Lake Forest Bank & Trust Company, Derivatives

2020-09-30Rank
Derivatives$12,888,159,00043
Notional amount of credit derivatives$0105
Bank is guarantor$096
Bank is beneficiary$077
Interest rate contracts$12,888,159,00040
Notional value of interest rate swaps$10,514,407,00044
Futures and forward contracts$0395
Written option contracts$0420
Purchased option contracts$2,373,752,00021
Foreign exchange rate contracts$084
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$050
Spot foreign exchange rate contracts$044
Written option contracts$031
Purchased option contracts$031
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$12,572,436,00044
Notional amount of credit derivatives$0101
Bank is guarantor$091
Bank is beneficiary$074
Interest rate contracts$12,570,908,00043
Notional value of interest rate swaps$10,371,854,00045
Futures and forward contracts$0397
Written option contracts$0423
Purchased option contracts$2,199,054,00021
Foreign exchange rate contracts$1,528,00078
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$1,528,00048
Spot foreign exchange rate contracts$045
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$10,325,364,00049
Notional amount of credit derivatives$099
Bank is guarantor$089
Bank is beneficiary$073
Interest rate contracts$10,323,804,00047
Notional value of interest rate swaps$8,226,926,00046
Futures and forward contracts$0399
Written option contracts$0428
Purchased option contracts$2,096,878,00021
Foreign exchange rate contracts$1,560,00076
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$1,560,00046
Spot foreign exchange rate contracts$044
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$6,876,341,00060
Notional amount of credit derivatives$096
Bank is guarantor$088
Bank is beneficiary$069
Interest rate contracts$6,846,522,00055
Notional value of interest rate swaps$6,521,682,00051
Futures and forward contracts$0410
Written option contracts$0437
Purchased option contracts$324,840,00040
Foreign exchange rate contracts$29,819,00063
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$29,819,00043
Spot foreign exchange rate contracts$045
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$6,662,362,00061
Notional amount of credit derivatives$091
Bank is guarantor$084
Bank is beneficiary$069
Interest rate contracts$6,632,870,00055
Notional value of interest rate swaps$6,460,540,00049
Futures and forward contracts$0437
Written option contracts$0456
Purchased option contracts$172,330,00053
Foreign exchange rate contracts$29,492,00065
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$29,492,00045
Spot foreign exchange rate contracts$046
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$7,054,897,00053
Notional amount of credit derivatives$091
Bank is guarantor$085
Bank is beneficiary$066
Interest rate contracts$7,025,286,00051
Notional value of interest rate swaps$6,840,226,00047
Futures and forward contracts$0473
Written option contracts$0500
Purchased option contracts$185,060,00051
Foreign exchange rate contracts$29,611,00062
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$29,611,00045
Spot foreign exchange rate contracts$045
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$6,592,114,00053
Notional amount of credit derivatives$090
Bank is guarantor$083
Bank is beneficiary$065
Interest rate contracts$6,562,466,00050
Notional value of interest rate swaps$6,325,551,00045
Futures and forward contracts$0474
Written option contracts$0498
Purchased option contracts$236,915,00046
Foreign exchange rate contracts$29,648,00067
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$29,648,00046
Spot foreign exchange rate contracts$043
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$6,518,942,00051
Notional amount of credit derivatives$089
Bank is guarantor$081
Bank is beneficiary$066
Interest rate contracts$6,517,553,00048
Notional value of interest rate swaps$6,205,294,00045
Futures and forward contracts$0475
Written option contracts$0510
Purchased option contracts$312,259,00040
Foreign exchange rate contracts$1,389,00085
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$1,389,00049
Spot foreign exchange rate contracts$045
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$7,632,529,00048
Notional amount of credit derivatives$088
Bank is guarantor$080
Bank is beneficiary$061
Interest rate contracts$7,601,268,00048
Notional value of interest rate swaps$7,175,181,00042
Futures and forward contracts$0495
Written option contracts$0527
Purchased option contracts$426,087,00037
Foreign exchange rate contracts$31,261,00067
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$31,261,00047
Spot foreign exchange rate contracts$047
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$7,623,860,00048
Notional amount of credit derivatives$088
Bank is guarantor$081
Bank is beneficiary$061
Interest rate contracts$7,592,700,00047
Notional value of interest rate swaps$7,164,284,00041
Futures and forward contracts$0505
Written option contracts$0542
Purchased option contracts$428,416,00037
Foreign exchange rate contracts$31,160,00063
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$31,160,00044
