Home > LaSalle Bank Midwest National Association > Derivatives
LaSalle Bank Midwest National Association, Derivatives
| 2008-09-30 | Rank | |
| Derivatives | $4,560,381,000 | 52 |
| Notional amount of credit derivatives | $138,191,000 | 28 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $138,191,000 | 23 |
| Interest rate contracts | $4,230,084,000 | 48 |
| Notional value of interest rate swaps | $4,024,756,000 | 44 |
| Futures and forward contracts | $0 | 517 |
| Written option contracts | $115,642,000 | 51 |
| Purchased option contracts | $89,686,000 | 60 |
| Foreign exchange rate contracts | $42,246,000 | 50 |
| Notional value of exchange swaps | $42,246,000 | 20 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
| Spot foreign exchange rate contracts | $0 | 73 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $149,860,000 | 29 |
| Notional value of other swaps | $149,860,000 | 18 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 112 |
| Purchased option contracts | $0 | 82 |
| 2008-06-30 | Rank | |
| Derivatives | $5,977,102,000 | 48 |
| Notional amount of credit derivatives | $1,933,906,000 | 16 |
| Bank is guarantor | $0 | 37 |
| Bank is beneficiary | $1,933,906,000 | 12 |
| Interest rate contracts | $3,893,085,000 | 50 |
| Notional value of interest rate swaps | $3,670,291,000 | 47 |
| Futures and forward contracts | $0 | 487 |
| Written option contracts | $80,294,000 | 58 |
| Purchased option contracts | $142,500,000 | 50 |
| Foreign exchange rate contracts | $0 | 102 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
| Spot foreign exchange rate contracts | $0 | 73 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $150,111,000 | 26 |
| Notional value of other swaps | $150,111,000 | 19 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 114 |
| Purchased option contracts | $0 | 87 |
| 2008-03-31 | Rank | |
| Derivatives | $6,123,235,000 | 47 |
| Notional amount of credit derivatives | $2,275,286,000 | 11 |
| Bank is guarantor | $195,179,000 | 18 |
| Bank is beneficiary | $2,080,107,000 | 11 |
| Interest rate contracts | $3,689,755,000 | 48 |
| Notional value of interest rate swaps | $3,481,268,000 | 47 |
| Futures and forward contracts | $0 | 496 |
| Written option contracts | $73,636,000 | 68 |
| Purchased option contracts | $134,851,000 | 50 |
| Foreign exchange rate contracts | $0 | 105 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
| Spot foreign exchange rate contracts | $0 | 71 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $158,194,000 | 28 |
| Notional value of other swaps | $158,194,000 | 20 |
| Futures and forward contracts | $0 | 18 |
| Written option contracts | $0 | 113 |
| Purchased option contracts | $0 | 83 |
| 2007-12-31 | Rank | |
| Derivatives | $6,163,926,000 | 49 |
| Notional amount of credit derivatives | $2,354,740,000 | 12 |
| Bank is guarantor | $198,367,000 | 15 |
| Bank is beneficiary | $2,156,373,000 | 12 |
| Interest rate contracts | $3,648,058,000 | 51 |
| Notional value of interest rate swaps | $3,232,540,000 | 48 |
| Futures and forward contracts | $0 | 454 |
| Written option contracts | $243,943,000 | 34 |
| Purchased option contracts | $171,575,000 | 51 |
| Foreign exchange rate contracts | $0 | 100 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 94 |
| Spot foreign exchange rate contracts | $0 | 70 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $161,128,000 | 28 |
| Notional value of other swaps | $161,128,000 | 20 |
| Futures and forward contracts | $0 | 22 |
| Written option contracts | $0 | 111 |
| Purchased option contracts | $0 | 82 |
| 2007-09-30 | Rank | |
| Derivatives | $7,784,570,000 | 46 |
| Notional amount of credit derivatives | $294,190,000 | 19 |
| Bank is guarantor | $232,581,000 | 15 |
| Bank is beneficiary | $61,609,000 | 26 |
| Interest rate contracts | $7,320,517,000 | 42 |
| Notional value of interest rate swaps | $6,714,100,000 | 38 |
| Futures and forward contracts | $0 | 443 |
| Written option contracts | $353,012,000 | 32 |
| Purchased option contracts | $253,405,000 | 44 |
| Foreign exchange rate contracts | $0 | 100 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $169,863,000 | 25 |
| Notional value of other swaps | $169,863,000 | 18 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $0 | 124 |
| Purchased option contracts | $0 | 86 |
| 2007-06-30 | Rank | |
| Derivatives | $40,503,930,000 | 21 |
