interest rate swaps$32,625,754,000,0002
Futures and forward contracts$5,658,603,000,0003
Written option contracts$3,841,722,000,0002
Purchased option contracts$4,146,728,000,0002
Foreign exchange rate contracts$2,166,418,000,0005
Notional value of exchange swaps$1,632,505,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$410,646,000,0008
Spot foreign exchange rate contracts$14,458,000,0009
Written option contracts$58,738,000,0006
Purchased option contracts$64,529,000,0006
Contracts on other commodities and equities.$41,991,000,0007
Notional value of other swaps$36,795,000,0005
Futures and forward contracts$1,000,00020
Written option contracts$1,287,000,00011
Purchased option contracts$3,908,000,0008
2014-06-30Rank
Derivatives$53,023,561,000,0003
Notional amount of credit derivatives$239,918,000,0005
Bank is guarantor$108,897,000,0005
Bank is beneficiary$131,021,000,0005
Interest rate contracts$50,360,185,000,0002
Notional value of interest rate swaps$36,537,987,000,0002
Futures and forward contracts$6,088,095,000,0003
Written option contracts$3,747,413,000,0002
Purchased option contracts$3,986,690,000,0002
Foreign exchange rate contracts$2,379,239,000,0005
Notional value of exchange swaps$1,856,226,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$392,859,000,0008
Spot foreign exchange rate contracts$5,879,000,00010
Written option contracts$61,410,000,0006
Purchased option contracts$68,744,000,0006
Contracts on other commodities and equities.$44,219,000,0007
Notional value of other swaps$39,217,000,0004
Futures and forward contracts$023
Written option contracts$1,340,000,00011
Purchased option contracts$3,662,000,0008
2014-03-31Rank
Derivatives$49,655,219,000,0003
Notional amount of credit derivatives$263,859,000,0005
Bank is guarantor$118,796,000,0005
Bank is beneficiary$145,063,000,0005
Interest rate contracts$47,163,898,000,0002
Notional value of interest rate swaps$34,397,253,000,0001
Futures and forward contracts$5,313,278,000,0003
Written option contracts$3,601,842,000,0002
Purchased option contracts$3,851,525,000,0002
Foreign exchange rate contracts$2,183,841,000,0005
Notional value of exchange swaps$1,787,389,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$264,667,000,0008
Spot foreign exchange rate contracts$3,840,000,00010
Written option contracts$62,872,000,0006
Purchased option contracts$68,913,000,0006
Contracts on other commodities and equities.$43,621,000,0007
Notional value of other swaps$38,732,000,0004
Futures and forward contracts$025
Written option contracts$1,435,000,00010
Purchased option contracts$3,454,000,0009
2013-12-31Rank
Derivatives$48,616,572,000,0003
Notional amount of credit derivatives$265,276,000,0005
Bank is guarantor$119,930,000,0005
Bank is beneficiary$145,346,000,0005
Interest rate contracts$46,185,501,000,0003
Notional value of interest rate swaps$34,274,378,000,0003
Futures and forward contracts$4,348,806,000,0004
Written option contracts$3,747,971,000,0002
Purchased option contracts$3,814,346,000,0002
Foreign exchange rate contracts$2,129,907,000,0005
Notional value of exchange swaps$1,770,524,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$226,596,000,0009
Spot foreign exchange rate contracts$3,361,000,00010
Written option contracts$64,491,000,0006
Purchased option contracts$68,296,000,0006
Contracts on other commodities and equities.$35,888,000,0007
Notional value of other swaps$31,527,000,0005
Futures and forward contracts$025
Written option contracts$1,214,000,00011
Purchased option contracts$3,147,000,0009
2013-09-30Rank
Derivatives$47,472,375,000,0003
Notional amount of credit derivatives$336,408,000,0005
Bank is guarantor$131,624,000,0005
Bank is beneficiary$204,784,000,0004
Interest rate contracts$44,930,540,000,0003
Notional value of interest rate swaps$33,436,850,000,0003
Futures and forward contracts$4,228,912,000,0004
Written option contracts$3,616,175,000,0003
Purchased option contracts$3,648,603,000,0002
Foreign exchange rate contracts$2,168,422,000,0005
Notional value of exchange swaps$1,709,538,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$320,381,000,0008
Spot foreign exchange rate contracts$3,367,000,00010
Written option contracts$66,172,000,0006
Purchased option contracts$72,331,000,0006
Contracts on other commodities and equities.$37,005,000,0007
Notional value of other swaps$30,658,000,0005
Futures and forward contracts$1,000,00024
Written option contracts$2,254,000,00010
Purchased option contracts$4,092,000,0008