Spot foreign exchange rate contracts$044
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$7,223,931,00048
Notional amount of credit derivatives$084
Bank is guarantor$077
Bank is beneficiary$058
Interest rate contracts$7,192,740,00046
Notional value of interest rate swaps$6,797,499,00041
Futures and forward contracts$0505
Written option contracts$0533
Purchased option contracts$395,241,00039
Foreign exchange rate contracts$31,191,00070
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$31,191,00066
Spot foreign exchange rate contracts$84,00072
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$6,783,015,00049
Notional amount of credit derivatives$080
Bank is guarantor$072
Bank is beneficiary$060
Interest rate contracts$6,753,315,00045
Notional value of interest rate swaps$6,346,609,00040
Futures and forward contracts$0512
Written option contracts$0541
Purchased option contracts$406,706,00033
Foreign exchange rate contracts$29,700,00069
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$29,700,00063
Spot foreign exchange rate contracts$12,00080
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$6,245,372,00049
Notional amount of credit derivatives$077
Bank is guarantor$071
Bank is beneficiary$057
Interest rate contracts$6,215,684,00046
Notional value of interest rate swaps$5,847,261,00041
Futures and forward contracts$0521
Written option contracts$0557
Purchased option contracts$368,423,00033
Foreign exchange rate contracts$29,688,00067
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$29,688,00064
Spot foreign exchange rate contracts$084
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$6,426,932,00049
Notional amount of credit derivatives$076
Bank is guarantor$069
Bank is beneficiary$054
Interest rate contracts$6,398,615,00047
Notional value of interest rate swaps$5,766,025,00040
Futures and forward contracts$0544
Written option contracts$0572
Purchased option contracts$632,590,00026
Foreign exchange rate contracts$28,317,00068
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$28,317,00063
Spot foreign exchange rate contracts$088
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$5,676,944,00050
Notional amount of credit derivatives$072
Bank is guarantor$064
Bank is beneficiary$055
Interest rate contracts$5,648,625,00049
Notional value of interest rate swaps$5,007,917,00043
Futures and forward contracts$0542
Written option contracts$0577
Purchased option contracts$640,708,00027
Foreign exchange rate contracts$28,319,00066
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$28,319,00061
Spot foreign exchange rate contracts$2,00082
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$5,639,935,00050
Notional amount of credit derivatives$071
Bank is guarantor$063
Bank is beneficiary$052
Interest rate contracts$5,592,552,00050
Notional value of interest rate swaps$5,005,113,00042
Futures and forward contracts$0852
Written option contracts$0918
Purchased option contracts$587,439,00028
Foreign exchange rate contracts$47,383,00060
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$47,383,00055
Spot foreign exchange rate contracts$651,00059
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$5,284,012,00053
Notional amount of credit derivatives$068
Bank is guarantor$060
Bank is beneficiary$051
Interest rate contracts$5,237,303,00051
Notional value of interest rate swaps$4,624,055,00042
Futures and forward contracts$0878
Written option contracts$0927
Purchased option contracts$613,248,00029
Foreign exchange rate contracts$46,709,00061
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$46,709,00056
Spot foreign exchange rate contracts$1,00081
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$5,246,673,00053
Notional amount of credit derivatives$071
Bank is guarantor$061
Bank is beneficiary$052
Interest rate contracts$5,235,337,00051
Notional value of interest rate swaps$4,086,062,00044
Futures and forward contracts$0866
Written option contracts$0918
Purchased option contracts$1,149,275,00023
Foreign exchange rate contracts$11,336,00075
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$11,336,00069
Spot foreign exchange rate contracts$23,00081
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$4,651,855,00052
Notional amount of credit derivatives$066
Bank is guarantor$056
Bank is beneficiary$051
Interest rate contracts$4,649,261,00050
Notional value of interest rate swaps$3,548,980,00047
Futures and forward contracts$0840
Written option contracts$0894
Purchased option contracts$1,100,281,00022
Foreign exchange rate contracts$2,594,00089
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$2,594,00084
Spot foreign exchange rate contracts$25,00076
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$4,329,517,00052
Notional amount of credit derivatives$065
Bank is guarantor$055
Bank is beneficiary$048
Interest rate contracts$4,321,640,00050
Notional value of interest rate swaps$3,243,804,00048
Futures and forward contracts$0833
Written option contracts$0872
Purchased option contracts$1,077,836,00021
Foreign exchange rate contracts$7,877,00083
