Home > Mizrahi Tefahot Bank, Ltd. > Derivatives
Mizrahi Tefahot Bank, Ltd., Derivatives
2023-12-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 157 |
Bank is beneficiary | $0 | 135 |
Interest rate contracts | $20,368,000 | 621 |
Notional value of interest rate swaps | $20,368,000 | 375 |
Futures and forward contracts | $0 | 331 |
Written option contracts | $0 | 338 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 76 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 44 |
Spot foreign exchange rate contracts | $0 | 85 |
Written option contracts | $0 | 27 |
Purchased option contracts | $0 | 27 |
Contracts on other commodities and equities. | $0 | 82 |
Notional value of other swaps | $0 | 79 |
Futures and forward contracts | $0 | 31 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 46 |
2023-09-30 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 149 |
Bank is beneficiary | $0 | 128 |
Interest rate contracts | $20,368,000 | 609 |
Notional value of interest rate swaps | $20,368,000 | 370 |
Futures and forward contracts | $0 | 343 |
Written option contracts | $0 | 349 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 78 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 44 |
Spot foreign exchange rate contracts | $0 | 85 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
Contracts on other commodities and equities. | $0 | 78 |
Notional value of other swaps | $0 | 81 |
Futures and forward contracts | $0 | 31 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 39 |
2023-06-30 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 141 |
Bank is beneficiary | $0 | 122 |
Interest rate contracts | $20,368,000 | 594 |
Notional value of interest rate swaps | $20,368,000 | 352 |
Futures and forward contracts | $0 | 341 |
Written option contracts | $0 | 347 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 78 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 43 |
Spot foreign exchange rate contracts | $0 | 85 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 26 |
Contracts on other commodities and equities. | $0 | 79 |
Notional value of other swaps | $0 | 81 |
Futures and forward contracts | $0 | 36 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 42 |
2023-03-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $0 | 80 |
Interest rate contracts | $20,368,000 | 560 |
Notional value of interest rate swaps | $20,368,000 | 350 |
Futures and forward contracts | $0 | 320 |
Written option contracts | $0 | 350 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 46 |
Spot foreign exchange rate contracts | $0 | 41 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 52 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
2022-12-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 101 |
Bank is beneficiary | $0 | 78 |
Interest rate contracts | $20,368,000 | 528 |
Notional value of interest rate swaps | $20,368,000 | 345 |
Futures and forward contracts | $0 | 316 |
Written option contracts | $0 | 347 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 49 |
Spot foreign exchange rate contracts | $0 | 45 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 31 |
2022-09-30 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 99 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $20,368,000 | 567 |
Notional value of interest rate swaps | $20,368,000 | 348 |
Futures and forward contracts | $0 | 333 |
Written option contracts | $0 | 357 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 50 |
Spot foreign exchange rate contracts | $0 | 46 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 27 |
Purchased option contracts | $0 | 30 |
2022-06-30 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 107 |
Bank is guarantor | $0 | 97 |
Bank is beneficiary | $0 | 75 |
Interest rate contracts | $20,368,000 | 593 |
Notional value of interest rate swaps | $20,368,000 | 344 |
Futures and forward contracts | $0 | 346 |
Written option contracts | $0 | 368 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 49 |
Spot foreign exchange rate contracts | $0 | 44 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
2022-03-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 109 |
Bank is guarantor | $0 | 98 |
Bank is beneficiary | $0 | 75 |
Interest rate contracts | $20,368,000 | 636 |
Notional value of interest rate swaps | $20,368,000 | 353 |
Futures and forward contracts | $0 | 353 |
Written option contracts | $0 | 376 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 48 |
Spot foreign exchange rate contracts | $0 | 45 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 28 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
2021-12-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 106 |
Bank is guarantor | $0 | 95 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $20,368,000 | 657 |
Notional value of interest rate swaps | $20,368,000 | 363 |
Futures and forward contracts | $0 | 356 |
Written option contracts | $0 | 385 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 47 |
Spot foreign exchange rate contracts | $0 | 43 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 54 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 34 |
2021-09-30 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 113 |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $0 | 79 |
Interest rate contracts | $20,368,000 | 720 |
Notional value of interest rate swaps | $20,368,000 | 374 |
Futures and forward contracts | $0 | 380 |
Written option contracts | $0 | 409 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 49 |
Spot foreign exchange rate contracts | $0 | 46 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 35 |
2021-06-30 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 113 |
Bank is guarantor | $0 | 103 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $20,368,000 | 735 |
Notional value of interest rate swaps | $20,368,000 | 374 |
Futures and forward contracts | $0 | 385 |
Written option contracts | $0 | 416 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 49 |
Spot foreign exchange rate contracts | $0 | 44 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2021-03-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 114 |
Bank is guarantor | $0 | 104 |
Bank is beneficiary | $0 | 78 |
Interest rate contracts | $20,368,000 | 773 |
Notional value of interest rate swaps | $20,368,000 | 377 |
Futures and forward contracts | $0 | 381 |
Written option contracts | $0 | 413 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 48 |
Spot foreign exchange rate contracts | $0 | 44 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 38 |
2020-12-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 108 |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $0 | 78 |
Interest rate contracts | $20,368,000 | 780 |
Notional value of interest rate swaps | $20,368,000 | 379 |
Futures and forward contracts | $0 | 391 |
Written option contracts | $0 | 417 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 50 |
Spot foreign exchange rate contracts | $0 | 45 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2020-09-30 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 105 |
