Home > Merrill Lynch Bank USA > Derivatives
Merrill Lynch Bank USA, Derivatives
| 2009-06-30 | Rank | |
| Derivatives | $13,278,669,000 | 41 |
| Notional amount of credit derivatives | $8,535,654,000 | 8 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $8,535,654,000 | 8 |
| Interest rate contracts | $2,832,011,000 | 57 |
| Notional value of interest rate swaps | $2,832,011,000 | 50 |
| Futures and forward contracts | $0 | 609 |
| Written option contracts | $0 | 739 |
| Purchased option contracts | $0 | 145 |
| Foreign exchange rate contracts | $701,501,000 | 30 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $701,501,000 | 24 |
| Spot foreign exchange rate contracts | $0 | 69 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $1,209,503,000 | 16 |
| Notional value of other swaps | $1,209,503,000 | 12 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $0 | 100 |
| Purchased option contracts | $0 | 75 |
| 2009-03-31 | Rank | |
| Derivatives | $13,923,826,000 | 39 |
| Notional amount of credit derivatives | $8,814,654,000 | 8 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $8,814,654,000 | 8 |
| Interest rate contracts | $3,111,220,000 | 56 |
| Notional value of interest rate swaps | $3,111,220,000 | 51 |
| Futures and forward contracts | $0 | 582 |
| Written option contracts | $0 | 706 |
| Purchased option contracts | $0 | 145 |
| Foreign exchange rate contracts | $714,828,000 | 30 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $714,828,000 | 25 |
| Spot foreign exchange rate contracts | $0 | 71 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $1,283,124,000 | 15 |
| Notional value of other swaps | $1,283,124,000 | 11 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $0 | 104 |
| Purchased option contracts | $0 | 79 |
| 2008-12-31 | Rank | |
| Derivatives | $88,520,359,000 | 17 |
| Notional amount of credit derivatives | $8,897,423,000 | 8 |
| Bank is guarantor | $0 | 36 |
| Bank is beneficiary | $8,897,423,000 | 8 |
| Interest rate contracts | $76,991,966,000 | 15 |
| Notional value of interest rate swaps | $4,267,966,000 | 44 |
| Futures and forward contracts | $72,724,000,000 | 9 |
| Written option contracts | $0 | 636 |
| Purchased option contracts | $0 | 145 |
| Foreign exchange rate contracts | $1,253,739,000 | 25 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,253,739,000 | 23 |
| Spot foreign exchange rate contracts | $34,000 | 67 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $1,377,231,000 | 15 |
| Notional value of other swaps | $1,377,231,000 | 11 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $0 | 102 |
| Purchased option contracts | $0 | 76 |
| 2008-09-30 | Rank | |
| Derivatives | $94,255,308,000 | 15 |
| Notional amount of credit derivatives | $9,024,830,000 | 7 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $9,024,830,000 | 7 |
| Interest rate contracts | $83,126,597,000 | 13 |
| Notional value of interest rate swaps | $10,595,271,000 | 34 |
| Futures and forward contracts | $72,285,000,000 | 8 |
| Written option contracts | $0 | 604 |
| Purchased option contracts | $246,326,000 | 41 |
| Foreign exchange rate contracts | $613,584,000 | 32 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $613,584,000 | 28 |
| Spot foreign exchange rate contracts | $0 | 73 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $1,490,297,000 | 14 |
| Notional value of other swaps | $1,490,297,000 | 11 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 112 |
| Purchased option contracts | $0 | 82 |
| 2008-06-30 | Rank | |
| Derivatives | $59,567,125,000 | 18 |
| Notional amount of credit derivatives | $9,146,086,000 | 7 |
| Bank is guarantor | $0 | 37 |
| Bank is beneficiary | $9,146,086,000 | 7 |
| Interest rate contracts | $48,224,867,000 | 16 |
| Notional value of interest rate swaps | $13,705,879,000 | 27 |
| Futures and forward contracts | $34,225,000,000 | 9 |
| Written option contracts | $0 | 598 |
| Purchased option contracts | $293,988,000 | 39 |
| Foreign exchange rate contracts | $649,381,000 | 33 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $649,381,000 | 27 |
| Spot foreign exchange rate contracts | $0 | 73 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $1,546,791,000 | 16 |
| Notional value of other swaps | $1,546,791,000 | 13 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 114 |
