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PNC Bank, Derivatives

2021-12-31Rank
Derivatives$522,346,213,00010
Notional amount of credit derivatives$11,681,774,0006
Bank is guarantor$7,535,153,0006
Bank is beneficiary$4,146,621,0008
Interest rate contracts$469,590,542,0008
Notional value of interest rate swaps$411,045,402,0006
Futures and forward contracts$15,611,405,00011
Written option contracts$15,401,520,0007
Purchased option contracts$27,532,215,0007
Foreign exchange rate contracts$21,959,162,00013
Notional value of exchange swaps$2,691,682,00015
Commitments to purchase foreign currencies & U.S. dollar exchange$18,706,603,00011
Spot foreign exchange rate contracts$1,329,692,00011
Written option contracts$301,536,00014
Purchased option contracts$259,341,00015
Contracts on other commodities and equities.$19,114,735,00010
Notional value of other swaps$15,986,983,0008
Futures and forward contracts$020
Written option contracts$1,563,876,00013
Purchased option contracts$1,563,876,00013
2021-09-30Rank
Derivatives$500,404,339,00010
Notional amount of credit derivatives$12,325,370,0006
Bank is guarantor$7,948,998,0006
Bank is beneficiary$4,376,372,0008
Interest rate contracts$446,775,806,0008
Notional value of interest rate swaps$378,956,121,0006
Futures and forward contracts$20,352,415,00010
Written option contracts$17,069,266,0007
Purchased option contracts$30,398,004,0007
Foreign exchange rate contracts$21,412,672,00012
Notional value of exchange swaps$2,292,307,00015
Commitments to purchase foreign currencies & U.S. dollar exchange$18,354,525,00011
Spot foreign exchange rate contracts$2,070,285,00011
Written option contracts$411,916,00012
Purchased option contracts$353,924,00014
Contracts on other commodities and equities.$19,890,491,00010
Notional value of other swaps$16,654,491,0007
Futures and forward contracts$019
Written option contracts$1,618,000,00012
Purchased option contracts$1,618,000,00011
2021-06-30Rank
Derivatives$479,462,934,00011
Notional amount of credit derivatives$11,570,689,0007
Bank is guarantor$7,039,153,0006
Bank is beneficiary$4,531,536,0008
Interest rate contracts$427,975,338,0008
Notional value of interest rate swaps$371,998,107,0006
Futures and forward contracts$15,271,994,00016
Written option contracts$14,522,247,0007
Purchased option contracts$26,182,990,0007
Foreign exchange rate contracts$20,172,961,00014
Notional value of exchange swaps$2,119,244,00014
Commitments to purchase foreign currencies & U.S. dollar exchange$17,212,551,00012
Spot foreign exchange rate contracts$1,053,090,00013
Written option contracts$451,764,00012
Purchased option contracts$389,402,00013
Contracts on other commodities and equities.$19,743,946,00010
Notional value of other swaps$16,308,680,0006
Futures and forward contracts$019
Written option contracts$1,717,633,00011
Purchased option contracts$1,717,633,00010
2021-03-31Rank
Derivatives$467,314,500,00010
Notional amount of credit derivatives$11,565,039,0007
Bank is guarantor$7,075,432,0007
Bank is beneficiary$4,489,607,0008
Interest rate contracts$418,320,715,0007
Notional value of interest rate swaps$361,032,901,0006
Futures and forward contracts$24,321,817,00010
Written option contracts$14,059,115,0008
Purchased option contracts$18,906,882,0009
Foreign exchange rate contracts$20,113,233,00013
Notional value of exchange swaps$1,933,268,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$17,351,475,00012
Spot foreign exchange rate contracts$926,558,00014
Written option contracts$440,705,00011
Purchased option contracts$387,785,00012
Contracts on other commodities and equities.$17,315,513,0009
Notional value of other swaps$14,068,335,0005
Futures and forward contracts$019
Written option contracts$1,623,589,00010
Purchased option contracts$1,623,589,0009
2020-12-31Rank
Derivatives$473,046,219,00010
Notional amount of credit derivatives$11,256,115,0007
Bank is guarantor$6,907,859,0007
Bank is beneficiary$4,348,256,0008
Interest rate contracts$424,937,617,0008
Notional value of interest rate swaps$385,841,765,0007
Futures and forward contracts$13,547,115,00014
Written option contracts$10,077,245,00011
Purchased option contracts$15,471,492,00011
Foreign exchange rate contracts$20,666,286,00012
Notional value of exchange swaps$2,088,947,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$17,783,702,00012
Spot foreign exchange rate contracts$1,223,417,00012
Written option contracts$415,844,00012
Purchased option contracts$377,793,00014
Contracts on other commodities and equities.$16,186,201,0009
Notional value of other swaps$13,416,303,0006
Futures and forward contracts$018
Written option contracts$1,384,949,00011
Purchased option contracts$1,384,949,00010
2020-09-30Rank
Derivatives$479,321,414,00010
Notional amount of credit derivatives$11,087,891,0008
Bank is guarantor$7,299,007,0007
Bank is beneficiary$3,788,884,0008
Interest rate contracts$434,526,073,0008
Notional value of interest rate swaps$388,686,648,0007
Futures and forward contracts$16,039,361,00013
Written option contracts$10,954,056,00010
Purchased option contracts$18,846,008,0009
Foreign exchange rate contracts$18,451,492,00012
Notional value of exchange swaps$2,273,019,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$15,363,250,00012
Spot foreign exchange rate contracts$800,714,00013
Written option contracts$424,487,00013
Purchased option contracts$390,736,00013
Contracts on other commodities and equities.$15,255,958,0009
Notional value of other swaps$12,214,390,0007
Futures and forward contracts$018
Written option contracts$1,520,784,0009
Purchased option contracts$1,520,784,0008
2020-06-30Rank
Derivatives$482,924,824,00010
Notional amount of credit derivatives$11,110,357,0009
Bank is guarantor$7,550,021,0007
Bank is beneficiary$3,560,336,00010
Interest rate contracts$438,340,570,0008
Notional value of interest rate swaps$387,530,367,0007
Futures and forward contracts$18,083,886,00013
Written option contracts$11,117,847,00010
Purchased option contracts$21,608,470,0008
Foreign exchange rate contracts$18,284,824,00012
Notional value of exchange swaps$2,183,142,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$15,179,355,00012
Spot foreign exchange rate contracts$759,079,00012
Written option contracts$472,433,00012
Purchased option contracts$449,894,00012
Contracts on other commodities and equities.$15,189,073,0009
Notional value of other swaps$11,538,319,0007
Futures and forward contracts$018
Written option contracts$1,825,377,0009
Purchased option contracts$1,825,377,0008
2020-03-31Rank
Derivatives$491,595,423,00010
Notional amount of credit derivatives$10,737,818,0009
Bank is guarantor$7,485,843,0007
Bank is beneficiary$3,251,975,00011
Interest rate contracts$444,709,955,0008
Notional value of interest rate swaps$382,425,537,0007
Futures and forward contracts$27,882,988,00011
Written option contracts$12,011,329,0009
Purchased option contracts$22,390,101,0008
Foreign exchange rate contracts$21,607,901,00012
Notional value of exchange swaps$2,183,849,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$18,001,136,00011
Spot foreign exchange rate contracts$683,148,00015
Written option contracts$735,400,00011
Purchased option contracts$687,516,00011
Contracts on other commodities and equities.$14,539,749,00010
Notional value of other swaps$10,506,301,0008
Futures and forward contracts$018
Written option contracts$2,016,724,0009
Purchased option contracts$2,016,724,0008
2019-12-31Rank
Derivatives$449,031,895,00010
Notional amount of credit derivatives$10,845,192,0007
Bank is guarantor$7,606,049,0007
Bank is beneficiary$3,239,143,00011
Interest rate contracts$401,202,085,0008
Notional value of interest rate swaps$363,057,792,0007
Futures and forward contracts$11,422,444,00015
Written option contracts$9,906,196,0009
Purchased option contracts$16,815,653,00010
Foreign exchange rate contracts$21,332,365,00012
Notional value of exchange swaps$2,679,884,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$17,197,015,00011
Spot foreign exchange rate contracts$541,250,00013
Written option contracts$735,719,00011
Purchased option contracts$719,747,00011
Contracts on other commodities and equities.$15,652,253,0009
Notional value of other swaps$11,449,667,0008
Futures and forward contracts$019
Written option contracts$2,101,293,0009
Purchased option contracts$2,101,293,0008
2019-09-30Rank
Derivatives$450,283,243,00010
Notional amount of credit derivatives$10,202,763,0007
Bank is guarantor$7,039,664,0007
Bank is beneficiary$3,163,099,00011
Interest rate contracts$405,102,017,0008
Notional value of interest rate swaps$356,493,326,0007
Futures and forward contracts$15,931,015,00014
Written option contracts$11,647,504,0009
Purchased option contracts$21,030,172,0008
Foreign exchange rate contracts$20,560,730,00012
Notional value of exchange swaps$2,205,706,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$16,895,422,00011
Spot foreign exchange rate contracts$1,156,228,00011
Written option contracts$745,947,00011
Purchased option contracts$713,655,00012
Contracts on other commodities and equities.$14,417,733,0009
Notional value of other swaps$10,338,025,0007
Futures and forward contracts$019
Written option contracts$2,030,104,0009
Purchased option contracts$2,049,604,0008
2019-06-30Rank
Derivatives$431,018,745,00010
Notional amount of credit derivatives$10,347,726,0007
Bank is guarantor$7,241,784,0007
Bank is beneficiary$3,105,942,00011
Interest rate contracts$388,854,080,0008
Notional value of interest rate swaps$343,822,177,0007
Futures and forward contracts$11,690,803,00016
Written option contracts$11,218,492,0009
Purchased option contracts$22,122,608,0008
Foreign exchange rate contracts$20,152,488,00012
