Home > Pacific Coast Bankers' Bank > Derivatives
Pacific Coast Bankers' Bank, Derivatives
2023-12-31 | Rank | |
Derivatives | $13,061,529,000 | 50 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 157 |
Bank is beneficiary | $0 | 135 |
Interest rate contracts | $13,060,581,000 | 47 |
Notional value of interest rate swaps | $13,060,581,000 | 41 |
Futures and forward contracts | $0 | 331 |
Written option contracts | $0 | 338 |
Purchased option contracts | $0 | 175 |
Foreign exchange rate contracts | $948,000 | 114 |
Notional value of exchange swaps | $0 | 76 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $12,797,291,000 | 50 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 149 |
Bank is beneficiary | $0 | 128 |
Interest rate contracts | $12,796,343,000 | 49 |
Notional value of interest rate swaps | $12,796,343,000 | 42 |
Futures and forward contracts | $0 | 343 |
Written option contracts | $0 | 349 |
Purchased option contracts | $0 | 171 |
Foreign exchange rate contracts | $948,000 | 118 |
Notional value of exchange swaps | $0 | 78 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $12,730,684,000 | 50 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 141 |
Bank is beneficiary | $0 | 122 |
Interest rate contracts | $12,729,736,000 | 49 |
Notional value of interest rate swaps | $12,729,736,000 | 42 |
Futures and forward contracts | $0 | 341 |
Written option contracts | $0 | 347 |
Purchased option contracts | $0 | 173 |
Foreign exchange rate contracts | $948,000 | 113 |
Notional value of exchange swaps | $0 | 78 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $12,438,312,000 | 50 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $0 | 80 |
Interest rate contracts | $12,437,364,000 | 48 |
Notional value of interest rate swaps | $12,437,364,000 | 42 |
Futures and forward contracts | $0 | 320 |
Written option contracts | $0 | 350 |
Purchased option contracts | $0 | 150 |
Foreign exchange rate contracts | $948,000 | 73 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $12,650,238,000 | 49 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 101 |
Bank is beneficiary | $0 | 78 |
Interest rate contracts | $12,649,290,000 | 47 |
Notional value of interest rate swaps | $12,649,290,000 | 43 |
Futures and forward contracts | $0 | 316 |
Written option contracts | $0 | 347 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $948,000 | 75 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $13,085,005,000 | 50 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 99 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $13,084,057,000 | 47 |
Notional value of interest rate swaps | $13,084,057,000 | 42 |
Futures and forward contracts | $0 | 333 |
Written option contracts | $0 | 357 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $948,000 | 76 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $13,284,746,000 | 49 |
Notional amount of credit derivatives | $0 | 107 |
Bank is guarantor | $0 | 97 |
Bank is beneficiary | $0 | 75 |
Interest rate contracts | $13,283,798,000 | 46 |
Notional value of interest rate swaps | $13,283,798,000 | 42 |
Futures and forward contracts | $0 | 346 |
Written option contracts | $0 | 368 |
Purchased option contracts | $0 | 133 |
Foreign exchange rate contracts | $948,000 | 76 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $13,754,349,000 | 47 |
Notional amount of credit derivatives | $0 | 109 |
Bank is guarantor | $0 | 98 |
Bank is beneficiary | $0 | 75 |
Interest rate contracts | $13,753,401,000 | 43 |
Notional value of interest rate swaps | $13,753,401,000 | 40 |
Futures and forward contracts | $0 | 353 |
Written option contracts | $0 | 376 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $948,000 | 76 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $13,915,482,000 | 45 |
Notional amount of credit derivatives | $0 | 106 |
Bank is guarantor | $0 | 95 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $13,914,936,000 | 44 |
Notional value of interest rate swaps | $13,914,936,000 | 40 |
Futures and forward contracts | $0 | 356 |
Written option contracts | $0 | 385 |
Purchased option contracts | $0 | 140 |
Foreign exchange rate contracts | $546,000 | 77 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $13,913,246,000 | 46 |
Notional amount of credit derivatives | $0 | 113 |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $0 | 79 |
Interest rate contracts | $13,912,338,000 | 44 |
Notional value of interest rate swaps | $13,912,338,000 | 41 |
Futures and forward contracts | $0 | 380 |
Written option contracts | $0 | 409 |
Purchased option contracts | $0 | 144 |
Foreign exchange rate contracts | $908,000 | 78 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $13,851,101,000 | 45 |
Notional amount of credit derivatives | $0 | 113 |
Bank is guarantor | $0 | 103 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $13,850,813,000 | 44 |
Notional value of interest rate swaps | $13,850,813,000 | 41 |