| Purchased option contracts | $0 | 87 |
| 2008-03-31 | Rank | |
| Derivatives | $46,761,158,000 | 20 |
| Notional amount of credit derivatives | $9,247,743,000 | 7 |
| Bank is guarantor | $0 | 38 |
| Bank is beneficiary | $9,247,743,000 | 7 |
| Interest rate contracts | $34,454,275,000 | 19 |
| Notional value of interest rate swaps | $22,462,533,000 | 21 |
| Futures and forward contracts | $11,650,000,000 | 16 |
| Written option contracts | $0 | 632 |
| Purchased option contracts | $341,742,000 | 37 |
| Foreign exchange rate contracts | $1,521,866,000 | 26 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,521,866,000 | 23 |
| Spot foreign exchange rate contracts | $0 | 71 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $1,537,274,000 | 15 |
| Notional value of other swaps | $1,537,274,000 | 12 |
| Futures and forward contracts | $0 | 18 |
| Written option contracts | $0 | 113 |
| Purchased option contracts | $0 | 83 |
| 2007-12-31 | Rank | |
| Derivatives | $55,573,521,000 | 16 |
| Notional amount of credit derivatives | $8,728,016,000 | 7 |
| Bank is guarantor | $0 | 36 |
| Bank is beneficiary | $8,728,016,000 | 7 |
| Interest rate contracts | $44,198,976,000 | 16 |
| Notional value of interest rate swaps | $24,813,397,000 | 19 |
| Futures and forward contracts | $18,912,000,000 | 13 |
| Written option contracts | $0 | 590 |
| Purchased option contracts | $473,579,000 | 35 |
| Foreign exchange rate contracts | $1,043,932,000 | 29 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,043,932,000 | 26 |
| Spot foreign exchange rate contracts | $0 | 70 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $1,602,597,000 | 16 |
| Notional value of other swaps | $1,600,002,000 | 11 |
| Futures and forward contracts | $0 | 22 |
| Written option contracts | $2,595,000 | 43 |
| Purchased option contracts | $0 | 82 |
| 2007-09-30 | Rank | |
| Derivatives | $58,885,563,000 | 17 |
| Notional amount of credit derivatives | $8,043,700,000 | 8 |
| Bank is guarantor | $0 | 35 |
| Bank is beneficiary | $8,043,700,000 | 7 |
| Interest rate contracts | $48,013,238,000 | 15 |
| Notional value of interest rate swaps | $20,984,453,000 | 21 |
| Futures and forward contracts | $26,788,000,000 | 11 |
| Written option contracts | $0 | 558 |
| Purchased option contracts | $240,785,000 | 45 |
| Foreign exchange rate contracts | $950,803,000 | 28 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $950,803,000 | 26 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $1,877,822,000 | 14 |
| Notional value of other swaps | $1,875,746,000 | 10 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $2,076,000 | 52 |
| Purchased option contracts | $0 | 86 |
| 2007-06-30 | Rank | |
| Derivatives | $45,091,602,000 | 17 |
| Notional amount of credit derivatives | $7,492,890,000 | 8 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $7,492,890,000 | 7 |
| Interest rate contracts | $34,237,984,000 | 18 |
| Notional value of interest rate swaps | $16,259,338,000 | 22 |
| Futures and forward contracts | $17,696,000,000 | 14 |
| Written option contracts | $0 | 570 |
| Purchased option contracts | $282,646,000 | 41 |
| Foreign exchange rate contracts | $1,510,729,000 | 25 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,510,729,000 | 24 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $1,849,999,000 | 13 |
| Notional value of other swaps | $1,847,923,000 | 9 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $2,076,000 | 48 |
| Purchased option contracts | $0 | 83 |
| 2007-03-31 | Rank | |
| Derivatives | $72,376,611,000 | 17 |
| Notional amount of credit derivatives | $6,795,564,000 | 8 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $6,795,564,000 | 7 |
| Interest rate contracts | $61,463,361,000 | 14 |
| Notional value of interest rate swaps | $23,155,875,000 | 16 |
| Futures and forward contracts | $37,972,000,000 | 9 |
| Written option contracts | $0 | 548 |
| Purchased option contracts | $335,486,000 | 38 |
| Foreign exchange rate contracts | $2,417,963,000 | 22 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,417,963,000 | 21 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $1,699,723,000 | 13 |
| Notional value of other swaps | $1,697,647,000 | 10 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $2,076,000 | 50 |