2013-06-30Rank
Derivatives$43,140,355,000,0003
Notional amount of credit derivatives$373,856,000,0005
Bank is guarantor$149,835,000,0005
Bank is beneficiary$224,021,000,0004
Interest rate contracts$40,727,185,000,0003
Notional value of interest rate swaps$29,734,126,000,0003
Futures and forward contracts$3,977,747,000,0004
Written option contracts$3,441,845,000,0003
Purchased option contracts$3,573,467,000,0002
Foreign exchange rate contracts$2,011,781,000,0005
Notional value of exchange swaps$1,629,953,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$249,319,000,0009
Spot foreign exchange rate contracts$5,334,000,00010
Written option contracts$63,972,000,0006
Purchased option contracts$68,537,000,0006
Contracts on other commodities and equities.$27,533,000,0008
Notional value of other swaps$23,251,000,0005
Futures and forward contracts$4,000,00019
Written option contracts$1,091,000,00012
Purchased option contracts$3,187,000,0009
2013-03-31Rank
Derivatives$42,255,958,000,0004
Notional amount of credit derivatives$458,620,000,0005
Bank is guarantor$191,586,000,0005
Bank is beneficiary$267,034,000,0004
Interest rate contracts$39,746,587,000,0003
Notional value of interest rate swaps$28,624,371,000,0003
Futures and forward contracts$4,529,904,000,0004
Written option contracts$3,342,354,000,0003
Purchased option contracts$3,249,958,000,0002
Foreign exchange rate contracts$2,024,750,000,0005
Notional value of exchange swaps$1,603,539,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$282,099,000,0008
Spot foreign exchange rate contracts$4,358,000,00010
Written option contracts$64,857,000,0006
Purchased option contracts$74,255,000,0006
Contracts on other commodities and equities.$26,001,000,0008
Notional value of other swaps$22,269,000,0005
Futures and forward contracts$024
Written option contracts$892,000,00013
Purchased option contracts$2,840,000,0009
2012-12-31Rank
Derivatives$41,199,470,000,0004
Notional amount of credit derivatives$455,249,000,0005
Bank is guarantor$187,765,000,0005
Bank is beneficiary$267,484,000,0004
Interest rate contracts$38,632,409,000,0003
Notional value of interest rate swaps$27,826,250,000,0003
Futures and forward contracts$4,584,622,000,0003
Written option contracts$3,085,959,000,0003
Purchased option contracts$3,135,578,000,0003
Foreign exchange rate contracts$2,086,606,000,0005
Notional value of exchange swaps$1,670,897,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$260,592,000,0008
Spot foreign exchange rate contracts$2,160,000,00010
Written option contracts$69,451,000,0005
Purchased option contracts$85,666,000,0005
Contracts on other commodities and equities.$25,206,000,0008
Notional value of other swaps$21,541,000,0005
Futures and forward contracts$021
Written option contracts$775,000,00013
Purchased option contracts$2,890,000,0009
2012-09-30Rank
Derivatives$41,235,583,000,0004
Notional amount of credit derivatives$488,286,000,0005
Bank is guarantor$204,326,000,0005
Bank is beneficiary$283,960,000,0004
Interest rate contracts$38,707,911,000,0003
Notional value of interest rate swaps$27,381,762,000,0003
Futures and forward contracts$4,474,899,000,0003
Written option contracts$3,364,324,000,0003
Purchased option contracts$3,486,926,000,0002
Foreign exchange rate contracts$2,015,623,000,0005
Notional value of exchange swaps$1,661,307,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$206,589,000,0009
Spot foreign exchange rate contracts$4,852,000,00010
Written option contracts$67,717,000,0005
Purchased option contracts$80,010,000,0005
Contracts on other commodities and equities.$23,763,000,0008
Notional value of other swaps$20,246,000,0005
Futures and forward contracts$022
Written option contracts$1,016,000,00012
Purchased option contracts$2,501,000,0009
2012-06-30Rank
Derivatives$41,584,416,000,0004
Notional amount of credit derivatives$481,766,000,0005
Bank is guarantor$200,390,000,0005
Bank is beneficiary$281,376,000,0004
Interest rate contracts$39,108,450,000,0003
Notional value of interest rate swaps$27,181,728,000,0003
Futures and forward contracts$4,301,037,000,0003
Written option contracts$3,604,527,000,0002
Purchased option contracts$4,021,158,000,0002
Foreign exchange rate contracts$1,975,309,000,0005
Notional value of exchange swaps$1,612,692,000,0003
Commitments to purchase foreign currencies & U.S. dollar exchange$181,709,000,0009
Spot foreign exchange rate contracts$4,021,000,00010
Written option contracts$88,465,000,0005