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$7,877,00077
Spot foreign exchange rate contracts$10,00076
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$4,255,258,00055
Notional amount of credit derivatives$065
Bank is guarantor$054
Bank is beneficiary$046
Interest rate contracts$4,247,577,00052
Notional value of interest rate swaps$3,166,741,00050
Futures and forward contracts$0850
Written option contracts$0880
Purchased option contracts$1,080,836,00020
Foreign exchange rate contracts$7,681,00083
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$7,681,00077
Spot foreign exchange rate contracts$088
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$4,129,703,00057
Notional amount of credit derivatives$065
Bank is guarantor$053
Bank is beneficiary$047
Interest rate contracts$4,124,551,00052
Notional value of interest rate swaps$3,022,726,00050
Futures and forward contracts$0844
Written option contracts$0897
Purchased option contracts$1,101,825,00020
Foreign exchange rate contracts$5,152,00087
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$5,152,00082
Spot foreign exchange rate contracts$8,00081
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$4,276,049,00055
Notional amount of credit derivatives$065
Bank is guarantor$052
Bank is beneficiary$046
Interest rate contracts$4,275,748,00051
Notional value of interest rate swaps$2,980,099,00052
Futures and forward contracts$0828
Written option contracts$0899
Purchased option contracts$1,295,649,00020
Foreign exchange rate contracts$301,000109
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$301,000104
Spot foreign exchange rate contracts$087
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$4,158,090,00053
Notional amount of credit derivatives$063
Bank is guarantor$050
Bank is beneficiary$045
Interest rate contracts$4,157,736,00050
Notional value of interest rate swaps$2,898,873,00052
Futures and forward contracts$0802
Written option contracts$0871
Purchased option contracts$1,258,863,00020
Foreign exchange rate contracts$354,000103
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$354,00098
Spot foreign exchange rate contracts$084
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$4,158,420,00055
Notional amount of credit derivatives$064
Bank is guarantor$050
Bank is beneficiary$046
Interest rate contracts$4,158,044,00050
Notional value of interest rate swaps$2,898,422,00050
Futures and forward contracts$0795
Written option contracts$0881
Purchased option contracts$1,259,622,00020
Foreign exchange rate contracts$376,000107
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$376,000102
Spot foreign exchange rate contracts$8,00082
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$4,045,027,00053
Notional amount of credit derivatives$064
Bank is guarantor$049
Bank is beneficiary$047
Interest rate contracts$4,044,494,00049
Notional value of interest rate swaps$2,787,634,00052
Futures and forward contracts$0816
Written option contracts$0884
Purchased option contracts$1,256,860,00018
Foreign exchange rate contracts$533,000103
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$533,00097
Spot foreign exchange rate contracts$147,00070
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$3,985,402,00054
Notional amount of credit derivatives$062
Bank is guarantor$047
Bank is beneficiary$045
Interest rate contracts$3,985,008,00048
Notional value of interest rate swaps$2,727,544,00051
Futures and forward contracts$0790
Written option contracts$0879
Purchased option contracts$1,257,464,00018
Foreign exchange rate contracts$394,000105
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$394,00098
Spot foreign exchange rate contracts$080
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$3,493,270,00055
Notional amount of credit derivatives$059
Bank is guarantor$044
Bank is beneficiary$043
Interest rate contracts$3,492,879,00050
Notional value of interest rate swaps$2,769,820,00049
Futures and forward contracts$0792
Written option contracts$0858
Purchased option contracts$723,059,00022
Foreign exchange rate contracts$391,00099
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$391,00092
Spot foreign exchange rate contracts$077
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$3,429,361,00052
Notional amount of credit derivatives$058
Bank is guarantor$043
Bank is beneficiary$043
Interest rate contracts$3,428,889,00048
Notional value of interest rate swaps$2,705,830,00048
Futures and forward contracts$0831
Written option contracts$0876
Purchased option contracts$723,059,00022
Foreign exchange rate contracts$472,000102
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$472,00094
Spot foreign exchange rate contracts$079
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$3,184,428,00057
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$3,183,966,00053
Notional value of interest rate swaps$2,460,907,00049
Futures and forward contracts$0826
Written option contracts$0875
Purchased option contracts$723,059,00022
Foreign exchange rate contracts$462,000104
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$462,00097
Spot foreign exchange rate contracts$081