| Purchased option contracts | $0 | 88 |
| 2006-12-31 | Rank | |
| Derivatives | $43,888,282,000 | 18 |
| Notional amount of credit derivatives | $6,170,762,000 | 8 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $6,170,762,000 | 7 |
| Interest rate contracts | $31,750,424,000 | 18 |
| Notional value of interest rate swaps | $29,419,744,000 | 16 |
| Futures and forward contracts | $1,467,000,000 | 29 |
| Written option contracts | $479,250,000 | 33 |
| Purchased option contracts | $384,430,000 | 36 |
| Foreign exchange rate contracts | $4,304,023,000 | 18 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $4,304,023,000 | 17 |
| Spot foreign exchange rate contracts | $0 | 73 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $1,663,073,000 | 13 |
| Notional value of other swaps | $1,663,073,000 | 10 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $0 | 122 |
| Purchased option contracts | $0 | 86 |
| 2006-09-30 | Rank | |
| Derivatives | $40,302,905,000 | 19 |
| Notional amount of credit derivatives | $6,120,236,000 | 9 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $6,120,236,000 | 8 |
| Interest rate contracts | $28,807,580,000 | 18 |
| Notional value of interest rate swaps | $25,154,720,000 | 15 |
| Futures and forward contracts | $2,275,000,000 | 26 |
| Written option contracts | $933,837,000 | 27 |
| Purchased option contracts | $444,023,000 | 32 |
| Foreign exchange rate contracts | $3,885,725,000 | 18 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $3,885,725,000 | 17 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $1,489,364,000 | 13 |
| Notional value of other swaps | $1,489,364,000 | 9 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 130 |
| Purchased option contracts | $0 | 92 |
| 2006-06-30 | Rank | |
| Derivatives | $29,714,010,000 | 24 |
| Notional amount of credit derivatives | $5,894,095,000 | 7 |
| Bank is guarantor | $0 | 26 |
| Bank is beneficiary | $5,894,095,000 | 6 |
| Interest rate contracts | $18,373,488,000 | 28 |
| Notional value of interest rate swaps | $15,065,031,000 | 23 |
| Futures and forward contracts | $1,630,000,000 | 30 |
| Written option contracts | $1,079,036,000 | 27 |
| Purchased option contracts | $599,421,000 | 27 |
| Foreign exchange rate contracts | $4,043,854,000 | 19 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $4,043,854,000 | 18 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 36 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $1,402,573,000 | 14 |
| Notional value of other swaps | $1,402,573,000 | 11 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $0 | 124 |
| Purchased option contracts | $0 | 90 |
| 2006-03-31 | Rank | |
| Derivatives | $52,546,344,000 | 17 |
| Notional amount of credit derivatives | $5,517,878,000 | 7 |
| Bank is guarantor | $0 | 27 |
| Bank is beneficiary | $5,517,878,000 | 6 |
| Interest rate contracts | $42,179,528,000 | 16 |
| Notional value of interest rate swaps | $15,333,819,000 | 21 |
| Futures and forward contracts | $24,525,000,000 | 10 |
| Written option contracts | $1,271,501,000 | 25 |
| Purchased option contracts | $1,049,208,000 | 19 |
| Foreign exchange rate contracts | $3,523,330,000 | 21 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $3,523,330,000 | 17 |
| Spot foreign exchange rate contracts | $8,000 | 75 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $1,325,608,000 | 15 |
| Notional value of other swaps | $1,325,608,000 | 10 |
| Futures and forward contracts | $0 | 30 |
| Written option contracts | $0 | 127 |
| Purchased option contracts | $0 | 93 |
| 2005-12-31 | Rank | |
| Derivatives | $39,237,536,000 | 19 |
| Notional amount of credit derivatives | $4,966,903,000 | 7 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $4,966,903,000 | 6 |
| Interest rate contracts | $30,731,583,000 | 17 |
| Notional value of interest rate swaps | $28,390,343,000 | 15 |
| Futures and forward contracts | $960,000,000 | 28 |
| Written option contracts | $390,114,000 | 36 |
| Purchased option contracts | $991,126,000 | 19 |
| Foreign exchange rate contracts | $2,306,864,000 | 23 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,306,864,000 | 20 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $1,232,186,000 | 15 |