| Notional amount of credit derivatives | $0 | 52 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $40,322,893,000 | 16 |
| Notional value of interest rate swaps | $14,647,015,000 | 24 |
| Futures and forward contracts | $25,000,000,000 | 12 |
| Written option contracts | $464,414,000 | 30 |
| Purchased option contracts | $211,464,000 | 47 |
| Foreign exchange rate contracts | $0 | 105 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $181,037,000 | 26 |
| Notional value of other swaps | $181,037,000 | 17 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 118 |
| Purchased option contracts | $0 | 83 |
| 2007-03-31 | Rank | |
| Derivatives | $13,881,768,000 | 36 |
| Notional amount of credit derivatives | $0 | 54 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $13,686,471,000 | 30 |
| Notional value of interest rate swaps | $13,035,417,000 | 24 |
| Futures and forward contracts | $0 | 444 |
| Written option contracts | $447,991,000 | 31 |
| Purchased option contracts | $203,063,000 | 49 |
| Foreign exchange rate contracts | $0 | 101 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $195,297,000 | 25 |
| Notional value of other swaps | $195,297,000 | 15 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $0 | 123 |
| Purchased option contracts | $0 | 88 |
| 2006-12-31 | Rank | |
| Derivatives | $48,077,315,000 | 17 |
| Notional amount of credit derivatives | $0 | 48 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $0 | 36 |
| Interest rate contracts | $47,881,300,000 | 14 |
| Notional value of interest rate swaps | $38,011,758,000 | 13 |
| Futures and forward contracts | $5,215,357,000 | 22 |
| Written option contracts | $4,142,945,000 | 15 |
| Purchased option contracts | $511,240,000 | 33 |
| Foreign exchange rate contracts | $0 | 104 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 98 |
| Spot foreign exchange rate contracts | $0 | 73 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $196,015,000 | 23 |
| Notional value of other swaps | $196,015,000 | 16 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $0 | 122 |
| Purchased option contracts | $0 | 86 |
| 2006-09-30 | Rank | |
| Derivatives | $59,500,045,000 | 16 |
| Notional amount of credit derivatives | $0 | 47 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $59,302,218,000 | 13 |
| Notional value of interest rate swaps | $49,804,119,000 | 12 |
| Futures and forward contracts | $5,119,869,000 | 21 |
| Written option contracts | $4,155,614,000 | 15 |
| Purchased option contracts | $222,616,000 | 45 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $197,827,000 | 23 |
| Notional value of other swaps | $197,827,000 | 16 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 130 |
| Purchased option contracts | $0 | 92 |
| 2006-06-30 | Rank | |
| Derivatives | $51,964,210,000 | 18 |
| Notional amount of credit derivatives | $0 | 41 |
| Bank is guarantor | $0 | 26 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $51,766,668,000 | 14 |
| Notional value of interest rate swaps | $42,381,665,000 | 13 |
| Futures and forward contracts | $5,148,498,000 | 21 |
| Written option contracts | $4,051,875,000 | 17 |
| Purchased option contracts | $184,630,000 | 46 |
| Foreign exchange rate contracts | $0 | 105 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 98 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 36 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $197,542,000 | 22 |
| Notional value of other swaps | $197,542,000 | 15 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $0 | 124 |
| Purchased option contracts | $0 | 90 |
| 2006-03-31 | Rank | |
| Derivatives | $49,373,783,000 | 19 |
| Notional amount of credit derivatives | $0 | 41 |
| Bank is guarantor | $0 | 27 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $49,178,059,000 | 14 |
| Notional value of interest rate swaps | $43,670,791,000 | 13 |
| Futures and forward contracts | $3,394,007,000 | 25 |
| Written option contracts | $1,918,920,000 | 19 |
| Purchased option contracts | $194,341,000 | 43 |
| Foreign exchange rate contracts | $0 | 104 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $195,724,000 | 21 |
| Notional value of other swaps | $195,724,000 | 15 |
| Futures and forward contracts | $0 | 30 |
| Written option contracts | $0 | 127 |
| Purchased option contracts | $0 | 93 |
| 2005-12-31 | Rank | |
| Derivatives | $50,956,728,000 | 18 |