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$2,758,238,00063
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$2,757,784,00057
Notional value of interest rate swaps$2,358,809,00049
Futures and forward contracts$3,298,000489
Written option contracts$2,618,000561
Purchased option contracts$393,059,00029
Foreign exchange rate contracts$454,000104
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$454,00097
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$2,389,240,00063
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$039
Interest rate contracts$2,388,779,00060
Notional value of interest rate swaps$2,179,311,00053
Futures and forward contracts$10,129,000358
Written option contracts$6,280,000434
Purchased option contracts$193,059,00043
Foreign exchange rate contracts$461,00095
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$461,00089
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$2,179,656,00069
Notional amount of credit derivatives$052
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$2,179,207,00064
Notional value of interest rate swaps$1,963,659,00056
Futures and forward contracts$13,083,000327
Written option contracts$9,406,000405
Purchased option contracts$193,059,00039
Foreign exchange rate contracts$449,00097
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$449,00091
Spot foreign exchange rate contracts$077
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$1,948,198,00068
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$034
Interest rate contracts$1,947,758,00064
Notional value of interest rate swaps$1,741,999,00058
Futures and forward contracts$8,039,000364
Written option contracts$4,661,000473
Purchased option contracts$193,059,00038
Foreign exchange rate contracts$440,00095
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$440,00089
Spot foreign exchange rate contracts$074
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$1,576,991,00076
Notional amount of credit derivatives$051
Bank is guarantor$043
Bank is beneficiary$035
Interest rate contracts$1,576,991,00072
Notional value of interest rate swaps$1,558,303,00059
Futures and forward contracts$11,373,000296
Written option contracts$7,315,000381
Purchased option contracts$0154
Foreign exchange rate contracts$0103
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$072
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$1,329,178,00071
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$035
Interest rate contracts$1,329,178,00066
Notional value of interest rate swaps$1,309,532,00062
Futures and forward contracts$11,037,000232
Written option contracts$8,609,000303
Purchased option contracts$0142
Foreign exchange rate contracts$0101
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$071
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$1,168,382,00079
Notional amount of credit derivatives$046
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$1,168,382,00071
Notional value of interest rate swaps$1,148,842,00064
Futures and forward contracts$11,650,000251
Written option contracts$7,890,000354
Purchased option contracts$0141
Foreign exchange rate contracts$0101
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$074
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$886,591,00087
Notional amount of credit derivatives$045
Bank is guarantor$038
Bank is beneficiary$031
Interest rate contracts$886,591,00080
Notional value of interest rate swaps$876,365,00072
Futures and forward contracts$6,206,000249
Written option contracts$4,020,000348
Purchased option contracts$0143
Foreign exchange rate contracts$0101
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$093
Spot foreign exchange rate contracts$070
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$692,605,00092
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$032
Interest rate contracts$692,605,00087
Notional value of interest rate swaps$685,254,00078
Futures and forward contracts$4,335,000259
Written option contracts$3,016,000349
Purchased option contracts$0139
Foreign exchange rate contracts$0101
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$092
Spot foreign exchange rate contracts$068
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$582,533,000100
Notional amount of credit derivatives$048
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$582,533,00092
Notional value of interest rate swaps$572,582,00079
Futures and forward contracts$5,763,000296
Written option contracts$4,188,000363
Purchased option contracts$0142
Foreign exchange rate contracts$0104
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$066
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$438,894,000124
Notional amount of credit derivatives$047
Bank is guarantor$036
Bank is beneficiary$032
Interest rate contracts$438,894,000115
Notional value of interest rate swaps$438,877,00083
Futures and forward contracts$10,000629
Written option contracts$7,000749
Purchased option contracts$0135
Foreign exchange rate contracts$0105
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$069
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$372,441,000126