| Notional value of other swaps | $1,232,186,000 | 11 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $0 | 117 |
| Purchased option contracts | $0 | 94 |
| 2005-09-30 | Rank | |
| Derivatives | $37,091,353,000 | 20 |
| Notional amount of credit derivatives | $4,488,435,000 | 7 |
| Bank is guarantor | $0 | 28 |
| Bank is beneficiary | $4,488,435,000 | 6 |
| Interest rate contracts | $28,539,435,000 | 18 |
| Notional value of interest rate swaps | $27,323,741,000 | 15 |
| Futures and forward contracts | $95,000,000 | 59 |
| Written option contracts | $445,942,000 | 34 |
| Purchased option contracts | $674,752,000 | 22 |
| Foreign exchange rate contracts | $2,961,820,000 | 21 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,961,820,000 | 18 |
| Spot foreign exchange rate contracts | $580,000 | 59 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $1,101,663,000 | 15 |
| Notional value of other swaps | $1,101,663,000 | 11 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 118 |
| Purchased option contracts | $0 | 91 |
| 2005-06-30 | Rank | |
| Derivatives | $26,069,572,000 | 24 |
| Notional amount of credit derivatives | $4,388,799,000 | 7 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $4,388,799,000 | 6 |
| Interest rate contracts | $18,069,185,000 | 23 |
| Notional value of interest rate swaps | $16,341,515,000 | 21 |
| Futures and forward contracts | $495,000,000 | 32 |
| Written option contracts | $557,918,000 | 34 |
| Purchased option contracts | $674,752,000 | 22 |
| Foreign exchange rate contracts | $2,648,022,000 | 21 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,648,022,000 | 19 |
| Spot foreign exchange rate contracts | $451,750,000 | 15 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $963,566,000 | 13 |
| Notional value of other swaps | $963,566,000 | 10 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $0 | 117 |
| Purchased option contracts | $0 | 88 |
| 2005-03-31 | Rank | |
| Derivatives | $28,185,536,000 | 24 |
| Notional amount of credit derivatives | $4,204,441,000 | 8 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $4,204,441,000 | 7 |
| Interest rate contracts | $20,704,111,000 | 22 |
| Notional value of interest rate swaps | $18,351,868,000 | 19 |
| Futures and forward contracts | $1,100,162,000 | 28 |
| Written option contracts | $577,329,000 | 33 |
| Purchased option contracts | $674,752,000 | 26 |
| Foreign exchange rate contracts | $2,322,874,000 | 23 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,322,874,000 | 20 |
| Spot foreign exchange rate contracts | $4,000 | 78 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $954,110,000 | 13 |
| Notional value of other swaps | $954,110,000 | 10 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 113 |
| Purchased option contracts | $0 | 84 |
| 2004-12-31 | Rank | |
| Derivatives | $33,966,878,000 | 21 |
| Notional amount of credit derivatives | $4,117,814,000 | 8 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $4,117,814,000 | 7 |
| Interest rate contracts | $26,980,562,000 | 18 |
| Notional value of interest rate swaps | $24,882,099,000 | 17 |
| Futures and forward contracts | $909,422,000 | 29 |
| Written option contracts | $514,288,000 | 33 |
| Purchased option contracts | $674,753,000 | 29 |
| Foreign exchange rate contracts | $1,949,369,000 | 23 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,949,369,000 | 21 |
| Spot foreign exchange rate contracts | $0 | 74 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $919,133,000 | 13 |
| Notional value of other swaps | $919,133,000 | 10 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 110 |
| Purchased option contracts | $0 | 79 |
| 2004-09-30 | Rank | |
| Derivatives | $44,865,197,000 | 20 |
| Notional amount of credit derivatives | $3,529,921,000 | 8 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $3,529,921,000 | 7 |
| Interest rate contracts | $38,602,014,000 | 19 |
| Notional value of interest rate swaps | $36,228,250,000 | 17 |
| Futures and forward contracts | $1,232,000,000 | 31 |
| Written option contracts | $686,263,000 | 34 |
| Purchased option contracts | $455,501,000 | 34 |
| Foreign exchange rate contracts | $1,985,565,000 | 24 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,985,565,000 | 22 |
| Spot foreign exchange rate contracts | $0 | 80 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $747,697,000 | 14 |