| Notional amount of credit derivatives | $0 | 38 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 33 |
| Interest rate contracts | $50,762,071,000 | 14 |
| Notional value of interest rate swaps | $42,910,748,000 | 13 |
| Futures and forward contracts | $4,846,122,000 | 22 |
| Written option contracts | $2,789,368,000 | 15 |
| Purchased option contracts | $215,833,000 | 41 |
| Foreign exchange rate contracts | $0 | 103 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $194,657,000 | 22 |
| Notional value of other swaps | $194,657,000 | 17 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $0 | 117 |
| Purchased option contracts | $0 | 94 |
| 2005-09-30 | Rank | |
| Derivatives | $52,820,415,000 | 18 |
| Notional amount of credit derivatives | $0 | 39 |
| Bank is guarantor | $0 | 28 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $52,629,313,000 | 14 |
| Notional value of interest rate swaps | $40,555,537,000 | 14 |
| Futures and forward contracts | $6,934,582,000 | 18 |
| Written option contracts | $4,987,682,000 | 13 |
| Purchased option contracts | $151,512,000 | 43 |
| Foreign exchange rate contracts | $0 | 111 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
| Spot foreign exchange rate contracts | $0 | 79 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $191,102,000 | 22 |
| Notional value of other swaps | $191,102,000 | 15 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 118 |
| Purchased option contracts | $0 | 91 |
| 2005-06-30 | Rank | |
| Derivatives | $61,070,477,000 | 18 |
| Notional amount of credit derivatives | $0 | 38 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $60,883,082,000 | 14 |
| Notional value of interest rate swaps | $39,069,256,000 | 14 |
| Futures and forward contracts | $13,272,694,000 | 13 |
| Written option contracts | $8,392,182,000 | 12 |
| Purchased option contracts | $148,950,000 | 42 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $187,395,000 | 19 |
| Notional value of other swaps | $187,395,000 | 14 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $0 | 117 |
| Purchased option contracts | $0 | 88 |
| 2005-03-31 | Rank | |
| Derivatives | $53,275,208,000 | 19 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $53,093,626,000 | 15 |
| Notional value of interest rate swaps | $35,282,174,000 | 15 |
| Futures and forward contracts | $12,259,487,000 | 14 |
| Written option contracts | $5,396,617,000 | 15 |
| Purchased option contracts | $155,348,000 | 40 |
| Foreign exchange rate contracts | $0 | 112 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $181,582,000 | 20 |
| Notional value of other swaps | $181,582,000 | 13 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 113 |
| Purchased option contracts | $0 | 84 |
| 2004-12-31 | Rank | |
| Derivatives | $48,524,981,000 | 18 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $48,377,270,000 | 15 |
| Notional value of interest rate swaps | $36,590,015,000 | 15 |
| Futures and forward contracts | $6,698,648,000 | 17 |
| Written option contracts | $4,945,754,000 | 15 |
| Purchased option contracts | $142,853,000 | 42 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 74 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $147,711,000 | 21 |
| Notional value of other swaps | $147,711,000 | 14 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 110 |
| Purchased option contracts | $0 | 79 |
| 2004-09-30 | Rank | |
| Derivatives | $53,052,456,000 | 18 |
| Notional amount of credit derivatives | $0 | 36 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $52,922,701,000 | 16 |
| Notional value of interest rate swaps | $39,269,040,000 | 15 |
| Futures and forward contracts | $7,586,950,000 | 16 |
| Written option contracts | $5,936,092,000 | 14 |
| Purchased option contracts | $130,619,000 | 49 |
| Foreign exchange rate contracts | $0 | 111 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
| Spot foreign exchange rate contracts | $0 | 80 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $129,755,000 | 23 |
| Notional value of other swaps | $129,755,000 | 14 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 112 |
| Purchased option contracts | $0 | 76 |
| 2004-06-30 | Rank | |
| Derivatives | $86,689,535,000 | 16 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $86,583,059,000 | 12 |
| Notional value of interest rate swaps | $57,604,138,000 | 13 |