Futures and forward contracts | $0 | 385 |
Written option contracts | $0 | 416 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $288,000 | 83 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $13,764,961,000 | 45 |
Notional amount of credit derivatives | $0 | 114 |
Bank is guarantor | $0 | 104 |
Bank is beneficiary | $0 | 78 |
Interest rate contracts | $13,764,818,000 | 42 |
Notional value of interest rate swaps | $13,764,818,000 | 39 |
Futures and forward contracts | $0 | 381 |
Written option contracts | $0 | 413 |
Purchased option contracts | $0 | 144 |
Foreign exchange rate contracts | $143,000 | 84 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $13,393,029,000 | 42 |
Notional amount of credit derivatives | $0 | 108 |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $0 | 78 |
Interest rate contracts | $13,392,809,000 | 39 |
Notional value of interest rate swaps | $13,366,809,000 | 37 |
Futures and forward contracts | $0 | 391 |
Written option contracts | $13,000,000 | 296 |
Purchased option contracts | $13,000,000 | 125 |
Foreign exchange rate contracts | $220,000 | 85 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $12,351,047,000 | 46 |
Notional amount of credit derivatives | $0 | 105 |
Bank is guarantor | $0 | 96 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $12,351,047,000 | 44 |
Notional value of interest rate swaps | $12,325,047,000 | 39 |
Futures and forward contracts | $0 | 395 |
Written option contracts | $13,000,000 | 312 |
Purchased option contracts | $13,000,000 | 118 |
Foreign exchange rate contracts | $0 | 84 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $11,468,645,000 | 48 |
Notional amount of credit derivatives | $0 | 101 |
Bank is guarantor | $0 | 91 |
Bank is beneficiary | $0 | 74 |
Interest rate contracts | $11,468,645,000 | 47 |
Notional value of interest rate swaps | $11,442,645,000 | 40 |
Futures and forward contracts | $0 | 397 |
Written option contracts | $13,000,000 | 303 |
Purchased option contracts | $13,000,000 | 117 |
Foreign exchange rate contracts | $0 | 86 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $9,986,665,000 | 50 |
Notional amount of credit derivatives | $0 | 99 |
Bank is guarantor | $0 | 89 |
Bank is beneficiary | $0 | 73 |
Interest rate contracts | $9,986,665,000 | 49 |
Notional value of interest rate swaps | $9,960,665,000 | 43 |
Futures and forward contracts | $0 | 399 |
Written option contracts | $13,000,000 | 301 |
Purchased option contracts | $13,000,000 | 108 |
Foreign exchange rate contracts | $0 | 90 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $8,228,280,000 | 51 |
Notional amount of credit derivatives | $0 | 96 |
Bank is guarantor | $0 | 88 |
Bank is beneficiary | $0 | 69 |
Interest rate contracts | $8,228,036,000 | 50 |
Notional value of interest rate swaps | $8,202,036,000 | 45 |
Futures and forward contracts | $0 | 410 |
Written option contracts | $13,000,000 | 233 |
Purchased option contracts | $13,000,000 | 99 |
Foreign exchange rate contracts | $244,000 | 82 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $7,026,356,000 | 57 |
Notional amount of credit derivatives | $0 | 91 |
Bank is guarantor | $0 | 84 |
Bank is beneficiary | $0 | 69 |
Interest rate contracts | $7,026,356,000 | 53 |
Notional value of interest rate swaps | $7,000,356,000 | 48 |
Futures and forward contracts | $0 | 437 |
Written option contracts | $13,000,000 | 267 |
Purchased option contracts | $13,000,000 | 100 |
Foreign exchange rate contracts | $0 | 90 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $6,367,745,000 | 58 |
Notional amount of credit derivatives | $0 | 91 |
Bank is guarantor | $0 | 85 |
Bank is beneficiary | $0 | 66 |
Interest rate contracts | $6,367,745,000 | 54 |
Notional value of interest rate swaps | $6,281,745,000 | 48 |
Futures and forward contracts | $0 | 473 |
Written option contracts | $43,000,000 | 183 |
Purchased option contracts | $43,000,000 | 87 |
Foreign exchange rate contracts | $0 | 91 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $5,955,834,000 | 56 |
Notional amount of credit derivatives | $0 | 90 |
Bank is guarantor | $0 | 83 |
Bank is beneficiary | $0 | 65 |
Interest rate contracts | $5,955,834,000 | 55 |
Notional value of interest rate swaps | $5,869,834,000 | 48 |
Futures and forward contracts | $0 | 474 |
Written option contracts | $43,000,000 | 150 |
Purchased option contracts | $43,000,000 | 83 |
Foreign exchange rate contracts | $0 | 99 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $5,698,036,000 | 54 |
Notional amount of credit derivatives | $0 | 89 |
Bank is guarantor | $0 | 81 |
Bank is beneficiary | $0 | 66 |
Interest rate contracts | $5,698,036,000 | 53 |
Notional value of interest rate swaps | $5,612,036,000 | 48 |
Futures and forward contracts | $0 | 475 |
Written option contracts | $43,000,000 | 129 |
Purchased option contracts | $43,000,000 | 80 |
Foreign exchange rate contracts | $0 | 97 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $5,201,771,000 | 61 |
