Rockland Trust Company, Derivatives

2024-03-31Rank
Derivatives$5,463,168,00078
Notional amount of credit derivativesNANA
Bank is guarantor$51,914,00063
Bank is beneficiary$150,712,00064
Interest rate contracts$5,089,918,00077
Notional value of interest rate swaps$4,680,759,00075
Futures and forward contracts$29,407,000107
Written option contracts$205,531,00067
Purchased option contracts$174,221,00071
Foreign exchange rate contracts$170,624,00043
Notional value of exchange swaps$170,624,00022
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$026
Purchased option contracts$026
Contracts on other commodities and equities.$083
Notional value of other swaps$081
Futures and forward contracts$029
Written option contracts$030
Purchased option contracts$035
2023-12-31Rank
Derivatives$5,557,964,00072
Notional amount of credit derivativesNANA
Bank is guarantor$47,730,00063
Bank is beneficiary$151,339,00063
Interest rate contracts$5,201,808,00072
Notional value of interest rate swaps$4,774,504,00070
Futures and forward contracts$19,534,000107
Written option contracts$210,531,00060
Purchased option contracts$197,239,00070
Foreign exchange rate contracts$157,087,00043
Notional value of exchange swaps$157,087,00023
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$027
Purchased option contracts$027
Contracts on other commodities and equities.$082
Notional value of other swaps$079
Futures and forward contracts$031
Written option contracts$030
Purchased option contracts$046
2023-09-30Rank
Derivatives$5,567,117,00073
Notional amount of credit derivativesNANA
Bank is guarantor$37,761,00069
Bank is beneficiary$151,949,00057
Interest rate contracts$5,236,233,00073
Notional value of interest rate swaps$4,806,228,00071
Futures and forward contracts$14,764,000136
Written option contracts$213,002,00064
Purchased option contracts$202,239,00068
Foreign exchange rate contracts$141,174,00042
Notional value of exchange swaps$141,174,00023
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$028
Purchased option contracts$027
Contracts on other commodities and equities.$078
Notional value of other swaps$081
Futures and forward contracts$031
Written option contracts$030
Purchased option contracts$039
2023-06-30Rank
Derivatives$5,679,098,00067
Notional amount of credit derivativesNANA
Bank is guarantor$37,945,00061
Bank is beneficiary$152,527,00060
Interest rate contracts$5,285,343,00068
Notional value of interest rate swaps$4,851,137,00068
Futures and forward contracts$20,379,000134
Written option contracts$213,827,00063
Purchased option contracts$200,000,00064
Foreign exchange rate contracts$203,283,00040
Notional value of exchange swaps$203,283,00022
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$028
Purchased option contracts$026
Contracts on other commodities and equities.$079
Notional value of other swaps$081
Futures and forward contracts$036
Written option contracts$030
Purchased option contracts$042
2023-03-31Rank
Derivatives$5,495,748,00067
Notional amount of credit derivativesNANA
Bank is guarantor$52,868,00057
Bank is beneficiary$155,255,00028
Interest rate contracts$5,058,690,00065
Notional value of interest rate swaps$4,652,592,00064
Futures and forward contracts$3,609,000212
Written option contracts$202,489,00064
Purchased option contracts$200,000,00066
Foreign exchange rate contracts$228,935,00041
Notional value of exchange swaps$228,935,00023
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$029
Purchased option contracts$029
Contracts on other commodities and equities.$052
Notional value of other swaps$035
Futures and forward contracts$021
Written option contracts$029
Purchased option contracts$029
2022-12-31Rank
Derivatives$5,201,970,00069
Notional amount of credit derivativesNANA
Bank is guarantor$53,214,00060
Bank is beneficiary$122,647,00034
Interest rate contracts$4,749,419,00069
Notional value of interest rate swaps$4,336,952,00068
Futures and forward contracts$7,621,000146
Written option contracts$204,846,00057
Purchased option contracts$200,000,00065
Foreign exchange rate contracts$276,690,00041
Notional value of exchange swaps$276,690,00023
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$055
Notional value of other swaps$038
Futures and forward contracts$021
Written option contracts$029
Purchased option contracts$031
2022-09-30Rank
Derivatives$5,109,549,00073
Notional amount of credit derivativesNANA
Bank is guarantor$65,075,00053
Bank is beneficiary$99,188,00037
Interest rate contracts$4,595,073,00069
Notional value of interest rate swaps$4,185,743,00070
Futures and forward contracts$5,964,000195
Written option contracts$203,366,00059
Purchased option contracts$200,000,00059
Foreign exchange rate contracts$350,213,00042
Notional value of exchange swaps$350,213,00024
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$053
Notional value of other swaps$038
Futures and forward contracts$020
Written option contracts$027
Purchased option contracts$030
2022-06-30Rank
Derivatives$4,945,853,00071
Notional amount of credit derivatives$181,004,00046
Bank is guarantor$83,462,00049
Bank is beneficiary$97,542,00037
Interest rate contracts$4,406,383,00071
Notional value of interest rate swaps$3,847,323,00071
Futures and forward contracts$8,795,000197
Written option contracts$279,625,00051
Purchased option contracts$270,640,00050
Foreign exchange rate contracts$358,466,00040
Notional value of exchange swaps$358,466,00023
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$053
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$030
Purchased option contracts$030
2022-03-31Rank
Derivatives$4,633,372,00075
Notional amount of credit derivatives$175,045,00048
Bank is guarantor$79,281,00050
Bank is beneficiary$95,764,00037
Interest rate contracts$4,200,002,00076
Notional value of interest rate swaps$3,770,080,00070
Futures and forward contracts$18,911,000171
Written option contracts$215,371,00073
Purchased option contracts$195,640,00057
Foreign exchange rate contracts$258,325,00044
Notional value of exchange swaps$258,325,00024
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$028
Purchased option contracts$028
Contracts on other commodities and equities.$053
Notional value of other swaps$036
Futures and forward contracts$018
Written option contracts$031
Purchased option contracts$032
2021-12-31Rank
Derivatives$4,786,936,00073
Notional amount of credit derivatives$169,266,00048
Bank is guarantor$66,546,00051
Bank is beneficiary$102,720,00036
Interest rate contracts$4,300,926,00075
Notional value of interest rate swaps$3,778,059,00073
Futures and forward contracts$43,803,000129
Written option contracts$258,424,00066
Purchased option contracts$220,640,00052
Foreign exchange rate contracts$316,744,00043
Notional value of exchange swaps$316,744,00022
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$029
Purchased option contracts$029
Contracts on other commodities and equities.$054
Notional value of other swaps$036
Futures and forward contracts$020
Written option contracts$032
Purchased option contracts$034
2021-09-30Rank
Derivatives$4,903,551,00080
Notional amount of credit derivatives$169,096,00048
Bank is guarantor$66,965,00052
Bank is beneficiary$102,131,00034
Interest rate contracts$4,425,775,00077
Notional value of interest rate swaps$3,788,932,00074
Futures and forward contracts$101,177,000109
Written option contracts$315,026,00072
Purchased option contracts$220,640,00055
Foreign exchange rate contracts$308,680,00047
Notional value of exchange swaps$308,680,00022
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$035
Purchased option contracts$035
2021-06-30Rank
Derivatives$4,920,812,00076
Notional amount of credit derivatives$169,721,00048
Bank is guarantor$67,378,00053
Bank is beneficiary$102,343,00033
Interest rate contracts$4,485,483,00077
Notional value of interest rate swaps$3,851,889,00073