Purchased option contracts$92,443,000,0005
Contracts on other commodities and equities.$18,891,000,0008
Notional value of other swaps$16,356,000,0005
Futures and forward contracts$021
Written option contracts$860,000,00012
Purchased option contracts$1,675,000,00010
2012-03-31Rank
Derivatives$42,825,905,000,0004
Notional amount of credit derivatives$528,797,000,0005
Bank is guarantor$218,827,000,0005
Bank is beneficiary$309,970,000,0004
Interest rate contracts$40,324,977,000,0003
Notional value of interest rate swaps$27,955,050,000,0003
Futures and forward contracts$4,148,472,000,0003
Written option contracts$3,857,134,000,0003
Purchased option contracts$4,364,321,000,0001
Foreign exchange rate contracts$1,960,640,000,0005
Notional value of exchange swaps$1,624,592,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$156,634,000,0009
Spot foreign exchange rate contracts$4,549,000,00010
Written option contracts$86,884,000,0005
Purchased option contracts$92,530,000,0005
Contracts on other commodities and equities.$11,491,000,0008
Notional value of other swaps$10,415,000,0005
Futures and forward contracts$023
Written option contracts$236,000,00018
Purchased option contracts$840,000,00013
2011-12-31Rank
Derivatives$44,195,386,000,0004
Notional amount of credit derivatives$499,741,000,0005
Bank is guarantor$203,723,000,0005
Bank is beneficiary$296,018,000,0005
Interest rate contracts$41,737,737,000,0003
Notional value of interest rate swaps$29,901,018,000,0003
Futures and forward contracts$4,361,219,000,0003
Written option contracts$3,553,371,000,0003
Purchased option contracts$3,922,129,000,0003
Foreign exchange rate contracts$1,945,805,000,0004
Notional value of exchange swaps$1,623,260,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$134,300,000,0008
Spot foreign exchange rate contracts$2,912,000,00010
Written option contracts$89,612,000,0004
Purchased option contracts$98,633,000,0004
Contracts on other commodities and equities.$12,103,000,0008
Notional value of other swaps$11,885,000,0005
Futures and forward contracts$017
Written option contracts$111,000,00019
Purchased option contracts$107,000,00018
2011-09-30Rank
Derivatives$46,456,427,000,0004
Notional amount of credit derivatives$551,308,000,0005
Bank is guarantor$225,974,000,0005
Bank is beneficiary$325,334,000,0005
Interest rate contracts$43,912,374,000,0004
Notional value of interest rate swaps$31,658,809,000,0004
Futures and forward contracts$4,109,566,000,0003
Written option contracts$3,884,145,000,0003
Purchased option contracts$4,259,854,000,0003
Foreign exchange rate contracts$1,979,136,000,0005
Notional value of exchange swaps$1,652,416,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$147,556,000,0009
Spot foreign exchange rate contracts$2,708,000,00011
Written option contracts$83,908,000,0004
Purchased option contracts$95,256,000,0004
Contracts on other commodities and equities.$13,609,000,0008
Notional value of other swaps$13,396,000,0004
Futures and forward contracts$018
Written option contracts$112,000,00019
Purchased option contracts$101,000,00018
2011-06-30Rank
Derivatives$47,740,746,000,0004
Notional amount of credit derivatives$506,786,000,0005
Bank is guarantor$206,552,000,0005
Bank is beneficiary$300,234,000,0005
Interest rate contracts$45,256,749,000,0003
Notional value of interest rate swaps$32,464,469,000,0003
Futures and forward contracts$4,517,102,000,0004
Written option contracts$3,874,074,000,0003
Purchased option contracts$4,401,104,000,0003
Foreign exchange rate contracts$1,963,685,000,0004
Notional value of exchange swaps$1,615,249,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$168,220,000,0009
Spot foreign exchange rate contracts$3,999,000,00010
Written option contracts$83,264,000,0004
Purchased option contracts$96,952,000,0004
Contracts on other commodities and equities.$13,526,000,0008
Notional value of other swaps$13,279,000,0004
Futures and forward contracts$017
Written option contracts$130,000,00018
Purchased option contracts$117,000,00018
2011-03-31Rank
Derivatives$44,884,975,000,0004
Notional amount of credit derivatives$490,379,000,0005
Bank is guarantor$200,261,000,0005
Bank is beneficiary$290,118,000,0005
Interest rate contracts$42,480,131,000,0003
Notional value of interest rate swaps$30,718,865,000,0003
Futures and forward contracts$3,502,382,000,0004
Written option contracts$3,824,781,000,0003
Purchased option contracts$4,434,103,000,0002