Notional value of exchange swaps$2,346,850,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$16,470,721,00011
Spot foreign exchange rate contracts$1,473,216,00011
Written option contracts$685,032,00012
Purchased option contracts$649,885,00012
Contracts on other commodities and equities.$11,664,451,00010
Notional value of other swaps$10,117,027,0007
Futures and forward contracts$017
Written option contracts$773,712,00012
Purchased option contracts$773,712,00011
2019-03-31Rank
Derivatives$407,387,550,00010
Notional amount of credit derivatives$9,718,873,0007
Bank is guarantor$6,734,990,0007
Bank is beneficiary$2,983,883,00011
Interest rate contracts$368,022,307,0008
Notional value of interest rate swaps$324,239,737,0007
Futures and forward contracts$9,943,738,00013
Written option contracts$10,662,879,0009
Purchased option contracts$23,175,953,0008
Foreign exchange rate contracts$18,426,032,00012
Notional value of exchange swaps$2,181,869,00014
Commitments to purchase foreign currencies & U.S. dollar exchange$14,993,809,00012
Spot foreign exchange rate contracts$771,106,00011
Written option contracts$652,029,00011
Purchased option contracts$598,325,00012
Contracts on other commodities and equities.$11,220,338,0009
Notional value of other swaps$9,833,190,0007
Futures and forward contracts$017
Written option contracts$693,574,00012
Purchased option contracts$693,574,00011
2018-12-31Rank
Derivatives$397,803,948,00010
Notional amount of credit derivatives$8,541,529,0007
Bank is guarantor$6,035,910,0007
Bank is beneficiary$2,505,619,00010
Interest rate contracts$359,395,343,0007
Notional value of interest rate swaps$315,634,427,0007
Futures and forward contracts$15,416,379,00011
Written option contracts$10,010,639,0009
Purchased option contracts$18,333,898,0008
Foreign exchange rate contracts$19,233,363,00012
Notional value of exchange swaps$2,044,302,00014
Commitments to purchase foreign currencies & U.S. dollar exchange$15,787,035,00012
Spot foreign exchange rate contracts$842,407,00011
Written option contracts$725,209,00011
Purchased option contracts$676,817,00011
Contracts on other commodities and equities.$10,633,713,0009
Notional value of other swaps$9,215,113,0007
Futures and forward contracts$016
Written option contracts$709,300,00011
Purchased option contracts$709,300,00010
2018-09-30Rank
Derivatives$462,777,637,0009
Notional amount of credit derivatives$8,549,219,0008
Bank is guarantor$5,932,520,0007
Bank is beneficiary$2,616,699,00010
Interest rate contracts$424,455,967,0007
Notional value of interest rate swaps$344,910,331,0007
Futures and forward contracts$52,549,846,0008
Written option contracts$10,320,095,0009
Purchased option contracts$16,675,695,0009
Foreign exchange rate contracts$18,545,324,00012
Notional value of exchange swaps$1,280,185,00017
Commitments to purchase foreign currencies & U.S. dollar exchange$15,300,156,00012
Spot foreign exchange rate contracts$1,277,407,00011
Written option contracts$999,564,0009
Purchased option contracts$965,419,00010
Contracts on other commodities and equities.$11,227,127,0009
Notional value of other swaps$9,723,913,0007
Futures and forward contracts$017
Written option contracts$751,607,00010
Purchased option contracts$751,607,0009
2018-06-30Rank
Derivatives$477,226,608,0009
Notional amount of credit derivatives$7,891,541,0008
Bank is guarantor$4,819,579,0007
Bank is beneficiary$3,071,962,0008
Interest rate contracts$438,516,417,0007
Notional value of interest rate swaps$346,329,305,0007
Futures and forward contracts$63,235,670,0007
Written option contracts$10,702,669,0008
Purchased option contracts$18,248,773,0008
Foreign exchange rate contracts$20,117,600,00012
Notional value of exchange swaps$1,281,890,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$16,781,943,00012
Spot foreign exchange rate contracts$951,460,00011
Written option contracts$1,049,073,0009
Purchased option contracts$1,004,694,0009
Contracts on other commodities and equities.$10,701,050,0009
Notional value of other swaps$9,085,910,0008
Futures and forward contracts$017
Written option contracts$807,570,00010
Purchased option contracts$807,570,0009
2018-03-31Rank
Derivatives$444,580,314,0009
Notional amount of credit derivatives$6,563,350,0008
Bank is guarantor$3,871,226,0008
Bank is beneficiary$2,692,124,0008
Interest rate contracts$406,278,827,0007
Notional value of interest rate swaps$317,281,808,0007
Futures and forward contracts$62,521,834,0008
Written option contracts$9,713,998,00010
Purchased option contracts$16,761,187,0009
Foreign exchange rate contracts$22,334,601,00012
Notional value of exchange swaps$1,023,594,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$19,369,708,00012
Spot foreign exchange rate contracts$545,240,00012
Written option contracts$987,639,0009
Purchased option contracts$953,660,0009
Contracts on other commodities and equities.$9,403,536,0009
Notional value of other swaps$8,316,284,0008
Futures and forward contracts$016
Written option contracts$543,626,00013
Purchased option contracts$543,626,00012
2017-12-31Rank
Derivatives$421,890,164,0009
Notional amount of credit derivatives$6,316,285,0008
Bank is guarantor$3,614,465,0008
Bank is beneficiary$2,701,820,0008
Interest rate contracts$386,058,679,0007
Notional value of interest rate swaps$304,755,205,0007
Futures and forward contracts$59,032,388,0007
Written option contracts$9,584,122,00010
Purchased option contracts$12,686,964,0009
Foreign exchange rate contracts$21,460,766,00012
Notional value of exchange swaps$884,898,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$18,236,200,00012
Spot foreign exchange rate contracts$803,751,00011
Written option contracts$1,180,438,0009
Purchased option contracts$1,159,230,0009
Contracts on other commodities and equities.$8,054,434,0009
Notional value of other swaps$7,186,954,0008
Futures and forward contracts$016
Written option contracts$433,740,00014
Purchased option contracts$433,740,00013
2017-09-30Rank
Derivatives$429,339,242,0009
Notional amount of credit derivatives$6,973,502,0008
Bank is guarantor$3,863,953,0007
Bank is beneficiary$3,109,549,0009
Interest rate contracts$396,950,304,0007
Notional value of interest rate swaps$300,169,839,0007
Futures and forward contracts$49,855,148,0009
Written option contracts$19,280,684,0008
Purchased option contracts$27,644,633,0008
Foreign exchange rate contracts$18,873,455,00012
Notional value of exchange swaps$315,712,00020
Commitments to purchase foreign currencies & U.S. dollar exchange$16,864,122,00012
Spot foreign exchange rate contracts$1,135,162,00012
Written option contracts$863,647,0009
Purchased option contracts$829,974,0009
Contracts on other commodities and equities.$6,541,981,00010
Notional value of other swaps$5,897,647,0008
Futures and forward contracts$016
Written option contracts$322,167,00015
Purchased option contracts$322,167,00014
2017-06-30Rank
Derivatives$456,807,812,00010
Notional amount of credit derivatives$6,616,174,0008
Bank is guarantor$3,926,216,0007
Bank is beneficiary$2,689,958,0009
Interest rate contracts$426,533,792,0007
Notional value of interest rate swaps$298,347,646,0007
Futures and forward contracts$53,746,879,0009
Written option contracts$33,067,915,0007
Purchased option contracts$41,371,352,0007
Foreign exchange rate contracts$17,882,297,00012
Notional value of exchange swaps$365,749,00021
Commitments to purchase foreign currencies & U.S. dollar exchange$15,736,318,00012
Spot foreign exchange rate contracts$1,001,416,00012
Written option contracts$893,143,0009
Purchased option contracts$887,087,0009
Contracts on other commodities and equities.$5,775,549,0009
Notional value of other swaps$5,220,123,0007
Futures and forward contracts$016
Written option contracts$277,713,00016
Purchased option contracts$277,713,00015
2017-03-31Rank
Derivatives$421,905,013,00010
Notional amount of credit derivatives$6,351,232,0008
Bank is guarantor$4,036,463,0007
Bank is beneficiary$2,314,769,0009
Interest rate contracts$393,857,370,0007
Notional value of interest rate swaps$281,416,362,0007
Futures and forward contracts$45,388,265,0009
Written option contracts$30,348,695,0007
Purchased option contracts$36,704,048,0007
Foreign exchange rate contracts$16,340,756,00012
Notional value of exchange swaps$367,903,00020
Commitments to purchase foreign currencies & U.S. dollar exchange$14,394,580,00012
Spot foreign exchange rate contracts$815,922,00012
Written option contracts$797,812,00010
Purchased option contracts$780,461,00010
Contracts on other commodities and equities.$5,355,655,0009
Notional value of other swaps$4,757,181,0007
Futures and forward contracts$016
Written option contracts$299,237,00016
Purchased option contracts$299,237,00015
2016-12-31Rank
Derivatives$413,194,464,00010
Notional amount of credit derivatives$6,725,421,0008
Bank is guarantor$4,253,812,0007
Bank is beneficiary$2,471,609,0009
Interest rate contracts$384,785,114,0007
Notional value of interest rate swaps$279,918,030,0007
Futures and forward contracts$53,515,429,0009
Written option contracts$22,330,864,0007
Purchased option contracts$29,020,791,0007
Foreign exchange rate contracts$17,344,011,00012
Notional value of exchange swaps$477,629,00017
Commitments to purchase foreign currencies & U.S. dollar exchange$15,132,386,00012
Spot foreign exchange rate contracts$1,380,040,00012
Written option contracts$869,315,0009
Purchased option contracts$864,681,0009
Contracts on other commodities and equities.$4,339,918,00010
Notional value of other swaps$3,834,756,0008
Futures and forward contracts$017
Written option contracts$252,581,00016
Purchased option contracts$252,581,00015
2016-09-30Rank
Derivatives$351,813,807,00010
Notional amount of credit derivatives$6,447,638,0008
Bank is guarantor$3,886,676,0007
Bank is beneficiary$2,560,962,0009
