Home > Square 1 Bank > Derivatives
Square 1 Bank, Derivatives
| 2015-09-30 | Rank | |
| Derivatives | $18,131,000 | 586 |
| Notional amount of credit derivatives | $0 | 65 |
| Bank is guarantor | $0 | 54 |
| Bank is beneficiary | $0 | 46 |
| Interest rate contracts | $0 | 1,392 |
| Notional value of interest rate swaps | $0 | 536 |
| Futures and forward contracts | $0 | 850 |
| Written option contracts | $0 | 880 |
| Purchased option contracts | $0 | 175 |
| Foreign exchange rate contracts | $18,131,000 | 71 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $18,131,000 | 67 |
| Spot foreign exchange rate contracts | $4,429,000 | 46 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 72 |
| Notional value of other swaps | $0 | 34 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $0 | 52 |
| Purchased option contracts | $0 | 44 |
| 2015-06-30 | Rank | |
| Derivatives | $24,822,000 | 542 |
| Notional amount of credit derivatives | $0 | 65 |
| Bank is guarantor | $0 | 53 |
| Bank is beneficiary | $0 | 47 |
| Interest rate contracts | $0 | 1,397 |
| Notional value of interest rate swaps | $0 | 530 |
| Futures and forward contracts | $0 | 844 |
| Written option contracts | $0 | 897 |
| Purchased option contracts | $0 | 173 |
| Foreign exchange rate contracts | $24,822,000 | 68 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $24,822,000 | 66 |
| Spot foreign exchange rate contracts | $6,144,000 | 45 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 77 |
| Notional value of other swaps | $0 | 37 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $0 | 57 |
| Purchased option contracts | $0 | 42 |
| 2015-03-31 | Rank | |
| Derivatives | $30,583,000 | 495 |
| Notional amount of credit derivatives | $0 | 65 |
| Bank is guarantor | $0 | 52 |
| Bank is beneficiary | $0 | 46 |
| Interest rate contracts | $0 | 1,396 |
| Notional value of interest rate swaps | $0 | 527 |
| Futures and forward contracts | $0 | 828 |
| Written option contracts | $0 | 899 |
| Purchased option contracts | $0 | 170 |
| Foreign exchange rate contracts | $30,583,000 | 70 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $30,583,000 | 67 |
| Spot foreign exchange rate contracts | $17,444,000 | 39 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 34 |
| Contracts on other commodities and equities. | $0 | 80 |
| Notional value of other swaps | $0 | 35 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $0 | 61 |
| Purchased option contracts | $0 | 45 |
| 2014-12-31 | Rank | |
| Derivatives | $80,791,000 | 305 |
| Notional amount of credit derivatives | $0 | 63 |
| Bank is guarantor | $0 | 50 |
| Bank is beneficiary | $0 | 45 |
| Interest rate contracts | $0 | 1,367 |
| Notional value of interest rate swaps | $0 | 513 |
| Futures and forward contracts | $0 | 802 |
| Written option contracts | $0 | 871 |
| Purchased option contracts | $0 | 171 |
| Foreign exchange rate contracts | $80,671,000 | 56 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $80,671,000 | 54 |
| Spot foreign exchange rate contracts | $69,325,000 | 22 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 34 |
| Contracts on other commodities and equities. | $120,000 | 69 |
| Notional value of other swaps | $0 | 34 |
| Futures and forward contracts | $0 | 22 |
| Written option contracts | $0 | 61 |
| Purchased option contracts | $120,000 | 40 |
| 2014-09-30 | Rank | |
| Derivatives | $52,094,000 | 359 |
| Notional amount of credit derivatives | $0 | 64 |
| Bank is guarantor | $0 | 50 |
| Bank is beneficiary | $0 | 46 |
| Interest rate contracts | $0 | 1,355 |
| Notional value of interest rate swaps | $0 | 502 |
| Futures and forward contracts | $0 | 795 |
| Written option contracts | $0 | 881 |
| Purchased option contracts | $0 | 169 |
| Foreign exchange rate contracts | $24,074,000 | 74 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $24,074,000 | 71 |
| Spot foreign exchange rate contracts | $4,547,000 | 48 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 34 |
| Contracts on other commodities and equities. | $28,020,000 | 36 |