Notional amount of credit derivatives | $0 | 88 |
Bank is guarantor | $0 | 80 |
Bank is beneficiary | $0 | 61 |
Interest rate contracts | $5,201,771,000 | 58 |
Notional value of interest rate swaps | $5,175,771,000 | 49 |
Futures and forward contracts | $0 | 495 |
Written option contracts | $13,000,000 | 240 |
Purchased option contracts | $13,000,000 | 104 |
Foreign exchange rate contracts | $0 | 100 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $4,806,396,000 | 61 |
Notional amount of credit derivatives | $0 | 88 |
Bank is guarantor | $0 | 81 |
Bank is beneficiary | $0 | 61 |
Interest rate contracts | $4,806,396,000 | 58 |
Notional value of interest rate swaps | $4,780,396,000 | 49 |
Futures and forward contracts | $0 | 505 |
Written option contracts | $13,000,000 | 250 |
Purchased option contracts | $13,000,000 | 104 |
Foreign exchange rate contracts | $0 | 100 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
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 | $4,480,974,000 | 62 |
Notional amount of credit derivatives | $0 | 84 |
Bank is guarantor | $0 | 77 |
Bank is beneficiary | $0 | 58 |
Interest rate contracts | $4,480,445,000 | 59 |
Notional value of interest rate swaps | $4,480,445,000 | 48 |
Futures and forward contracts | $0 | 505 |
Written option contracts | $0 | 533 |
Purchased option contracts | $0 | 129 |
Foreign exchange rate contracts | $529,000 | 102 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $529,000 | 96 |
Spot foreign exchange rate contracts | $529,000 | 63 |
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 | $4,347,125,000 | 61 |
Notional amount of credit derivatives | $0 | 80 |
Bank is guarantor | $0 | 72 |
Bank is beneficiary | $0 | 60 |
Interest rate contracts | $4,346,943,000 | 58 |
Notional value of interest rate swaps | $4,346,943,000 | 48 |
Futures and forward contracts | $0 | 512 |
Written option contracts | $0 | 541 |
Purchased option contracts | $0 | 124 |
Foreign exchange rate contracts | $182,000 | 109 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $182,000 | 103 |
Spot foreign exchange rate contracts | $182,000 | 70 |
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 | $4,316,573,000 | 61 |
Notional amount of credit derivatives | $0 | 77 |
Bank is guarantor | $0 | 71 |
Bank is beneficiary | $0 | 57 |
Interest rate contracts | $4,316,306,000 | 58 |
Notional value of interest rate swaps | $4,316,306,000 | 48 |
Futures and forward contracts | $0 | 521 |
Written option contracts | $0 | 557 |
Purchased option contracts | $0 | 124 |
Foreign exchange rate contracts | $267,000 | 104 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $267,000 | 97 |
Spot foreign exchange rate contracts | $267,000 | 66 |
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 | $4,218,464,000 | 63 |
Notional amount of credit derivatives | $0 | 76 |
Bank is guarantor | $0 | 69 |
Bank is beneficiary | $0 | 54 |
Interest rate contracts | $4,218,005,000 | 60 |
Notional value of interest rate swaps | $4,217,649,000 | 48 |
Futures and forward contracts | $0 | 544 |
Written option contracts | $178,000 | 563 |
Purchased option contracts | $178,000 | 128 |
Foreign exchange rate contracts | $459,000 | 101 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $459,000 | 94 |
Spot foreign exchange rate contracts | $459,000 | 67 |
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 | $4,196,501,000 | 62 |
Notional amount of credit derivatives | $0 | 72 |
Bank is guarantor | $0 | 64 |
Bank is beneficiary | $0 | 55 |
Interest rate contracts | $4,196,178,000 | 59 |
Notional value of interest rate swaps | $4,195,472,000 | 47 |
Futures and forward contracts | $0 | 542 |
Written option contracts | $353,000 | 551 |
Purchased option contracts | $353,000 | 128 |
Foreign exchange rate contracts | $323,000 | 99 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $323,000 | 92 |
Spot foreign exchange rate contracts | $323,000 | 63 |
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 | $3,935,629,000 | 60 |
Notional amount of credit derivatives | $0 | 71 |
Bank is guarantor | $0 | 63 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $3,935,461,000 | 56 |
Notional value of interest rate swaps | $3,934,409,000 | 45 |
Futures and forward contracts | $0 | 852 |
Written option contracts | $526,000 | 815 |
Purchased option contracts | $526,000 | 150 |
Foreign exchange rate contracts | $168,000 | 100 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $168,000 | 94 |
Spot foreign exchange rate contracts | $168,000 | 67 |
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 | $3,812,362,000 | 60 |
Notional amount of credit derivatives | $0 | 68 |
Bank is guarantor | $0 | 60 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $3,812,177,000 | 59 |
Notional value of interest rate swaps | $3,810,783,000 | 46 |
Futures and forward contracts | $0 | 878 |
Written option contracts | $697,000 | 818 |