Foreign exchange rate contracts$1,900,722,000,0004
Notional value of exchange swaps$1,525,954,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$200,985,000,0009
Spot foreign exchange rate contracts$6,969,000,00010
Written option contracts$80,952,000,0004
Purchased option contracts$92,831,000,0004
Contracts on other commodities and equities.$13,743,000,0008
Notional value of other swaps$13,553,000,0004
Futures and forward contracts$015
Written option contracts$90,000,00018
Purchased option contracts$100,000,00017
2010-12-31Rank
Derivatives$42,553,376,000,0004
Notional amount of credit derivatives$485,333,000,0005
Bank is guarantor$195,660,000,0005
Bank is beneficiary$289,673,000,0005
Interest rate contracts$40,344,287,000,0003
Notional value of interest rate swaps$29,675,597,000,0004
Futures and forward contracts$3,033,887,000,0004
Written option contracts$3,499,415,000,0003
Purchased option contracts$4,135,388,000,0001
Foreign exchange rate contracts$1,712,627,000,0004
Notional value of exchange swaps$1,376,353,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$167,385,000,0009
Spot foreign exchange rate contracts$5,650,000,00010
Written option contracts$80,109,000,0004
Purchased option contracts$88,780,000,0004
Contracts on other commodities and equities.$11,129,000,0008
Notional value of other swaps$10,724,000,0004
Futures and forward contracts$015
Written option contracts$165,000,00016
Purchased option contracts$240,000,00015
2010-09-30Rank
Derivatives$42,779,363,000,0004
Notional amount of credit derivatives$496,195,000,0005
Bank is guarantor$203,315,000,0005
Bank is beneficiary$292,880,000,0005
Interest rate contracts$40,668,535,000,0004
Notional value of interest rate swaps$29,596,362,000,0003
Futures and forward contracts$3,740,995,000,0004
Written option contracts$3,414,497,000,0003
Purchased option contracts$3,916,681,000,0002
Foreign exchange rate contracts$1,604,991,000,0004
Notional value of exchange swaps$1,311,742,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$132,452,000,0008
Spot foreign exchange rate contracts$1,455,000,00011
Written option contracts$76,772,000,0004
Purchased option contracts$84,025,000,0004
Contracts on other commodities and equities.$9,642,000,0008
Notional value of other swaps$9,031,000,0004
Futures and forward contracts$014
Written option contracts$268,000,00014
Purchased option contracts$343,000,00014
2010-06-30Rank
Derivatives$42,085,050,000,0004
Notional amount of credit derivatives$493,344,000,0005
Bank is guarantor$197,203,000,0005
Bank is beneficiary$296,141,000,0005
Interest rate contracts$40,061,822,000,0003
Notional value of interest rate swaps$29,657,054,000,0002
Futures and forward contracts$3,781,865,000,0004
Written option contracts$3,169,549,000,0003
Purchased option contracts$3,453,354,000,0002
Foreign exchange rate contracts$1,521,501,000,0004
Notional value of exchange swaps$1,228,202,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$145,187,000,0008
Spot foreign exchange rate contracts$3,583,000,0009
Written option contracts$73,215,000,0004
Purchased option contracts$74,897,000,0004
Contracts on other commodities and equities.$8,383,000,0008
Notional value of other swaps$7,439,000,0005
Futures and forward contracts$015
Written option contracts$441,000,00013
Purchased option contracts$503,000,00012
2010-03-31Rank
Derivatives$41,767,618,000,0003
Notional amount of credit derivatives$541,869,000,0005
Bank is guarantor$220,378,000,0005
Bank is beneficiary$321,491,000,0005
Interest rate contracts$39,714,595,000,0002
Notional value of interest rate swaps$29,025,768,000,0002
Futures and forward contracts$3,830,243,000,0004
Written option contracts$3,262,458,000,0003
Purchased option contracts$3,596,126,000,0002
Foreign exchange rate contracts$1,503,717,000,0004
Notional value of exchange swaps$1,237,530,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$113,559,000,0008
Spot foreign exchange rate contracts$3,367,000,0009
Written option contracts$74,120,000,0004
Purchased option contracts$78,508,000,0004
Contracts on other commodities and equities.$7,437,000,0008
Notional value of other swaps$6,735,000,0005
Futures and forward contracts$015
Written option contracts$321,000,00015
Purchased option contracts$381,000,00012
2009-12-31Rank
Derivatives$43,482,842,000,0003
Notional amount of credit derivatives$803,819,000,0004
Bank is guarantor$343,359,000,0005
Bank is beneficiary$460,460,000,0004
Interest rate contracts$41,175,616,000,0002