| Notional value of other swaps | $0 | 32 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $0 | 68 |
| Purchased option contracts | $28,020,000 | 26 |
| 2014-06-30 | Rank | |
| Derivatives | $37,966,000 | 413 |
| Notional amount of credit derivatives | $0 | 64 |
| Bank is guarantor | $0 | 49 |
| Bank is beneficiary | $0 | 47 |
| Interest rate contracts | $0 | 1,367 |
| Notional value of interest rate swaps | $0 | 503 |
| Futures and forward contracts | $0 | 816 |
| Written option contracts | $0 | 884 |
| Purchased option contracts | $0 | 174 |
| Foreign exchange rate contracts | $12,756,000 | 76 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $12,756,000 | 71 |
| Spot foreign exchange rate contracts | $2,078,000 | 51 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $25,210,000 | 38 |
| Notional value of other swaps | $0 | 33 |
| Futures and forward contracts | $0 | 23 |
| Written option contracts | $0 | 72 |
| Purchased option contracts | $25,210,000 | 27 |
| 2014-03-31 | Rank | |
| Derivatives | $49,854,000 | 356 |
| Notional amount of credit derivatives | $0 | 62 |
| Bank is guarantor | $0 | 47 |
| Bank is beneficiary | $0 | 45 |
| Interest rate contracts | $0 | 1,356 |
| Notional value of interest rate swaps | $0 | 495 |
| Futures and forward contracts | $0 | 790 |
| Written option contracts | $0 | 879 |
| Purchased option contracts | $0 | 172 |
| Foreign exchange rate contracts | $21,699,000 | 73 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $21,699,000 | 68 |
| Spot foreign exchange rate contracts | $943,000 | 58 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $28,155,000 | 36 |
| Notional value of other swaps | $0 | 34 |
| Futures and forward contracts | $0 | 25 |
| Written option contracts | $0 | 73 |
| Purchased option contracts | $28,155,000 | 26 |
| 2013-12-31 | Rank | |
| Derivatives | $37,196,000 | 380 |
| Notional amount of credit derivatives | $0 | 59 |
| Bank is guarantor | $0 | 44 |
| Bank is beneficiary | $0 | 43 |
| Interest rate contracts | $0 | 1,347 |
| Notional value of interest rate swaps | $0 | 483 |
| Futures and forward contracts | $0 | 792 |
| Written option contracts | $0 | 858 |
| Purchased option contracts | $0 | 164 |
| Foreign exchange rate contracts | $8,798,000 | 83 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $8,798,000 | 77 |
| Spot foreign exchange rate contracts | $1,138,000 | 57 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $28,398,000 | 37 |
| Notional value of other swaps | $0 | 34 |
| Futures and forward contracts | $0 | 25 |
| Written option contracts | $0 | 70 |
| Purchased option contracts | $28,398,000 | 27 |
| 2013-09-30 | Rank | |
| Derivatives | $56,825,000 | 336 |
| Notional amount of credit derivatives | $0 | 58 |
| Bank is guarantor | $0 | 43 |
| Bank is beneficiary | $0 | 43 |
| Interest rate contracts | $0 | 1,377 |
| Notional value of interest rate swaps | $0 | 469 |
| Futures and forward contracts | $0 | 831 |
| Written option contracts | $0 | 876 |
| Purchased option contracts | $0 | 158 |
| Foreign exchange rate contracts | $28,818,000 | 68 |
| Notional value of exchange swaps | $0 | 35 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $28,818,000 | 62 |
| Spot foreign exchange rate contracts | $1,246,000 | 56 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $28,007,000 | 40 |
| Notional value of other swaps | $0 | 35 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 72 |
| Purchased option contracts | $28,007,000 | 27 |
| 2013-06-30 | Rank | |
| Derivatives | $71,854,000 | 332 |
| Notional amount of credit derivatives | $0 | 56 |
| Bank is guarantor | $0 | 42 |
| Bank is beneficiary | $0 | 41 |
| Interest rate contracts | $0 | 1,362 |
| Notional value of interest rate swaps | $0 | 460 |
| Futures and forward contracts | $0 | 826 |
| Written option contracts | $0 | 875 |
| Purchased option contracts | $0 | 152 |
| Foreign exchange rate contracts | $43,687,000 | 66 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $43,687,000 | 61 |
| Spot foreign exchange rate contracts | $1,199,000 | 55 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $28,167,000 | 41 |