Bank is guarantor | $0 | 96 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $20,368,000 | 825 |
Notional value of interest rate swaps | $20,368,000 | 370 |
Futures and forward contracts | $0 | 395 |
Written option contracts | $0 | 420 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 50 |
Spot foreign exchange rate contracts | $0 | 44 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2020-06-30 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 101 |
Bank is guarantor | $0 | 91 |
Bank is beneficiary | $0 | 74 |
Interest rate contracts | $20,368,000 | 801 |
Notional value of interest rate swaps | $20,368,000 | 369 |
Futures and forward contracts | $0 | 397 |
Written option contracts | $0 | 423 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 52 |
Spot foreign exchange rate contracts | $0 | 45 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 28 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 38 |
2020-03-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 99 |
Bank is guarantor | $0 | 89 |
Bank is beneficiary | $0 | 73 |
Interest rate contracts | $20,368,000 | 787 |
Notional value of interest rate swaps | $20,368,000 | 361 |
Futures and forward contracts | $0 | 399 |
Written option contracts | $0 | 428 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 51 |
Spot foreign exchange rate contracts | $0 | 44 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 37 |
2019-12-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 96 |
Bank is guarantor | $0 | 88 |
Bank is beneficiary | $0 | 69 |
Interest rate contracts | $20,368,000 | 612 |
Notional value of interest rate swaps | $20,368,000 | 358 |
Futures and forward contracts | $0 | 410 |
Written option contracts | $0 | 437 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 50 |
Spot foreign exchange rate contracts | $0 | 45 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2019-09-30 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 91 |
Bank is guarantor | $0 | 84 |
Bank is beneficiary | $0 | 69 |
Interest rate contracts | $20,368,000 | 659 |
Notional value of interest rate swaps | $20,368,000 | 348 |
Futures and forward contracts | $0 | 437 |
Written option contracts | $0 | 456 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 52 |
Spot foreign exchange rate contracts | $0 | 46 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 37 |
2019-06-30 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 91 |
Bank is guarantor | $0 | 85 |
Bank is beneficiary | $0 | 66 |
Interest rate contracts | $20,368,000 | 628 |
Notional value of interest rate swaps | $20,368,000 | 377 |
Futures and forward contracts | $0 | 473 |
Written option contracts | $0 | 500 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 52 |
Spot foreign exchange rate contracts | $0 | 45 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 51 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 34 |
2019-03-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 90 |
Bank is guarantor | $0 | 83 |
Bank is beneficiary | $0 | 65 |
Interest rate contracts | $20,368,000 | 587 |
Notional value of interest rate swaps | $20,368,000 | 376 |
Futures and forward contracts | $0 | 474 |
Written option contracts | $0 | 498 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 52 |
Spot foreign exchange rate contracts | $0 | 43 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 36 |
2018-12-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 89 |
Bank is guarantor | $0 | 81 |
Bank is beneficiary | $0 | 66 |
Interest rate contracts | $20,368,000 | 560 |
Notional value of interest rate swaps | $20,368,000 | 371 |
Futures and forward contracts | $0 | 475 |
Written option contracts | $0 | 510 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 53 |
Spot foreign exchange rate contracts | $0 | 45 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 51 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 35 |
2018-09-30 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 88 |
Bank is guarantor | $0 | 80 |
Bank is beneficiary | $0 | 61 |
Interest rate contracts | $20,368,000 | 577 |
Notional value of interest rate swaps | $20,368,000 | 367 |
Futures and forward contracts | $0 | 495 |
Written option contracts | $0 | 527 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 54 |
Spot foreign exchange rate contracts | $0 | 47 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 54 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 36 |
2018-06-30 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 88 |
Bank is guarantor | $0 | 81 |
Bank is beneficiary | $0 | 61 |
Interest rate contracts | $21,141,000 | 578 |
Notional value of interest rate swaps | $21,141,000 | 356 |
Futures and forward contracts | $0 | 505 |
Written option contracts | $0 | 542 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 51 |
Spot foreign exchange rate contracts | $0 | 44 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 32 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2018-03-31 | Rank | |
Derivatives | $21,154,000 | 571 |
Notional amount of credit derivatives | $0 | 84 |
Bank is guarantor | $0 | 77 |
Bank is beneficiary | $0 | 58 |
Interest rate contracts | $21,154,000 | 566 |
Notional value of interest rate swaps | $21,154,000 | 355 |
Futures and forward contracts | $0 | 505 |
Written option contracts | $0 | 533 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 117 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 111 |
Spot foreign exchange rate contracts | $0 | 85 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 31 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2017-12-31 | Rank | |
Derivatives | $21,167,000 | 550 |
Notional amount of credit derivatives | $0 | 80 |
Bank is guarantor | $0 | 72 |
Bank is beneficiary | $0 | 60 |
Interest rate contracts | $21,167,000 | 543 |
Notional value of interest rate swaps | $21,167,000 | 352 |
Futures and forward contracts | $0 | 512 |
Written option contracts | $0 | 541 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 110 |
Spot foreign exchange rate contracts | $0 | 85 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 30 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 38 |
2017-09-30 | Rank | |
Derivatives | $21,179,000 | 569 |
Notional amount of credit derivatives | $0 | 77 |
Bank is guarantor | $0 | 71 |
Bank is beneficiary | $0 | 57 |
Interest rate contracts | $21,179,000 | 563 |
Notional value of interest rate swaps | $21,179,000 | 355 |
Futures and forward contracts | $0 | 521 |
Written option contracts | $0 | 557 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 119 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 112 |
Spot foreign exchange rate contracts | $0 | 84 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 29 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2017-06-30 | Rank | |
Derivatives | $21,192,000 | 581 |
Notional amount of credit derivatives | $0 | 76 |
Bank is guarantor | $0 | 69 |
Bank is beneficiary | $0 | 54 |
Interest rate contracts | $21,192,000 | 577 |