Futures and forward contracts$99,670,000110
Written option contracts$315,424,00072
Purchased option contracts$218,500,00056
Foreign exchange rate contracts$265,608,00048
Notional value of exchange swaps$265,608,00022
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$056
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$037
Purchased option contracts$037
2021-03-31Rank
Derivatives$4,936,464,00079
Notional amount of credit derivatives$176,936,00045
Bank is guarantor$67,785,00053
Bank is beneficiary$109,151,00033
Interest rate contracts$4,591,514,00078
Notional value of interest rate swaps$3,920,207,00073
Futures and forward contracts$117,509,000121
Written option contracts$335,298,00084
Purchased option contracts$218,500,00058
Foreign exchange rate contracts$168,014,00051
Notional value of exchange swaps$168,014,00024
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$029
Purchased option contracts$029
Contracts on other commodities and equities.$056
Notional value of other swaps$037
Futures and forward contracts$019
Written option contracts$037
Purchased option contracts$038
2020-12-31Rank
Derivatives$5,143,637,00075
Notional amount of credit derivatives$185,646,00046
Bank is guarantor$75,565,00051
Bank is beneficiary$110,081,00032
Interest rate contracts$4,772,277,00075
Notional value of interest rate swaps$3,935,460,00072
Futures and forward contracts$185,729,00099
Written option contracts$432,588,00068
Purchased option contracts$218,500,00055
Foreign exchange rate contracts$185,714,00050
Notional value of exchange swaps$185,714,00024
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$055
Notional value of other swaps$037
Futures and forward contracts$018
Written option contracts$037
Purchased option contracts$037
2020-09-30Rank
Derivatives$5,203,417,00078
Notional amount of credit derivatives$224,603,00042
Bank is guarantor$98,034,00045
Bank is beneficiary$126,569,00032
Interest rate contracts$4,816,400,00077
Notional value of interest rate swaps$3,991,920,00073
Futures and forward contracts$176,683,000110
Written option contracts$429,297,00071
Purchased option contracts$218,500,00055
Foreign exchange rate contracts$162,414,00050
Notional value of exchange swaps$162,414,00024
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$056
Notional value of other swaps$038
Futures and forward contracts$018
Written option contracts$039
Purchased option contracts$039
2020-06-30Rank
Derivatives$5,092,850,00076
Notional amount of credit derivatives$0101
Bank is guarantor$091
Bank is beneficiary$074
Interest rate contracts$4,876,611,00074
Notional value of interest rate swaps$4,054,456,00075
Futures and forward contracts$182,937,000108
Written option contracts$420,718,00073
Purchased option contracts$218,500,00053
Foreign exchange rate contracts$216,239,00048
Notional value of exchange swaps$216,239,00022
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$029
Purchased option contracts$028
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$018
Written option contracts$038
Purchased option contracts$038
2020-03-31Rank
Derivatives$4,982,267,00076
Notional amount of credit derivatives$099
Bank is guarantor$089
Bank is beneficiary$073
Interest rate contracts$4,744,845,00072
Notional value of interest rate swaps$3,991,722,00070
Futures and forward contracts$131,889,000127
Written option contracts$401,203,00065
Purchased option contracts$220,031,00052
Foreign exchange rate contracts$237,422,00048
Notional value of exchange swaps$237,422,00022
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$018
Written option contracts$038
Purchased option contracts$037
2019-12-31Rank
Derivatives$4,468,773,00073
Notional amount of credit derivatives$096
Bank is guarantor$088
Bank is beneficiary$069
Interest rate contracts$4,285,905,00070
Notional value of interest rate swaps$3,729,820,00066
Futures and forward contracts$76,534,000111
Written option contracts$279,551,00049
Purchased option contracts$200,000,00051
Foreign exchange rate contracts$182,868,00049
Notional value of exchange swaps$182,868,00023
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$056
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$037
Purchased option contracts$037
2019-09-30Rank
Derivatives$4,469,105,00076
Notional amount of credit derivatives$091
Bank is guarantor$084
Bank is beneficiary$069
Interest rate contracts$4,304,870,00072
Notional value of interest rate swaps$3,741,566,00066
Futures and forward contracts$107,376,000116
Written option contracts$280,928,00067
Purchased option contracts$175,000,00050
Foreign exchange rate contracts$164,235,00050
Notional value of exchange swaps$164,235,00021
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$038
Purchased option contracts$037
2019-06-30Rank
Derivatives$4,361,968,00071
Notional amount of credit derivatives$091
Bank is guarantor$085
Bank is beneficiary$066
Interest rate contracts$4,213,105,00070
Notional value of interest rate swaps$3,600,484,00062
Futures and forward contracts$128,443,00097
Written option contracts$309,178,00063
Purchased option contracts$175,000,00053
Foreign exchange rate contracts$148,863,00047
Notional value of exchange swaps$148,863,00022
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$051
Notional value of other swaps$035
Futures and forward contracts$017
Written option contracts$037
Purchased option contracts$034
2019-03-31Rank
Derivatives$2,819,596,00085
Notional amount of credit derivatives$090
Bank is guarantor$083
Bank is beneficiary$065
Interest rate contracts$2,677,609,00083
Notional value of interest rate swaps$2,376,464,00074
Futures and forward contracts$25,573,000175
Written option contracts$150,572,00081
Purchased option contracts$125,000,00059
Foreign exchange rate contracts$141,987,00048
Notional value of exchange swaps$141,987,00024
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$053
Notional value of other swaps$034
Futures and forward contracts$017
Written option contracts$038
Purchased option contracts$036
2018-12-31Rank
Derivatives$2,689,524,00083
Notional amount of credit derivatives$089
Bank is guarantor$081
Bank is beneficiary$066
Interest rate contracts$2,561,920,00082
Notional value of interest rate swaps$2,278,215,00075
Futures and forward contracts$16,852,000176
Written option contracts$141,853,00067
Purchased option contracts$125,000,00058
Foreign exchange rate contracts$127,604,00049
Notional value of exchange swaps$127,604,00026
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$051
Notional value of other swaps$033
Futures and forward contracts$016
Written option contracts$038
Purchased option contracts$035
2018-09-30Rank
Derivatives$2,457,598,00086
Notional amount of credit derivatives$088
Bank is guarantor$080
Bank is beneficiary$061
Interest rate contracts$2,365,979,00085
Notional value of interest rate swaps$2,164,720,00076
Futures and forward contracts$25,630,000171
Written option contracts$100,629,00093
Purchased option contracts$75,000,00072
Foreign exchange rate contracts$91,619,00054
Notional value of exchange swaps$91,619,00025
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$054
Notional value of other swaps$033
Futures and forward contracts$017
Written option contracts$037
Purchased option contracts$036
2018-06-30Rank
Derivatives$2,348,010,00088
Notional amount of credit derivatives$088
Bank is guarantor$081
Bank is beneficiary$061
Interest rate contracts$2,251,856,00084
Notional value of interest rate swaps$2,140,748,00075
Futures and forward contracts$30,554,000170
Written option contracts$55,554,000138
Purchased option contracts$25,000,00091
Foreign exchange rate contracts$96,154,00053
Notional value of exchange swaps$96,154,00023
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$055
Notional value of other swaps$032
Futures and forward contracts$017
Written option contracts$039
Purchased option contracts$039
2018-03-31Rank