Interest rate contracts$325,393,739,0008
Notional value of interest rate swaps$266,912,566,0007
Futures and forward contracts$37,581,137,00010
Written option contracts$9,129,784,00010
Purchased option contracts$11,770,252,00010
Foreign exchange rate contracts$16,124,801,00012
Notional value of exchange swaps$482,355,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$14,330,846,00012
Spot foreign exchange rate contracts$771,072,00012
Written option contracts$669,626,00010
Purchased option contracts$641,974,00011
Contracts on other commodities and equities.$3,847,629,00010
Notional value of other swaps$3,434,155,0007
Futures and forward contracts$017
Written option contracts$206,737,00016
Purchased option contracts$206,737,00015
2016-06-30Rank
Derivatives$360,904,030,00010
Notional amount of credit derivatives$6,342,951,0008
Bank is guarantor$3,726,812,0007
Bank is beneficiary$2,616,139,0009
Interest rate contracts$335,399,417,0008
Notional value of interest rate swaps$267,577,956,0008
Futures and forward contracts$28,779,782,00012
Written option contracts$19,437,170,0008
Purchased option contracts$19,604,509,0008
Foreign exchange rate contracts$15,908,405,00012
Notional value of exchange swaps$435,714,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$13,987,706,00012
Spot foreign exchange rate contracts$1,080,803,00012
Written option contracts$755,280,00011
Purchased option contracts$729,705,00011
Contracts on other commodities and equities.$3,253,257,00011
Notional value of other swaps$2,960,917,0007
Futures and forward contracts$018
Written option contracts$146,170,00019
Purchased option contracts$146,170,00018
2016-03-31Rank
Derivatives$371,697,096,00010
Notional amount of credit derivatives$5,847,590,0007
Bank is guarantor$3,229,564,0008
Bank is beneficiary$2,618,026,0009
Interest rate contracts$347,832,589,0008
Notional value of interest rate swaps$259,875,250,0008
Futures and forward contracts$44,600,703,0009
Written option contracts$21,277,674,0008
Purchased option contracts$22,078,962,0008
Foreign exchange rate contracts$15,339,736,00012
Notional value of exchange swaps$443,651,00015
Commitments to purchase foreign currencies & U.S. dollar exchange$13,684,676,00012
Spot foreign exchange rate contracts$1,088,564,00012
Written option contracts$616,902,00011
Purchased option contracts$594,507,00011
Contracts on other commodities and equities.$2,677,181,00011
Notional value of other swaps$2,659,075,0007
Futures and forward contracts$020
Written option contracts$9,053,00030
Purchased option contracts$9,053,00028
2015-12-31Rank
Derivatives$352,855,097,00010
Notional amount of credit derivatives$5,117,456,0007
Bank is guarantor$2,490,675,0008
Bank is beneficiary$2,626,781,0008
Interest rate contracts$330,399,960,0008
Notional value of interest rate swaps$254,486,093,0008
Futures and forward contracts$45,852,385,0009
Written option contracts$12,723,155,0008
Purchased option contracts$17,338,327,0008
Foreign exchange rate contracts$14,735,256,00014
Notional value of exchange swaps$450,792,00014
Commitments to purchase foreign currencies & U.S. dollar exchange$13,022,527,00012
Spot foreign exchange rate contracts$1,066,725,00011
Written option contracts$634,460,00012
Purchased option contracts$627,477,00012
Contracts on other commodities and equities.$2,602,425,00012
Notional value of other swaps$2,602,425,0007
Futures and forward contracts$020
Written option contracts$050
Purchased option contracts$045
2015-09-30Rank
Derivatives$370,980,661,00010
Notional amount of credit derivatives$5,228,403,0008
Bank is guarantor$2,752,517,0008
Bank is beneficiary$2,475,886,0009
Interest rate contracts$348,019,959,0008
Notional value of interest rate swaps$248,946,928,0008
Futures and forward contracts$55,914,056,0008
Written option contracts$21,245,298,0008
Purchased option contracts$21,913,677,0008
Foreign exchange rate contracts$15,664,617,00014
Notional value of exchange swaps$466,381,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$13,787,688,00012
Spot foreign exchange rate contracts$1,144,611,00012
Written option contracts$714,627,00013
Purchased option contracts$695,921,00013
Contracts on other commodities and equities.$2,067,682,00015
Notional value of other swaps$2,067,682,00011
Futures and forward contracts$020
Written option contracts$052
Purchased option contracts$044
2015-06-30Rank
Derivatives$375,558,145,00010
Notional amount of credit derivatives$5,173,633,0008
Bank is guarantor$2,669,420,0007
Bank is beneficiary$2,504,213,0009
Interest rate contracts$353,875,575,0008
Notional value of interest rate swaps$243,702,662,0008
Futures and forward contracts$50,221,902,0008
Written option contracts$32,379,954,0008
Purchased option contracts$27,571,057,0008
Foreign exchange rate contracts$14,571,156,00014
Notional value of exchange swaps$468,888,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$12,919,547,00013
Spot foreign exchange rate contracts$1,011,189,00013
Written option contracts$602,252,00015
Purchased option contracts$580,469,00015
Contracts on other commodities and equities.$1,937,781,00015
Notional value of other swaps$1,937,781,00011
Futures and forward contracts$020
Written option contracts$057
Purchased option contracts$042
2015-03-31Rank
Derivatives$361,296,207,00010
Notional amount of credit derivatives$5,158,373,0007
Bank is guarantor$2,626,374,0007
Bank is beneficiary$2,531,999,0009
Interest rate contracts$339,369,753,0008
Notional value of interest rate swaps$240,642,429,0008
Futures and forward contracts$49,464,273,0008
Written option contracts$25,484,624,0008
Purchased option contracts$23,778,427,0008
Foreign exchange rate contracts$14,988,425,00014
Notional value of exchange swaps$1,147,073,00014
Commitments to purchase foreign currencies & U.S. dollar exchange$12,632,515,00013
Spot foreign exchange rate contracts$882,305,00013
Written option contracts$615,152,00015
Purchased option contracts$593,685,00015
Contracts on other commodities and equities.$1,779,656,00017
Notional value of other swaps$1,779,656,00011
Futures and forward contracts$020
Written option contracts$061
Purchased option contracts$045
2014-12-31Rank
Derivatives$346,727,046,00010
Notional amount of credit derivatives$5,233,771,0007
Bank is guarantor$2,796,423,0007
Bank is beneficiary$2,437,348,0009
Interest rate contracts$323,370,012,0008
Notional value of interest rate swaps$236,624,526,0008
Futures and forward contracts$50,716,660,0008
Written option contracts$15,567,580,0008
Purchased option contracts$20,461,246,0008
Foreign exchange rate contracts$16,337,833,00014
Notional value of exchange swaps$1,149,467,00014
Commitments to purchase foreign currencies & U.S. dollar exchange$13,685,604,00013
Spot foreign exchange rate contracts$792,860,00013
Written option contracts$768,996,00012
Purchased option contracts$733,766,00013
Contracts on other commodities and equities.$1,785,430,00017
Notional value of other swaps$1,785,430,00011
Futures and forward contracts$022
Written option contracts$061
Purchased option contracts$046
2014-09-30Rank
Derivatives$347,408,125,00010
Notional amount of credit derivatives$5,615,176,0007
Bank is guarantor$2,862,704,0007
Bank is beneficiary$2,752,472,0008
Interest rate contracts$324,942,566,0008
Notional value of interest rate swaps$231,399,451,0008
Futures and forward contracts$55,433,888,0009
Written option contracts$18,312,709,0009
Purchased option contracts$19,796,518,0009
Foreign exchange rate contracts$15,442,960,00014
Notional value of exchange swaps$1,209,470,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$12,873,972,00013
Spot foreign exchange rate contracts$1,059,419,00012
Written option contracts$696,827,00014
Purchased option contracts$662,691,00014
Contracts on other commodities and equities.$1,407,423,00018
Notional value of other swaps$1,407,423,00011
Futures and forward contracts$024
Written option contracts$068
Purchased option contracts$051
2014-06-30Rank
Derivatives$442,578,250,00010
Notional amount of credit derivatives$5,376,571,0007
Bank is guarantor$2,810,411,0007
Bank is beneficiary$2,566,160,0008
Interest rate contracts$419,762,889,0008
Notional value of interest rate swaps$225,836,919,0008
Futures and forward contracts$56,303,727,0009
Written option contracts$67,959,925,0007
Purchased option contracts$69,662,318,0006
Foreign exchange rate contracts$16,108,935,00014
Notional value of exchange swaps$1,212,690,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$13,292,557,00013
Spot foreign exchange rate contracts$877,005,00012
Written option contracts$809,819,00010
Purchased option contracts$793,869,00011
Contracts on other commodities and equities.$1,329,855,00018
Notional value of other swaps$1,329,855,00012
Futures and forward contracts$023
Written option contracts$072
Purchased option contracts$051
2014-03-31Rank
Derivatives$382,677,398,00010
Notional amount of credit derivatives$4,923,336,0007
Bank is guarantor$2,821,771,0007
Bank is beneficiary$2,101,565,0008
Interest rate contracts$361,171,423,0008
Notional value of interest rate swaps$222,851,933,0008
Futures and forward contracts$54,363,498,0009
Written option contracts$40,421,995,0009
Purchased option contracts$43,533,997,0009
Foreign exchange rate contracts$15,272,166,00014
Notional value of exchange swaps$1,326,972,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$12,487,156,00013
Spot foreign exchange rate contracts$1,294,561,00012
Written option contracts$748,550,00011
Purchased option contracts$709,488,00013
Contracts on other commodities and equities.$1,310,473,00019
Notional value of other swaps$1,310,473,00012
Futures and forward contracts$025
Written option contracts$073
Purchased option contracts$050
2013-12-31Rank
Derivatives$387,868,614,00010