| Notional value of other swaps | $747,697,000 | 11 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 112 |
| Purchased option contracts | $0 | 76 |
| 2004-06-30 | Rank | |
| Derivatives | $51,367,171,000 | 19 |
| Notional amount of credit derivatives | $3,175,029,000 | 8 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $3,175,029,000 | 8 |
| Interest rate contracts | $45,628,462,000 | 17 |
| Notional value of interest rate swaps | $42,556,579,000 | 16 |
| Futures and forward contracts | $1,802,400,000 | 27 |
| Written option contracts | $813,981,000 | 32 |
| Purchased option contracts | $455,502,000 | 32 |
| Foreign exchange rate contracts | $1,766,710,000 | 23 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,766,710,000 | 21 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $796,970,000 | 15 |
| Notional value of other swaps | $796,970,000 | 11 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 108 |
| Purchased option contracts | $0 | 75 |
| 2004-03-31 | Rank | |
| Derivatives | $45,511,273,000 | 20 |
| Notional amount of credit derivatives | $4,034,791,000 | 8 |
| Bank is guarantor | $569,335,000 | 9 |
| Bank is beneficiary | $3,465,456,000 | 8 |
| Interest rate contracts | $39,447,982,000 | 19 |
| Notional value of interest rate swaps | $37,043,344,000 | 16 |
| Futures and forward contracts | $1,774,600,000 | 31 |
| Written option contracts | $630,038,000 | 36 |
| Purchased option contracts | $0 | 122 |
| Foreign exchange rate contracts | $1,996,220,000 | 25 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,996,220,000 | 22 |
| Spot foreign exchange rate contracts | $1,451,000 | 51 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $32,280,000 | 31 |
| Notional value of other swaps | $32,280,000 | 18 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 102 |
| Purchased option contracts | $0 | 71 |
| 2003-12-31 | Rank | |
| Derivatives | $35,376,169,000 | 21 |
| Notional amount of credit derivatives | $2,966,538,000 | 10 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $2,966,538,000 | 9 |
| Interest rate contracts | $30,586,104,000 | 19 |
| Notional value of interest rate swaps | $27,942,382,000 | 18 |
| Futures and forward contracts | $2,244,000,000 | 21 |
| Written option contracts | $399,722,000 | 39 |
| Purchased option contracts | $0 | 125 |
| Foreign exchange rate contracts | $1,808,527,000 | 24 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,808,527,000 | 21 |
| Spot foreign exchange rate contracts | $1,927,000 | 48 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $15,000,000 | 34 |
| Notional value of other swaps | $15,000,000 | 20 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 99 |
| Purchased option contracts | $0 | 71 |
| 2003-09-30 | Rank | |
| Derivatives | $58,666,948,000 | 18 |
| Notional amount of credit derivatives | $2,607,983,000 | 11 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $2,607,983,000 | 10 |
| Interest rate contracts | $54,486,449,000 | 16 |
| Notional value of interest rate swaps | $35,624,501,000 | 17 |
| Futures and forward contracts | $18,542,200,000 | 13 |
| Written option contracts | $319,748,000 | 45 |
| Purchased option contracts | $0 | 130 |
| Foreign exchange rate contracts | $1,557,516,000 | 24 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,557,516,000 | 21 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $15,000,000 | 36 |
| Notional value of other swaps | $15,000,000 | 21 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 101 |
| Purchased option contracts | $0 | 70 |
| 2003-06-30 | Rank | |
| Derivatives | $37,060,776,000 | 22 |
| Notional amount of credit derivatives | $1,986,933,000 | 11 |
| Bank is guarantor | $25,000,000 | 16 |
| Bank is beneficiary | $1,961,933,000 | 10 |
| Interest rate contracts | $33,692,123,000 | 20 |
| Notional value of interest rate swaps | $27,380,024,000 | 17 |
| Futures and forward contracts | $5,775,000,000 | 19 |
| Written option contracts | $537,099,000 | 40 |
| Purchased option contracts | $0 | 134 |
| Foreign exchange rate contracts | $1,366,720,000 | 27 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,366,720,000 | 24 |
| Spot foreign exchange rate contracts | $75,802,000 | 31 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $15,000,000 | 34 |