Notional value of interest rate swaps | $21,192,000 | 360 |
Futures and forward contracts | $0 | 544 |
Written option contracts | $0 | 572 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 118 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 111 |
Spot foreign exchange rate contracts | $0 | 88 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 29 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2017-03-31 | Rank | |
Derivatives | $21,205,000 | 572 |
Notional amount of credit derivatives | $0 | 72 |
Bank is guarantor | $0 | 64 |
Bank is beneficiary | $0 | 55 |
Interest rate contracts | $21,205,000 | 566 |
Notional value of interest rate swaps | $21,205,000 | 354 |
Futures and forward contracts | $0 | 542 |
Written option contracts | $0 | 577 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
Spot foreign exchange rate contracts | $0 | 85 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 29 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 41 |
Purchased option contracts | $0 | 40 |
2016-12-31 | Rank | |
Derivatives | $21,217,000 | 564 |
Notional amount of credit derivatives | $0 | 71 |
Bank is guarantor | $0 | 63 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $21,217,000 | 559 |
Notional value of interest rate swaps | $21,217,000 | 373 |
Futures and forward contracts | $0 | 852 |
Written option contracts | $0 | 918 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 115 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
Spot foreign exchange rate contracts | $0 | 83 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 62 |
Notional value of other swaps | $0 | 30 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 45 |
Purchased option contracts | $0 | 44 |
2016-09-30 | Rank | |
Derivatives | $66,230,000 | 421 |
Notional amount of credit derivatives | $0 | 68 |
Bank is guarantor | $0 | 60 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $66,230,000 | 418 |
Notional value of interest rate swaps | $66,230,000 | 269 |
Futures and forward contracts | $0 | 878 |
Written option contracts | $0 | 927 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 115 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 110 |
Spot foreign exchange rate contracts | $0 | 84 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 66 |
Notional value of other swaps | $0 | 31 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 49 |
Purchased option contracts | $0 | 44 |
2016-06-30 | Rank | |
Derivatives | $126,243,000 | 316 |
Notional amount of credit derivatives | $60,000,000 | 38 |
Bank is guarantor | $60,000,000 | 27 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $66,243,000 | 413 |
Notional value of interest rate swaps | $66,243,000 | 268 |
Futures and forward contracts | $0 | 866 |
Written option contracts | $0 | 918 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 119 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 114 |
Spot foreign exchange rate contracts | $0 | 90 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 69 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 50 |
Purchased option contracts | $0 | 45 |
2016-03-31 | Rank | |
Derivatives | $126,255,000 | 299 |
Notional amount of credit derivatives | $60,000,000 | 35 |
Bank is guarantor | $60,000,000 | 26 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $66,255,000 | 378 |
Notional value of interest rate swaps | $66,255,000 | 258 |
Futures and forward contracts | $0 | 840 |
Written option contracts | $0 | 894 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 111 |
Spot foreign exchange rate contracts | $0 | 85 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 73 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 51 |
Purchased option contracts | $0 | 45 |
2015-12-31 | Rank | |
Derivatives | $186,268,000 | 232 |
Notional amount of credit derivatives | $120,000,000 | 28 |
Bank is guarantor | $120,000,000 | 20 |
Bank is beneficiary | $0 | 48 |
Interest rate contracts | $66,268,000 | 355 |
Notional value of interest rate swaps | $66,268,000 | 254 |
Futures and forward contracts | $0 | 833 |
Written option contracts | $0 | 872 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 114 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
Spot foreign exchange rate contracts | $0 | 82 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 72 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 50 |
Purchased option contracts | $0 | 45 |
2015-09-30 | Rank | |
Derivatives | $186,281,000 | 240 |
Notional amount of credit derivatives | $120,000,000 | 26 |
Bank is guarantor | $120,000,000 | 20 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $66,281,000 | 370 |
Notional value of interest rate swaps | $66,281,000 | 253 |
Futures and forward contracts | $0 | 850 |
Written option contracts | $0 | 880 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 122 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 118 |
Spot foreign exchange rate contracts | $0 | 88 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 72 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 52 |
Purchased option contracts | $0 | 44 |
2015-06-30 | Rank | |
Derivatives | $186,293,000 | 246 |
Notional amount of credit derivatives | $120,000,000 | 28 |
Bank is guarantor | $120,000,000 | 19 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $66,293,000 | 377 |
Notional value of interest rate swaps | $66,293,000 | 246 |
Futures and forward contracts | $0 | 844 |
Written option contracts | $0 | 897 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 113 |
Spot foreign exchange rate contracts | $0 | 84 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 77 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 57 |
Purchased option contracts | $0 | 42 |
2015-03-31 | Rank | |
Derivatives | $186,306,000 | 235 |
Notional amount of credit derivatives | $120,000,000 | 27 |
Bank is guarantor | $120,000,000 | 18 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $66,306,000 | 370 |
Notional value of interest rate swaps | $66,306,000 | 241 |
Futures and forward contracts | $0 | 828 |
Written option contracts | $0 | 899 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 123 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 120 |
Spot foreign exchange rate contracts | $0 | 87 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 34 |
Contracts on other commodities and equities. | $0 | 80 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 61 |
Purchased option contracts | $0 | 45 |
2014-12-31 | Rank | |
Derivatives | $186,319,000 | 213 |
Notional amount of credit derivatives | $120,000,000 | 28 |
Bank is guarantor | $120,000,000 | 19 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $66,319,000 | 328 |
Notional value of interest rate swaps | $66,319,000 | 232 |
Futures and forward contracts | $0 | 802 |
Written option contracts | $0 | 871 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 120 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 117 |
Spot foreign exchange rate contracts | $0 | 84 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 34 |