Notional value of interest rate swaps$30,682,869,000,0002
Futures and forward contracts$3,734,283,000,0003
Written option contracts$3,130,991,000,0003
Purchased option contracts$3,627,473,000,0002
Foreign exchange rate contracts$1,496,921,000,0004
Notional value of exchange swaps$1,229,143,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$117,321,000,0008
Spot foreign exchange rate contracts$1,165,000,00010
Written option contracts$75,670,000,0004
Purchased option contracts$74,787,000,0004
Contracts on other commodities and equities.$6,486,000,00010
Notional value of other swaps$6,146,000,0006
Futures and forward contracts$014
Written option contracts$197,000,00017
Purchased option contracts$143,000,00018
2009-09-30Rank
Derivatives$43,662,335,000,0002
Notional amount of credit derivatives$932,927,000,0004
Bank is guarantor$405,158,000,0004
Bank is beneficiary$527,769,000,0004
Interest rate contracts$41,288,179,000,0002
Notional value of interest rate swaps$31,072,553,000,0002
Futures and forward contracts$3,541,935,000,0003
Written option contracts$3,049,226,000,0002
Purchased option contracts$3,624,465,000,0002
Foreign exchange rate contracts$1,435,820,000,0004
Notional value of exchange swaps$1,173,206,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$111,619,000,0008
Spot foreign exchange rate contracts$4,416,000,00010
Written option contracts$78,001,000,0004
Purchased option contracts$72,994,000,0004
Contracts on other commodities and equities.$5,409,000,00010
Notional value of other swaps$3,935,000,0007
Futures and forward contracts$017
Written option contracts$489,000,00013
Purchased option contracts$985,000,00010
2009-06-30Rank
Derivatives$43,330,891,000,0002
Notional amount of credit derivatives$1,010,522,000,0004
Bank is guarantor$433,021,000,0004
Bank is beneficiary$577,501,000,0004
Interest rate contracts$40,985,720,000,0002
Notional value of interest rate swaps$30,780,644,000,0002
Futures and forward contracts$3,966,444,000,0003
Written option contracts$2,932,554,000,0002
Purchased option contracts$3,306,078,000,0002
Foreign exchange rate contracts$1,329,591,000,0004
Notional value of exchange swaps$1,075,724,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$101,017,000,0008
Spot foreign exchange rate contracts$1,872,000,00010
Written option contracts$80,682,000,0004
Purchased option contracts$72,168,000,0004
Contracts on other commodities and equities.$5,058,000,00010
Notional value of other swaps$3,318,000,0007
Futures and forward contracts$016
Written option contracts$620,000,00012
Purchased option contracts$1,120,000,00010
2009-03-31Rank
Derivatives$42,851,035,000,0002
Notional amount of credit derivatives$1,251,224,000,0004
Bank is guarantor$543,887,000,0004
Bank is beneficiary$707,337,000,0004
Interest rate contracts$40,424,677,000,0002
Notional value of interest rate swaps$30,480,593,000,0002
Futures and forward contracts$3,705,342,000,0003
Written option contracts$2,998,786,000,0002
Purchased option contracts$3,239,956,000,0002
Foreign exchange rate contracts$1,171,934,000,0004
Notional value of exchange swaps$921,673,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$100,865,000,0008
Spot foreign exchange rate contracts$1,073,000,00010
Written option contracts$82,033,000,0004
Purchased option contracts$67,363,000,0004
Contracts on other commodities and equities.$3,200,000,00011
Notional value of other swaps$1,991,000,0009
Futures and forward contracts$016
Written option contracts$489,000,00012
Purchased option contracts$720,000,00011
2008-12-31Rank
Derivatives$41,229,125,000,0002
Notional amount of credit derivatives$1,529,368,000,0004
Bank is guarantor$655,240,000,0004
Bank is beneficiary$874,128,000,0004
Interest rate contracts$38,582,390,000,0002
Notional value of interest rate swaps$33,449,742,000,0002
Futures and forward contracts$499,137,000,0005
Written option contracts$2,157,753,000,0003
Purchased option contracts$2,475,758,000,0003
Foreign exchange rate contracts$1,113,563,000,0004
Notional value of exchange swaps$882,006,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$91,267,000,0009
Spot foreign exchange rate contracts$700,000,00011
Written option contracts$77,834,000,0004
Purchased option contracts$62,456,000,0004
Contracts on other commodities and equities.$3,804,000,00010
Notional value of other swaps$2,642,000,0008
Futures and forward contracts$016
Written option contracts$462,000,00012
Purchased option contracts$700,000,00011