Purchased option contracts | $697,000 | 150 |
Foreign exchange rate contracts | $185,000 | 99 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $185,000 | 93 |
Spot foreign exchange rate contracts | $185,000 | 64 |
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 | $3,436,656,000 | 64 |
Notional amount of credit derivatives | $0 | 71 |
Bank is guarantor | $0 | 61 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $3,436,080,000 | 62 |
Notional value of interest rate swaps | $3,434,350,000 | 49 |
Futures and forward contracts | $0 | 866 |
Written option contracts | $865,000 | 781 |
Purchased option contracts | $865,000 | 164 |
Foreign exchange rate contracts | $576,000 | 100 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $576,000 | 95 |
Spot foreign exchange rate contracts | $576,000 | 60 |
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 | $3,273,181,000 | 61 |
Notional amount of credit derivatives | $0 | 66 |
Bank is guarantor | $0 | 56 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $3,273,171,000 | 59 |
Notional value of interest rate swaps | $3,271,107,000 | 49 |
Futures and forward contracts | $0 | 840 |
Written option contracts | $1,032,000 | 723 |
Purchased option contracts | $1,032,000 | 158 |
Foreign exchange rate contracts | $10,000 | 111 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $10,000 | 106 |
Spot foreign exchange rate contracts | $10,000 | 80 |
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 | $3,118,173,000 | 59 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 55 |
Bank is beneficiary | $0 | 48 |
Interest rate contracts | $3,118,172,000 | 58 |
Notional value of interest rate swaps | $3,115,780,000 | 49 |
Futures and forward contracts | $0 | 833 |
Written option contracts | $1,196,000 | 636 |
Purchased option contracts | $1,196,000 | 155 |
Foreign exchange rate contracts | $1,000 | 113 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,000 | 108 |
Spot foreign exchange rate contracts | $1,000 | 81 |
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 | $2,961,429,000 | 63 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 54 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $2,961,184,000 | 60 |
Notional value of interest rate swaps | $2,958,466,000 | 51 |
Futures and forward contracts | $0 | 850 |
Written option contracts | $1,359,000 | 636 |
Purchased option contracts | $1,359,000 | 153 |
Foreign exchange rate contracts | $245,000 | 106 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $245,000 | 101 |
Spot foreign exchange rate contracts | $245,000 | 66 |
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 | $2,937,540,000 | 67 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 53 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $2,937,390,000 | 64 |
Notional value of interest rate swaps | $2,884,352,000 | 53 |
Futures and forward contracts | $0 | 844 |
Written option contracts | $26,519,000 | 228 |
Purchased option contracts | $26,519,000 | 85 |
Foreign exchange rate contracts | $150,000 | 109 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $150,000 | 104 |
Spot foreign exchange rate contracts | $150,000 | 70 |
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 | $2,776,518,000 | 68 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 52 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $2,776,106,000 | 64 |
Notional value of interest rate swaps | $2,722,752,000 | 53 |
Futures and forward contracts | $0 | 828 |
Written option contracts | $26,677,000 | 223 |
Purchased option contracts | $26,677,000 | 86 |
Foreign exchange rate contracts | $412,000 | 108 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $412,000 | 103 |
Spot foreign exchange rate contracts | $412,000 | 63 |
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 | $2,787,965,000 | 66 |
Notional amount of credit derivatives | $0 | 63 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $2,787,670,000 | 63 |
Notional value of interest rate swaps | $2,734,002,000 | 53 |
Futures and forward contracts | $0 | 802 |
Written option contracts | $26,834,000 | 174 |
Purchased option contracts | $26,834,000 | 84 |
Foreign exchange rate contracts | $295,000 | 106 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $295,000 | 101 |
Spot foreign exchange rate contracts | $295,000 | 63 |
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 | $2,815,737,000 | 66 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $2,815,590,000 | 63 |
Notional value of interest rate swaps | $2,761,512,000 | 52 |
Futures and forward contracts | $0 | 795 |
Written option contracts | $27,039,000 | 172 |
Purchased option contracts | $27,039,000 | 83 |
Foreign exchange rate contracts | $147,000 | 110 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $147,000 | 105 |
Spot foreign exchange rate contracts | $147,000 | 67 |
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 | $2,745,298,000 | 66 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 49 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $2,745,148,000 | 62 |