Notional amount of credit derivatives$047
Bank is guarantor$037
Bank is beneficiary$033
Interest rate contracts$372,441,000116
Notional value of interest rate swaps$354,573,00095
Futures and forward contracts$10,844,000214
Written option contracts$7,024,000318
Purchased option contracts$0143
Foreign exchange rate contracts$0105
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$067
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$363,215,000125
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$033
Interest rate contracts$363,215,000117
Notional value of interest rate swaps$353,990,00097
Futures and forward contracts$6,205,000239
Written option contracts$3,020,000373
Purchased option contracts$0142
Foreign exchange rate contracts$0104
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$070
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$359,917,000126
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$035
Interest rate contracts$359,917,000114
Notional value of interest rate swaps$352,229,00096
Futures and forward contracts$5,294,000257
Written option contracts$2,394,000382
Purchased option contracts$0146
Foreign exchange rate contracts$0100
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$067
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$363,048,000122
Notional amount of credit derivatives$051
Bank is guarantor$042
Bank is beneficiary$036
Interest rate contracts$363,048,000115
Notional value of interest rate swaps$351,064,00097
Futures and forward contracts$7,345,000242
Written option contracts$4,639,000334
Purchased option contracts$0147
Foreign exchange rate contracts$0101
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$070
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$282,479,000149
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$036
Interest rate contracts$282,479,000144
Notional value of interest rate swaps$269,573,000119
Futures and forward contracts$8,772,000261
Written option contracts$4,134,000379
Purchased option contracts$0145
Foreign exchange rate contracts$0102
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$069
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$248,008,000164
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$038
Interest rate contracts$248,008,000160
Notional value of interest rate swaps$225,692,000124
Futures and forward contracts$22,316,000204
Written option contracts$0706
Purchased option contracts$0145
Foreign exchange rate contracts$0106
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0100
Spot foreign exchange rate contracts$071
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$194,446,000157
Notional amount of credit derivatives$050
Bank is guarantor$036
Bank is beneficiary$040
Interest rate contracts$194,446,000154
Notional value of interest rate swaps$180,132,000129
Futures and forward contracts$14,314,000185
Written option contracts$0636
Purchased option contracts$0145
Foreign exchange rate contracts$0104
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$071
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$164,647,000164
Notional amount of credit derivatives$054
Bank is guarantor$039
Bank is beneficiary$041
Interest rate contracts$164,647,000162
Notional value of interest rate swaps$158,531,000131
Futures and forward contracts$6,116,000182
Written option contracts$0604
Purchased option contracts$0153
Foreign exchange rate contracts$0104
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$073
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$95,209,000197
Notional amount of credit derivatives$052
Bank is guarantor$037
Bank is beneficiary$039
Interest rate contracts$95,209,000190
Notional value of interest rate swaps$91,431,000148
Futures and forward contracts$3,778,000224
Written option contracts$0598
Purchased option contracts$0152
Foreign exchange rate contracts$0102
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$073
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$62,162,000237
Notional amount of credit derivatives$050
Bank is guarantor$038
Bank is beneficiary$037
Interest rate contracts$62,162,000231
Notional value of interest rate swaps$56,493,000166
Futures and forward contracts$5,669,000217
Written option contracts$0632
Purchased option contracts$0158
Foreign exchange rate contracts$0105
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$071
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$53,280,000235
Notional amount of credit derivatives$048
Bank is guarantor$036
Bank is beneficiary$037
Interest rate contracts$53,280,000227
Notional value of interest rate swaps$46,671,000177
Futures and forward contracts$6,609,000156
Written option contracts$0590
Purchased option contracts$0169
Foreign exchange rate contracts$0100
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$070
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$53,626,000244
Notional amount of credit derivatives$048
Bank is guarantor$035
Bank is beneficiary$039
Interest rate contracts$53,626,000235
Notional value of interest rate swaps$47,056,000176
Futures and forward contracts$6,570,000160