Derivatives$2,285,967,00087
Notional amount of credit derivatives$084
Bank is guarantor$077
Bank is beneficiary$058
Interest rate contracts$2,219,788,00084
Notional value of interest rate swaps$2,130,598,00072
Futures and forward contracts$19,595,000187
Written option contracts$44,595,000147
Purchased option contracts$25,000,00091
Foreign exchange rate contracts$66,179,00059
Notional value of exchange swaps$66,179,00024
Commitments to purchase foreign currencies & U.S. dollar exchange$0111
Spot foreign exchange rate contracts$085
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$055
Notional value of other swaps$031
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$039
2017-12-31Rank
Derivatives$2,147,210,00084
Notional amount of credit derivatives$080
Bank is guarantor$072
Bank is beneficiary$060
Interest rate contracts$2,086,885,00082
Notional value of interest rate swaps$2,054,687,00068
Futures and forward contracts$16,099,000198
Written option contracts$16,099,000207
Purchased option contracts$0124
Foreign exchange rate contracts$60,325,00058
Notional value of exchange swaps$60,325,00028
Commitments to purchase foreign currencies & U.S. dollar exchange$0110
Spot foreign exchange rate contracts$085
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$053
Notional value of other swaps$030
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$038
2017-09-30Rank
Derivatives$2,099,587,00084
Notional amount of credit derivatives$077
Bank is guarantor$071
Bank is beneficiary$057
Interest rate contracts$2,027,248,00081
Notional value of interest rate swaps$1,962,010,00073
Futures and forward contracts$32,619,000157
Written option contracts$32,619,000182
Purchased option contracts$0124
Foreign exchange rate contracts$72,339,00053
Notional value of exchange swaps$72,339,00026
Commitments to purchase foreign currencies & U.S. dollar exchange$0112
Spot foreign exchange rate contracts$084
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$053
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$039
2017-06-30Rank
Derivatives$2,113,395,00080
Notional amount of credit derivatives$076
Bank is guarantor$069
Bank is beneficiary$054
Interest rate contracts$2,027,332,00079
Notional value of interest rate swaps$1,954,638,00069
Futures and forward contracts$36,347,000159
Written option contracts$36,347,000181
Purchased option contracts$0129
Foreign exchange rate contracts$86,063,00054
Notional value of exchange swaps$86,063,00026
Commitments to purchase foreign currencies & U.S. dollar exchange$0111
Spot foreign exchange rate contracts$088
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$053
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$039
2017-03-31Rank
Derivatives$2,019,553,00079
Notional amount of credit derivatives$072
Bank is guarantor$064
Bank is beneficiary$055
Interest rate contracts$1,914,315,00078
Notional value of interest rate swaps$1,857,945,00069
Futures and forward contracts$28,185,000167
Written option contracts$28,185,000194
Purchased option contracts$0131
Foreign exchange rate contracts$105,238,00052
Notional value of exchange swaps$105,238,00026
Commitments to purchase foreign currencies & U.S. dollar exchange$0109
Spot foreign exchange rate contracts$085
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$055
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$041
Purchased option contracts$040
2016-12-31Rank
Derivatives$1,980,423,00081
Notional amount of credit derivatives$071
Bank is guarantor$063
Bank is beneficiary$052
Interest rate contracts$1,889,002,00079
Notional value of interest rate swaps$1,823,810,00070
Futures and forward contracts$32,596,000179
Written option contracts$32,596,000184
Purchased option contracts$0158
Foreign exchange rate contracts$91,421,00054
Notional value of exchange swaps$91,421,00024
Commitments to purchase foreign currencies & U.S. dollar exchange$0109
Spot foreign exchange rate contracts$083
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$062
Notional value of other swaps$030
Futures and forward contracts$017
Written option contracts$045
Purchased option contracts$044
2016-09-30Rank
Derivatives$2,037,395,00080
Notional amount of credit derivatives$068
Bank is guarantor$060
Bank is beneficiary$051
Interest rate contracts$1,939,734,00080
Notional value of interest rate swaps$1,785,112,00071
Futures and forward contracts$77,311,000149
Written option contracts$77,311,000148
Purchased option contracts$0159
Foreign exchange rate contracts$97,661,00054
Notional value of exchange swaps$97,661,00024
Commitments to purchase foreign currencies & U.S. dollar exchange$0110
Spot foreign exchange rate contracts$084
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$066
Notional value of other swaps$031
Futures and forward contracts$017
Written option contracts$049
Purchased option contracts$044
2016-06-30Rank
Derivatives$1,921,542,00082
Notional amount of credit derivatives$071
Bank is guarantor$061
Bank is beneficiary$052
Interest rate contracts$1,813,351,00081
Notional value of interest rate swaps$1,721,495,00072
Futures and forward contracts$45,928,000177
Written option contracts$45,928,000194
Purchased option contracts$0174
Foreign exchange rate contracts$108,191,00056
Notional value of exchange swaps$108,191,00022
Commitments to purchase foreign currencies & U.S. dollar exchange$0114
Spot foreign exchange rate contracts$090
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$069
Notional value of other swaps$034
Futures and forward contracts$018
Written option contracts$050
Purchased option contracts$045
2016-03-31Rank
Derivatives$1,762,075,00083
Notional amount of credit derivatives$066
Bank is guarantor$056
Bank is beneficiary$051
Interest rate contracts$1,641,646,00082
Notional value of interest rate swaps$1,560,214,00073
Futures and forward contracts$40,716,000167
Written option contracts$40,716,000185
Purchased option contracts$0172
Foreign exchange rate contracts$120,429,00053
Notional value of exchange swaps$120,429,00022
Commitments to purchase foreign currencies & U.S. dollar exchange$0111
Spot foreign exchange rate contracts$085
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$073
Notional value of other swaps$035
Futures and forward contracts$020
Written option contracts$051
Purchased option contracts$045
2015-12-31Rank
Derivatives$1,584,312,00084
Notional amount of credit derivatives$065
Bank is guarantor$055
Bank is beneficiary$048
Interest rate contracts$1,507,481,00081
Notional value of interest rate swaps$1,458,871,00071
Futures and forward contracts$24,305,000188
Written option contracts$24,305,000204
Purchased option contracts$0172
Foreign exchange rate contracts$76,831,00057
Notional value of exchange swaps$76,831,00022
Commitments to purchase foreign currencies & U.S. dollar exchange$0109
Spot foreign exchange rate contracts$082
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$072
Notional value of other swaps$036
Futures and forward contracts$020
Written option contracts$050
Purchased option contracts$045
2015-09-30Rank
Derivatives$1,564,772,00083
Notional amount of credit derivatives$065
Bank is guarantor$054
Bank is beneficiary$046
Interest rate contracts$1,493,307,00081
Notional value of interest rate swaps$1,429,819,00071
Futures and forward contracts$31,744,000186
Written option contracts$31,744,000189
Purchased option contracts$0175
Foreign exchange rate contracts$71,465,00053
Notional value of exchange swaps$71,465,00023
Commitments to purchase foreign currencies & U.S. dollar exchange$0118
Spot foreign exchange rate contracts$088
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$072
Notional value of other swaps$034
Futures and forward contracts$020
Written option contracts$052
Purchased option contracts$044
2015-06-30Rank
Derivatives$1,538,019,00087
Notional amount of credit derivatives$065
Bank is guarantor$053
Bank is beneficiary$047