| Notional value of other swaps | $15,000,000 | 20 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 96 |
| Purchased option contracts | $0 | 64 |
| 2003-03-31 | Rank | |
| Derivatives | $29,253,143,000 | 22 |
| Notional amount of credit derivatives | $1,906,500,000 | 10 |
| Bank is guarantor | $25,000,000 | 17 |
| Bank is beneficiary | $1,881,500,000 | 9 |
| Interest rate contracts | $26,790,072,000 | 20 |
| Notional value of interest rate swaps | $26,250,359,000 | 17 |
| Futures and forward contracts | $539,713,000 | 45 |
| Written option contracts | $0 | 168 |
| Purchased option contracts | $0 | 139 |
| Foreign exchange rate contracts | $515,371,000 | 32 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $515,371,000 | 28 |
| Spot foreign exchange rate contracts | $6,728,000 | 44 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 27 |
| Contracts on other commodities and equities. | $41,200,000 | 29 |
| Notional value of other swaps | $41,200,000 | 17 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $0 | 86 |
| Purchased option contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Derivatives | $22,990,144,000 | 22 |
| Notional amount of credit derivatives | $2,093,000,000 | 10 |
| Bank is guarantor | $25,000,000 | 18 |
| Bank is beneficiary | $2,068,000,000 | 9 |
| Interest rate contracts | $20,572,734,000 | 22 |
| Notional value of interest rate swaps | $20,080,234,000 | 17 |
| Futures and forward contracts | $475,000,000 | 43 |
| Written option contracts | $0 | 138 |
| Purchased option contracts | $17,500,000 | 94 |
| Foreign exchange rate contracts | $283,210,000 | 36 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $283,210,000 | 33 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $41,200,000 | 29 |
| Notional value of other swaps | $41,200,000 | 18 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $0 | 75 |
| Purchased option contracts | $0 | 59 |
| 2001-12-31 | Rank | |
| Derivatives | $41,304,986,000 | 21 |
| Notional amount of credit derivatives | $320,833,000 | 14 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $320,833,000 | 11 |
| Interest rate contracts | $40,885,261,000 | 17 |
| Notional value of interest rate swaps | $32,885,261,000 | 16 |
| Futures and forward contracts | $8,000,000,000 | 19 |
| Written option contracts | $0 | 91 |
| Purchased option contracts | $0 | 176 |
| Foreign exchange rate contracts | $57,692,000 | 55 |
| Notional value of exchange swaps | $23,000,000 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $19,692,000 | 57 |
| Spot foreign exchange rate contracts | $0 | 79 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $15,000,000 | 23 |
| Contracts on other commodities and equities. | $41,200,000 | 26 |
| Notional value of other swaps | $41,200,000 | 15 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $0 | 44 |
| Purchased option contracts | $0 | 38 |
| 2000-12-31 | Rank | |
| Derivatives | $8,418,350,000 | 33 |
| Notional amount of credit derivatives | $0 | 31 |
| Bank is guarantor | $0 | 24 |
| Bank is beneficiary | $0 | 19 |
| Interest rate contracts | $8,354,105,000 | 30 |
| Notional value of interest rate swaps | $8,354,105,000 | 22 |
| Futures and forward contracts | $0 | 127 |
| Written option contracts | $0 | 98 |
| Purchased option contracts | $0 | 204 |
| Foreign exchange rate contracts | $23,045,000 | 73 |
| Notional value of exchange swaps | $23,000,000 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $45,000 | 119 |
| Spot foreign exchange rate contracts | $0 | 90 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $41,200,000 | 29 |
| Notional value of other swaps | $41,200,000 | 19 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $0 | 49 |
| Purchased option contracts | $0 | 31 |
| 1999-12-31 | Rank | |
| Derivatives | $607,314,000 | 115 |
| Notional amount of credit derivatives | $0 | 27 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 15 |
| Interest rate contracts | $555,000,000 | 107 |
| Notional value of interest rate swaps | $555,000,000 | 90 |
| Futures and forward contracts | $0 | 135 |
| Written option contracts | $0 | 99 |
| Purchased option contracts | $0 | 208 |
| Foreign exchange rate contracts | $11,114,000 | 79 |
| Notional value of exchange swaps | $11,000,000 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $114,000 | 109 |
| Spot foreign exchange rate contracts | $57,000 | 71 |
| Written option contracts | $0 | 35 |
| Purchased option contracts | $0 | 36 |
| Contracts on other commodities and equities. | $41,200,000 | 28 |
| Notional value of other swaps | $41,200,000 | 13 |
| Futures and forward contracts | $0 | 10 |
| Written option contracts | $0 | 47 |
| Purchased option contracts | $0 | 32 |
| 1998-12-31 | Rank | |
| Derivatives | $215,321,000 | 166 |
| Notional amount of credit derivatives | $0 | 24 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 16 |
| Interest rate contracts | $130,000,000 | 183 |
| Notional value of interest rate swaps | $130,000,000 | 144 |
| Futures and forward contracts | $0 | 151 |
| Written option contracts | $0 | 98 |
| Purchased option contracts | $0 | 228 |
| Foreign exchange rate contracts | $44,121,000 | 70 |
| Notional value of exchange swaps | $44,000,000 | 26 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $121,000 | 111 |
| Spot foreign exchange rate contracts | $0 | 101 |
| Written option contracts | $0 | 37 |
| Purchased option contracts | $0 | 39 |
| Contracts on other commodities and equities. | $41,200,000 | 26 |
| Notional value of other swaps | $41,200,000 | 16 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 40 |
| Purchased option contracts | $0 | 27 |
| 1997-12-31 | Rank | |
| Derivatives | $113,157,000 | 198 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $112,000,000 | 190 |
| Notional value of interest rate swaps | $112,000,000 | 153 |
| Futures and forward contracts | $0 | 177 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $0 | 240 |
| Foreign exchange rate contracts | $1,157,000 | 114 |
| Notional value of exchange swaps | $0 | 37 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,157,000 | 103 |
| Spot foreign exchange rate contracts | $0 | 110 |
| 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 | $48,541,000 | 307 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $47,000,000 | 303 |
| Notional value of interest rate swaps | $47,000,000 | 247 |
| Futures and forward contracts | $0 | 134 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $0 | 241 |
| Foreign exchange rate contracts | $1,541,000 | 128 |
| Notional value of exchange swaps | $0 | 36 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,541,000 | 118 |
| Spot foreign exchange rate contracts | $0 | 127 |
| 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 | $78,163,000 | 320 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $77,000,000 | 308 |
| Notional value of interest rate swaps | $77,000,000 | 260 |
| Futures and forward contracts | $0 | 149 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $0 | 296 |
| Foreign exchange rate contracts | $1,163,000 | 147 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,163,000 | 140 |
| Spot foreign exchange rate contracts | $0 | 142 |
| 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 | $112,000,000 | 276 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $112,000,000 | 265 |
| Notional value of interest rate swaps | $112,000,000 | 233 |
| Futures and forward contracts | $0 | 164 |
| Written option contracts | $0 | 137 |
| Purchased option contracts | $0 | 280 |
| Foreign exchange rate contracts | $0 | 190 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 196 |
| 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 | $72,000,000 | 311 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $72,000,000 | 301 |
| Notional value of interest rate swaps | $72,000,000 | 264 |
| Futures and forward contracts | $0 | 179 |
| Written option contracts | $0 | 121 |
| Purchased option contracts | $0 | 236 |
| Foreign exchange rate contracts | $0 | 204 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 212 |
| 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 | $95,000,000 | 260 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $95,000,000 | 249 |
| Notional value of interest rate swaps | $95,000,000 | 220 |
| Futures and forward contracts | $0 | 150 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $0 | 202 |
| Foreign exchange rate contracts | $0 | 229 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 237 |
| 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 |