Notional amount of credit derivatives$4,872,117,0007
Bank is guarantor$2,769,798,0007
Bank is beneficiary$2,102,319,0008
Interest rate contracts$366,489,814,0008
Notional value of interest rate swaps$218,820,699,0008
Futures and forward contracts$61,543,976,0009
Written option contracts$48,315,457,0008
Purchased option contracts$37,809,682,0009
Foreign exchange rate contracts$15,262,415,00014
Notional value of exchange swaps$1,359,512,00015
Commitments to purchase foreign currencies & U.S. dollar exchange$12,600,645,00013
Spot foreign exchange rate contracts$574,364,00013
Written option contracts$668,509,00012
Purchased option contracts$633,749,00012
Contracts on other commodities and equities.$1,244,268,00019
Notional value of other swaps$1,244,268,00012
Futures and forward contracts$025
Written option contracts$070
Purchased option contracts$050
2013-09-30Rank
Derivatives$382,300,990,00010
Notional amount of credit derivatives$4,670,766,0008
Bank is guarantor$2,718,892,0007
Bank is beneficiary$1,951,874,0009
Interest rate contracts$362,977,593,0008
Notional value of interest rate swaps$222,535,335,0008
Futures and forward contracts$45,555,052,0009
Written option contracts$46,147,457,0008
Purchased option contracts$48,739,749,0008
Foreign exchange rate contracts$13,591,125,00014
Notional value of exchange swaps$593,299,00017
Commitments to purchase foreign currencies & U.S. dollar exchange$11,824,980,00013
Spot foreign exchange rate contracts$971,905,00011
Written option contracts$581,818,00012
Purchased option contracts$591,028,00012
Contracts on other commodities and equities.$1,061,506,00018
Notional value of other swaps$1,061,506,00011
Futures and forward contracts$027
Written option contracts$072
Purchased option contracts$049
2013-06-30Rank
Derivatives$376,778,522,00010
Notional amount of credit derivatives$3,864,376,0009
Bank is guarantor$2,239,827,0007
Bank is beneficiary$1,624,549,0009
Interest rate contracts$358,562,840,0008
Notional value of interest rate swaps$228,960,355,0008
Futures and forward contracts$65,248,625,0009
Written option contracts$29,465,259,0008
Purchased option contracts$34,888,601,0008
Foreign exchange rate contracts$13,505,795,00014
Notional value of exchange swaps$598,363,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$11,727,259,00013
Spot foreign exchange rate contracts$1,315,313,00012
Written option contracts$605,472,00012
Purchased option contracts$574,701,00013
Contracts on other commodities and equities.$845,511,00019
Notional value of other swaps$845,511,00013
Futures and forward contracts$026
Written option contracts$075
Purchased option contracts$052
2013-03-31Rank
Derivatives$354,417,652,00010
Notional amount of credit derivatives$3,851,823,0009
Bank is guarantor$2,096,536,0007
Bank is beneficiary$1,755,287,00010
Interest rate contracts$337,206,886,0008
Notional value of interest rate swaps$205,134,779,0008
Futures and forward contracts$76,670,622,0008
Written option contracts$24,253,269,0008
Purchased option contracts$31,148,216,0008
Foreign exchange rate contracts$12,671,896,00014
Notional value of exchange swaps$552,128,00018
Commitments to purchase foreign currencies & U.S. dollar exchange$10,872,055,00013
Spot foreign exchange rate contracts$955,603,00012
Written option contracts$637,800,00011
Purchased option contracts$609,913,00011
Contracts on other commodities and equities.$687,047,00022
Notional value of other swaps$655,333,00015
Futures and forward contracts$024
Written option contracts$15,857,00031
Purchased option contracts$15,857,00030
2012-12-31Rank
Derivatives$355,457,900,00010
Notional amount of credit derivatives$3,640,488,0009
Bank is guarantor$2,052,697,0007
Bank is beneficiary$1,587,791,00010
Interest rate contracts$339,449,500,0008
Notional value of interest rate swaps$208,305,291,0008
Futures and forward contracts$70,426,585,0009
Written option contracts$27,214,050,0009
Purchased option contracts$33,503,574,0008
Foreign exchange rate contracts$11,633,710,00014
Notional value of exchange swaps$448,576,00020
Commitments to purchase foreign currencies & U.S. dollar exchange$9,961,119,00013
Spot foreign exchange rate contracts$681,979,00012
Written option contracts$627,968,00011
Purchased option contracts$596,047,00011
Contracts on other commodities and equities.$734,202,00019
Notional value of other swaps$567,696,00015
Futures and forward contracts$021
Written option contracts$83,253,00022
Purchased option contracts$83,253,00021
2012-09-30Rank
Derivatives$384,262,097,00010
Notional amount of credit derivatives$3,468,805,0009
Bank is guarantor$1,769,715,00010
Bank is beneficiary$1,699,090,00010
Interest rate contracts$367,024,569,0008
Notional value of interest rate swaps$227,592,334,0008
Futures and forward contracts$67,370,857,0009
Written option contracts$32,553,586,0008
Purchased option contracts$39,507,792,0008
Foreign exchange rate contracts$13,366,912,00013
Notional value of exchange swaps$383,213,00021
Commitments to purchase foreign currencies & U.S. dollar exchange$11,626,380,00012
Spot foreign exchange rate contracts$1,057,544,00012
Written option contracts$692,476,00011
Purchased option contracts$664,843,00011
Contracts on other commodities and equities.$401,811,00024
Notional value of other swaps$282,785,00017
Futures and forward contracts$022
Written option contracts$57,221,00026
Purchased option contracts$61,805,00025
2012-06-30Rank
Derivatives$393,082,489,00010
Notional amount of credit derivatives$3,415,269,00010
Bank is guarantor$1,647,314,00010
Bank is beneficiary$1,767,955,00010
Interest rate contracts$377,741,219,0008
Notional value of interest rate swaps$224,525,664,0008
Futures and forward contracts$72,557,620,0009
Written option contracts$42,219,076,0008
Purchased option contracts$38,438,859,0008
Foreign exchange rate contracts$11,792,879,00014
Notional value of exchange swaps$336,953,00020
Commitments to purchase foreign currencies & U.S. dollar exchange$10,703,637,00012
Spot foreign exchange rate contracts$851,036,00014
Written option contracts$370,161,00013
Purchased option contracts$382,128,00013
Contracts on other commodities and equities.$133,122,00031
Notional value of other swaps$036
Futures and forward contracts$021
Written option contracts$62,881,00025
Purchased option contracts$70,241,00024
2012-03-31Rank
Derivatives$394,039,854,00010
Notional amount of credit derivatives$3,671,119,00010
Bank is guarantor$1,636,960,00010
Bank is beneficiary$2,034,159,00010
Interest rate contracts$376,225,049,0008
Notional value of interest rate swaps$235,352,347,0008
Futures and forward contracts$74,884,016,0009
Written option contracts$37,581,632,0008
Purchased option contracts$28,407,054,0008
Foreign exchange rate contracts$14,005,337,00014
Notional value of exchange swaps$656,204,00018
Commitments to purchase foreign currencies & U.S. dollar exchange$12,316,321,00012
Spot foreign exchange rate contracts$2,105,498,00011
Written option contracts$490,944,00012
Purchased option contracts$541,868,00011
Contracts on other commodities and equities.$138,349,00030
Notional value of other swaps$036
Futures and forward contracts$023
Written option contracts$65,494,00025
Purchased option contracts$72,855,00023
2011-12-31Rank
Derivatives$390,435,430,00010
Notional amount of credit derivatives$3,562,663,00010
Bank is guarantor$1,661,419,00010
Bank is beneficiary$1,901,244,00010
Interest rate contracts$374,460,737,0008
Notional value of interest rate swaps$237,372,886,0008
Futures and forward contracts$78,783,720,0009
Written option contracts$23,212,564,0009
Purchased option contracts$35,091,567,0008
Foreign exchange rate contracts$12,270,480,00014
Notional value of exchange swaps$601,862,00021
Commitments to purchase foreign currencies & U.S. dollar exchange$10,798,890,00012
Spot foreign exchange rate contracts$705,051,00011
Written option contracts$431,450,00012
Purchased option contracts$438,278,00012
Contracts on other commodities and equities.$141,550,00025
Notional value of other swaps$037
Futures and forward contracts$017
Written option contracts$67,095,00021
Purchased option contracts$74,455,00020
2011-09-30Rank
Derivatives$375,956,191,00010
Notional amount of credit derivatives$3,572,279,0009
Bank is guarantor$1,831,852,0008
Bank is beneficiary$1,740,427,00011
Interest rate contracts$360,610,716,0008
Notional value of interest rate swaps$226,341,009,0008
Futures and forward contracts$72,949,877,00010
Written option contracts$28,557,132,0009
Purchased option contracts$32,762,698,0008
Foreign exchange rate contracts$11,482,203,00013
Notional value of exchange swaps$531,689,00021
Commitments to purchase foreign currencies & U.S. dollar exchange$10,363,976,00012
Spot foreign exchange rate contracts$921,525,00013
Written option contracts$304,793,00014
Purchased option contracts$281,745,00013
Contracts on other commodities and equities.$290,993,00023
Notional value of other swaps$150,000,00018
Futures and forward contracts$018
Written option contracts$67,374,00021
Purchased option contracts$73,619,00020
2011-06-30Rank
Derivatives$338,573,224,00010
Notional amount of credit derivatives$3,748,911,0009
Bank is guarantor$1,890,948,0008
Bank is beneficiary$1,857,963,0009
Interest rate contracts$324,053,297,0009
Notional value of interest rate swaps$224,680,103,0008
Futures and forward contracts$65,011,310,00010
Written option contracts$14,070,025,0009
Purchased option contracts$20,291,859,0009
Foreign exchange rate contracts$10,475,824,00014
Notional value of exchange swaps$248,853,00022
Commitments to purchase foreign currencies & U.S. dollar exchange$9,663,119,00012
Spot foreign exchange rate contracts$975,570,00013
Written option contracts$301,248,00012
Purchased option contracts$262,604,00012
Contracts on other commodities and equities.$295,192,00023