Contracts on other commodities and equities. | $0 | 80 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 22 |
Written option contracts | $0 | 61 |
Purchased option contracts | $0 | 46 |
2014-09-30 | Rank | |
Derivatives | $186,331,000 | 214 |
Notional amount of credit derivatives | $120,000,000 | 27 |
Bank is guarantor | $120,000,000 | 18 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $66,331,000 | 316 |
Notional value of interest rate swaps | $66,331,000 | 223 |
Futures and forward contracts | $0 | 795 |
Written option contracts | $0 | 881 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 125 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 121 |
Spot foreign exchange rate contracts | $0 | 87 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 34 |
Contracts on other commodities and equities. | $0 | 88 |
Notional value of other swaps | $0 | 32 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 68 |
Purchased option contracts | $0 | 51 |
2014-06-30 | Rank | |
Derivatives | $186,344,000 | 219 |
Notional amount of credit derivatives | $120,000,000 | 26 |
Bank is guarantor | $120,000,000 | 19 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $66,344,000 | 320 |
Notional value of interest rate swaps | $66,344,000 | 227 |
Futures and forward contracts | $0 | 816 |
Written option contracts | $0 | 884 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 120 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 114 |
Spot foreign exchange rate contracts | $0 | 80 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 92 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 23 |
Written option contracts | $0 | 72 |
Purchased option contracts | $0 | 51 |
2014-03-31 | Rank | |
Derivatives | $186,357,000 | 204 |
Notional amount of credit derivatives | $120,000,000 | 26 |
Bank is guarantor | $120,000,000 | 20 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $66,357,000 | 306 |
Notional value of interest rate swaps | $66,357,000 | 219 |
Futures and forward contracts | $0 | 790 |
Written option contracts | $0 | 879 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 117 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 110 |
Spot foreign exchange rate contracts | $0 | 80 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 94 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 25 |
Written option contracts | $0 | 73 |
Purchased option contracts | $0 | 50 |
2013-12-31 | Rank | |
Derivatives | $186,369,000 | 195 |
Notional amount of credit derivatives | $120,000,000 | 27 |
Bank is guarantor | $120,000,000 | 20 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $66,369,000 | 286 |
Notional value of interest rate swaps | $66,369,000 | 216 |
Futures and forward contracts | $0 | 792 |
Written option contracts | $0 | 858 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 114 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 106 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 90 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 25 |
Written option contracts | $0 | 70 |
Purchased option contracts | $0 | 50 |
2013-09-30 | Rank | |
Derivatives | $186,382,000 | 199 |
Notional amount of credit derivatives | $120,000,000 | 26 |
Bank is guarantor | $120,000,000 | 21 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $66,382,000 | 296 |
Notional value of interest rate swaps | $66,382,000 | 209 |
Futures and forward contracts | $0 | 831 |
Written option contracts | $0 | 876 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
Spot foreign exchange rate contracts | $0 | 79 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 95 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 72 |
Purchased option contracts | $0 | 49 |
2013-06-30 | Rank | |
Derivatives | $185,368,000 | 216 |
Notional amount of credit derivatives | $120,000,000 | 27 |
Bank is guarantor | $120,000,000 | 21 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $65,368,000 | 334 |
Notional value of interest rate swaps | $65,368,000 | 208 |
Futures and forward contracts | $0 | 826 |
Written option contracts | $0 | 875 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 122 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 114 |
Spot foreign exchange rate contracts | $0 | 81 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 97 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 26 |
Written option contracts | $0 | 75 |
Purchased option contracts | $0 | 52 |
2013-03-31 | Rank | |
Derivatives | $195,368,000 | 209 |
Notional amount of credit derivatives | $130,000,000 | 27 |
Bank is guarantor | $130,000,000 | 19 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $65,368,000 | 320 |
Notional value of interest rate swaps | $65,368,000 | 200 |
Futures and forward contracts | $0 | 809 |
Written option contracts | $0 | 875 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 108 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 101 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 78 |
Purchased option contracts | $0 | 56 |
2012-12-31 | Rank | |
Derivatives | $195,368,000 | 215 |
Notional amount of credit derivatives | $130,000,000 | 27 |
Bank is guarantor | $130,000,000 | 19 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $65,368,000 | 331 |
Notional value of interest rate swaps | $65,368,000 | 196 |
Futures and forward contracts | $0 | 782 |
Written option contracts | $0 | 845 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 110 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 103 |
Spot foreign exchange rate contracts | $0 | 74 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 98 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 76 |
Purchased option contracts | $0 | 55 |
2012-09-30 | Rank | |
Derivatives | $155,368,000 | 250 |
Notional amount of credit derivatives | $90,000,000 | 28 |
Bank is guarantor | $90,000,000 | 21 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $65,368,000 | 346 |
Notional value of interest rate swaps | $65,368,000 | 190 |
Futures and forward contracts | $0 | 769 |
Written option contracts | $0 | 839 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 112 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 35 |
Contracts on other commodities and equities. | $0 | 106 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 22 |
Written option contracts | $0 | 80 |
Purchased option contracts | $0 | 58 |
2012-06-30 | Rank | |
Derivatives | $155,368,000 | 248 |
Notional amount of credit derivatives | $90,000,000 | 28 |
Bank is guarantor | $90,000,000 | 21 |
Bank is beneficiary | $0 | 34 |
Interest rate contracts | $65,368,000 | 324 |
Notional value of interest rate swaps | $65,368,000 | 177 |
Futures and forward contracts | $0 | 741 |
Written option contracts | $0 | 808 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 109 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 102 |
Spot foreign exchange rate contracts | $0 | 74 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 35 |
Contracts on other commodities and equities. | $0 | 100 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 74 |