Interest rate contracts$1,489,821,00083
Notional value of interest rate swaps$1,416,194,00073
Futures and forward contracts$37,234,000182
Written option contracts$36,393,000188
Purchased option contracts$0173
Foreign exchange rate contracts$48,198,00061
Notional value of exchange swaps$48,198,00025
Commitments to purchase foreign currencies & U.S. dollar exchange$0113
Spot foreign exchange rate contracts$084
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$077
Notional value of other swaps$037
Futures and forward contracts$020
Written option contracts$057
Purchased option contracts$042
2015-03-31Rank
Derivatives$1,497,522,00087
Notional amount of credit derivatives$065
Bank is guarantor$052
Bank is beneficiary$046
Interest rate contracts$1,437,876,00082
Notional value of interest rate swaps$1,380,706,00075
Futures and forward contracts$28,515,000210
Written option contracts$28,655,000213
Purchased option contracts$0170
Foreign exchange rate contracts$59,646,00062
Notional value of exchange swaps$59,646,00025
Commitments to purchase foreign currencies & U.S. dollar exchange$0120
Spot foreign exchange rate contracts$087
Written option contracts$034
Purchased option contracts$034
Contracts on other commodities and equities.$080
Notional value of other swaps$035
Futures and forward contracts$020
Written option contracts$061
Purchased option contracts$045
2014-12-31Rank
Derivatives$1,512,391,00084
Notional amount of credit derivatives$063
Bank is guarantor$050
Bank is beneficiary$045
Interest rate contracts$1,398,143,00081
Notional value of interest rate swaps$1,359,550,00074
Futures and forward contracts$20,638,000191
Written option contracts$17,955,000208
Purchased option contracts$0171
Foreign exchange rate contracts$114,248,00054
Notional value of exchange swaps$114,248,00020
Commitments to purchase foreign currencies & U.S. dollar exchange$0117
Spot foreign exchange rate contracts$084
Written option contracts$034
Purchased option contracts$034
Contracts on other commodities and equities.$080
Notional value of other swaps$034
Futures and forward contracts$022
Written option contracts$061
Purchased option contracts$046
2014-09-30Rank
Derivatives$1,481,020,00083
Notional amount of credit derivatives$064
Bank is guarantor$050
Bank is beneficiary$046
Interest rate contracts$1,351,165,00080
Notional value of interest rate swaps$1,302,195,00075
Futures and forward contracts$26,809,000179
Written option contracts$22,161,000196
Purchased option contracts$0169
Foreign exchange rate contracts$129,855,00054
Notional value of exchange swaps$129,855,00021
Commitments to purchase foreign currencies & U.S. dollar exchange$0121
Spot foreign exchange rate contracts$087
Written option contracts$033
Purchased option contracts$034
Contracts on other commodities and equities.$088
Notional value of other swaps$032
Futures and forward contracts$024
Written option contracts$068
Purchased option contracts$051
2014-06-30Rank
Derivatives$1,495,906,00083
Notional amount of credit derivatives$064
Bank is guarantor$049
Bank is beneficiary$047
Interest rate contracts$1,400,742,00081
Notional value of interest rate swaps$1,338,386,00071
Futures and forward contracts$34,844,000151
Written option contracts$27,512,000175
Purchased option contracts$0174
Foreign exchange rate contracts$95,164,00055
Notional value of exchange swaps$95,164,00022
Commitments to purchase foreign currencies & U.S. dollar exchange$0114
Spot foreign exchange rate contracts$080
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$092
Notional value of other swaps$033
Futures and forward contracts$023
Written option contracts$072
Purchased option contracts$051
2014-03-31Rank
Derivatives$1,493,668,00083
Notional amount of credit derivatives$062
Bank is guarantor$047
Bank is beneficiary$045
Interest rate contracts$1,422,484,00075
Notional value of interest rate swaps$1,382,586,00065
Futures and forward contracts$22,299,000166
Written option contracts$17,599,000199
Purchased option contracts$0172
Foreign exchange rate contracts$71,184,00055
Notional value of exchange swaps$71,184,00023
Commitments to purchase foreign currencies & U.S. dollar exchange$0110
Spot foreign exchange rate contracts$080
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$094
Notional value of other swaps$034
Futures and forward contracts$025
Written option contracts$073
Purchased option contracts$050
2013-12-31Rank
Derivatives$1,384,923,00081
Notional amount of credit derivatives$059
Bank is guarantor$044
Bank is beneficiary$043
Interest rate contracts$1,362,184,00074
Notional value of interest rate swaps$1,322,967,00065
Futures and forward contracts$21,372,000155
Written option contracts$17,845,000186
Purchased option contracts$0164
Foreign exchange rate contracts$22,739,00069
Notional value of exchange swaps$22,739,00029
Commitments to purchase foreign currencies & U.S. dollar exchange$0106
Spot foreign exchange rate contracts$077
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$090
Notional value of other swaps$034
Futures and forward contracts$025
Written option contracts$070
Purchased option contracts$050
2013-09-30Rank
Derivatives$1,483,673,00080
Notional amount of credit derivatives$058
Bank is guarantor$043
Bank is beneficiary$043
Interest rate contracts$1,455,982,00072
Notional value of interest rate swaps$1,404,303,00063
Futures and forward contracts$27,401,000158
Written option contracts$24,278,000174
Purchased option contracts$0158
Foreign exchange rate contracts$27,691,00069
Notional value of exchange swaps$27,691,00030
Commitments to purchase foreign currencies & U.S. dollar exchange$0107
Spot foreign exchange rate contracts$079
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$095
Notional value of other swaps$035
Futures and forward contracts$027
Written option contracts$072
Purchased option contracts$049
2013-06-30Rank
Derivatives$1,498,595,00081
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$1,433,992,00074
Notional value of interest rate swaps$1,313,430,00064
Futures and forward contracts$79,496,000120
Written option contracts$41,066,000169
Purchased option contracts$0152
Foreign exchange rate contracts$64,603,00059
Notional value of exchange swaps$64,603,00025
Commitments to purchase foreign currencies & U.S. dollar exchange$0114
Spot foreign exchange rate contracts$081
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$097
Notional value of other swaps$036
Futures and forward contracts$026
Written option contracts$075
Purchased option contracts$052
2013-03-31Rank
Derivatives$1,487,198,00080
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$1,410,706,00075
Notional value of interest rate swaps$1,280,463,00066
Futures and forward contracts$77,146,000118
Written option contracts$53,097,000143
Purchased option contracts$0157
Foreign exchange rate contracts$76,492,00057
Notional value of exchange swaps$76,492,00026
Commitments to purchase foreign currencies & U.S. dollar exchange$0108
Spot foreign exchange rate contracts$077
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0101
Notional value of other swaps$037
Futures and forward contracts$024
Written option contracts$078
Purchased option contracts$056
2012-12-31Rank
Derivatives$1,506,869,00081
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$039
Interest rate contracts$1,421,837,00076
Notional value of interest rate swaps$1,254,495,00063
Futures and forward contracts$106,307,000114
Written option contracts$61,035,000147
Purchased option contracts$0156
Foreign exchange rate contracts$85,032,00055
Notional value of exchange swaps$85,032,00027
Commitments to purchase foreign currencies & U.S. dollar exchange$0103
Spot foreign exchange rate contracts$074
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$098
Notional value of other swaps$035
Futures and forward contracts$021
Written option contracts$076