Notional value of other swaps$150,000,00018
Futures and forward contracts$017
Written option contracts$66,813,00022
Purchased option contracts$78,379,00021
2011-03-31Rank
Derivatives$336,983,184,00010
Notional amount of credit derivatives$3,760,791,0009
Bank is guarantor$1,891,380,0008
Bank is beneficiary$1,869,411,0009
Interest rate contracts$322,967,177,0008
Notional value of interest rate swaps$215,113,912,0008
Futures and forward contracts$60,428,310,00010
Written option contracts$18,958,391,0009
Purchased option contracts$28,466,564,0008
Foreign exchange rate contracts$9,960,341,00015
Notional value of exchange swaps$265,156,00022
Commitments to purchase foreign currencies & U.S. dollar exchange$9,211,732,00013
Spot foreign exchange rate contracts$1,148,448,00012
Written option contracts$244,589,00014
Purchased option contracts$238,864,00013
Contracts on other commodities and equities.$294,875,00021
Notional value of other swaps$150,000,00019
Futures and forward contracts$015
Written option contracts$65,889,00022
Purchased option contracts$78,986,00020
2010-12-31Rank
Derivatives$344,949,550,00010
Notional amount of credit derivatives$3,498,772,0009
Bank is guarantor$1,600,446,0008
Bank is beneficiary$1,898,326,0009
Interest rate contracts$333,207,068,0008
Notional value of interest rate swaps$205,233,874,0008
Futures and forward contracts$61,978,015,0009
Written option contracts$28,615,177,0009
Purchased option contracts$37,380,002,0008
Foreign exchange rate contracts$7,945,925,00014
Notional value of exchange swaps$139,159,00023
Commitments to purchase foreign currencies & U.S. dollar exchange$7,254,399,00013
Spot foreign exchange rate contracts$333,020,00015
Written option contracts$270,471,00013
Purchased option contracts$281,896,00012
Contracts on other commodities and equities.$297,785,00021
Notional value of other swaps$150,000,00018
Futures and forward contracts$015
Written option contracts$67,344,00021
Purchased option contracts$80,441,00020
2010-09-30Rank
Derivatives$392,664,652,0009
Notional amount of credit derivatives$3,770,138,0009
Bank is guarantor$1,894,355,0007
Bank is beneficiary$1,875,783,00010
Interest rate contracts$379,830,054,0008
Notional value of interest rate swaps$191,811,027,0008
Futures and forward contracts$66,300,113,0009
Written option contracts$59,304,616,0008
Purchased option contracts$62,414,298,0008
Foreign exchange rate contracts$8,652,992,00013
Notional value of exchange swaps$391,611,00020
Commitments to purchase foreign currencies & U.S. dollar exchange$7,836,224,00012
Spot foreign exchange rate contracts$1,630,128,00010
Written option contracts$205,992,00015
Purchased option contracts$219,165,00014
Contracts on other commodities and equities.$411,468,00020
Notional value of other swaps$150,845,00018
Futures and forward contracts$014
Written option contracts$123,067,00018
Purchased option contracts$137,556,00018
2010-06-30Rank
Derivatives$373,475,497,0009
Notional amount of credit derivatives$4,006,821,0009
Bank is guarantor$2,012,021,0007
Bank is beneficiary$1,994,800,00010
Interest rate contracts$361,369,155,0008
Notional value of interest rate swaps$178,717,096,0008
Futures and forward contracts$67,530,060,0008
Written option contracts$48,487,720,0008
Purchased option contracts$66,634,279,0008
Foreign exchange rate contracts$7,811,109,00015
Notional value of exchange swaps$365,820,00019
Commitments to purchase foreign currencies & U.S. dollar exchange$7,100,038,00013
Spot foreign exchange rate contracts$1,368,909,00011
Written option contracts$166,611,00016
Purchased option contracts$178,640,00014
Contracts on other commodities and equities.$288,412,00021
Notional value of other swaps$100,845,00018
Futures and forward contracts$015
Written option contracts$89,091,00021
Purchased option contracts$98,476,00019
2010-03-31Rank
Derivatives$346,804,715,0009
Notional amount of credit derivatives$4,518,547,0009
Bank is guarantor$2,237,568,0007
Bank is beneficiary$2,280,979,0009
Interest rate contracts$332,585,429,0008
Notional value of interest rate swaps$174,281,693,0008
Futures and forward contracts$68,293,589,0008
Written option contracts$25,990,711,0008
Purchased option contracts$64,019,436,0007
Foreign exchange rate contracts$9,206,493,00014
Notional value of exchange swaps$473,448,00018
Commitments to purchase foreign currencies & U.S. dollar exchange$7,984,743,00012
Spot foreign exchange rate contracts$1,361,520,00010
Written option contracts$366,896,00012
Purchased option contracts$381,406,00010
Contracts on other commodities and equities.$494,246,00021
Notional value of other swaps$150,845,00018
Futures and forward contracts$015
Written option contracts$169,040,00016
Purchased option contracts$174,361,00016
2009-12-31Rank
Derivatives$294,357,946,00010
Notional amount of credit derivatives$4,182,384,00011
Bank is guarantor$2,270,471,0007
Bank is beneficiary$1,911,913,00011
Interest rate contracts$281,787,936,0009
Notional value of interest rate swaps$169,884,846,0009
Futures and forward contracts$48,052,870,0009
Written option contracts$27,209,857,0009
Purchased option contracts$36,640,363,0008
Foreign exchange rate contracts$8,043,670,00014
Notional value of exchange swaps$436,522,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$6,970,594,00013
Spot foreign exchange rate contracts$933,361,00011
Written option contracts$292,160,00014
Purchased option contracts$344,394,00011
Contracts on other commodities and equities.$343,956,00024
Notional value of other swaps$100,845,00023
Futures and forward contracts$014
Written option contracts$118,895,00020
Purchased option contracts$124,216,00019
2009-09-30Rank
Derivatives$154,834,668,00012
Notional amount of credit derivatives$3,592,400,00011
Bank is guarantor$1,578,564,0009
Bank is beneficiary$2,013,836,00011
Interest rate contracts$142,081,578,00011
Notional value of interest rate swaps$118,373,628,00010
Futures and forward contracts$3,013,400,00022
Written option contracts$11,453,514,00011
Purchased option contracts$9,241,036,00011
Foreign exchange rate contracts$8,771,079,00014
Notional value of exchange swaps$367,826,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$7,823,074,00012
Spot foreign exchange rate contracts$1,579,116,00011
Written option contracts$281,886,00013
Purchased option contracts$298,293,00012
Contracts on other commodities and equities.$389,611,00021
Notional value of other swaps$101,330,00023
Futures and forward contracts$017
Written option contracts$141,480,00017
Purchased option contracts$146,801,00018
2009-06-30Rank
Derivatives$139,539,145,00013
Notional amount of credit derivatives$3,922,633,00011
Bank is guarantor$1,674,877,0008
Bank is beneficiary$2,247,756,00011
Interest rate contracts$127,268,752,00011
Notional value of interest rate swaps$107,420,611,00010
Futures and forward contracts$3,449,155,00022
Written option contracts$8,911,563,00011
Purchased option contracts$7,487,423,00012
Foreign exchange rate contracts$7,846,294,00014
Notional value of exchange swaps$355,706,00017
Commitments to purchase foreign currencies & U.S. dollar exchange$7,061,012,00012
Spot foreign exchange rate contracts$1,340,483,00011
Written option contracts$200,812,00016
Purchased option contracts$228,764,00014
Contracts on other commodities and equities.$501,466,00021
Notional value of other swaps$101,330,00023
Futures and forward contracts$016
Written option contracts$200,013,00016
Purchased option contracts$200,123,00014
2009-03-31Rank
Derivatives$144,633,434,00011
Notional amount of credit derivatives$4,499,187,00011
Bank is guarantor$1,954,872,0008
Bank is beneficiary$2,544,315,00011
Interest rate contracts$132,216,745,00010
Notional value of interest rate swaps$111,573,918,00010
Futures and forward contracts$6,317,500,00020
Written option contracts$7,082,560,00013
Purchased option contracts$7,242,767,00011
Foreign exchange rate contracts$7,188,969,00016
Notional value of exchange swaps$345,570,00017
Commitments to purchase foreign currencies & U.S. dollar exchange$6,335,943,00015
Spot foreign exchange rate contracts$956,575,00011
Written option contracts$253,948,00015
Purchased option contracts$253,508,00014
Contracts on other commodities and equities.$728,533,00017
Notional value of other swaps$101,535,00020
Futures and forward contracts$016
Written option contracts$313,444,00013
Purchased option contracts$313,554,00013
2008-12-31Rank
Derivatives$141,572,299,00011
Notional amount of credit derivatives$3,055,000,00012
Bank is guarantor$1,054,500,0009
Bank is beneficiary$2,000,500,00012
Interest rate contracts$131,025,137,00010
Notional value of interest rate swaps$113,160,696,00010
Futures and forward contracts$5,980,000,00021
Written option contracts$6,181,567,00013
Purchased option contracts$5,702,874,00015
Foreign exchange rate contracts$6,478,446,00017
Notional value of exchange swaps$333,371,00018
Commitments to purchase foreign currencies & U.S. dollar exchange$5,398,436,00016
Spot foreign exchange rate contracts$281,101,00016
Written option contracts$366,770,00013
Purchased option contracts$379,869,00012
Contracts on other commodities and equities.$1,013,716,00017
Notional value of other swaps$102,940,00020
Futures and forward contracts$016
Written option contracts$455,333,00013
Purchased option contracts$455,443,00013
2008-09-30Rank
Derivatives$200,058,555,00010
Notional amount of credit derivatives$4,939,500,00011
Bank is guarantor$1,527,000,0007
Bank is beneficiary$3,412,500,00012
Interest rate contracts$184,029,194,0009
Notional value of interest rate swaps$122,677,296,0009
Futures and forward contracts$26,766,000,00010
Written option contracts$18,370,939,0009
Purchased option contracts$16,214,959,00011
Foreign exchange rate contracts$9,930,545,00013
Notional value of exchange swaps$2,077,188,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$7,333,831,00013
Spot foreign exchange rate contracts$1,580,282,00010
Written option contracts$260,306,00016
Purchased option contracts$259,220,00016
Contracts on other commodities and equities.$1,159,316,00016
Notional value of other swaps$104,624,00023
Futures and forward contracts$015
Written option contracts$528,396,00012
Purchased option contracts$526,296,00011
2008-06-30Rank
Derivatives$212,483,348,00011
Notional amount of credit derivatives$5,351,500,0009
Bank is guarantor$1,697,000,0007
Bank is beneficiary$3,654,500,00010
Interest rate contracts$189,894,904,0009
Notional value of interest rate swaps$129,511,552,0008
Futures and forward contracts$22,530,600,00010
Written option contracts$18,945,177,0009
Purchased option contracts$18,907,575,00011
Foreign exchange rate contracts$15,943,037,00012
Notional value of exchange swaps$2,685,971,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$11,073,795,00012
Spot foreign exchange rate contracts$1,790,093,00011
Written option contracts$924,622,0009
Purchased option contracts$1,258,649,0009
Contracts on other commodities and equities.$1,293,907,00017
Notional value of other swaps$105,061,00022
Futures and forward contracts$017
Written option contracts$595,473,00011
Purchased option contracts$593,373,00012
2008-03-31Rank
Derivatives$249,741,881,0009
Notional amount of credit derivatives$5,793,000,0009
Bank is guarantor$1,808,000,0007
Bank is beneficiary$3,985,000,00010
Interest rate contracts$212,392,572,0009
Notional value of interest rate swaps$131,664,529,0008
Futures and forward contracts$26,946,600,00010
Written option contracts$24,942,903,0008
Purchased option contracts$28,838,540,0009
Foreign exchange rate contracts$30,203,550,00011
Notional value of exchange swaps$3,705,740,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$8,356,268,00014
Spot foreign exchange rate contracts$1,036,809,00012
Written option contracts$8,242,341,0006
Purchased option contracts$9,899,201,0006
Contracts on other commodities and equities.$1,352,759,00016
Notional value of other swaps$107,195,00022
Futures and forward contracts$018
Written option contracts$625,553,00011
Purchased option contracts$620,011,00011
2007-12-31Rank
Derivatives$286,259,834,0009
Notional amount of credit derivatives$6,055,500,0009
Bank is guarantor$2,099,500,0007
Bank is beneficiary$3,956,000,00010
Interest rate contracts$258,860,226,0008
Notional value of interest rate swaps$133,017,451,0008
Futures and forward contracts$46,464,100,0009
Written option contracts$41,870,419,0008
Purchased option contracts$37,508,256,0009
Foreign exchange rate contracts$19,484,264,00011
Notional value of exchange swaps$3,454,675,0009
Commitments to purchase foreign currencies & U.S. dollar exchange$7,500,107,00014
Spot foreign exchange rate contracts$706,035,00013
Written option contracts$3,897,516,0008
Purchased option contracts$4,631,966,0008
Contracts on other commodities and equities.$1,859,844,00015
Notional value of other swaps$108,571,00023
Futures and forward contracts$8,000,00014
Written option contracts$874,581,0009
Purchased option contracts$868,692,00010
2007-09-30Rank
Derivatives$262,693,450,0009
Notional amount of credit derivatives$5,495,800,00010
Bank is guarantor$2,062,000,0007
Bank is beneficiary$3,433,800,00010
Interest rate contracts$241,304,476,0008
Notional value of interest rate swaps$130,096,056,0008
Futures and forward contracts$43,453,600,0009
Written option contracts$34,390,202,0008
Purchased option contracts$33,364,618,0009
Foreign exchange rate contracts$14,031,350,00012
Notional value of exchange swaps$2,329,450,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$8,157,588,00013
Spot foreign exchange rate contracts$2,362,175,00011
Written option contracts$2,235,489,0009
Purchased option contracts$1,308,823,0009
Contracts on other commodities and equities.$1,861,824,00015
Notional value of other swaps$114,216,00021
Futures and forward contracts$22,000,00014
Written option contracts$865,097,0009
Purchased option contracts$860,511,00011
2007-06-30Rank
Derivatives$220,922,890,0009
Notional amount of credit derivatives$5,072,550,00010
Bank is guarantor$1,820,500,0007
Bank is beneficiary$3,252,050,00010
Interest rate contracts$203,324,273,0008
Notional value of interest rate swaps$95,867,265,0008
Futures and forward contracts$26,684,100,00010
Written option contracts$41,250,614,0008
Purchased option contracts$39,522,294,0008
Foreign exchange rate contracts$10,599,548,00014
Notional value of exchange swaps$1,056,943,00015
Commitments to purchase foreign currencies & U.S. dollar exchange$6,819,747,00014
Spot foreign exchange rate contracts$1,962,798,00011
Written option contracts$1,164,256,0009
Purchased option contracts$1,558,602,0009
Contracts on other commodities and equities.$1,926,519,00012
Notional value of other swaps$113,120,00020
Futures and forward contracts$45,000,00011
Written option contracts$889,385,0009
Purchased option contracts$879,014,00011
2007-03-31Rank
Derivatives$246,316,835,0009
Notional amount of credit derivatives$3,789,550,00010
Bank is guarantor$1,173,500,0007
Bank is beneficiary$2,616,050,00010
Interest rate contracts$233,226,085,0008
Notional value of interest rate swaps$89,422,083,0009
Futures and forward contracts$32,728,100,00011
Written option contracts$58,248,127,0007
Purchased option contracts$52,827,775,0008
Foreign exchange rate contracts$7,339,733,00015
Notional value of exchange swaps$309,722,00015
Commitments to purchase foreign currencies & U.S. dollar exchange$5,111,825,00015
Spot foreign exchange rate contracts$1,446,806,00012
Written option contracts$981,808,0009
Purchased option contracts$936,378,0009
Contracts on other commodities and equities.$1,961,467,00012
Notional value of other swaps$158,899,00017
Futures and forward contracts$89,000,00011
Written option contracts$863,318,00010
Purchased option contracts$850,250,00011
2006-12-31Rank
Derivatives$232,219,369,0009
Notional amount of credit derivatives$3,791,050,00010
Bank is guarantor$1,071,000,0007
Bank is beneficiary$2,720,050,00010
Interest rate contracts$218,762,206,0008
Notional value of interest rate swaps$86,092,191,0008
Futures and forward contracts$15,971,900,00013
Written option contracts$64,119,560,0007
Purchased option contracts$52,578,555,0008
Foreign exchange rate contracts$7,730,266,00015
Notional value of exchange swaps$748,850,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$4,732,910,00015
Spot foreign exchange rate contracts$723,327,00011
Written option contracts$1,062,484,00010
Purchased option contracts$1,186,022,0009
Contracts on other commodities and equities.$1,935,847,00012
Notional value of other swaps$154,093,00017
Futures and forward contracts$145,000,00010
Written option contracts$827,339,00010
Purchased option contracts$809,415,00011
2006-09-30Rank
Derivatives$179,342,645,00010
Notional amount of credit derivatives$3,390,675,00011
Bank is guarantor$1,188,500,0008
Bank is beneficiary$2,202,175,00010
Interest rate contracts$167,204,695,0009
Notional value of interest rate swaps$81,940,289,0008
Futures and forward contracts$14,640,900,00013
Written option contracts$38,707,793,0009
Purchased option contracts$31,915,713,0008
Foreign exchange rate contracts$6,713,710,00015
Notional value of exchange swaps$277,737,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$5,908,246,00015
Spot foreign exchange rate contracts$990,827,00011
Written option contracts$244,890,00016
Purchased option contracts$282,837,00015
Contracts on other commodities and equities.$2,033,565,00012
Notional value of other swaps$57,403,00020
Futures and forward contracts$203,000,0008
Written option contracts$903,242,00010
Purchased option contracts$869,920,00011
2006-06-30Rank
Derivatives$175,915,645,00010
Notional amount of credit derivatives$2,594,675,00011
Bank is guarantor$889,000,0008
Bank is beneficiary$1,705,675,00011
Interest rate contracts$158,092,881,0009
Notional value of interest rate swaps$81,709,448,0008
Futures and forward contracts$9,257,000,00017
Written option contracts$40,168,273,0009
Purchased option contracts$26,958,160,00010
Foreign exchange rate contracts$13,284,364,00011
Notional value of exchange swaps$424,615,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$7,205,135,00014
Spot foreign exchange rate contracts$613,601,00014
Written option contracts$2,005,654,00010
Purchased option contracts$3,648,960,0009
Contracts on other commodities and equities.$1,943,725,00012
Notional value of other swaps$59,403,00018
Futures and forward contracts$263,000,0008
Written option contracts$826,099,00010
Purchased option contracts$795,223,00011
2006-03-31Rank
Derivatives$166,410,856,00010
Notional amount of credit derivatives$1,764,425,00011
Bank is guarantor$338,000,00010
Bank is beneficiary$1,426,425,00011
Interest rate contracts$147,256,521,0009
Notional value of interest rate swaps$73,348,708,0009
Futures and forward contracts$12,018,500,00017
Written option contracts$26,939,706,0009
Purchased option contracts$34,949,607,00010
Foreign exchange rate contracts$15,395,764,00011
Notional value of exchange swaps$1,150,532,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$10,403,014,00011
Spot foreign exchange rate contracts$929,967,00013
Written option contracts$1,534,233,00010
Purchased option contracts$2,307,985,00010
Contracts on other commodities and equities.$1,994,146,00013
Notional value of other swaps$56,953,00018
Futures and forward contracts$314,000,0008
Written option contracts$828,165,00010
Purchased option contracts$795,028,00011
2005-12-31Rank
Derivatives$147,412,521,00010
Notional amount of credit derivatives$1,479,425,00013
Bank is guarantor$484,000,00010
Bank is beneficiary$995,425,00013
Interest rate contracts$136,569,324,0009
Notional value of interest rate swaps$63,133,086,00012
Futures and forward contracts$13,026,722,00015
Written option contracts$28,509,299,0009
Purchased option contracts$31,900,217,00010
Foreign exchange rate contracts$4,738,462,00018
Notional value of exchange swaps$323,568,00017
Commitments to purchase foreign currencies & U.S. dollar exchange$3,558,924,00016
Spot foreign exchange rate contracts$399,144,00014
Written option contracts$424,571,00014
Purchased option contracts$431,399,00014
Contracts on other commodities and equities.$4,625,310,00011
Notional value of other swaps$1,436,590,00010
Futures and forward contracts$637,705,0007
Written option contracts$1,293,499,00010
Purchased option contracts$1,257,516,00011
2005-09-30Rank
Derivatives$146,258,899,00010
Notional amount of credit derivatives$1,576,625,00012
Bank is guarantor$603,000,0009
Bank is beneficiary$973,625,00012
Interest rate contracts$128,503,513,0009
Notional value of interest rate swaps$58,671,591,00011
Futures and forward contracts$13,029,300,00014
Written option contracts$34,780,443,0009
Purchased option contracts$22,022,179,00010
Foreign exchange rate contracts$11,586,731,00012
Notional value of exchange swaps$146,899,00018
Commitments to purchase foreign currencies & U.S. dollar exchange$10,596,017,00011
Spot foreign exchange rate contracts$962,979,00012
Written option contracts$422,123,00013
Purchased option contracts$421,692,00013
Contracts on other commodities and equities.$4,592,030,00010
Notional value of other swaps$1,331,511,00010
Futures and forward contracts$761,998,0007
Written option contracts$1,265,444,00010
Purchased option contracts$1,233,077,00011
2005-06-30Rank
Derivatives$151,179,711,00010
Notional amount of credit derivatives$1,463,125,00013
Bank is guarantor$557,500,0009
Bank is beneficiary$905,625,00013
Interest rate contracts$136,276,312,0009
Notional value of interest rate swaps$59,969,397,00012
Futures and forward contracts$26,644,100,0009
Written option contracts$28,578,110,0009
Purchased option contracts$21,084,705,00010
Foreign exchange rate contracts$10,082,098,00012
Notional value of exchange swaps$143,832,00018
Commitments to purchase foreign currencies & U.S. dollar exchange$8,932,592,00012
Spot foreign exchange rate contracts$581,007,00014
Written option contracts$491,462,00012
Purchased option contracts$514,212,00011
Contracts on other commodities and equities.$3,358,176,00010
Notional value of other swaps$18,350,00021
Futures and forward contracts$800,693,0006
Written option contracts$1,227,893,0009
Purchased option contracts$1,311,240,00010
2005-03-31Rank
Derivatives$138,373,442,00011
Notional amount of credit derivatives$613,625,00016
Bank is guarantor$110,000,00013
Bank is beneficiary$503,625,00016
Interest rate contracts$122,839,518,00010
Notional value of interest rate swaps$52,478,866,00012
Futures and forward contracts$15,805,700,00013
Written option contracts$30,159,071,00010
Purchased option contracts$24,395,881,00011
Foreign exchange rate contracts$11,420,906,00012
Notional value of exchange swaps$144,067,00020
Commitments to purchase foreign currencies & U.S. dollar exchange$10,344,025,00011
Spot foreign exchange rate contracts$785,028,00012
Written option contracts$466,407,00013
Purchased option contracts$466,407,00013
Contracts on other commodities and equities.$3,499,393,00010
Notional value of other swaps$70,299,00015
Futures and forward contracts$873,700,0006
Written option contracts$1,287,178,0008
Purchased option contracts$1,268,216,0009
2004-12-31Rank
Derivatives$110,343,003,00012
Notional amount of credit derivatives$381,710,00016
Bank is guarantor$022
Bank is beneficiary$381,710,00016
Interest rate contracts$99,676,621,00011
Notional value of interest rate swaps$46,889,025,00012
Futures and forward contracts$12,177,500,00013
Written option contracts$26,394,351,00010
Purchased option contracts$14,215,745,00011
Foreign exchange rate contracts$7,258,820,00014
Notional value of exchange swaps$3,761,00031
Commitments to purchase foreign currencies & U.S. dollar exchange$6,227,979,00014
Spot foreign exchange rate contracts$454,174,00011
Written option contracts$513,540,00010
Purchased option contracts$513,540,00010
Contracts on other commodities and equities.$3,025,852,00011
Notional value of other swaps$61,124,00016
Futures and forward contracts$459,440,0006
Written option contracts$1,257,253,00010
Purchased option contracts$1,248,035,00010
2004-09-30Rank
Derivatives$93,406,770,00015
Notional amount of credit derivatives$322,832,00017
Bank is guarantor$022
Bank is beneficiary$322,832,00017
Interest rate contracts$86,448,230,00012
Notional value of interest rate swaps$45,017,362,00014
Futures and forward contracts$8,126,500,00015
Written option contracts$18,108,965,00012
Purchased option contracts$15,195,403,00012
Foreign exchange rate contracts$3,729,014,00020
Notional value of exchange swaps$3,552,00031
Commitments to purchase foreign currencies & U.S. dollar exchange$3,035,542,00019
Spot foreign exchange rate contracts$520,237,00016
Written option contracts$344,960,00014
Purchased option contracts$344,960,00013
Contracts on other commodities and equities.$2,906,694,00011
Notional value of other swaps$62,124,00016
Futures and forward contracts$422,745,0005
Written option contracts$1,209,705,0009
Purchased option contracts$1,212,120,00010
2004-06-30Rank
Derivatives$84,091,440,00017
Notional amount of credit derivatives$301,625,00017
Bank is guarantor$023
Bank is beneficiary$301,625,00017
Interest rate contracts$77,615,889,00015
Notional value of interest rate swaps$47,363,402,00015
Futures and forward contracts$4,072,200,00019
Written option contracts$13,501,786,00012
Purchased option contracts$12,678,501,00012
Foreign exchange rate contracts$3,626,592,00020
Notional value of exchange swaps$3,566,00030
Commitments to purchase foreign currencies & U.S. dollar exchange$3,059,697,00018
Spot foreign exchange rate contracts$533,569,00016
Written option contracts$281,665,00014
Purchased option contracts$281,664,00014
Contracts on other commodities and equities.$2,547,334,00011
Notional value of other swaps$61,124,00017
Futures and forward contracts$246,752,0008
Written option contracts$1,119,003,0008
Purchased option contracts$1,120,455,0009
2004-03-31Rank
Derivatives$61,317,425,00018
Notional amount of credit derivatives$175,625,00019
Bank is guarantor$025
Bank is beneficiary$175,625,00017
Interest rate contracts$54,882,914,00016
Notional value of interest rate swaps$50,440,764,00014
Futures and forward contracts$2,487,400,00025
Written option contracts$1,336,452,00026
Purchased option contracts$618,298,00025
Foreign exchange rate contracts$4,043,816,00018
Notional value of exchange swaps$23,440,00027
Commitments to purchase foreign currencies & U.S. dollar exchange$3,441,233,00016
Spot foreign exchange rate contracts$403,589,00016
Written option contracts$283,972,00016
Purchased option contracts$295,171,00015
Contracts on other commodities and equities.$2,215,070,00010
Notional value of other swaps$071
Futures and forward contracts$144,774,0009
Written option contracts$1,034,152,0008
Purchased option contracts$1,036,144,0008
2003-12-31Rank
Derivatives$48,594,538,00019
Notional amount of credit derivatives$165,625,00017
Bank is guarantor$020
Bank is beneficiary$165,625,00016
Interest rate contracts$43,682,217,00017
Notional value of interest rate swaps$40,944,703,00015
Futures and forward contracts$1,067,000,00032
Written option contracts$1,068,171,00025
Purchased option contracts$602,343,00025
Foreign exchange rate contracts$3,108,450,00018
Notional value of exchange swaps$21,238,00025
Commitments to purchase foreign currencies & U.S. dollar exchange$2,548,961,00016
Spot foreign exchange rate contracts$450,031,00015
Written option contracts$266,526,00016
Purchased option contracts$271,725,00016
Contracts on other commodities and equities.$1,638,246,00012
Notional value of other swaps$070
Futures and forward contracts$40,004,0009
Written option contracts$796,260,00010
Purchased option contracts$801,982,00010
2003-09-30Rank
Derivatives$48,986,879,00020
Notional amount of credit derivatives$225,000,00018
Bank is guarantor$019
Bank is beneficiary$225,000,00016
Interest rate contracts$43,506,292,00017
Notional value of interest rate swaps$39,550,470,00015
Futures and forward contracts$1,649,000,00030
Written option contracts$1,450,648,00022
Purchased option contracts$856,174,00025
Foreign exchange rate contracts$3,225,161,00018
Notional value of exchange swaps$20,570,00025
Commitments to purchase foreign currencies & U.S. dollar exchange$2,593,432,00017
Spot foreign exchange rate contracts$711,462,00015
Written option contracts$300,922,00016
Purchased option contracts$310,237,00016
Contracts on other commodities and equities.$2,030,426,00010
Notional value of other swaps$070
Futures and forward contracts$2,554,00011
Written option contracts$1,011,079,0009
Purchased option contracts$1,016,793,0009
2003-06-30Rank
Derivatives$48,554,716,00020
Notional amount of credit derivatives$242,000,00017
Bank is guarantor$020
Bank is beneficiary$242,000,00015
Interest rate contracts$43,273,212,00018
Notional value of interest rate swaps$38,640,032,00015
Futures and forward contracts$1,713,000,00031
Written option contracts$1,662,518,00026
Purchased option contracts$1,257,662,00022
Foreign exchange rate contracts$3,606,872,00017
Notional value of exchange swaps$21,169,00024
Commitments to purchase foreign currencies & U.S. dollar exchange$3,007,258,00016
Spot foreign exchange rate contracts$730,466,00014
Written option contracts$289,327,00012
Purchased option contracts$289,118,00012
Contracts on other commodities and equities.$1,432,632,00012
Notional value of other swaps$068
Futures and forward contracts$1,798,00010
Written option contracts$717,192,00010
Purchased option contracts$713,642,00010
2003-03-31Rank
Derivatives$45,572,307,00019
Notional amount of credit derivatives$232,000,00017
Bank is guarantor$023
Bank is beneficiary$232,000,00015
Interest rate contracts$39,845,728,00018
Notional value of interest rate swaps$34,792,037,00015
Futures and forward contracts$1,150,971,00033
Written option contracts$2,053,458,00025
Purchased option contracts$1,849,262,00019
Foreign exchange rate contracts$4,067,317,00016
Notional value of exchange swaps$20,926,00025
Commitments to purchase foreign currencies & U.S. dollar exchange$3,440,917,00015
Spot foreign exchange rate contracts$728,807,00014
Written option contracts$241,009,00013
Purchased option contracts$364,465,00011
Contracts on other commodities and equities.$1,427,262,00011
Notional value of other swaps$065
Futures and forward contracts$844,00010
Written option contracts$715,329,00010
Purchased option contracts$711,089,00010
2002-12-31Rank
Derivatives$48,152,054,00018
Notional amount of credit derivatives$336,837,00016
Bank is guarantor$109,389,00013
Bank is beneficiary$227,448,00015
Interest rate contracts$43,209,041,00016
Notional value of interest rate swaps$37,141,756,00015
Futures and forward contracts$1,560,136,00028
Written option contracts$2,466,441,00023
Purchased option contracts$2,040,708,00016
Foreign exchange rate contracts$3,210,846,00019
Notional value of exchange swaps$20,941,00025
Commitments to purchase foreign currencies & U.S. dollar exchange$2,225,129,00018
Spot foreign exchange rate contracts$264,049,00015
Written option contracts$224,167,00011
Purchased option contracts$740,609,00011
Contracts on other commodities and equities.$1,395,330,00010
Notional value of other swaps$053
Futures and forward contracts$011
Written option contracts$699,654,00010
Purchased option contracts$695,676,00010
2001-12-31Rank
Derivatives$51,552,392,00019
Notional amount of credit derivatives$197,550,00017
Bank is guarantor$022
Bank is beneficiary$197,550,00014
Interest rate contracts$46,904,961,00016
Notional value of interest rate swaps$33,209,320,00015
Futures and forward contracts$1,348,700,00030
Written option contracts$4,807,499,00014
Purchased option contracts$7,539,442,00014
Foreign exchange rate contracts$4,442,881,00017
Notional value of exchange swaps$127,507,00020
Commitments to purchase foreign currencies & U.S. dollar exchange$3,250,396,00018
Spot foreign exchange rate contracts$420,726,00014
Written option contracts$531,154,00012
Purchased option contracts$533,824,00011
Contracts on other commodities and equities.$7,000,00032
Notional value of other swaps$028
Futures and forward contracts$011
Written option contracts$5,000,00020
Purchased option contracts$2,000,00027
2000-12-31Rank
Derivatives$48,924,654,00016
Notional amount of credit derivatives$4,390,723,0005
Bank is guarantor$024
Bank is beneficiary$4,390,723,0005
Interest rate contracts$38,384,632,00014
Notional value of interest rate swaps$21,924,895,00017
Futures and forward contracts$1,890,576,00018
Written option contracts$6,728,747,00011
Purchased option contracts$7,840,414,00014
Foreign exchange rate contracts$6,130,229,00016
Notional value of exchange swaps$113,365,00024
Commitments to purchase foreign currencies & U.S. dollar exchange$3,332,897,00016
Spot foreign exchange rate contracts$609,398,00015
Written option contracts$1,544,722,00010
Purchased option contracts$1,139,245,00010
Contracts on other commodities and equities.$19,070,00031
Notional value of other swaps$024
Futures and forward contracts$012
Written option contracts$9,070,00021
Purchased option contracts$10,000,00024
1999-12-31Rank
Derivatives$59,427,791,00015
Notional amount of credit derivatives$4,314,673,0006
Bank is guarantor$023
Bank is beneficiary$4,314,673,0005
Interest rate contracts$51,765,565,00015
Notional value of interest rate swaps$28,266,754,00015
Futures and forward contracts$3,980,742,00017
Written option contracts$4,704,373,00015
Purchased option contracts$14,813,696,00014
Foreign exchange rate contracts$3,322,003,00019
Notional value of exchange swaps$137,384,00023
Commitments to purchase foreign currencies & U.S. dollar exchange$3,072,546,00017
Spot foreign exchange rate contracts$741,755,00010
Written option contracts$53,267,00020
Purchased option contracts$58,806,00020
Contracts on other commodities and equities.$25,550,00032
Notional value of other swaps$024
Futures and forward contracts$010
Written option contracts$12,775,00022
Purchased option contracts$12,775,00024
1998-12-31Rank
Derivatives$47,018,530,00017
Notional amount of credit derivatives$4,254,673,0005
Bank is guarantor$019
Bank is beneficiary$4,254,673,0005
Interest rate contracts$40,588,997,00015
Notional value of interest rate swaps$21,799,981,00017
Futures and forward contracts$4,934,347,00019
Written option contracts$8,972,330,00012
Purchased option contracts$4,882,339,00021
Foreign exchange rate contracts$2,127,310,00021
Notional value of exchange swaps$119,353,00022
Commitments to purchase foreign currencies & U.S. dollar exchange$1,818,190,00020
Spot foreign exchange rate contracts$238,811,00020
Written option contracts$91,750,00019
Purchased option contracts$98,017,00019
Contracts on other commodities and equities.$47,550,00025
Notional value of other swaps$40,000,00017
Futures and forward contracts$013
Written option contracts$7,550,00017
Purchased option contracts$027
1997-12-31Rank
Derivatives$25,228,251,00019
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$23,504,661,00019
Notional value of interest rate swaps$10,280,203,00023
Futures and forward contracts$3,561,769,00020
Written option contracts$6,915,245,00012
Purchased option contracts$2,747,444,00022
Foreign exchange rate contracts$1,715,190,00029
Notional value of exchange swaps$88,321,00020
Commitments to purchase foreign currencies & U.S. dollar exchange$1,616,316,00026
Spot foreign exchange rate contracts$4,293,00059
Written option contracts$2,554,00036
Purchased option contracts$7,999,00033
Contracts on other commodities and equities.$8,400,00026
Notional value of other swaps$018
Futures and forward contracts$017
Written option contracts$4,200,00017
Purchased option contracts$4,200,00018
1996-12-31Rank
Derivatives$22,547,823,00022
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$21,593,350,00020
Notional value of interest rate swaps$9,922,752,00024
Futures and forward contracts$1,288,195,00032
Written option contracts$3,910,698,00015
Purchased option contracts$6,471,705,00016
Foreign exchange rate contracts$954,473,00032
Notional value of exchange swaps$36,465,00023
Commitments to purchase foreign currencies & U.S. dollar exchange$918,008,00030
Spot foreign exchange rate contracts$11,891,00052
Written option contracts$037
Purchased option contracts$041
Contracts on other commodities and equities.$044
Notional value of other swaps$016
Futures and forward contracts$019
Written option contracts$027
Purchased option contracts$026
1995-12-31Rank
Derivatives$2,729,079,00077
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$2,698,500,00074
Notional value of interest rate swaps$2,698,500,00054
Futures and forward contracts$0149
Written option contracts$0132
Purchased option contracts$0296
Foreign exchange rate contracts$30,579,00095
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$30,579,00088
Spot foreign exchange rate contracts$4,058,00068
Written option contracts$044
Purchased option contracts$047
Contracts on other commodities and equities.$052
Notional value of other swaps$022
Futures and forward contracts$021
Written option contracts$026
Purchased option contracts$032
1994-12-31Rank
Derivatives$3,493,211,00070
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$3,448,500,00066
Notional value of interest rate swaps$3,448,500,00047
Futures and forward contracts$0164
Written option contracts$0137
Purchased option contracts$0280
Foreign exchange rate contracts$44,711,00080
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$44,711,00084
Spot foreign exchange rate contractsNANA
Written option contracts$036
Purchased option contracts$042
Contracts on other commodities and equities.$052
Notional value of other swaps$016
Futures and forward contracts$020
Written option contracts$017
Purchased option contracts$027
1993-12-31Rank
Derivatives$4,241,200,00059
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$4,192,617,00051
Notional value of interest rate swaps$3,892,617,00038
Futures and forward contracts$300,000,00057
Written option contracts$0121
Purchased option contracts$0236
Foreign exchange rate contracts$48,583,00076
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$48,583,00078
Spot foreign exchange rate contractsNANA
Written option contracts$039
Purchased option contracts$040
Contracts on other commodities and equities.$046
Notional value of other swaps$015
Futures and forward contracts$020
Written option contracts$015
Purchased option contracts$024
1992-12-31Rank
Derivatives$2,138,747,00068
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$2,050,000,00065
Notional value of interest rate swaps$2,050,000,00049
Futures and forward contracts$0150
Written option contracts$0109
Purchased option contracts$0202
Foreign exchange rate contracts$88,747,00069
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$88,747,00075
Spot foreign exchange rate contractsNANA
Written option contracts$043
Purchased option contracts$041
Contracts on other commodities and equities.$032
Notional value of other swaps$012
Futures and forward contracts$019
Written option contracts$015
Purchased option contracts$013