| Notional value of other swaps | $0 | 36 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $0 | 75 |
| Purchased option contracts | $28,167,000 | 26 |
| 2013-03-31 | Rank | |
| Derivatives | $76,959,000 | 316 |
| Notional amount of credit derivatives | $0 | 56 |
| Bank is guarantor | $0 | 42 |
| Bank is beneficiary | $0 | 41 |
| Interest rate contracts | $0 | 1,350 |
| Notional value of interest rate swaps | $0 | 449 |
| Futures and forward contracts | $0 | 809 |
| Written option contracts | $0 | 875 |
| Purchased option contracts | $0 | 157 |
| Foreign exchange rate contracts | $50,348,000 | 62 |
| Notional value of exchange swaps | $0 | 35 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $50,348,000 | 57 |
| Spot foreign exchange rate contracts | $1,326,000 | 52 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $26,611,000 | 42 |
| Notional value of other swaps | $0 | 37 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $0 | 78 |
| Purchased option contracts | $26,611,000 | 27 |
| 2012-12-31 | Rank | |
| Derivatives | $31,019,000 | 460 |
| Notional amount of credit derivatives | $0 | 53 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 39 |
| Interest rate contracts | $0 | 1,317 |
| Notional value of interest rate swaps | $0 | 435 |
| Futures and forward contracts | $0 | 782 |
| Written option contracts | $0 | 845 |
| Purchased option contracts | $0 | 156 |
| Foreign exchange rate contracts | $6,013,000 | 76 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $6,013,000 | 70 |
| Spot foreign exchange rate contracts | $527,000 | 54 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $25,006,000 | 43 |
| Notional value of other swaps | $0 | 35 |
| Futures and forward contracts | $0 | 21 |
| Written option contracts | $0 | 76 |
| Purchased option contracts | $25,006,000 | 27 |
| 2012-09-30 | Rank | |
| Derivatives | $41,730,000 | 424 |
| Notional amount of credit derivatives | $0 | 52 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $0 | 1,313 |
| Notional value of interest rate swaps | $0 | 425 |
| Futures and forward contracts | $0 | 769 |
| Written option contracts | $0 | 839 |
| Purchased option contracts | $0 | 157 |
| Foreign exchange rate contracts | $15,788,000 | 71 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $15,788,000 | 67 |
| Spot foreign exchange rate contracts | $1,181,000 | 55 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 35 |
| Contracts on other commodities and equities. | $25,942,000 | 46 |
| Notional value of other swaps | $0 | 37 |
| Futures and forward contracts | $0 | 22 |
| Written option contracts | $0 | 80 |
| Purchased option contracts | $25,942,000 | 28 |
| 2012-06-30 | Rank | |
| Derivatives | $50,875,000 | 369 |
| Notional amount of credit derivatives | $0 | 51 |
| Bank is guarantor | $0 | 41 |
| Bank is beneficiary | $0 | 34 |
| Interest rate contracts | $0 | 1,282 |
| Notional value of interest rate swaps | $0 | 414 |
| Futures and forward contracts | $0 | 741 |
| Written option contracts | $0 | 808 |
| Purchased option contracts | $0 | 157 |
| Foreign exchange rate contracts | $24,831,000 | 68 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $24,831,000 | 63 |
| Spot foreign exchange rate contracts | $1,316,000 | 52 |
| Written option contracts | $0 | 35 |
| Purchased option contracts | $0 | 35 |
| Contracts on other commodities and equities. | $26,044,000 | 45 |
| Notional value of other swaps | $0 | 36 |
| Futures and forward contracts | $0 | 21 |
| Written option contracts | $0 | 74 |
| Purchased option contracts | $26,044,000 | 27 |
| 2012-03-31 | Rank | |
| Derivatives | $67,909,000 | 319 |
| Notional amount of credit derivatives | $0 | 51 |
| Bank is guarantor | $0 | 43 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $0 | 1,242 |
| Notional value of interest rate swaps | $0 | 408 |
| Futures and forward contracts | $0 | 728 |
| Written option contracts | $0 | 789 |
| Purchased option contracts | $0 | 154 |
| Foreign exchange rate contracts | $41,070,000 | 61 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $41,070,000 | 58 |