| Futures and forward contracts | $21,426,063,000 | 13 |
| Written option contracts | $7,435,717,000 | 14 |
| Purchased option contracts | $117,141,000 | 49 |
| Foreign exchange rate contracts | $0 | 110 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 106 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $106,476,000 | 26 |
| Notional value of other swaps | $106,476,000 | 14 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 108 |
| Purchased option contracts | $0 | 75 |
| 2004-03-31 | Rank | |
| Derivatives | $103,778,626,000 | 14 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $103,677,821,000 | 12 |
| Notional value of interest rate swaps | $58,560,047,000 | 13 |
| Futures and forward contracts | $32,158,148,000 | 10 |
| Written option contracts | $12,868,608,000 | 12 |
| Purchased option contracts | $91,018,000 | 46 |
| Foreign exchange rate contracts | $0 | 107 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 102 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $100,805,000 | 25 |
| Notional value of other swaps | $100,805,000 | 14 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 102 |
| Purchased option contracts | $0 | 71 |
| 2003-12-31 | Rank | |
| Derivatives | $78,521,413,000 | 15 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 29 |
| Interest rate contracts | $78,429,256,000 | 13 |
| Notional value of interest rate swaps | $53,702,597,000 | 13 |
| Futures and forward contracts | $18,742,775,000 | 12 |
| Written option contracts | $5,977,815,000 | 14 |
| Purchased option contracts | $6,069,000 | 105 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 100 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $92,157,000 | 23 |
| Notional value of other swaps | $92,157,000 | 14 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 99 |
| Purchased option contracts | $0 | 71 |
| 2003-09-30 | Rank | |
| Derivatives | $95,887,280,000 | 14 |
| Notional amount of credit derivatives | $4,207,434,000 | 8 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $4,207,434,000 | 8 |
| Interest rate contracts | $91,594,462,000 | 12 |
| Notional value of interest rate swaps | $55,900,109,000 | 13 |
| Futures and forward contracts | $23,943,799,000 | 12 |
| Written option contracts | $11,619,097,000 | 12 |
| Purchased option contracts | $131,457,000 | 46 |
| Foreign exchange rate contracts | $0 | 112 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $85,384,000 | 24 |
| Notional value of other swaps | $85,384,000 | 15 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 101 |
| Purchased option contracts | $0 | 70 |
| 2003-06-30 | Rank | |
| Derivatives | $116,825,112,000 | 14 |
| Notional amount of credit derivatives | $8,974,135,000 | 8 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $8,974,135,000 | 7 |
| Interest rate contracts | $107,779,923,000 | 12 |
| Notional value of interest rate swaps | $49,257,172,000 | 13 |
| Futures and forward contracts | $31,721,717,000 | 11 |
| Written option contracts | $26,415,774,000 | 12 |
| Purchased option contracts | $385,260,000 | 34 |
| Foreign exchange rate contracts | $0 | 111 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $71,054,000 | 24 |
| Notional value of other swaps | $71,054,000 | 15 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 96 |
| Purchased option contracts | $0 | 64 |
| 2003-03-31 | Rank | |
| Derivatives | $111,482,145,000 | 14 |
| Notional amount of credit derivatives | $6,271,561,000 | 8 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $6,271,561,000 | 7 |
| Interest rate contracts | $105,146,016,000 | 12 |
| Notional value of interest rate swaps | $58,193,001,000 | 13 |
| Futures and forward contracts | $26,965,009,000 | 10 |
| Written option contracts | $19,340,402,000 | 12 |
| Purchased option contracts | $647,604,000 | 33 |
| Foreign exchange rate contracts | $0 | 110 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 27 |
| Contracts on other commodities and equities. | $64,568,000 | 25 |
| Notional value of other swaps | $64,568,000 | 16 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $0 | 86 |
| Purchased option contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Derivatives | $111,103,988,000 | 13 |
| Notional amount of credit derivatives | $6,700,361,000 | 8 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $6,700,361,000 | 6 |
| Interest rate contracts | $104,349,341,000 | 12 |