Purchased option contracts$055
2012-09-30Rank
Derivatives$1,408,565,00088
Notional amount of credit derivatives$052
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$1,330,926,00082
Notional value of interest rate swaps$1,187,874,00068
Futures and forward contracts$0769
Written option contracts$90,132,000124
Purchased option contracts$52,920,00064
Foreign exchange rate contracts$77,639,00057
Notional value of exchange swaps$77,639,00027
Commitments to purchase foreign currencies & U.S. dollar exchange$0105
Spot foreign exchange rate contracts$077
Written option contracts$034
Purchased option contracts$035
Contracts on other commodities and equities.$0106
Notional value of other swaps$037
Futures and forward contracts$022
Written option contracts$080
Purchased option contracts$058
2012-06-30Rank
Derivatives$1,297,542,00086
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$034
Interest rate contracts$1,237,398,00083
Notional value of interest rate swaps$1,143,533,00071
Futures and forward contracts$0741
Written option contracts$69,807,000138
Purchased option contracts$24,058,00090
Foreign exchange rate contracts$60,144,00060
Notional value of exchange swaps$60,144,00027
Commitments to purchase foreign currencies & U.S. dollar exchange$0102
Spot foreign exchange rate contracts$074
Written option contracts$035
Purchased option contracts$035
Contracts on other commodities and equities.$0100
Notional value of other swaps$036
Futures and forward contracts$021
Written option contracts$074
Purchased option contracts$057
2012-03-31Rank
Derivatives$1,156,620,00088
Notional amount of credit derivatives$051
Bank is guarantor$043
Bank is beneficiary$035
Interest rate contracts$1,126,243,00083
Notional value of interest rate swaps$1,049,061,00074
Futures and forward contracts$0728
Written option contracts$41,852,000167
Purchased option contracts$35,330,00081
Foreign exchange rate contracts$30,377,00064
Notional value of exchange swaps$30,377,00029
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$072
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0105
Notional value of other swaps$036
Futures and forward contracts$023
Written option contracts$077
Purchased option contracts$060
2011-12-31Rank
Derivatives$1,193,901,00075
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$035
Interest rate contracts$1,150,586,00072
Notional value of interest rate swaps$1,077,427,00068
Futures and forward contracts$0659
Written option contracts$39,529,000132
Purchased option contracts$33,630,00072
Foreign exchange rate contracts$43,315,00060
Notional value of exchange swaps$43,315,00027
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$071
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$095
Notional value of other swaps$037
Futures and forward contracts$017
Written option contracts$072
Purchased option contracts$059
2011-09-30Rank
Derivatives$1,130,270,00081
Notional amount of credit derivatives$046
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$1,100,492,00076
Notional value of interest rate swaps$992,410,00068
Futures and forward contracts$0648
Written option contracts$64,808,000110
Purchased option contracts$43,274,00065
Foreign exchange rate contracts$29,778,00063
Notional value of exchange swaps$29,778,00027
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$074
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0102
Notional value of other swaps$037
Futures and forward contracts$018
Written option contracts$077
Purchased option contracts$061
2011-06-30Rank
Derivatives$1,040,970,00082
Notional amount of credit derivatives$045
Bank is guarantor$038
Bank is beneficiary$031
Interest rate contracts$982,779,00076
Notional value of interest rate swaps$942,452,00069
Futures and forward contracts$0628
Written option contracts$22,468,000143
Purchased option contracts$17,859,00084
Foreign exchange rate contracts$58,191,00061
Notional value of exchange swaps$58,191,00027
Commitments to purchase foreign currencies & U.S. dollar exchange$093
Spot foreign exchange rate contracts$070
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0104
Notional value of other swaps$039
Futures and forward contracts$017
Written option contracts$077
Purchased option contracts$063
2011-03-31Rank
Derivatives$994,727,00084
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$032
Interest rate contracts$948,780,00078
Notional value of interest rate swaps$902,673,00071
Futures and forward contracts$0610
Written option contracts$29,665,000114
Purchased option contracts$16,442,00089
Foreign exchange rate contracts$45,947,00058
Notional value of exchange swaps$45,947,00027
Commitments to purchase foreign currencies & U.S. dollar exchange$092
Spot foreign exchange rate contracts$068
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$0108
Notional value of other swaps$043
Futures and forward contracts$015
Written option contracts$081
Purchased option contracts$065
2010-12-31Rank
Derivatives$1,009,778,00084
Notional amount of credit derivatives$048
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$926,367,00081
Notional value of interest rate swaps$838,900,00074
Futures and forward contracts$0635
Written option contracts$38,213,000118
Purchased option contracts$49,254,00060
Foreign exchange rate contracts$83,411,00051
Notional value of exchange swaps$83,411,00026
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$066
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0106
Notional value of other swaps$042
Futures and forward contracts$015
Written option contracts$079
Purchased option contracts$065
2010-09-30Rank
Derivatives$847,380,00088
Notional amount of credit derivatives$047
Bank is guarantor$036
Bank is beneficiary$032
Interest rate contracts$739,740,00087
Notional value of interest rate swaps$580,424,00075
Futures and forward contracts$0630
Written option contracts$103,439,00084
Purchased option contracts$55,877,00052
Foreign exchange rate contracts$107,640,00050
Notional value of exchange swaps$107,640,00026
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$069
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$0114
Notional value of other swaps$046
Futures and forward contracts$014
Written option contracts$086
Purchased option contracts$063
2010-06-30Rank
Derivatives$811,805,00085
Notional amount of credit derivatives$047
Bank is guarantor$037
Bank is beneficiary$033
Interest rate contracts$693,908,00082
Notional value of interest rate swaps$613,863,00076
Futures and forward contracts$0592
Written option contracts$44,683,000107
Purchased option contracts$35,362,00061
Foreign exchange rate contracts$117,897,00047
Notional value of exchange swaps$117,897,00024
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$067
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$0117
Notional value of other swaps$049
Futures and forward contracts$015
Written option contracts$087
Purchased option contracts$063
2010-03-31Rank
Derivatives$722,174,00083
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$033
Interest rate contracts$639,012,00081
Notional value of interest rate swaps$555,616,00075
Futures and forward contracts$0580
Written option contracts$37,553,000100
Purchased option contracts$45,843,00058
Foreign exchange rate contracts$83,162,00044
Notional value of exchange swaps$83,162,00023
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$070
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0122
Notional value of other swaps$053
Futures and forward contracts$015
Written option contracts$091
Purchased option contracts$066
2009-12-31Rank
Derivatives$649,662,00085
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$035
Interest rate contracts$632,813,00080
Notional value of interest rate swaps$536,349,00076
Futures and forward contracts$0570
Written option contracts$41,482,00097
Purchased option contracts$54,982,00056