| Spot foreign exchange rate contracts | $680,000 | 55 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $26,839,000 | 45 |
| Notional value of other swaps | $0 | 36 |
| Futures and forward contracts | $0 | 23 |
| Written option contracts | $0 | 77 |
| Purchased option contracts | $26,839,000 | 28 |
| 2011-12-31 | Rank | |
| Derivatives | $84,216,000 | 240 |
| Notional amount of credit derivatives | $0 | 48 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $0 | 1,143 |
| Notional value of interest rate swaps | $0 | 369 |
| Futures and forward contracts | $0 | 659 |
| Written option contracts | $0 | 734 |
| Purchased option contracts | $0 | 142 |
| Foreign exchange rate contracts | $58,373,000 | 56 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $58,373,000 | 53 |
| Spot foreign exchange rate contracts | $1,285,000 | 52 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $25,843,000 | 40 |
| Notional value of other swaps | $0 | 37 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 72 |
| Purchased option contracts | $25,843,000 | 27 |
| 2011-09-30 | Rank | |
| Derivatives | $52,256,000 | 306 |
| Notional amount of credit derivatives | $0 | 46 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $0 | 1,137 |
| Notional value of interest rate swaps | $0 | 363 |
| Futures and forward contracts | $0 | 648 |
| Written option contracts | $0 | 730 |
| Purchased option contracts | $0 | 141 |
| Foreign exchange rate contracts | $27,917,000 | 65 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $27,917,000 | 62 |
| Spot foreign exchange rate contracts | $2,556,000 | 51 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $24,339,000 | 38 |
| Notional value of other swaps | $0 | 37 |
| Futures and forward contracts | $0 | 18 |
| Written option contracts | $0 | 77 |
| Purchased option contracts | $24,339,000 | 27 |
| 2011-06-30 | Rank | |
| Derivatives | $42,907,000 | 286 |
| Notional amount of credit derivatives | $0 | 45 |
| Bank is guarantor | $0 | 38 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $0 | 1,113 |
| Notional value of interest rate swaps | $0 | 361 |
| Futures and forward contracts | $0 | 628 |
| Written option contracts | $0 | 701 |
| Purchased option contracts | $0 | 143 |
| Foreign exchange rate contracts | $19,561,000 | 67 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $19,561,000 | 61 |
| Spot foreign exchange rate contracts | $388,000 | 60 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $23,346,000 | 41 |
| Notional value of other swaps | $0 | 39 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 77 |
| Purchased option contracts | $23,346,000 | 29 |
| 2011-03-31 | Rank | |
| Derivatives | $23,017,000 | 348 |
| Notional amount of credit derivatives | $0 | 48 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $0 | 1,090 |
| Notional value of interest rate swaps | $0 | 359 |
| Futures and forward contracts | $0 | 610 |
| Written option contracts | $0 | 700 |
| Purchased option contracts | $0 | 139 |
| Foreign exchange rate contracts | $429,000 | 91 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $429,000 | 82 |
| Spot foreign exchange rate contracts | $429,000 | 56 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $22,588,000 | 40 |
| Notional value of other swaps | $0 | 43 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 81 |
| Purchased option contracts | $22,588,000 | 28 |
| 2010-12-31 | Rank | |
| Derivatives | $36,691,000 | 322 |
| Notional amount of credit derivatives | $0 | 48 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $0 | 1,118 |
| Notional value of interest rate swaps | $0 | 354 |
| Futures and forward contracts | $0 | 635 |
| Written option contracts | $0 | 722 |
| Purchased option contracts | $0 | 142 |
| Foreign exchange rate contracts | $14,776,000 | 68 |
| Notional value of exchange swaps | $0 | 35 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $14,776,000 | 59 |
| Spot foreign exchange rate contracts | $654,000 | 53 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $21,915,000 | 39 |