Purchased option contracts | $0 | 57 |
2012-03-31 | Rank | |
Derivatives | $155,368,000 | 230 |
Notional amount of credit derivatives | $90,000,000 | 30 |
Bank is guarantor | $90,000,000 | 21 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $65,368,000 | 311 |
Notional value of interest rate swaps | $65,368,000 | 176 |
Futures and forward contracts | $0 | 728 |
Written option contracts | $0 | 789 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 103 |
Notional value of exchange swaps | $0 | 34 |
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. | $0 | 105 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 23 |
Written option contracts | $0 | 77 |
Purchased option contracts | $0 | 60 |
2011-12-31 | Rank | |
Derivatives | $180,368,000 | 183 |
Notional amount of credit derivatives | $115,000,000 | 27 |
Bank is guarantor | $115,000,000 | 20 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $65,368,000 | 263 |
Notional value of interest rate swaps | $65,368,000 | 163 |
Futures and forward contracts | $0 | 659 |
Written option contracts | $0 | 734 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
Spot foreign exchange rate contracts | $0 | 71 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 95 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 72 |
Purchased option contracts | $0 | 59 |
2011-09-30 | Rank | |
Derivatives | $150,368,000 | 197 |
Notional amount of credit derivatives | $85,000,000 | 28 |
Bank is guarantor | $85,000,000 | 19 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $65,368,000 | 269 |
Notional value of interest rate swaps | $65,368,000 | 160 |
Futures and forward contracts | $0 | 648 |
Written option contracts | $0 | 730 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
Spot foreign exchange rate contracts | $0 | 74 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 102 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 77 |
Purchased option contracts | $0 | 61 |
2011-06-30 | Rank | |
Derivatives | $210,368,000 | 146 |
Notional amount of credit derivatives | $145,000,000 | 22 |
Bank is guarantor | $145,000,000 | 17 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $65,368,000 | 234 |
Notional value of interest rate swaps | $65,368,000 | 159 |
Futures and forward contracts | $0 | 628 |
Written option contracts | $0 | 701 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 93 |
Spot foreign exchange rate contracts | $0 | 70 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 104 |
Notional value of other swaps | $0 | 39 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 77 |
Purchased option contracts | $0 | 63 |
2011-03-31 | Rank | |
Derivatives | $285,966,000 | 131 |
Notional amount of credit derivatives | $210,000,000 | 21 |
Bank is guarantor | $210,000,000 | 16 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $75,966,000 | 217 |
Notional value of interest rate swaps | $75,966,000 | 147 |
Futures and forward contracts | $0 | 610 |
Written option contracts | $0 | 700 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 92 |
Spot foreign exchange rate contracts | $0 | 68 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 108 |
Notional value of other swaps | $0 | 43 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 81 |
Purchased option contracts | $0 | 65 |
2010-12-31 | Rank | |
Derivatives | $389,021,000 | 126 |
Notional amount of credit derivatives | $250,000,000 | 21 |
Bank is guarantor | $250,000,000 | 16 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $107,521,000 | 202 |
Notional value of interest rate swaps | $107,521,000 | 135 |
Futures and forward contracts | $0 | 635 |
Written option contracts | $0 | 722 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $31,500,000 | 58 |
Notional value of exchange swaps | $31,500,000 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 94 |
Spot foreign exchange rate contracts | $0 | 66 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 106 |
Notional value of other swaps | $0 | 42 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 79 |
Purchased option contracts | $0 | 65 |
2010-09-30 | Rank | |
Derivatives | $559,076,000 | 108 |
Notional amount of credit derivatives | $250,000,000 | 21 |
Bank is guarantor | $250,000,000 | 15 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $247,576,000 | 153 |
Notional value of interest rate swaps | $247,576,000 | 108 |
Futures and forward contracts | $0 | 630 |
Written option contracts | $0 | 752 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $61,500,000 | 54 |
Notional value of exchange swaps | $61,500,000 | 27 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
Spot foreign exchange rate contracts | $0 | 69 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 114 |
Notional value of other swaps | $0 | 46 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 86 |
Purchased option contracts | $0 | 63 |
2010-06-30 | Rank | |
Derivatives | $559,130,000 | 94 |
Notional amount of credit derivatives | $250,000,000 | 21 |
Bank is guarantor | $250,000,000 | 16 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $247,630,000 | 140 |
Notional value of interest rate swaps | $247,630,000 | 109 |
Futures and forward contracts | $0 | 592 |
Written option contracts | $0 | 710 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $61,500,000 | 52 |
Notional value of exchange swaps | $61,500,000 | 26 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
Spot foreign exchange rate contracts | $0 | 67 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 117 |
Notional value of other swaps | $0 | 49 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 87 |
Purchased option contracts | $0 | 63 |
2010-03-31 | Rank | |
Derivatives | $555,682,000 | 92 |
Notional amount of credit derivatives | $250,000,000 | 19 |
Bank is guarantor | $250,000,000 | 14 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $275,682,000 | 134 |
Notional value of interest rate swaps | $275,682,000 | 112 |
Futures and forward contracts | $0 | 580 |
Written option contracts | $0 | 689 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $30,000,000 | 57 |
Notional value of exchange swaps | $30,000,000 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
Spot foreign exchange rate contracts | $0 | 70 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 122 |
Notional value of other swaps | $0 | 53 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 91 |
Purchased option contracts | $0 | 66 |
2009-12-31 | Rank | |
Derivatives | $507,734,000 | 100 |
Notional amount of credit derivatives | $265,000,000 | 20 |
Bank is guarantor | $265,000,000 | 14 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $242,734,000 | 146 |
Notional value of interest rate swaps | $242,734,000 | 121 |
Futures and forward contracts | $0 | 570 |
Written option contracts | $0 | 689 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 100 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 94 |
Spot foreign exchange rate contracts | $0 | 67 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 118 |