Notional value of interest rate swaps | $2,690,868,000 | 53 |
Futures and forward contracts | $0 | 816 |
Written option contracts | $27,140,000 | 176 |
Purchased option contracts | $27,140,000 | 80 |
Foreign exchange rate contracts | $150,000 | 111 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $150,000 | 104 |
Spot foreign exchange rate contracts | $150,000 | 69 |
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 | $2,695,752,000 | 65 |
Notional amount of credit derivatives | $0 | 62 |
Bank is guarantor | $0 | 47 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $2,695,484,000 | 60 |
Notional value of interest rate swaps | $2,640,802,000 | 52 |
Futures and forward contracts | $0 | 790 |
Written option contracts | $27,341,000 | 156 |
Purchased option contracts | $27,341,000 | 79 |
Foreign exchange rate contracts | $268,000 | 108 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $268,000 | 101 |
Spot foreign exchange rate contracts | $268,000 | 66 |
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 | $2,662,797,000 | 63 |
Notional amount of credit derivatives | $0 | 59 |
Bank is guarantor | $0 | 44 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $2,662,753,000 | 59 |
Notional value of interest rate swaps | $2,607,777,000 | 52 |
Futures and forward contracts | $0 | 792 |
Written option contracts | $27,488,000 | 143 |
Purchased option contracts | $27,488,000 | 75 |
Foreign exchange rate contracts | $44,000 | 109 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $44,000 | 102 |
Spot foreign exchange rate contracts | $44,000 | 71 |
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 | $2,627,909,000 | 63 |
Notional amount of credit derivatives | $0 | 58 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $2,627,778,000 | 61 |
Notional value of interest rate swaps | $2,572,606,000 | 50 |
Futures and forward contracts | $0 | 831 |
Written option contracts | $27,586,000 | 164 |
Purchased option contracts | $27,586,000 | 79 |
Foreign exchange rate contracts | $131,000 | 109 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $131,000 | 101 |
Spot foreign exchange rate contracts | $131,000 | 68 |
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 | $2,464,170,000 | 66 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $2,464,059,000 | 62 |
Notional value of interest rate swaps | $2,408,599,000 | 50 |
Futures and forward contracts | $0 | 826 |
Written option contracts | $27,730,000 | 219 |
Purchased option contracts | $27,730,000 | 74 |
Foreign exchange rate contracts | $111,000 | 112 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $111,000 | 105 |
Spot foreign exchange rate contracts | $111,000 | 69 |
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 | $2,223,102,000 | 66 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $2,222,624,000 | 62 |
Notional value of interest rate swaps | $2,159,378,000 | 53 |
Futures and forward contracts | $0 | 809 |
Written option contracts | $35,373,000 | 189 |
Purchased option contracts | $27,873,000 | 79 |
Foreign exchange rate contracts | $478,000 | 102 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $478,000 | 95 |
Spot foreign exchange rate contracts | $478,000 | 60 |
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 | $2,088,068,000 | 67 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $2,087,927,000 | 64 |
Notional value of interest rate swaps | $2,020,399,000 | 54 |
Futures and forward contracts | $0 | 782 |
Written option contracts | $39,514,000 | 186 |
Purchased option contracts | $28,014,000 | 84 |
Foreign exchange rate contracts | $141,000 | 100 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $141,000 | 94 |
Spot foreign exchange rate contracts | $141,000 | 63 |
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 | $2,048,841,000 | 71 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $2,048,674,000 | 66 |
Notional value of interest rate swaps | $1,974,916,000 | 55 |
Futures and forward contracts | $0 | 769 |
Written option contracts | $44,654,000 | 185 |
Purchased option contracts | $29,104,000 | 83 |
Foreign exchange rate contracts | $167,000 | 99 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $167,000 | 93 |
Spot foreign exchange rate contracts | $167,000 | 66 |
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 | $2,456,769,000 | 62 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 34 |
Interest rate contracts | $2,456,633,000 | 59 |
Notional value of interest rate swaps | $2,337,651,000 | 49 |
Futures and forward contracts | $0 | 741 |
Written option contracts | $77,741,000 | 131 |
Purchased option contracts | $41,241,000 | 75 |
Foreign exchange rate contracts | $136,000 | 105 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $136,000 | 99 |
Spot foreign exchange rate contracts | $136,000 | 66 |