| Notional value of interest rate swaps | $59,912,506,000 | 11 |
| Futures and forward contracts | $25,795,990,000 | 11 |
| Written option contracts | $18,244,187,000 | 12 |
| Purchased option contracts | $396,658,000 | 33 |
| Foreign exchange rate contracts | $0 | 110 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 103 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $54,286,000 | 27 |
| Notional value of other swaps | $54,286,000 | 16 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $0 | 75 |
| Purchased option contracts | $0 | 59 |
| 2001-12-31 | Rank | |
| Derivatives | $73,074,322,000 | 14 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 24 |
| Interest rate contracts | $73,053,372,000 | 12 |
| Notional value of interest rate swaps | $42,237,744,000 | 13 |
| Futures and forward contracts | $22,284,484,000 | 11 |
| Written option contracts | $7,849,926,000 | 12 |
| Purchased option contracts | $681,218,000 | 31 |
| Foreign exchange rate contracts | $0 | 113 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
| Spot foreign exchange rate contracts | $0 | 79 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 28 |
| Contracts on other commodities and equities. | $20,950,000 | 30 |
| Notional value of other swaps | $20,950,000 | 19 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $0 | 44 |
| Purchased option contracts | $0 | 38 |
| 2000-12-31 | Rank | |
| Derivatives | $1,876,437,000 | 67 |
| Notional amount of credit derivatives | $0 | 31 |
| Bank is guarantor | $0 | 24 |
| Bank is beneficiary | $0 | 19 |
| Interest rate contracts | $1,850,909,000 | 60 |
| Notional value of interest rate swaps | $1,821,875,000 | 49 |
| Futures and forward contracts | $0 | 127 |
| Written option contracts | $14,517,000 | 73 |
| Purchased option contracts | $14,517,000 | 158 |
| Foreign exchange rate contracts | $25,528,000 | 71 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $25,528,000 | 66 |
| Spot foreign exchange rate contracts | $870,000 | 64 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $0 | 66 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $0 | 49 |
| Purchased option contracts | $0 | 31 |
| 1999-12-31 | Rank | |
| Derivatives | $1,459,013,000 | 75 |
| Notional amount of credit derivatives | $0 | 27 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 15 |
| Interest rate contracts | $1,430,693,000 | 73 |
| Notional value of interest rate swaps | $1,430,693,000 | 60 |
| Futures and forward contracts | $0 | 135 |
| Written option contracts | $0 | 99 |
| Purchased option contracts | $0 | 208 |
| Foreign exchange rate contracts | $28,320,000 | 66 |
| Notional value of exchange swaps | $0 | 38 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $28,320,000 | 63 |
| Spot foreign exchange rate contracts | $3,000 | 85 |
| Written option contracts | $0 | 35 |
| Purchased option contracts | $0 | 36 |
| Contracts on other commodities and equities. | $0 | 60 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $0 | 10 |
| Written option contracts | $0 | 47 |
| Purchased option contracts | $0 | 32 |
| 1998-12-31 | Rank | |
| Derivatives | $1,505,904,000 | 77 |
| Notional amount of credit derivatives | $0 | 24 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 16 |
| Interest rate contracts | $1,489,498,000 | 74 |
| Notional value of interest rate swaps | $1,489,498,000 | 60 |
| Futures and forward contracts | $0 | 151 |
| Written option contracts | $0 | 98 |
| Purchased option contracts | $0 | 228 |
| Foreign exchange rate contracts | $16,406,000 | 82 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $16,406,000 | 75 |
| Spot foreign exchange rate contracts | $30,000 | 93 |
| Written option contracts | $0 | 37 |
| Purchased option contracts | $0 | 39 |
| Contracts on other commodities and equities. | $0 | 57 |
| Notional value of other swaps | $0 | 22 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 40 |
| Purchased option contracts | $0 | 27 |
| 1997-12-31 | Rank | |
| Derivatives | $2,141,238,000 | 71 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $2,117,251,000 | 66 |
| Notional value of interest rate swaps | $2,097,501,000 | 52 |
| Futures and forward contracts | $0 | 177 |
| Written option contracts | $9,875,000 | 91 |
| Purchased option contracts | $9,875,000 | 203 |
| Foreign exchange rate contracts | $23,987,000 | 82 |
| Notional value of exchange swaps | $0 | 37 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $23,987,000 | 76 |
| Spot foreign exchange rate contracts | $1,472,000 | 73 |
| Written option contracts | $0 | 41 |
| Purchased option contracts | $0 | 43 |
| Contracts on other commodities and equities. | $0 | 44 |
| Notional value of other swaps | $0 | 18 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 27 |
| 1996-12-31 | Rank | |
| Derivatives | $1,261,316,000 | 96 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,246,755,000 | 91 |
| Notional value of interest rate swaps | $1,206,005,000 | 75 |
| Futures and forward contracts | $0 | 134 |
| Written option contracts | $20,375,000 | 86 |
| Purchased option contracts | $20,375,000 | 162 |
| Foreign exchange rate contracts | $14,561,000 | 102 |
| Notional value of exchange swaps | $0 | 36 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $14,561,000 | 95 |
| Spot foreign exchange rate contracts | $327,000 | 96 |
| Written option contracts | $0 | 37 |
| Purchased option contracts | $0 | 41 |
| Contracts on other commodities and equities. | $0 | 44 |
| Notional value of other swaps | $0 | 16 |
| Futures and forward contracts | $0 | 19 |
| Written option contracts | $0 | 27 |
| Purchased option contracts | $0 | 26 |
| 1995-12-31 | Rank | |
| Derivatives | $1,553,267,000 | 101 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,552,069,000 | 95 |
| Notional value of interest rate swaps | $1,511,319,000 | 76 |
| Futures and forward contracts | $0 | 149 |
| Written option contracts | $20,375,000 | 94 |
| Purchased option contracts | $20,375,000 | 193 |
| Foreign exchange rate contracts | $1,198,000 | 144 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,198,000 | 137 |
| Spot foreign exchange rate contracts | $239,000 | 114 |
| Written option contracts | $0 | 44 |
| Purchased option contracts | $0 | 47 |
| Contracts on other commodities and equities. | $0 | 52 |
| Notional value of other swaps | $0 | 22 |
| Futures and forward contracts | $0 | 21 |
| Written option contracts | $0 | 26 |
| Purchased option contracts | $0 | 32 |
| 1994-12-31 | Rank | |
| Derivatives | $1,799,477,000 | 98 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,778,788,000 | 96 |
| Notional value of interest rate swaps | $1,738,038,000 | 73 |
| Futures and forward contracts | $0 | 164 |
| Written option contracts | $20,375,000 | 96 |
| Purchased option contracts | $20,375,000 | 183 |
| Foreign exchange rate contracts | $20,689,000 | 95 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $20,689,000 | 101 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $0 | 36 |
| Purchased option contracts | $0 | 42 |
| Contracts on other commodities and equities. | $0 | 52 |
| Notional value of other swaps | $0 | 16 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $0 | 17 |
| Purchased option contracts | $0 | 27 |
| 1993-12-31 | Rank | |
| Derivatives | $3,105,412,000 | 71 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $3,100,847,000 | 64 |
| Notional value of interest rate swaps | $2,514,207,000 | 50 |
| Futures and forward contracts | $576,640,000 | 46 |
| Written option contracts | $5,000,000 | 104 |
| Purchased option contracts | $5,000,000 | 187 |
| Foreign exchange rate contracts | $4,565,000 | 124 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $4,565,000 | 131 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $0 | 39 |
| Purchased option contracts | $0 | 40 |
| Contracts on other commodities and equities. | $0 | 46 |
| Notional value of other swaps | $0 | 15 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $0 | 15 |
| Purchased option contracts | $0 | 24 |
| 1992-12-31 | Rank | |
| Derivatives | $2,566,411,000 | 64 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $2,554,725,000 | 57 |
| Notional value of interest rate swaps | $1,809,673,000 | 51 |
| Futures and forward contracts | $709,467,000 | 45 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $35,585,000 | 105 |
| Foreign exchange rate contracts | $11,686,000 | 105 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $11,686,000 | 110 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $0 | 43 |
| Purchased option contracts | $0 | 41 |
| Contracts on other commodities and equities. | $0 | 32 |
| Notional value of other swaps | $0 | 12 |
| Futures and forward contracts | $0 | 19 |
| Written option contracts | $0 | 15 |
| Purchased option contracts | $0 | 13 |