Notional value of other swaps | $0 | 53 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 90 |
Purchased option contracts | $0 | 65 |
2009-09-30 | Rank | |
Derivatives | $896,834,000 | 75 |
Notional amount of credit derivatives | $265,000,000 | 22 |
Bank is guarantor | $265,000,000 | 16 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $631,834,000 | 77 |
Notional value of interest rate swaps | $631,834,000 | 70 |
Futures and forward contracts | $0 | 590 |
Written option contracts | $0 | 717 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
Spot foreign exchange rate contracts | $0 | 70 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 130 |
Notional value of other swaps | $0 | 58 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 98 |
Purchased option contracts | $0 | 67 |
2009-06-30 | Rank | |
Derivatives | $837,487,000 | 83 |
Notional amount of credit derivatives | $225,000,000 | 23 |
Bank is guarantor | $225,000,000 | 16 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $612,487,000 | 89 |
Notional value of interest rate swaps | $612,487,000 | 74 |
Futures and forward contracts | $0 | 609 |
Written option contracts | $0 | 739 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 102 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
Spot foreign exchange rate contracts | $0 | 69 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 135 |
Notional value of other swaps | $0 | 65 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 100 |
Purchased option contracts | $0 | 75 |
2009-03-31 | Rank | |
Derivatives | $673,763,000 | 99 |
Notional amount of credit derivatives | $165,000,000 | 26 |
Bank is guarantor | $165,000,000 | 18 |
Bank is beneficiary | $0 | 38 |
Interest rate contracts | $508,763,000 | 110 |
Notional value of interest rate swaps | $508,763,000 | 79 |
Futures and forward contracts | $0 | 582 |
Written option contracts | $0 | 706 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 106 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 100 |
Spot foreign exchange rate contracts | $0 | 71 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 135 |
Notional value of other swaps | $0 | 62 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 104 |
Purchased option contracts | $0 | 79 |
2008-12-31 | Rank | |
Derivatives | $684,040,000 | 91 |
Notional amount of credit derivatives | $205,000,000 | 26 |
Bank is guarantor | $205,000,000 | 18 |
Bank is beneficiary | $0 | 40 |
Interest rate contracts | $479,040,000 | 105 |
Notional value of interest rate swaps | $479,040,000 | 87 |
Futures and forward contracts | $0 | 537 |
Written option contracts | $0 | 636 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
Spot foreign exchange rate contracts | $0 | 71 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 134 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 102 |
Purchased option contracts | $0 | 76 |
2008-09-30 | Rank | |
Derivatives | $759,731,000 | 88 |
Notional amount of credit derivatives | $245,000,000 | 25 |
Bank is guarantor | $245,000,000 | 17 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $514,731,000 | 92 |
Notional value of interest rate swaps | $514,731,000 | 82 |
Futures and forward contracts | $0 | 517 |
Written option contracts | $0 | 604 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 30 |
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. | $0 | 149 |
Notional value of other swaps | $0 | 73 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 112 |
Purchased option contracts | $0 | 82 |
2008-06-30 | Rank | |
Derivatives | $772,897,000 | 91 |
Notional amount of credit derivatives | $235,000,000 | 26 |
Bank is guarantor | $235,000,000 | 18 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $537,897,000 | 95 |
Notional value of interest rate swaps | $537,897,000 | 85 |
Futures and forward contracts | $0 | 487 |
Written option contracts | $0 | 598 |
Purchased option contracts | NA | NA |
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. | $0 | 156 |
Notional value of other swaps | $0 | 75 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 114 |
Purchased option contracts | $0 | 87 |
2008-03-31 | Rank | |
Derivatives | $356,241,000 | 122 |
Notional amount of credit derivatives | $235,000,000 | 27 |
Bank is guarantor | $235,000,000 | 17 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $121,241,000 | 176 |
Notional value of interest rate swaps | $121,241,000 | 136 |
Futures and forward contracts | $0 | 496 |
Written option contracts | $0 | 632 |
Purchased option contracts | NA | NA |
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. | $0 | 157 |
Notional value of other swaps | $0 | 76 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 113 |
Purchased option contracts | $0 | 83 |
2007-12-31 | Rank | |
Derivatives | $353,286,000 | 118 |
Notional amount of credit derivatives | $120,000,000 | 29 |
Bank is guarantor | $120,000,000 | 21 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $123,286,000 | 168 |
Notional value of interest rate swaps | $123,286,000 | 135 |
Futures and forward contracts | $0 | 454 |
Written option contracts | $0 | 590 |
Purchased option contracts | NA | NA |
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. | $110,000,000 | 31 |
Notional value of other swaps | $110,000,000 | 22 |
Futures and forward contracts | $0 | 22 |
Written option contracts | $0 | 111 |
Purchased option contracts | $0 | 82 |
2007-09-30 | Rank | |
Derivatives | $303,300,000 | 120 |
Notional amount of credit derivatives | $120,000,000 | 31 |
Bank is guarantor | $120,000,000 | 19 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $113,300,000 | 169 |
Notional value of interest rate swaps | $113,300,000 | 129 |
Futures and forward contracts | $0 | 443 |
Written option contracts | $0 | 558 |
Purchased option contracts | NA | NA |
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. | $70,000,000 | 33 |
Notional value of other swaps | $70,000,000 | 24 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 124 |
Purchased option contracts | $0 | 86 |
2007-06-30 | Rank | |
Derivatives | $253,373,000 | 144 |
Notional amount of credit derivatives | $120,000,000 | 25 |
Bank is guarantor | $120,000,000 | 16 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $113,373,000 | 191 |
Notional value of interest rate swaps | $113,373,000 | 148 |
Futures and forward contracts | $0 | 460 |
Written option contracts | $0 | 570 |
Purchased option contracts | NA | NA |
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. | $20,000,000 | 43 |
Notional value of other swaps | $20,000,000 | 32 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 118 |
Purchased option contracts | $0 | 83 |
2007-03-31 | Rank | |
Derivatives | $248,415,000 | 146 |
Notional amount of credit derivatives | $120,000,000 | 25 |
Bank is guarantor | $120,000,000 | 17 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $108,415,000 | 188 |
Notional value of interest rate swaps | $108,415,000 | 142 |
Futures and forward contracts | $0 | 444 |
Written option contracts | $0 | 548 |
Purchased option contracts | NA | NA |