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 | $3,286,913,000 | 54 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $3,286,757,000 | 53 |
Notional value of interest rate swaps | $3,166,255,000 | 43 |
Futures and forward contracts | $0 | 728 |
Written option contracts | $76,626,000 | 114 |
Purchased option contracts | $43,876,000 | 72 |
Foreign exchange rate contracts | $156,000 | 97 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $156,000 | 91 |
Spot foreign exchange rate contracts | $156,000 | 62 |
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 | $4,111,007,000 | 47 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $4,110,935,000 | 44 |
Notional value of interest rate swaps | $3,985,163,000 | 39 |
Futures and forward contracts | $0 | 659 |
Written option contracts | $80,261,000 | 88 |
Purchased option contracts | $45,511,000 | 62 |
Foreign exchange rate contracts | $72,000 | 98 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $72,000 | 92 |
Spot foreign exchange rate contracts | $72,000 | 67 |
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 | $4,754,417,000 | 45 |
Notional amount of credit derivatives | $0 | 46 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $4,754,292,000 | 43 |
Notional value of interest rate swaps | $4,628,556,000 | 38 |
Futures and forward contracts | $0 | 648 |
Written option contracts | $80,093,000 | 98 |
Purchased option contracts | $45,643,000 | 64 |
Foreign exchange rate contracts | $125,000 | 95 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $125,000 | 89 |
Spot foreign exchange rate contracts | $125,000 | 67 |
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 | $5,380,812,000 | 44 |
Notional amount of credit derivatives | $0 | 45 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $5,380,740,000 | 42 |
Notional value of interest rate swaps | $5,232,494,000 | 37 |
Futures and forward contracts | $0 | 628 |
Written option contracts | $88,473,000 | 67 |
Purchased option contracts | $59,773,000 | 54 |
Foreign exchange rate contracts | $72,000 | 96 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $72,000 | 88 |
Spot foreign exchange rate contracts | $72,000 | 66 |
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 | $5,879,535,000 | 44 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $5,879,503,000 | 41 |
Notional value of interest rate swaps | $5,718,999,000 | 36 |
Futures and forward contracts | $0 | 610 |
Written option contracts | $92,102,000 | 60 |
Purchased option contracts | $68,402,000 | 52 |
Foreign exchange rate contracts | $32,000 | 97 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $32,000 | 88 |
Spot foreign exchange rate contracts | $32,000 | 64 |
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 | $6,214,013,000 | 44 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $6,213,975,000 | 40 |
Notional value of interest rate swaps | $6,038,515,000 | 35 |
Futures and forward contracts | $0 | 635 |
Written option contracts | $86,230,000 | 68 |
Purchased option contracts | $89,230,000 | 49 |
Foreign exchange rate contracts | $38,000 | 100 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $38,000 | 90 |
Spot foreign exchange rate contracts | $38,000 | 61 |
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 | $6,324,873,000 | 45 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $6,324,738,000 | 42 |
Notional value of interest rate swaps | $6,157,326,000 | 37 |
Futures and forward contracts | $0 | 630 |
Written option contracts | $79,206,000 | 103 |
Purchased option contracts | $88,206,000 | 46 |
Foreign exchange rate contracts | $135,000 | 95 |
Notional value of exchange swaps | $0 | 36 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $135,000 | 86 |
Spot foreign exchange rate contracts | $135,000 | 60 |
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 | $6,359,144,000 | 44 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $6,358,875,000 | 41 |
Notional value of interest rate swaps | $6,258,215,000 | 37 |
Futures and forward contracts | $0 | 592 |
Written option contracts | $50,330,000 | 98 |
Purchased option contracts | $50,330,000 | 55 |
Foreign exchange rate contracts | $269,000 | 96 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $269,000 | 86 |
Spot foreign exchange rate contracts | $269,000 | 56 |
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 | $6,451,727,000 | 44 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $6,451,659,000 | 42 |
Notional value of interest rate swaps | $6,359,755,000 | 37 |
Futures and forward contracts | $0 | 580 |
Written option contracts | $45,952,000 | 92 |
Purchased option contracts | $45,952,000 | 57 |
Foreign exchange rate contracts | $68,000 | 98 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $68,000 | 90 |
Spot foreign exchange rate contracts | $68,000 | 64 |
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 | $6,442,382,000 | 41 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $6,442,355,000 | 39 |
Notional value of interest rate swaps | $6,359,755,000 | 35 |