| Notional value of other swaps | $0 | 42 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 79 |
| Purchased option contracts | $21,915,000 | 27 |
| 2010-09-30 | Rank | |
| Derivatives | $35,001,000 | 389 |
| Notional amount of credit derivatives | $0 | 47 |
| Bank is guarantor | $0 | 36 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $0 | 1,147 |
| Notional value of interest rate swaps | $0 | 352 |
| Futures and forward contracts | $0 | 630 |
| Written option contracts | $0 | 752 |
| Purchased option contracts | $0 | 135 |
| Foreign exchange rate contracts | $14,114,000 | 66 |
| Notional value of exchange swaps | $0 | 36 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $14,114,000 | 57 |
| Spot foreign exchange rate contracts | $1,044,000 | 52 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $20,887,000 | 40 |
| Notional value of other swaps | $0 | 46 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 86 |
| Purchased option contracts | $20,887,000 | 25 |
| 2010-06-30 | Rank | |
| Derivatives | $33,124,000 | 328 |
| Notional amount of credit derivatives | $0 | 47 |
| Bank is guarantor | $0 | 37 |
| Bank is beneficiary | $0 | 33 |
| Interest rate contracts | $0 | 1,100 |
| Notional value of interest rate swaps | $0 | 352 |
| Futures and forward contracts | $0 | 592 |
| Written option contracts | $0 | 710 |
| Purchased option contracts | $0 | 143 |
| Foreign exchange rate contracts | $12,360,000 | 63 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $12,360,000 | 55 |
| Spot foreign exchange rate contracts | $284,000 | 54 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $20,764,000 | 39 |
| Notional value of other swaps | $0 | 49 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 87 |
| Purchased option contracts | $20,764,000 | 25 |
| 2010-03-31 | Rank | |
| Derivatives | $45,896,000 | 271 |
| Notional amount of credit derivatives | $0 | 50 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 33 |
| Interest rate contracts | $0 | 1,088 |
| Notional value of interest rate swaps | $0 | 357 |
| Futures and forward contracts | $0 | 580 |
| Written option contracts | $0 | 689 |
| Purchased option contracts | $0 | 142 |
| Foreign exchange rate contracts | $23,577,000 | 59 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $23,577,000 | 52 |
| Spot foreign exchange rate contracts | $148,000 | 60 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $22,319,000 | 44 |
| Notional value of other swaps | $0 | 53 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 91 |
| Purchased option contracts | $22,319,000 | 27 |
| 2009-12-31 | Rank | |
| Derivatives | $2,767,000 | 736 |
| Notional amount of credit derivatives | $0 | 51 |
| Bank is guarantor | $0 | 41 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $0 | 1,070 |
| Notional value of interest rate swaps | $0 | 347 |
| Futures and forward contracts | $0 | 570 |
| Written option contracts | $0 | 689 |
| Purchased option contracts | $0 | 146 |
| Foreign exchange rate contracts | $2,767,000 | 71 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,767,000 | 65 |
| Spot foreign exchange rate contracts | $1,198,000 | 48 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $0 | 118 |
| Notional value of other swaps | $0 | 53 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 90 |
| Purchased option contracts | $0 | 65 |
| 2009-09-30 | Rank | |
| Derivatives | $30,228,000 | 337 |
| Notional amount of credit derivatives | $0 | 51 |
| Bank is guarantor | $0 | 42 |
| Bank is beneficiary | $0 | 36 |
| Interest rate contracts | $0 | 1,099 |
| Notional value of interest rate swaps | $0 | 346 |
| Futures and forward contracts | $0 | 590 |
| Written option contracts | $0 | 717 |
| Purchased option contracts | $0 | 147 |
| Foreign exchange rate contracts | $30,228,000 | 55 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $30,228,000 | 52 |
| Spot foreign exchange rate contracts | $110,000 | 61 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 130 |
| Notional value of other swaps | $0 | 58 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 98 |
| Purchased option contracts | $0 | 67 |
| 2009-06-30 | Rank | |
| Derivatives | $13,753,000 | 500 |
| Notional amount of credit derivatives | $0 | 50 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 36 |
| Interest rate contracts | $0 | 1,134 |
| Notional value of interest rate swaps | $0 | 357 |
| Futures and forward contracts | $0 | 609 |
| Written option contracts | $0 | 739 |
| Purchased option contracts | $0 | 145 |
| Foreign exchange rate contracts | $13,753,000 | 64 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $13,753,000 | 59 |
| Spot foreign exchange rate contracts | $108,000 | 61 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 135 |
| Notional value of other swaps | $0 | 65 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $0 | 100 |
| Purchased option contracts | $0 | 75 |
| 2009-03-31 | Rank | |
| Derivatives | $16,722,000 | 524 |
| Notional amount of credit derivatives | $0 | 53 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 38 |
| Interest rate contracts | $0 | 1,078 |
| Notional value of interest rate swaps | $0 | 347 |
| Futures and forward contracts | $0 | 582 |
| Written option contracts | $0 | 706 |
| Purchased option contracts | $0 | 145 |
| Foreign exchange rate contracts | $16,722,000 | 60 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $16,722,000 | 53 |
| Spot foreign exchange rate contracts | $192,000 | 62 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 135 |
| Notional value of other swaps | $0 | 62 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $0 | 104 |
| Purchased option contracts | $0 | 79 |
| 2008-12-31 | Rank | |
| Derivatives | $220,000 | 1,059 |
| Notional amount of credit derivatives | $0 | 50 |
| Bank is guarantor | $0 | 36 |
| Bank is beneficiary | $0 | 40 |
| Interest rate contracts | $0 | 1,015 |
| Notional value of interest rate swaps | $0 | 349 |
| Futures and forward contracts | $0 | 537 |
| Written option contracts | $0 | 636 |
| Purchased option contracts | $0 | 145 |
| Foreign exchange rate contracts | $220,000 | 89 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,000 | 98 |
| Spot foreign exchange rate contracts | $1,000 | 70 |
| Written option contracts | $219,000 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 134 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $0 | 102 |
| Purchased option contracts | $0 | 76 |
| 2008-09-30 | Rank | |
| Derivatives | $2,051,000 | 733 |
| Notional amount of credit derivatives | $0 | 54 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $0 | 41 |
| Interest rate contracts | $0 | 973 |
| Notional value of interest rate swaps | $0 | 346 |
| Futures and forward contracts | $0 | 517 |
| Written option contracts | $0 | 604 |
| Purchased option contracts | $0 | 153 |
| Foreign exchange rate contracts | $2,051,000 | 77 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,000 | 95 |
| Spot foreign exchange rate contracts | $1,000 | 71 |
| Written option contracts | $2,050,000 | 28 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 149 |
| Notional value of other swaps | $0 | 73 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 112 |
| Purchased option contracts | $0 | 82 |
| 2008-06-30 | Rank | |
| Derivatives | $122,000 | 1,038 |
| Notional amount of credit derivatives | $0 | 52 |
| Bank is guarantor | $0 | 37 |
| Bank is beneficiary | $0 | 39 |
| Interest rate contracts | $0 | 971 |
| Notional value of interest rate swaps | $0 | 350 |
| Futures and forward contracts | $0 | 487 |
| Written option contracts | $0 | 598 |
| Purchased option contracts | $0 | 152 |
| Foreign exchange rate contracts | $122,000 | 92 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,000 | 95 |
| Spot foreign exchange rate contracts | $1,000 | 72 |
| Written option contracts | $121,000 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 156 |
| Notional value of other swaps | $0 | 75 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 114 |
| Purchased option contracts | $0 | 87 |
| 2008-03-31 | Rank | |
| Derivatives | $232,000 | 1,049 |
| Notional amount of credit derivatives | $0 | 50 |
| Bank is guarantor | $0 | 38 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $0 | 1,003 |
| Notional value of interest rate swaps | $0 | 344 |
| Futures and forward contracts | $0 | 496 |
| Written option contracts | $0 | 632 |
| Purchased option contracts | $0 | 158 |
| Foreign exchange rate contracts | $232,000 | 95 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,000 | 98 |
| Spot foreign exchange rate contracts | $1,000 | 70 |
| Written option contracts | $231,000 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 157 |
| Notional value of other swaps | $0 | 76 |
| Futures and forward contracts | $0 | 18 |
| Written option contracts | $0 | 113 |
| Purchased option contracts | $0 | 83 |
| 2007-12-31 | Rank | |
| Derivatives | $52,000 | 1,041 |
| Notional amount of credit derivatives | $0 | 48 |
| Bank is guarantor | $0 | 36 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $0 | 947 |
| Notional value of interest rate swaps | $0 | 335 |
| Futures and forward contracts | $0 | 454 |
| Written option contracts | $0 | 590 |
| Purchased option contracts | $0 | 169 |
| Foreign exchange rate contracts | $52,000 | 95 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,000 | 93 |
| Spot foreign exchange rate contracts | $1,000 | 69 |
| Written option contracts | $51,000 | 29 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $0 | 157 |
| Notional value of other swaps | $0 | 79 |
| Futures and forward contracts | $0 | 22 |
| Written option contracts | $0 | 111 |
| Purchased option contracts | $0 | 82 |
| 2007-09-30 | Rank | |
| Derivatives | $200,000 | 976 |
| Notional amount of credit derivatives | $0 | 48 |
| Bank is guarantor | $0 | 35 |
| Bank is beneficiary | $0 | 39 |
| Interest rate contracts | $0 | 924 |
| Notional value of interest rate swaps | $0 | 326 |
| Futures and forward contracts | $0 | 443 |
| Written option contracts | $0 | 558 |
| Purchased option contracts | $0 | 177 |
| Foreign exchange rate contracts | $200,000 | 91 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,000 | 94 |
| Spot foreign exchange rate contracts | $1,000 | 71 |
| Written option contracts | $199,000 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 170 |
| Notional value of other swaps | $0 | 83 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $0 | 124 |
| Purchased option contracts | $0 | 86 |
| 2007-06-30 | Rank | |
| Derivatives | $1,000 | 1,066 |
| Notional amount of credit derivatives | $0 | 52 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $0 | 948 |
| Notional value of interest rate swaps | $0 | 350 |
| Futures and forward contracts | $0 | 460 |
| Written option contracts | $0 | 570 |
| Purchased option contracts | $0 | 190 |
| Foreign exchange rate contracts | $1,000 | 104 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,000 | 98 |
| Spot foreign exchange rate contracts | $1,000 | 71 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 163 |
| Notional value of other swaps | $0 | 82 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 118 |
| Purchased option contracts | $0 | 83 |
| 2007-03-31 | Rank | |
| Derivatives | $1,000 | 1,064 |
| Notional amount of credit derivatives | $0 | 54 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $0 | 941 |
| Notional value of interest rate swaps | $0 | 345 |
| Futures and forward contracts | $0 | 444 |
| Written option contracts | $0 | 548 |
| Purchased option contracts | $0 | 191 |
| Foreign exchange rate contracts | $1,000 | 100 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,000 | 94 |
| Spot foreign exchange rate contracts | $1,000 | 71 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 169 |
| Notional value of other swaps | $0 | 83 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $0 | 123 |
| Purchased option contracts | $0 | 88 |
| 2006-12-31 | Rank | |
| Derivatives | $1,000 | 1,022 |
| Notional amount of credit derivatives | $0 | 48 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $0 | 36 |
| Interest rate contracts | $0 | 900 |
| Notional value of interest rate swaps | $0 | 345 |
| Futures and forward contracts | $0 | 427 |
| Written option contracts | $0 | 518 |