Foreign exchange rate contracts$16,849,00061
Notional value of exchange swaps$16,849,00027
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$067
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$0118
Notional value of other swaps$053
Futures and forward contracts$014
Written option contracts$090
Purchased option contracts$065
2009-09-30Rank
Derivatives$505,361,000100
Notional amount of credit derivatives$051
Bank is guarantor$042
Bank is beneficiary$036
Interest rate contracts$505,361,00093
Notional value of interest rate swaps$404,483,00086
Futures and forward contracts$0590
Written option contracts$42,465,000104
Purchased option contracts$58,413,00054
Foreign exchange rate contracts$0101
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$070
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0130
Notional value of other swaps$058
Futures and forward contracts$017
Written option contracts$098
Purchased option contracts$067
2009-06-30Rank
Derivatives$434,234,000119
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$036
Interest rate contracts$434,234,000112
Notional value of interest rate swaps$335,474,000106
Futures and forward contracts$0609
Written option contracts$49,380,000105
Purchased option contracts$49,380,00062
Foreign exchange rate contracts$0102
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$069
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0135
Notional value of other swaps$065
Futures and forward contracts$016
Written option contracts$0100
Purchased option contracts$075
2009-03-31Rank
Derivatives$451,922,000127
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$038
Interest rate contracts$451,922,000122
Notional value of interest rate swaps$362,434,000101
Futures and forward contracts$0582
Written option contracts$44,744,000138
Purchased option contracts$44,744,00066
Foreign exchange rate contracts$0106
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0100
Spot foreign exchange rate contracts$071
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0135
Notional value of other swaps$062
Futures and forward contracts$016
Written option contracts$0104
Purchased option contracts$079
2008-12-31Rank
Derivatives$393,134,000125
Notional amount of credit derivatives$050
Bank is guarantor$036
Bank is beneficiary$040
Interest rate contracts$393,134,000117
Notional value of interest rate swaps$325,805,000112
Futures and forward contracts$0537
Written option contracts$28,675,000142
Purchased option contracts$38,654,00078
Foreign exchange rate contracts$0104
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$071
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0134
Notional value of other swaps$070
Futures and forward contracts$016
Written option contracts$0102
Purchased option contracts$076
2008-09-30Rank
Derivatives$195,258,000156
Notional amount of credit derivatives$054
Bank is guarantor$039
Bank is beneficiary$041
Interest rate contracts$195,258,000154
Notional value of interest rate swaps$165,805,000129
Futures and forward contracts$0517
Written option contracts$10,846,000170
Purchased option contracts$18,607,000109
Foreign exchange rate contracts$0104
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$073
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0149
Notional value of other swaps$073
Futures and forward contracts$015
Written option contracts$0112
Purchased option contracts$082
2008-06-30Rank
Derivatives$202,165,000148
Notional amount of credit derivatives$052
Bank is guarantor$037
Bank is beneficiary$039
Interest rate contracts$202,165,000143
Notional value of interest rate swaps$147,659,000132
Futures and forward contracts$0487
Written option contracts$21,969,000115
Purchased option contracts$32,537,00088
Foreign exchange rate contracts$0102
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$073
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0156
Notional value of other swaps$075
Futures and forward contracts$017
Written option contracts$0114
Purchased option contracts$087
2008-03-31Rank
Derivatives$217,837,000142
Notional amount of credit derivatives$050
Bank is guarantor$038
Bank is beneficiary$037
Interest rate contracts$217,837,000138
Notional value of interest rate swaps$147,659,000128
Futures and forward contracts$0496
Written option contracts$26,552,000121
Purchased option contracts$43,626,00086
Foreign exchange rate contracts$0105
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$071
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$0157
Notional value of other swaps$076
Futures and forward contracts$018
Written option contracts$0113
Purchased option contracts$083
2007-12-31Rank
Derivatives$282,497,000124
Notional amount of credit derivatives$048
Bank is guarantor$036
Bank is beneficiary$037
Interest rate contracts$282,497,000119
Notional value of interest rate swaps$135,000,000130
Futures and forward contracts$0454
Written option contracts$18,184,000120
Purchased option contracts$129,313,00054
Foreign exchange rate contracts$0100
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$070
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$0157
Notional value of other swaps$079
Futures and forward contracts$022
Written option contracts$0111
Purchased option contracts$082
2007-09-30Rank
Derivatives$266,070,000127
Notional amount of credit derivatives$048
Bank is guarantor$035
Bank is beneficiary$039
Interest rate contracts$266,070,000122
Notional value of interest rate swaps$135,000,000125
Futures and forward contracts$0443
Written option contracts$12,066,000159
Purchased option contracts$119,004,00057
Foreign exchange rate contracts$0100
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$072
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$0170
Notional value of other swaps$083
Futures and forward contracts$024
Written option contracts$0124
Purchased option contracts$086
2007-06-30Rank
Derivatives$280,077,000137
Notional amount of credit derivatives$052
Bank is guarantor$039
Bank is beneficiary$037
Interest rate contracts$280,077,000131
Notional value of interest rate swaps$135,000,000138
Futures and forward contracts$0460
Written option contracts$17,118,000145
Purchased option contracts$127,959,00054
Foreign exchange rate contracts$0105
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$072
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$0163
Notional value of other swaps$082
Futures and forward contracts$027
Written option contracts$0118
Purchased option contracts$083
2007-03-31Rank
Derivatives$296,191,000135
Notional amount of credit derivatives$054
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$296,191,000129
Notional value of interest rate swaps$135,000,000134
Futures and forward contracts$0444
Written option contracts$24,581,000110
Purchased option contracts$136,610,00056
Foreign exchange rate contracts$0101
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$072
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0169
Notional value of other swaps$083
Futures and forward contracts$026
Written option contracts$0123
Purchased option contracts$088
2006-12-31Rank
Derivatives$289,097,000135
Notional amount of credit derivatives$048
Bank is guarantor$034
Bank is beneficiary$036
Interest rate contracts$289,097,000130
Notional value of interest rate swaps$160,000,000129
Futures and forward contracts$0427
Written option contracts$8,619,000174
Purchased option contracts$120,478,00058
Foreign exchange rate contracts$0104
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$098
Spot foreign exchange rate contracts$073
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$0165
Notional value of other swaps$084
Futures and forward contracts$026
Written option contracts$0122
Purchased option contracts$086
2006-09-30Rank
Derivatives$325,530,000133
Notional amount of credit derivatives$047
Bank is guarantor$034
Bank is beneficiary$035