Written option contracts$0558
Purchased option contracts$0177
Foreign exchange rate contracts$0100
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$072
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$74,675,000238
Notional amount of credit derivatives$052
Bank is guarantor$039
Bank is beneficiary$037
Interest rate contracts$74,675,000231
Notional value of interest rate swaps$47,653,000194
Futures and forward contracts$22,178,000109
Written option contracts$4,844,000270
Purchased option contracts$0190
Foreign exchange rate contracts$0105
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$072
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$72,195,000234
Notional amount of credit derivatives$054
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$72,195,000227
Notional value of interest rate swaps$47,653,000185
Futures and forward contracts$24,542,000106
Written option contracts$0548
Purchased option contracts$0191
Foreign exchange rate contracts$0101
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$072
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$32,519,000320
Notional amount of credit derivatives$048
Bank is guarantor$034
Bank is beneficiary$036
Interest rate contracts$32,519,000309
Notional value of interest rate swaps$20,154,000234
Futures and forward contracts$12,365,000124
Written option contracts$0518
Purchased option contracts$0188
Foreign exchange rate contracts$0104
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$098
Spot foreign exchange rate contracts$073
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$46,802,000284
Notional amount of credit derivatives$047
Bank is guarantor$034
Bank is beneficiary$035
Interest rate contracts$46,802,000276
Notional value of interest rate swaps$18,399,000249
Futures and forward contracts$28,403,000101
Written option contracts$0512
Purchased option contracts$0185
Foreign exchange rate contracts$0109
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$077
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$57,886,000254
Notional amount of credit derivatives$041
Bank is guarantor$026
Bank is beneficiary$035
Interest rate contracts$57,886,000245
Notional value of interest rate swaps$22,374,000241
Futures and forward contracts$35,512,00094
Written option contracts$0505
Purchased option contracts$0168
Foreign exchange rate contracts$0105
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$098
Spot foreign exchange rate contracts$077
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$25,460,000341
Notional amount of credit derivatives$041
Bank is guarantor$027
Bank is beneficiary$035
Interest rate contracts$25,460,000332
Notional value of interest rate swaps$5,024,000304
Futures and forward contracts$20,436,000118
Written option contracts$0497
Purchased option contracts$0163
Foreign exchange rate contracts$0104
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$078
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$22,759,000339
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$033
Interest rate contracts$22,759,000327
Notional value of interest rate swaps$5,024,000301
Futures and forward contracts$17,735,000109
Written option contracts$0465
Purchased option contracts$0157
Foreign exchange rate contracts$0103
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$072
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$24,969,000334
Notional amount of credit derivatives$039
Bank is guarantor$028
Bank is beneficiary$031
Interest rate contracts$24,969,000326
Notional value of interest rate swaps$5,024,000298
Futures and forward contracts$19,945,000123
Written option contracts$0439
Purchased option contracts$0141
Foreign exchange rate contracts$0111
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$0107
Spot foreign exchange rate contracts$079
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$27,412,000301
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$031
Interest rate contracts$27,412,000295
Notional value of interest rate swaps$0331
Futures and forward contracts$27,412,000112
Written option contracts$0424
Purchased option contracts$0117
Foreign exchange rate contracts$0109
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$078
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$24,343,000297
Notional amount of credit derivatives$035
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$24,343,000287
Notional value of interest rate swaps$0328
Futures and forward contracts$24,343,00098
Written option contracts$0342
Purchased option contracts$0119
Foreign exchange rate contracts$0112
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$0109
Spot foreign exchange rate contracts$081
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$13,500,000362
Notional amount of credit derivatives$035
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$13,500,000349
Notional value of interest rate swaps$0335
Futures and forward contracts$13,500,000114
Written option contracts$0340
Purchased option contracts$0114
Foreign exchange rate contracts$0109
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$074