| Purchased option contracts | $0 | 188 |
| Foreign exchange rate contracts | $1,000 | 103 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,000 | 97 |
| Spot foreign exchange rate contracts | $1,000 | 72 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 165 |
| Notional value of other swaps | $0 | 84 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $0 | 122 |
| Purchased option contracts | $0 | 86 |
| 2006-09-30 | Rank | |
| Derivatives | $474,000 | 910 |
| Notional amount of credit derivatives | $0 | 47 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $0 | 894 |
| Notional value of interest rate swaps | $0 | 353 |
| Futures and forward contracts | $0 | 430 |
| Written option contracts | $0 | 512 |
| Purchased option contracts | $0 | 185 |
| Foreign exchange rate contracts | $474,000 | 93 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $474,000 | 87 |
| Spot foreign exchange rate contracts | $1,000 | 75 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 173 |
| Notional value of other swaps | $0 | 85 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 130 |
| Purchased option contracts | $0 | 92 |
| 2006-06-30 | Rank | |
| Derivatives | $473,000 | 903 |
| Notional amount of credit derivatives | $0 | 41 |
| Bank is guarantor | $0 | 26 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $0 | 880 |
| Notional value of interest rate swaps | $0 | 353 |
| Futures and forward contracts | $0 | 416 |
| Written option contracts | $0 | 505 |
| Purchased option contracts | $0 | 168 |
| Foreign exchange rate contracts | $473,000 | 93 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $473,000 | 87 |
| Spot foreign exchange rate contracts | $1,000 | 76 |
| Written option contracts | $0 | 36 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 172 |
| Notional value of other swaps | $0 | 88 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $0 | 124 |
| Purchased option contracts | $0 | 90 |
| 2006-03-31 | Rank | |
| Derivatives | $767,000 | 825 |
| Notional amount of credit derivatives | $0 | 41 |
| Bank is guarantor | $0 | 27 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $0 | 862 |
| Notional value of interest rate swaps | $0 | 347 |
| Futures and forward contracts | $0 | 407 |
| Written option contracts | $0 | 497 |
| Purchased option contracts | $0 | 163 |
| Foreign exchange rate contracts | $767,000 | 90 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $767,000 | 85 |
| Spot foreign exchange rate contracts | $3,000 | 77 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 177 |
| Notional value of other swaps | $0 | 87 |
| Futures and forward contracts | $0 | 30 |
| Written option contracts | $0 | 127 |
| Purchased option contracts | $0 | 93 |
| 2005-12-31 | Rank | |
| Derivatives | $0 | 930 |
| Notional amount of credit derivatives | $0 | 38 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 33 |
| Interest rate contracts | $0 | 810 |
| Notional value of interest rate swaps | $0 | 340 |
| Futures and forward contracts | $0 | 388 |
| Written option contracts | $0 | 465 |
| Purchased option contracts | $0 | 157 |
| Foreign exchange rate contracts | $0 | 103 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 170 |
| Notional value of other swaps | $0 | 84 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $0 | 117 |
| Purchased option contracts | $0 | 94 |
| 2005-09-30 | Rank | |
| Derivatives | $0 | 909 |
| Notional amount of credit derivatives | $0 | 39 |
| Bank is guarantor | $0 | 28 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $0 | 774 |
| Notional value of interest rate swaps | $0 | 336 |
| Futures and forward contracts | $0 | 355 |
| Written option contracts | $0 | 439 |
| Purchased option contracts | $0 | 141 |
| Foreign exchange rate contracts | $0 | 111 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
| Spot foreign exchange rate contracts | $0 | 79 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 166 |
| Notional value of other swaps | $0 | 76 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 118 |
| Purchased option contracts | $0 | 91 |