Interest rate contracts$325,530,000128
Notional value of interest rate swaps$185,000,000126
Futures and forward contracts$0430
Written option contracts$14,788,000151
Purchased option contracts$125,742,00055
Foreign exchange rate contracts$0109
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$077
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0173
Notional value of other swaps$085
Futures and forward contracts$027
Written option contracts$0130
Purchased option contracts$092
2006-06-30Rank
Derivatives$319,964,000135
Notional amount of credit derivatives$041
Bank is guarantor$026
Bank is beneficiary$035
Interest rate contracts$319,964,000130
Notional value of interest rate swaps$185,000,000131
Futures and forward contracts$0416
Written option contracts$13,137,000165
Purchased option contracts$121,827,00053
Foreign exchange rate contracts$0105
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$098
Spot foreign exchange rate contracts$077
Written option contracts$036
Purchased option contracts$033
Contracts on other commodities and equities.$0172
Notional value of other swaps$088
Futures and forward contracts$029
Written option contracts$0124
Purchased option contracts$090
2006-03-31Rank
Derivatives$323,010,000136
Notional amount of credit derivatives$041
Bank is guarantor$027
Bank is beneficiary$035
Interest rate contracts$323,010,000130
Notional value of interest rate swaps$185,000,000126
Futures and forward contracts$0407
Written option contracts$14,830,000146
Purchased option contracts$123,180,00050
Foreign exchange rate contracts$0104
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$078
Written option contracts$034
Purchased option contracts$031
Contracts on other commodities and equities.$0177
Notional value of other swaps$087
Futures and forward contracts$030
Written option contracts$0127
Purchased option contracts$093
2005-12-31Rank
Derivatives$228,470,000149
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$033
Interest rate contracts$228,470,000141
Notional value of interest rate swaps$110,000,000150
Futures and forward contracts$0388
Written option contracts$6,879,000191
Purchased option contracts$111,591,00048
Foreign exchange rate contracts$0103
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$072
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0170
Notional value of other swaps$084
Futures and forward contracts$029
Written option contracts$0117
Purchased option contracts$094
2005-09-30Rank
Derivatives$229,626,000154
Notional amount of credit derivatives$039
Bank is guarantor$028
Bank is beneficiary$031
Interest rate contracts$229,626,000147
Notional value of interest rate swaps$110,000,000151
Futures and forward contracts$0355
Written option contracts$19,626,000129
Purchased option contracts$100,000,00049
Foreign exchange rate contracts$0111
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$0107
Spot foreign exchange rate contracts$079
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$0166
Notional value of other swaps$076
Futures and forward contracts$027
Written option contracts$0118
Purchased option contracts$091
2005-06-30Rank
Derivatives$259,321,000140
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$031
Interest rate contracts$259,321,000135
Notional value of interest rate swaps$135,000,000138
Futures and forward contracts$0325
Written option contracts$24,321,000124
Purchased option contracts$100,000,00047
Foreign exchange rate contracts$0109
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$078
Written option contracts$034
Purchased option contracts$032
Contracts on other commodities and equities.$0163
Notional value of other swaps$079
Futures and forward contracts$024
Written option contracts$0117
Purchased option contracts$088
2005-03-31Rank
Derivatives$222,684,000139
Notional amount of credit derivatives$035
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$222,684,000134
Notional value of interest rate swaps$110,000,000140
Futures and forward contracts$0283
Written option contracts$12,684,000122
Purchased option contracts$100,000,00043
Foreign exchange rate contracts$0112
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$0109
Spot foreign exchange rate contracts$081
Written option contracts$034
Purchased option contracts$033
Contracts on other commodities and equities.$0152
Notional value of other swaps$080
Futures and forward contracts$015
Written option contracts$0113
Purchased option contracts$084
2004-12-31Rank
Derivatives$84,847,000191
Notional amount of credit derivatives$035
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$84,847,000183
Notional value of interest rate swaps$75,000,000161
Futures and forward contracts$0272
Written option contracts$9,847,000125
Purchased option contracts$0114
Foreign exchange rate contracts$0109
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$074
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$0147
Notional value of other swaps$078
Futures and forward contracts$014
Written option contracts$0110
Purchased option contracts$079
2004-09-30Rank
Derivatives$97,146,000190
Notional amount of credit derivatives$036
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$97,146,000183
Notional value of interest rate swaps$75,000,000162
Futures and forward contracts$0268
Written option contracts$22,146,000112
Purchased option contracts$0120
Foreign exchange rate contracts$0111
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0107
Spot foreign exchange rate contracts$080
Written option contracts$034
Purchased option contracts$033
Contracts on other commodities and equities.$0148
Notional value of other swaps$075
Futures and forward contracts$014
Written option contracts$0112
Purchased option contracts$076
2004-06-30Rank
Derivatives$80,938,000197
Notional amount of credit derivatives$037
Bank is guarantor$023
Bank is beneficiary$031
Interest rate contracts$80,938,000187
Notional value of interest rate swaps$75,000,000157
Futures and forward contracts$0251
Written option contracts$5,938,000158
Purchased option contracts$0123
Foreign exchange rate contracts$0110
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0106
Spot foreign exchange rate contracts$081
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$0141
Notional value of other swaps$074
Futures and forward contracts$014
Written option contracts$0108
Purchased option contracts$075
2004-03-31Rank
Derivatives$98,147,000191
Notional amount of credit derivatives$037
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$98,147,000181
Notional value of interest rate swaps$75,000,000157
Futures and forward contracts$0237
Written option contracts$23,147,000111
Purchased option contracts$0122
Foreign exchange rate contracts$0107
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0102
Spot foreign exchange rate contracts$078
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$0134
Notional value of other swaps$071
Futures and forward contracts$013
Written option contracts$0102
Purchased option contracts$071
2003-12-31Rank
Derivatives$55,476,000225
Notional amount of credit derivatives$032
Bank is guarantor$020
Bank is beneficiary$029
Interest rate contracts$55,476,000214
Notional value of interest rate swaps$50,000,000183
Futures and forward contracts$0228
Written option contracts$5,476,000141
Purchased option contracts$0125
Foreign exchange rate contracts$0109
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0100
Spot foreign exchange rate contracts$077
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$0131
Notional value of other swaps$070
Futures and forward contracts$013
Written option contracts$099
Purchased option contracts$071
2003-09-30Rank
Derivatives$59,296,000227
Notional amount of credit derivatives$032
Bank is guarantor$019
Bank is beneficiary$028
Interest rate contracts$59,296,000219
Notional value of interest rate swaps$50,000,000183