Futures and forward contracts | $0 | 570 |
Written option contracts | $47,486,000 | 90 |
Purchased option contracts | $35,114,000 | 64 |
Foreign exchange rate contracts | $27,000 | 95 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $27,000 | 89 |
Spot foreign exchange rate contracts | $27,000 | 64 |
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 | $6,456,513,000 | 43 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $6,456,513,000 | 41 |
Notional value of interest rate swaps | $6,406,833,000 | 38 |
Futures and forward contracts | $0 | 590 |
Written option contracts | $31,026,000 | 121 |
Purchased option contracts | $18,654,000 | 92 |
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 | $6,850,333,000 | 45 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $6,850,333,000 | 43 |
Notional value of interest rate swaps | $6,828,339,000 | 39 |
Futures and forward contracts | $0 | 609 |
Written option contracts | $4,811,000 | 360 |
Purchased option contracts | $17,183,000 | 93 |
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 | $6,765,170,000 | 45 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 38 |
Interest rate contracts | $6,765,170,000 | 43 |
Notional value of interest rate swaps | $6,742,530,000 | 39 |
Futures and forward contracts | $0 | 582 |
Written option contracts | $11,320,000 | 295 |
Purchased option contracts | $11,320,000 | 103 |
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 | $6,911,486,000 | 45 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 40 |
Interest rate contracts | $6,911,486,000 | 44 |
Notional value of interest rate swaps | $6,888,442,000 | 38 |
Futures and forward contracts | $0 | 537 |
Written option contracts | $11,522,000 | 236 |
Purchased option contracts | $11,522,000 | 105 |
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 | $6,749,288,000 | 46 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $6,749,288,000 | 43 |
Notional value of interest rate swaps | $6,724,648,000 | 38 |
Futures and forward contracts | $0 | 517 |
Written option contracts | $12,320,000 | 155 |
Purchased option contracts | $12,320,000 | 115 |
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 | $6,924,920,000 | 47 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $6,924,920,000 | 45 |
Notional value of interest rate swaps | $6,899,494,000 | 41 |
Futures and forward contracts | $0 | 487 |
Written option contracts | $12,713,000 | 156 |
Purchased option contracts | $12,713,000 | 120 |
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 | $6,972,105,000 | 46 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $6,972,105,000 | 44 |
Notional value of interest rate swaps | $6,845,511,000 | 40 |
Futures and forward contracts | $0 | 496 |
Written option contracts | $63,297,000 | 75 |
Purchased option contracts | $63,297,000 | 69 |
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 | $6,870,749,000 | 46 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $6,870,749,000 | 42 |
Notional value of interest rate swaps | $6,743,005,000 | 38 |
Futures and forward contracts | $0 | 454 |
Written option contracts | $63,872,000 | 60 |
Purchased option contracts | $63,872,000 | 71 |
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. | $0 | 157 |
Notional value of other swaps | $0 | 79 |
Futures and forward contracts | $0 | 22 |
Written option contracts | $0 | 111 |
Purchased option contracts | $0 | 82 |
2007-09-30 | Rank | |
Derivatives | $6,513,780,000 | 49 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 35 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $6,513,780,000 | 44 |
Notional value of interest rate swaps | $6,384,902,000 | 40 |
Futures and forward contracts | $0 | 443 |
Written option contracts | $64,439,000 | 63 |
Purchased option contracts | $64,439,000 | 78 |
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. | $0 | 170 |
Notional value of other swaps | $0 | 83 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 124 |
Purchased option contracts | $0 | 86 |
2007-06-30 | Rank | |
Derivatives | $4,440,469,000 | 56 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $4,440,469,000 | 51 |
Notional value of interest rate swaps | $4,310,615,000 | 47 |
Futures and forward contracts | $0 | 460 |
Written option contracts | $64,927,000 | 71 |
Purchased option contracts | $64,927,000 | 80 |
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. | $0 | 163 |
Notional value of other swaps | $0 | 82 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 118 |
Purchased option contracts | $0 | 83 |
2007-03-31 | Rank | |
Derivatives | $2,533,400,000 | 60 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $2,533,400,000 | 57 |
Notional value of interest rate swaps | $2,402,360,000 | 52 |
Futures and forward contracts | $0 | 444 |
Written option contracts | $65,520,000 | 68 |
Purchased option contracts | $65,520,000 | 76 |
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. | $0 | 169 |