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. | $20,000,000 | 41 |
Notional value of other swaps | $20,000,000 | 30 |
Futures and forward contracts | $0 | 26 |
Written option contracts | $0 | 123 |
Purchased option contracts | $0 | 88 |
2006-12-31 | Rank | |
Derivatives | $143,471,000 | 177 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $123,471,000 | 177 |
Notional value of interest rate swaps | $123,471,000 | 140 |
Futures and forward contracts | $0 | 427 |
Written option contracts | $0 | 518 |
Purchased option contracts | NA | NA |
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. | $20,000,000 | 38 |
Notional value of other swaps | $20,000,000 | 26 |
Futures and forward contracts | $0 | 26 |
Written option contracts | $0 | 122 |
Purchased option contracts | $0 | 86 |
2006-09-30 | Rank | |
Derivatives | $138,498,000 | 180 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $118,498,000 | 182 |
Notional value of interest rate swaps | $118,498,000 | 142 |
Futures and forward contracts | $0 | 430 |
Written option contracts | $0 | 512 |
Purchased option contracts | NA | NA |
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. | $20,000,000 | 37 |
Notional value of other swaps | $20,000,000 | 23 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 130 |
Purchased option contracts | $0 | 92 |
2006-06-30 | Rank | |
Derivatives | $103,538,000 | 207 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 26 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $83,538,000 | 219 |
Notional value of interest rate swaps | $83,538,000 | 164 |
Futures and forward contracts | $0 | 416 |
Written option contracts | $0 | 505 |
Purchased option contracts | NA | NA |
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. | $20,000,000 | 39 |
Notional value of other swaps | $20,000,000 | 22 |
Futures and forward contracts | $0 | 29 |
Written option contracts | $0 | 124 |
Purchased option contracts | $0 | 90 |
2006-03-31 | Rank | |
Derivatives | $72,038,000 | 234 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 27 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $72,038,000 | 225 |
Notional value of interest rate swaps | $72,038,000 | 170 |
Futures and forward contracts | $0 | 407 |
Written option contracts | $0 | 497 |
Purchased option contracts | NA | NA |
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. | $0 | 177 |
Notional value of other swaps | $0 | 87 |
Futures and forward contracts | $0 | 30 |
Written option contracts | $0 | 127 |
Purchased option contracts | $0 | 93 |
2005-12-31 | Rank | |
Derivatives | $72,038,000 | 229 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $72,038,000 | 219 |
Notional value of interest rate swaps | $72,038,000 | 178 |
Futures and forward contracts | $0 | 388 |
Written option contracts | $0 | 465 |
Purchased option contracts | NA | NA |
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. | $0 | 170 |
Notional value of other swaps | $0 | 84 |
Futures and forward contracts | $0 | 29 |
Written option contracts | $0 | 117 |
Purchased option contracts | $0 | 94 |
2005-09-30 | Rank | |
Derivatives | $22,038,000 | 342 |
Notional amount of credit derivatives | $0 | 39 |
Bank is guarantor | $0 | 28 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $22,038,000 | 333 |
Notional value of interest rate swaps | $2,038,000 | 322 |
Futures and forward contracts | $20,000,000 | 121 |
Written option contracts | $0 | 439 |
Purchased option contracts | NA | NA |
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. | $0 | 166 |
Notional value of other swaps | $0 | 76 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 118 |
Purchased option contracts | $0 | 91 |
2005-06-30 | Rank | |
Derivatives | $0 | 866 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $0 | 738 |
Notional value of interest rate swaps | $0 | 331 |
Futures and forward contracts | $0 | 325 |
Written option contracts | $0 | 424 |
Purchased option contracts | NA | NA |
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. | $0 | 163 |
Notional value of other swaps | $0 | 79 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 117 |
Purchased option contracts | $0 | 88 |
2005-03-31 | Rank | |
Derivatives | $0 | 790 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $0 | 669 |
Notional value of interest rate swaps | $0 | 328 |
Futures and forward contracts | $0 | 283 |
Written option contracts | $0 | 342 |
Purchased option contracts | NA | NA |
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. | $0 | 152 |
Notional value of other swaps | $0 | 80 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 113 |
Purchased option contracts | $0 | 84 |
2004-12-31 | Rank | |
Derivatives | $0 | 774 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $0 | 659 |
Notional value of interest rate swaps | $0 | 335 |
Futures and forward contracts | $0 | 272 |
Written option contracts | $0 | 340 |
Purchased option contracts | NA | NA |
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. | $0 | 147 |
Notional value of other swaps | $0 | 78 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 110 |
Purchased option contracts | $0 | 79 |
2004-09-30 | Rank | |
Derivatives | $0 | 770 |
Notional amount of credit derivatives | $0 | 36 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $0 | 656 |
Notional value of interest rate swaps | $0 | 341 |
Futures and forward contracts | $0 | 268 |
Written option contracts | $0 | 334 |
Purchased option contracts | NA | NA |
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. | $0 | 148 |
Notional value of other swaps | $0 | 75 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 112 |
Purchased option contracts | $0 | 76 |
2004-06-30 | Rank | |
Derivatives | $0 | 740 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $0 | 628 |
Notional value of interest rate swaps | $0 | 338 |
Futures and forward contracts | $0 | 251 |
Written option contracts | $0 | 309 |
Purchased option contracts | NA | NA |
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. | $0 | 141 |
Notional value of other swaps | $0 | 74 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 108 |
Purchased option contracts | $0 | 75 |
2004-03-31 | Rank | |
Derivatives | $0 | 699 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $0 | 586 |
Notional value of interest rate swaps | $0 | 325 |
Futures and forward contracts | $0 | 237 |
Written option contracts | $0 | 273 |
Purchased option contracts | NA | NA |
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. | $0 | 134 |
Notional value of other swaps | $0 | 71 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 102 |
Purchased option contracts | $0 | 71 |
2003-12-31 | Rank | |
Derivatives | $0 | 665 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 29 |
Interest rate contracts | $0 | 562 |
Notional value of interest rate swaps | $0 | 330 |
Futures and forward contracts | $0 | 228 |
Written option contracts | $0 | 251 |
Purchased option contracts | NA | NA |
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. | $0 | 131 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 99 |
Purchased option contracts | $0 | 71 |
2003-09-30 | Rank | |
Derivatives | $0 | 666 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 28 |
Interest rate contracts | $0 | 560 |
Notional value of interest rate swaps | $0 | 328 |
Futures and forward contracts | $0 | 219 |
Written option contracts | $0 | 233 |
Purchased option contracts | NA | NA |
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. | $0 | 134 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 101 |
Purchased option contracts | $0 | 70 |
2003-06-30 | Rank | |
Derivatives | $0 | 623 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $0 | 523 |
Notional value of interest rate swaps | $0 | 315 |
Futures and forward contracts | $0 | 197 |
Written option contracts | $0 | 209 |
Purchased option contracts | NA | NA |
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. | $0 | 130 |
Notional value of other swaps | $0 | 68 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 96 |
Purchased option contracts | $0 | 64 |
2003-03-31 | Rank | |
Derivatives | $0 | 578 |
Notional amount of credit derivatives | $0 | 33 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $0 | 481 |
Notional value of interest rate swaps | $0 | 307 |
Futures and forward contracts | $0 | 175 |
Written option contracts | $0 | 168 |
Purchased option contracts | NA | NA |
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. | $0 | 123 |
Notional value of other swaps | $0 | 65 |
Futures and forward contracts | $0 | 12 |
Written option contracts | $0 | 86 |
Purchased option contracts | $0 | 62 |
2002-12-31 | Rank | |
Derivatives | $0 | 527 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 21 |
Interest rate contracts | $0 | 444 |
Notional value of interest rate swaps | $0 | 294 |
Futures and forward contracts | $0 | 158 |
Written option contracts | $0 | 138 |
Purchased option contracts | NA | NA |
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. | $0 | 109 |
Notional value of other swaps | $0 | 53 |
Futures and forward contracts | $0 | 11 |
Written option contracts | $0 | 75 |
Purchased option contracts | $0 | 59 |
2001-12-31 | Rank | |
Derivatives | $0 | 450 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 24 |
Interest rate contracts | $0 | 395 |
Notional value of interest rate swaps | $0 | 263 |
Futures and forward contracts | $0 | 140 |
Written option contracts | $0 | 91 |
Purchased option contracts | NA | NA |
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. | $0 | 73 |
Notional value of other swaps | $0 | 28 |
Futures and forward contracts | $0 | 11 |
Written option contracts | $0 | 44 |
Purchased option contracts | $0 | 38 |
2000-12-31 | Rank | |
Derivatives | $0 | 481 |
Notional amount of credit derivatives | $0 | 31 |
Bank is guarantor | $0 | 24 |
Bank is beneficiary | $0 | 19 |
Interest rate contracts | $0 | 427 |
Notional value of interest rate swaps | $0 | 286 |
Futures and forward contracts | $0 | 127 |
Written option contracts | $0 | 98 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 134 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 125 |
Spot foreign exchange rate contracts | $0 | 90 |
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 | $0 | 488 |
Notional amount of credit derivatives | $0 | 27 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 15 |
Interest rate contracts | $0 | 447 |
Notional value of interest rate swaps | $0 | 316 |
Futures and forward contracts | $0 | 135 |
Written option contracts | $0 | 99 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 125 |
Notional value of exchange swaps | $0 | 38 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 120 |
Spot foreign exchange rate contracts | $0 | 87 |
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 | $0 | 527 |
Notional amount of credit derivatives | $0 | 24 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 16 |
Interest rate contracts | $0 | 487 |
Notional value of interest rate swaps | $0 | 331 |
Futures and forward contracts | $0 | 151 |
Written option contracts | $0 | 98 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 135 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 127 |
Spot foreign exchange rate contracts | $0 | 101 |
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 | $0 | 533 |
Notional amount of credit derivatives | $0 | 18 |
Bank is guarantor | $0 | 16 |
Bank is beneficiary | $0 | 11 |
Interest rate contracts | $0 | 492 |
Notional value of interest rate swaps | $0 | 323 |
Futures and forward contracts | $0 | 177 |
Written option contracts | $0 | 109 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 150 |
Notional value of exchange swaps | $0 | 37 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 140 |
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 | $0 | 549 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 508 |
Notional value of interest rate swaps | $0 | 389 |
Futures and forward contracts | $0 | 134 |
Written option contracts | $0 | 132 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 170 |
Notional value of exchange swaps | $0 | 36 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 162 |
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 | $0 | 628 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 577 |
Notional value of interest rate swaps | $0 | 470 |
Futures and forward contracts | $0 | 149 |
Written option contracts | $0 | 132 |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | $0 | 190 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 183 |
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 | NA | NA |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | NA | NA |
Notional value of interest rate swaps | $0 | 530 |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | NA | NA |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 196 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
Contracts on other commodities and equities. | NA | NA |
Notional value of other swaps | NA | NA |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
1993-12-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | NA | NA |
Notional value of interest rate swaps | $0 | 543 |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | NA | NA |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 212 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
Contracts on other commodities and equities. | NA | NA |
Notional value of other swaps | NA | NA |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
1992-12-31 | Rank | |
Derivatives | NA | NA |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | NA | NA |
Notional value of interest rate swaps | $0 | 497 |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
Foreign exchange rate contracts | NA | NA |
Notional value of exchange swaps | NA | NA |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 237 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |
Contracts on other commodities and equities. | NA | NA |
Notional value of other swaps | NA | NA |
Futures and forward contracts | NA | NA |
Written option contracts | NA | NA |
Purchased option contracts | NA | NA |