Futures and forward contracts$0219
Written option contracts$9,296,000126
Purchased option contracts$0130
Foreign exchange rate contracts$0112
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0105
Spot foreign exchange rate contracts$078
Written option contracts$032
Purchased option contracts$030
Contracts on other commodities and equities.$0134
Notional value of other swaps$070
Futures and forward contracts$014
Written option contracts$0101
Purchased option contracts$070
2003-06-30Rank
Derivatives$94,267,000203
Notional amount of credit derivatives$030
Bank is guarantor$020
Bank is beneficiary$025
Interest rate contracts$94,267,000193
Notional value of interest rate swaps$50,000,000170
Futures and forward contracts$0197
Written option contracts$44,267,00091
Purchased option contracts$0134
Foreign exchange rate contracts$0111
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$078
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$0130
Notional value of other swaps$068
Futures and forward contracts$014
Written option contracts$096
Purchased option contracts$064
2003-03-31Rank
Derivatives$50,000,000239
Notional amount of credit derivatives$033
Bank is guarantor$023
Bank is beneficiary$025
Interest rate contracts$50,000,000232
Notional value of interest rate swaps$50,000,000170
Futures and forward contracts$0175
Written option contracts$0168
Purchased option contracts$0139
Foreign exchange rate contracts$0110
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$081
Written option contracts$028
Purchased option contracts$027
Contracts on other commodities and equities.$0123
Notional value of other swaps$065
Futures and forward contracts$012
Written option contracts$086
Purchased option contracts$062
2002-12-31Rank
Derivatives$50,000,000222
Notional amount of credit derivatives$030
Bank is guarantor$023
Bank is beneficiary$021
Interest rate contracts$50,000,000212
Notional value of interest rate swaps$50,000,000161
Futures and forward contracts$0158
Written option contracts$0138
Purchased option contracts$0146
Foreign exchange rate contracts$0110
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0103
Spot foreign exchange rate contracts$081
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$0109
Notional value of other swaps$053
Futures and forward contracts$011
Written option contracts$075
Purchased option contracts$059
2001-12-31Rank
Derivatives$125,000,000158
Notional amount of credit derivatives$032
Bank is guarantor$022
Bank is beneficiary$024
Interest rate contracts$125,000,000147
Notional value of interest rate swaps$125,000,000119
Futures and forward contracts$0140
Written option contracts$091
Purchased option contracts$0176
Foreign exchange rate contracts$0113
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$0105
Spot foreign exchange rate contracts$079
Written option contracts$028
Purchased option contracts$028
Contracts on other commodities and equities.$073
Notional value of other swaps$028
Futures and forward contracts$011
Written option contracts$044
Purchased option contracts$038
2000-12-31Rank
Derivatives$110,000,000178
Notional amount of credit derivatives$031
Bank is guarantor$024
Bank is beneficiary$019
Interest rate contracts$110,000,000170
Notional value of interest rate swaps$110,000,000141
Futures and forward contracts$0127
Written option contracts$098
Purchased option contracts$0204
Foreign exchange rate contracts$0134
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$0125
Spot foreign exchange rate contracts$090
Written option contracts$028
Purchased option contracts$029
Contracts on other commodities and equities.$066
Notional value of other swaps$024
Futures and forward contracts$012
Written option contracts$049
Purchased option contracts$031
1999-12-31Rank
Derivatives$65,250,000214
Notional amount of credit derivatives$027
Bank is guarantor$023
Bank is beneficiary$015
Interest rate contracts$65,250,000205
Notional value of interest rate swaps$55,000,000186
Futures and forward contracts$0135
Written option contracts$5,000,00082
Purchased option contracts$5,250,000176
Foreign exchange rate contracts$0125
Notional value of exchange swaps$038
Commitments to purchase foreign currencies & U.S. dollar exchange$0120
Spot foreign exchange rate contracts$087
Written option contracts$035
Purchased option contracts$036
Contracts on other commodities and equities.$060
Notional value of other swaps$024
Futures and forward contracts$010
Written option contracts$047
Purchased option contracts$032
1998-12-31Rank
Derivatives$29,250,000301
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$29,250,000290
Notional value of interest rate swaps$20,000,000235
Futures and forward contracts$0151
Written option contracts$098
Purchased option contracts$9,250,000196
Foreign exchange rate contracts$0135
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$0127
Spot foreign exchange rate contracts$0101
Written option contracts$037
Purchased option contracts$039
Contracts on other commodities and equities.$057
Notional value of other swaps$022
Futures and forward contracts$013
Written option contracts$040
Purchased option contracts$027
1997-12-31Rank
Derivatives$79,250,000220
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$79,250,000213
Notional value of interest rate swaps$70,000,000174
Futures and forward contracts$0177
Written option contracts$0109
Purchased option contracts$9,250,000206
Foreign exchange rate contracts$0150
Notional value of exchange swaps$037
Commitments to purchase foreign currencies & U.S. dollar exchange$0140
Spot foreign exchange rate contracts$0110
Written option contracts$041
Purchased option contracts$043
Contracts on other commodities and equities.$044
Notional value of other swaps$018
Futures and forward contracts$017
Written option contracts$028
Purchased option contracts$027
1996-12-31Rank
Derivatives$174,250,000219
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$174,250,000212
Notional value of interest rate swaps$90,000,000201
Futures and forward contracts$0134
Written option contracts$70,000,00069
Purchased option contracts$14,250,000181
Foreign exchange rate contracts$0170
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$0162
Spot foreign exchange rate contracts$0127
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$160,000,000250
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$160,000,000238
Notional value of interest rate swaps$90,000,000238
Futures and forward contracts$0149
Written option contracts$70,000,00082
Purchased option contracts$0296
Foreign exchange rate contracts$0190
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0183
Spot foreign exchange rate contracts$0142
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$115,000,000273
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$115,000,000260
Notional value of interest rate swaps$115,000,000229
Futures and forward contracts$0164
Written option contracts$0137
Purchased option contracts$0280
Foreign exchange rate contracts$0190
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0196
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$110,000,000254
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$110,000,000243
Notional value of interest rate swaps$110,000,000218
Futures and forward contracts$0179
Written option contracts$0121
Purchased option contracts$0236
Foreign exchange rate contracts$0204
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0212
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$110,000,000243
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$110,000,000229
Notional value of interest rate swaps$110,000,000199
Futures and forward contracts$0150
Written option contracts$0109
Purchased option contracts$0202
Foreign exchange rate contracts$0229
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0237
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