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$0770
Notional amount of credit derivatives$036
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$0656
Notional value of interest rate swaps$0341
Futures and forward contracts$0268
Written option contracts$0334
Purchased option contracts$0120
Foreign exchange rate contracts$0111
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0107
Spot foreign exchange rate contracts$080
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$0740
Notional amount of credit derivatives$037
Bank is guarantor$023
Bank is beneficiary$031
Interest rate contracts$0628
Notional value of interest rate swaps$0338
Futures and forward contracts$0251
Written option contracts$0309
Purchased option contracts$0123
Foreign exchange rate contracts$0110
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0106
Spot foreign exchange rate contracts$081
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$0699
Notional amount of credit derivatives$037
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$0586
Notional value of interest rate swaps$0325
Futures and forward contracts$0237
Written option contracts$0273
Purchased option contracts$0122
Foreign exchange rate contracts$0107
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0102
Spot foreign exchange rate contracts$078
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$0665
Notional amount of credit derivatives$032
Bank is guarantor$020
Bank is beneficiary$029
Interest rate contracts$0562
Notional value of interest rate swaps$0330
Futures and forward contracts$0228
Written option contracts$0251
Purchased option contracts$0125
Foreign exchange rate contracts$0109
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0100
Spot foreign exchange rate contracts$077
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$0666
Notional amount of credit derivatives$032
Bank is guarantor$019
Bank is beneficiary$028
Interest rate contracts$0560
Notional value of interest rate swaps$0328
Futures and forward contracts$0219
Written option contracts$0233
Purchased option contracts$0130
Foreign exchange rate contracts$0112
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0105
Spot foreign exchange rate contracts$078
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$0623
Notional amount of credit derivatives$030
Bank is guarantor$020
Bank is beneficiary$025
Interest rate contracts$0523
Notional value of interest rate swaps$0315
Futures and forward contracts$0197
Written option contracts$0209
Purchased option contracts$0134
Foreign exchange rate contracts$0111
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$078
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$0578
Notional amount of credit derivatives$033
Bank is guarantor$023
Bank is beneficiary$025
Interest rate contracts$0481
Notional value of interest rate swaps$0307
Futures and forward contracts$0175
Written option contracts$0168
Purchased option contracts$0139
Foreign exchange rate contracts$0110
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$081
Written option contracts$028
Purchased option contracts$027
Contracts on other commodities and equities.$0123
Notional value of other swaps$065
Futures and forward contracts$012
Written option contracts$086
Purchased option contracts$062
2002-12-31Rank
Derivatives$50,000,000222
Notional amount of credit derivatives$030
Bank is guarantor$023
Bank is beneficiary$021
Interest rate contracts$50,000,000212
Notional value of interest rate swaps$0294
Futures and forward contracts$0158
Written option contracts$0138
Purchased option contracts$50,000,00064
Foreign exchange rate contracts$0110
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0103
Spot foreign exchange rate contracts$081
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$0109
Notional value of other swaps$053
Futures and forward contracts$011
Written option contracts$075
Purchased option contracts$059
2001-12-31Rank
Derivatives$140,000,000153
Notional amount of credit derivatives$032
Bank is guarantor$022
Bank is beneficiary$024
Interest rate contracts$140,000,000143
Notional value of interest rate swaps$0263
Futures and forward contracts$0140
Written option contracts$091
Purchased option contracts$140,000,00061
Foreign exchange rate contracts$0113
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$0105
Spot foreign exchange rate contracts$079
Written option contracts$028
Purchased option contracts$028
Contracts on other commodities and equities.$073
Notional value of other swaps$028
Futures and forward contracts$011
Written option contracts$044
Purchased option contracts$038
2000-12-31Rank
Derivatives$170,000,000155
Notional amount of credit derivatives$031
Bank is guarantor$024
Bank is beneficiary$019
Interest rate contracts$170,000,000149
Notional value of interest rate swaps$0286
Futures and forward contracts$5,000,00087
Written option contracts$098
Purchased option contracts$165,000,00068
Foreign exchange rate contracts$0134
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$0125
Spot foreign exchange rate contracts$090
Written option contracts$028
Purchased option contracts$029