Notional value of other swaps | $0 | 83 |
Futures and forward contracts | $0 | 26 |
Written option contracts | $0 | 123 |
Purchased option contracts | $0 | 88 |
2006-12-31 | Rank | |
Derivatives | $1,520,939,000 | 80 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $1,520,939,000 | 77 |
Notional value of interest rate swaps | $1,400,927,000 | 66 |
Futures and forward contracts | $0 | 427 |
Written option contracts | $60,006,000 | 71 |
Purchased option contracts | $60,006,000 | 78 |
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. | $0 | 165 |
Notional value of other swaps | $0 | 84 |
Futures and forward contracts | $0 | 26 |
Written option contracts | $0 | 122 |
Purchased option contracts | $0 | 86 |
2006-09-30 | Rank | |
Derivatives | $805,409,000 | 96 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $805,409,000 | 91 |
Notional value of interest rate swaps | $693,137,000 | 81 |
Futures and forward contracts | $0 | 430 |
Written option contracts | $56,136,000 | 75 |
Purchased option contracts | $56,136,000 | 77 |
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. | $0 | 173 |
Notional value of other swaps | $0 | 85 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 130 |
Purchased option contracts | $0 | 92 |
2006-06-30 | Rank | |
Derivatives | $165,753,000 | 170 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 26 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $165,753,000 | 163 |
Notional value of interest rate swaps | $156,889,000 | 135 |
Futures and forward contracts | $0 | 416 |
Written option contracts | $4,432,000 | 262 |
Purchased option contracts | $4,432,000 | 161 |
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. | $0 | 172 |
Notional value of other swaps | $0 | 88 |
Futures and forward contracts | $0 | 29 |
Written option contracts | $0 | 124 |
Purchased option contracts | $0 | 90 |
2006-03-31 | Rank | |
Derivatives | $98,419,000 | 212 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 27 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $98,419,000 | 205 |
Notional value of interest rate swaps | $89,555,000 | 156 |
Futures and forward contracts | $0 | 407 |
Written option contracts | $4,432,000 | 257 |
Purchased option contracts | $4,432,000 | 156 |
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 | $46,595,000 | 267 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $46,595,000 | 258 |
Notional value of interest rate swaps | $37,731,000 | 201 |
Futures and forward contracts | $0 | 388 |
Written option contracts | $4,432,000 | 220 |
Purchased option contracts | $4,432,000 | 145 |
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 | $28,864,000 | 307 |
Notional amount of credit derivatives | $0 | 39 |
Bank is guarantor | $0 | 28 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $28,864,000 | 299 |
Notional value of interest rate swaps | $20,000,000 | 230 |
Futures and forward contracts | $0 | 355 |
Written option contracts | $4,432,000 | 243 |
Purchased option contracts | $4,432,000 | 131 |
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 | $28,864,000 | 298 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $28,864,000 | 292 |
Notional value of interest rate swaps | $20,000,000 | 230 |
Futures and forward contracts | $0 | 325 |
Written option contracts | $4,432,000 | 233 |
Purchased option contracts | $4,432,000 | 108 |
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 | $8,864,000 | 420 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $8,864,000 | 401 |
Notional value of interest rate swaps | $0 | 328 |
Futures and forward contracts | $0 | 283 |
Written option contracts | $4,432,000 | 184 |
Purchased option contracts | $4,432,000 | 110 |
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 | $8,864,000 | 403 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $8,864,000 | 385 |
Notional value of interest rate swaps | $0 | 335 |
Futures and forward contracts | $0 | 272 |
Written option contracts | $4,432,000 | 166 |
Purchased option contracts | $4,432,000 | 105 |
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 | $0 | 120 |
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 | $0 | 123 |
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 | $0 | 122 |
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 | $0 | 125 |
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 | $0 | 130 |
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 | $0 | 134 |
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 | $0 | 139 |
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 | $0 | 146 |
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 | $0 | 176 |
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 | $0 | 204 |
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 | $0 | 208 |
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 | $0 | 228 |
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 | $0 | 240 |
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 |