Contracts on other commodities and equities.$066
Notional value of other swaps$024
Futures and forward contracts$012
Written option contracts$049
Purchased option contracts$031
1999-12-31Rank
Derivatives$170,000,000161
Notional amount of credit derivatives$027
Bank is guarantor$023
Bank is beneficiary$015
Interest rate contracts$170,000,000153
Notional value of interest rate swaps$0316
Futures and forward contracts$0135
Written option contracts$099
Purchased option contracts$170,000,00062
Foreign exchange rate contracts$0125
Notional value of exchange swaps$038
Commitments to purchase foreign currencies & U.S. dollar exchange$0120
Spot foreign exchange rate contracts$087
Written option contracts$035
Purchased option contracts$036
Contracts on other commodities and equities.$060
Notional value of other swaps$024
Futures and forward contracts$010
Written option contracts$047
Purchased option contracts$032
1998-12-31Rank
Derivatives$70,000,000228
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$70,000,000222
Notional value of interest rate swaps$0331
Futures and forward contracts$0151
Written option contracts$098
Purchased option contracts$70,000,00093
Foreign exchange rate contracts$0135
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$0127
Spot foreign exchange rate contracts$0101
Written option contracts$037
Purchased option contracts$039
Contracts on other commodities and equities.$057
Notional value of other swaps$022
Futures and forward contracts$013
Written option contracts$040
Purchased option contracts$027
1997-12-31Rank
Derivatives$0533
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$0492
Notional value of interest rate swaps$0323
Futures and forward contracts$0177
Written option contracts$0109
Purchased option contracts$0240
Foreign exchange rate contracts$0150
Notional value of exchange swaps$037
Commitments to purchase foreign currencies & U.S. dollar exchange$0140
Spot foreign exchange rate contracts$0110
Written option contracts$041
Purchased option contracts$043
Contracts on other commodities and equities.$044
Notional value of other swaps$018
Futures and forward contracts$017
Written option contracts$028
Purchased option contracts$027
1996-12-31Rank
Derivatives$0549
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0508
Notional value of interest rate swaps$0389
Futures and forward contracts$0134
Written option contracts$0132
Purchased option contracts$0241
Foreign exchange rate contracts$0170
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$0162
Spot foreign exchange rate contracts$0127
Written option contracts$037
Purchased option contracts$041
Contracts on other commodities and equities.$044
Notional value of other swaps$016
Futures and forward contracts$019
Written option contracts$027
Purchased option contracts$026
1995-12-31Rank
Derivatives$0628
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0577
Notional value of interest rate swaps$0470
Futures and forward contracts$0149
Written option contracts$0132
Purchased option contracts$0296
Foreign exchange rate contracts$0190
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0183
Spot foreign exchange rate contracts$0142
Written option contracts$044
Purchased option contracts$047
Contracts on other commodities and equities.$052
Notional value of other swaps$022
Futures and forward contracts$021
Written option contracts$026
Purchased option contracts$032
1994-12-31Rank
Derivatives$5,000,000553
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$5,000,000532
Notional value of interest rate swaps$0530
Futures and forward contracts$0164
Written option contracts$5,000,000116
Purchased option contracts$0280
Foreign exchange rate contracts$0190
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0196
Spot foreign exchange rate contractsNANA
Written option contracts$036
Purchased option contracts$042
Contracts on other commodities and equities.$052
Notional value of other swapsNANA
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA
1993-12-31Rank
Derivatives$0714
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0646
Notional value of interest rate swaps$0543
Futures and forward contracts$0179
Written option contracts$0121
Purchased option contracts$0236
Foreign exchange rate contracts$0204
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0212
Spot foreign exchange rate contractsNANA
Written option contracts$039
Purchased option contracts$040
Contracts on other commodities and equities.$046
Notional value of other swapsNANA
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA
1992-12-31Rank
Derivatives$0651
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0574
Notional value of interest rate swaps$0497
Futures and forward contracts$0150
Written option contracts$0109
Purchased option contracts$0202
Foreign exchange rate contracts$0229
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0237
Spot foreign exchange rate contractsNANA
Written option contracts$043
Purchased option contracts$041
Contracts on other commodities and equities.$032
Notional value of other swapsNANA
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA