Home > TD Bank > Derivatives

TD Bank, Derivatives

2018-03-31Rank
Derivatives$198,456,820,00014
Notional amount of credit derivatives$359,497,00020
Bank is guarantor$5,000,00064
Bank is beneficiary$354,497,00017
Interest rate contracts$192,424,119,00011
Notional value of interest rate swaps$191,633,209,00010
Futures and forward contracts$156,500,00068
Written option contracts$179,015,00075
Purchased option contracts$455,395,00036
Foreign exchange rate contracts$5,666,824,00020
Notional value of exchange swaps$2,992,218,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$2,674,606,00021
Spot foreign exchange rate contracts$2,514,00054
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$6,380,00044
Notional value of other swaps$031
Futures and forward contracts$6,380,00015
Written option contracts$039
Purchased option contracts$039
2017-12-31Rank
Derivatives$183,150,891,00014
Notional amount of credit derivatives$365,265,00020
Bank is guarantor$5,000,00060
Bank is beneficiary$360,265,00016
Interest rate contracts$176,356,324,00011
Notional value of interest rate swaps$175,703,419,00010
Futures and forward contracts$127,500,00072
Written option contracts$176,103,00061
Purchased option contracts$349,302,00037
Foreign exchange rate contracts$6,423,773,00019
Notional value of exchange swaps$3,125,322,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$3,298,451,00020
Spot foreign exchange rate contracts$085
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$5,529,00042
Notional value of other swaps$030
Futures and forward contracts$5,529,00015
Written option contracts$039
Purchased option contracts$038
2017-09-30Rank
Derivatives$180,309,049,00014
Notional amount of credit derivatives$370,806,00021
Bank is guarantor$5,000,00059
Bank is beneficiary$365,806,00017
Interest rate contracts$172,287,458,00011
Notional value of interest rate swaps$171,507,953,00010
Futures and forward contracts$138,000,00079
Written option contracts$214,220,00062
Purchased option contracts$427,285,00031
Foreign exchange rate contracts$7,645,256,00017
Notional value of exchange swaps$2,992,148,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$4,653,108,00017
Spot foreign exchange rate contracts$084
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$5,529,00041
Notional value of other swaps$029
Futures and forward contracts$5,529,00015
Written option contracts$039
Purchased option contracts$039
2017-06-30Rank
Derivatives$177,400,275,00014
Notional amount of credit derivatives$501,602,00018
Bank is guarantor$5,000,00057
Bank is beneficiary$496,602,00015
Interest rate contracts$167,862,934,00011
Notional value of interest rate swaps$167,047,876,00010
Futures and forward contracts$155,500,00078
Written option contracts$181,589,00077
Purchased option contracts$477,969,00029
Foreign exchange rate contracts$9,030,284,00015
Notional value of exchange swaps$3,116,260,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$5,914,024,00015
Spot foreign exchange rate contracts$421,00068
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$5,455,00041
Notional value of other swaps$029
Futures and forward contracts$5,455,00015
Written option contracts$039
Purchased option contracts$039
2017-03-31Rank
Derivatives$189,709,362,00014
Notional amount of credit derivatives$506,798,00017
Bank is guarantor$5,000,00054
Bank is beneficiary$501,798,00014
Interest rate contracts$179,446,616,00011
Notional value of interest rate swaps$178,702,423,00010
Futures and forward contracts$136,000,00076
Written option contracts$169,852,00079
Purchased option contracts$438,341,00030
Foreign exchange rate contracts$9,750,553,00014
Notional value of exchange swaps$3,115,828,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$6,634,725,00016
Spot foreign exchange rate contracts$2,799,00048
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$5,395,00043
Notional value of other swaps$029
Futures and forward contracts$5,395,00014
Written option contracts$041
Purchased option contracts$040
2016-12-31Rank
Derivatives$178,887,878,00014
Notional amount of credit derivatives$587,871,00017
Bank is guarantor$5,000,00051
Bank is beneficiary$582,871,00014
Interest rate contracts$167,985,221,00011
Notional value of interest rate swaps$167,430,478,00010
Futures and forward contracts$130,000,00083
Written option contracts$144,193,00080
Purchased option contracts$280,550,00037
Foreign exchange rate contracts$10,310,111,00014
Notional value of exchange swaps$3,414,594,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$6,895,517,00015
Spot foreign exchange rate contracts$3,056,00050
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$4,675,00045
Notional value of other swaps$030
Futures and forward contracts$4,675,00015
Written option contracts$045
Purchased option contracts$044
2016-09-30Rank
Derivatives$176,020,948,00015
Notional amount of credit derivatives$603,412,00017
Bank is guarantor$5,000,00049
Bank is beneficiary$598,412,00014
Interest rate contracts$162,450,655,00012
Notional value of interest rate swaps$161,340,147,00010
Futures and forward contracts$152,500,00095
Written option contracts$235,816,00080
Purchased option contracts$722,192,00026
Foreign exchange rate contracts$12,962,271,00014
Notional value of exchange swaps$5,587,821,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$7,374,450,00015
Spot foreign exchange rate contracts$9,509,00040
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$4,610,00048
Notional value of other swaps$031
Futures and forward contracts$4,610,00016
Written option contracts$049
Purchased option contracts$044
2016-06-30Rank
Derivatives$174,783,841,00014
Notional amount of credit derivatives$652,003,00017
Bank is guarantor$5,000,00051
Bank is beneficiary$647,003,00013
Interest rate contracts$160,869,990,00011
Notional value of interest rate swaps$159,991,349,00010
Futures and forward contracts$142,500,00099
Written option contracts$242,020,00078
Purchased option contracts$494,121,00031
Foreign exchange rate contracts$13,257,353,00014
Notional value of exchange swaps$5,143,316,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$8,114,037,00015
Spot foreign exchange rate contracts$5,509,00048
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$4,495,00050
Notional value of other swaps$034
Futures and forward contracts$4,495,00017
Written option contracts$050
Purchased option contracts$045
2016-03-31Rank
Derivatives$179,794,726,00014
Notional amount of credit derivatives$766,878,00017
Bank is guarantor$5,000,00047
Bank is beneficiary$761,878,00012
Interest rate contracts$164,417,250,00011
Notional value of interest rate swaps$163,555,869,0009
Futures and forward contracts$125,000,00089
Written option contracts$211,831,00075
Purchased option contracts$524,550,00029
Foreign exchange rate contracts$14,606,155,00014
Notional value of exchange swaps$5,215,504,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$9,390,651,00013
Spot foreign exchange rate contracts$8,204,00045
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$4,443,00050
Notional value of other swaps$035
Futures and forward contracts$4,443,00017
Written option contracts$051
Purchased option contracts$045
2015-12-31Rank
Derivatives$187,020,774,00014
Notional amount of credit derivatives$765,015,00017
Bank is guarantor$5,000,00045
Bank is beneficiary$760,015,00011
Interest rate contracts$170,599,276,00010
Notional value of interest rate swaps$169,945,468,0009
Futures and forward contracts$70,000,000118
Written option contracts$178,804,00068
Purchased option contracts$405,004,00030
Foreign exchange rate contracts$15,652,668,00013
Notional value of exchange swaps$5,202,837,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$10,449,831,00013
Spot foreign exchange rate contracts$4,948,00043
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$3,815,00051
Notional value of other swaps$036
Futures and forward contracts$3,815,00016
Written option contracts$050
Purchased option contracts$045
2015-09-30Rank
Derivatives$192,804,732,00013
Notional amount of credit derivatives$736,090,00017
Bank is guarantor$5,000,00044
Bank is beneficiary$731,090,00011
Interest rate contracts$174,390,627,00010
Notional value of interest rate swaps$173,887,537,0009
Futures and forward contracts$0850
Written option contracts$67,545,000127
Purchased option contracts$435,545,00029
Foreign exchange rate contracts$17,674,250,00013
Notional value of exchange swaps$5,845,883,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$11,828,367,00013
Spot foreign exchange rate contracts$9,464,00038
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$3,765,00052
Notional value of other swaps$034
Futures and forward contracts$3,765,00017
Written option contracts$052
Purchased option contracts$044
2015-06-30Rank
Derivatives$182,946,830,00013
Notional amount of credit derivatives$667,086,00017
Bank is guarantor$5,000,00042
Bank is beneficiary$662,086,00012
Interest rate contracts$162,486,300,00010
Notional value of interest rate swaps$161,985,312,0009
Futures and forward contracts$0844
Written option contracts$86,494,000121
Purchased option contracts$414,494,00029
Foreign exchange rate contracts$19,689,744,00013
Notional value of exchange swaps$6,597,202,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$13,092,542,00012
Spot foreign exchange rate contracts$19,379,00037
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$103,700,00033
Notional value of other swaps$100,000,00022
Futures and forward contracts$3,700,00016
Written option contracts$057
Purchased option contracts$042
2015-03-31Rank
Derivatives$178,515,123,00013
Notional amount of credit derivatives$568,002,00018
Bank is guarantor$5,000,00041
Bank is beneficiary$563,002,00012
Interest rate contracts$157,405,092,00010
Notional value of interest rate swaps$156,656,502,0009
Futures and forward contracts$0828
Written option contracts$102,295,000110
Purchased option contracts$646,295,00028
Foreign exchange rate contracts$20,537,539,00012
Notional value of exchange swaps$6,277,709,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$14,259,830,00012
Spot foreign exchange rate contracts$6,590,00046
Written option contracts$034
Purchased option contracts$034
Contracts on other commodities and equities.$4,490,00053
Notional value of other swaps$035
Futures and forward contracts$4,490,00016
Written option contracts$061
Purchased option contracts$045
2014-12-31Rank
Derivatives$172,435,576,00013
Notional amount of credit derivatives$568,814,00018
Bank is guarantor$5,000,00036
Bank is beneficiary$563,814,00012
Interest rate contracts$153,775,054,00010
Notional value of interest rate swaps$153,148,578,0009
Futures and forward contracts$0802
Written option contracts$130,238,00073
Purchased option contracts$496,238,00028
Foreign exchange rate contracts$18,088,400,00012
Notional value of exchange swaps$2,986,306,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$15,102,094,00012
Spot foreign exchange rate contracts$3,506,00044
Written option contracts$034
Purchased option contracts$034
Contracts on other commodities and equities.$3,308,00054
Notional value of other swaps$034
Futures and forward contracts$3,308,00017
Written option contracts$061
Purchased option contracts$046
2014-09-30Rank
Derivatives$155,653,179,00013
Notional amount of credit derivatives$571,654,00019
Bank is guarantor$5,000,00036
Bank is beneficiary$566,654,00013
Interest rate contracts$136,181,946,00011
Notional value of interest rate swaps$135,557,630,0009
Futures and forward contracts$0795
Written option contracts$153,158,00065
Purchased option contracts$471,158,00028
Foreign exchange rate contracts$18,896,693,00012
Notional value of exchange swaps$2,818,794,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$16,077,899,00012
Spot foreign exchange rate contracts$12,159,00039
Written option contracts$033
Purchased option contracts$034
Contracts on other commodities and equities.$2,886,00058
Notional value of other swaps$032
Futures and forward contracts$2,886,00018
Written option contracts$068
Purchased option contracts$051
2014-06-30Rank
Derivatives$158,211,172,00013
Notional amount of credit derivatives$573,983,00019
Bank is guarantor$5,000,00037
Bank is beneficiary$568,983,00012
Interest rate contracts$138,096,953,00011
Notional value of interest rate swaps$137,374,589,0009
Futures and forward contracts$52,578,000117
Written option contracts$181,393,00064
Purchased option contracts$488,393,00027
Foreign exchange rate contracts$19,537,402,00012
Notional value of exchange swaps$2,709,009,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$16,828,393,00012
Spot foreign exchange rate contracts$11,272,00037
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$2,834,00062
Notional value of other swaps$033
Futures and forward contracts$2,834,00019
Written option contracts$072
Purchased option contracts$051
2014-03-31Rank
Derivatives$137,493,788,00013
Notional amount of credit derivatives$574,857,00019
Bank is guarantor$5,000,00036
Bank is beneficiary$569,857,00014
Interest rate contracts$116,654,595,00011
Notional value of interest rate swaps$116,093,587,00010
Futures and forward contracts$0790
Written option contracts$200,504,00045
Purchased option contracts$360,504,00031
Foreign exchange rate contracts$20,261,534,00012
Notional value of exchange swaps$2,462,909,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$17,798,625,00012
Spot foreign exchange rate contracts$13,932,00040
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$2,802,00059
Notional value of other swaps$034
Futures and forward contracts$2,802,00019
Written option contracts$073
Purchased option contracts$050
2013-12-31Rank
Derivatives$139,275,034,00013
Notional amount of credit derivatives$566,797,00018
Bank is guarantor$5,000,00034
Bank is beneficiary$561,797,00012
Interest rate contracts$117,520,608,00011
Notional value of interest rate swaps$116,951,504,00010
Futures and forward contracts$0792
Written option contracts$224,552,00040
Purchased option contracts$344,552,00031
Foreign exchange rate contracts$21,185,408,00012
Notional value of exchange swaps$2,462,909,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$18,722,499,00012
Spot foreign exchange rate contracts$6,423,00043
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$2,221,00063
Notional value of other swaps$034
Futures and forward contracts$2,221,00020
Written option contracts$070
Purchased option contracts$050
2013-09-30Rank
Derivatives$120,249,163,00013
Notional amount of credit derivatives$610,592,00018
Bank is guarantor$11,023,00030
Bank is beneficiary$599,569,00012
Interest rate contracts$98,039,029,00011
Notional value of interest rate swaps$96,622,409,00010
Futures and forward contracts$657,500,00032
Written option contracts$296,196,00041
Purchased option contracts$462,924,00027
Foreign exchange rate contracts$21,597,320,00012
Notional value of exchange swaps$2,931,516,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$18,665,804,00012
Spot foreign exchange rate contracts$9,011,00042
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$2,222,00064
Notional value of other swaps$035
Futures and forward contracts$2,222,00021
Written option contracts$072
Purchased option contracts$049
2013-06-30Rank
Derivatives$97,345,536,00014
Notional amount of credit derivatives$611,798,00018
Bank is guarantor$11,132,00029
Bank is beneficiary$600,666,00012
Interest rate contracts$78,275,761,00013
Notional value of interest rate swaps$77,470,885,00010
Futures and forward contracts$4,563,000451
Written option contracts$313,211,00050
Purchased option contracts$487,102,00026
Foreign exchange rate contracts$18,457,977,00013
Notional value of exchange swaps$2,728,237,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$15,729,740,00012
Spot foreign exchange rate contracts$9,234,00039
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$75,623,578,00016
Notional amount of credit derivatives$729,379,00017
Bank is guarantor$11,238,00028
Bank is beneficiary$718,141,00013
Interest rate contracts$60,346,041,00015
Notional value of interest rate swaps$58,991,701,00010
Futures and forward contracts$9,526,000348
Written option contracts$339,623,00044
Purchased option contracts$1,005,191,00019
Foreign exchange rate contracts$14,548,158,00013
Notional value of exchange swaps$2,545,497,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$12,001,341,00012
Spot foreign exchange rate contracts$11,601,00037
Written option contracts$660,00030
Purchased option contracts$660,00029
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$70,601,698,00018
Notional amount of credit derivatives$759,243,00017
Bank is guarantor$14,001,00026
Bank is beneficiary$745,242,00012
Interest rate contracts$57,473,986,00015
Notional value of interest rate swaps$56,174,407,00010
Futures and forward contracts$21,375,000260
Written option contracts$314,102,00051
Purchased option contracts$964,102,00021
Foreign exchange rate contracts$12,368,469,00013
Notional value of exchange swaps$1,790,719,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$10,575,770,00012
Spot foreign exchange rate contracts$12,278,00035
Written option contracts$990,00030
Purchased option contracts$990,00028
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$69,871,336,00018
Notional amount of credit derivatives$758,054,00016
Bank is guarantor$14,680,00026
Bank is beneficiary$743,374,00013
Interest rate contracts$57,704,712,00015
Notional value of interest rate swaps$55,984,565,00010
Futures and forward contracts$24,463,000249
Written option contracts$477,842,00041
Purchased option contracts$1,217,842,00017
Foreign exchange rate contracts$11,408,570,00015
Notional value of exchange swaps$2,501,859,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$8,904,731,00014
Spot foreign exchange rate contracts$29,200,00034
Written option contracts$990,00032
Purchased option contracts$990,00032
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$69,687,469,00018
Notional amount of credit derivatives$739,559,00016
Bank is guarantor$14,902,00026
Bank is beneficiary$724,657,00013
Interest rate contracts$57,929,025,00015
Notional value of interest rate swaps$55,342,419,00011
Futures and forward contracts$994,574,00039
Written option contracts$406,016,00048
Purchased option contracts$1,186,016,00018
Foreign exchange rate contracts$11,018,885,00015
Notional value of exchange swaps$2,371,384,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$8,645,521,00014
Spot foreign exchange rate contracts$7,103,00044
Written option contracts$990,00033
Purchased option contracts$990,00032
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$69,706,764,00017
Notional amount of credit derivatives$1,881,914,00013
Bank is guarantor$45,479,00023
Bank is beneficiary$1,836,435,00011
Interest rate contracts$58,774,982,00016
Notional value of interest rate swaps$56,539,103,00011
Futures and forward contracts$761,545,00037
Written option contracts$489,667,00036
Purchased option contracts$984,667,00019
Foreign exchange rate contracts$9,049,868,00016
Notional value of exchange swaps$1,262,251,00014
Commitments to purchase foreign currencies & U.S. dollar exchange$7,787,617,00015
Spot foreign exchange rate contracts$4,777,00044
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$73,797,488,00015
Notional amount of credit derivatives$1,943,020,00013
Bank is guarantor$50,709,00022
Bank is beneficiary$1,892,311,00011
Interest rate contracts$63,368,725,00014
Notional value of interest rate swaps$61,240,536,00012
Futures and forward contracts$844,636,00030
Written option contracts$437,582,00030
Purchased option contracts$845,971,00020
Foreign exchange rate contracts$8,485,743,00016
Notional value of exchange swaps$1,262,251,00015
Commitments to purchase foreign currencies & U.S. dollar exchange$7,222,276,00016
Spot foreign exchange rate contracts$3,192,00045
Written option contracts$608,00030
Purchased option contracts$608,00030
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$73,566,315,00015
Notional amount of credit derivatives$1,825,003,00013
Bank is guarantor$59,265,00022
Bank is beneficiary$1,765,738,00010
Interest rate contracts$64,340,589,00014
Notional value of interest rate swaps$62,257,473,00012
Futures and forward contracts$940,504,00027
Written option contracts$447,216,00033
Purchased option contracts$695,396,00022
Foreign exchange rate contracts$7,400,723,00018
Notional value of exchange swaps$1,254,471,00017
Commitments to purchase foreign currencies & U.S. dollar exchange$6,143,822,00017
Spot foreign exchange rate contracts$5,910,00047
Written option contracts$1,215,00031
Purchased option contracts$1,215,00031
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$69,756,068,00016
Notional amount of credit derivatives$1,560,912,00013
Bank is guarantor$67,062,00021
Bank is beneficiary$1,493,850,00011
Interest rate contracts$60,760,511,00014
Notional value of interest rate swaps$58,884,688,00012
Futures and forward contracts$666,963,00031
Written option contracts$454,430,00028
Purchased option contracts$754,430,00022
Foreign exchange rate contracts$7,434,645,00018
Notional value of exchange swaps$2,254,471,00014
Commitments to purchase foreign currencies & U.S. dollar exchange$5,176,528,00018
Spot foreign exchange rate contracts$8,307,00044
Written option contracts$1,823,00030
Purchased option contracts$1,823,00030
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$67,829,803,00017
Notional amount of credit derivatives$1,614,237,00013
Bank is guarantor$87,544,00020
Bank is beneficiary$1,526,693,00011
Interest rate contracts$58,633,906,00015
Notional value of interest rate swaps$57,815,680,00012
Futures and forward contracts$3,918,000273
Written option contracts$419,369,00027
Purchased option contracts$394,939,00025
Foreign exchange rate contracts$7,581,660,00018
Notional value of exchange swaps$2,254,471,00014
Commitments to purchase foreign currencies & U.S. dollar exchange$5,322,329,00018
Spot foreign exchange rate contracts$2,795,00046
Written option contracts$2,430,00030
Purchased option contracts$2,430,00030
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$66,526,702,00017
Notional amount of credit derivatives$341,209,00019
Bank is guarantor$97,566,00019
Bank is beneficiary$243,643,00015
Interest rate contracts$58,706,084,00014
Notional value of interest rate swaps$57,841,051,00011
Futures and forward contracts$40,376,000114
Written option contracts$428,825,00027
Purchased option contracts$395,832,00029
Foreign exchange rate contracts$7,479,409,00016
Notional value of exchange swaps$2,254,471,00014
Commitments to purchase foreign currencies & U.S. dollar exchange$5,219,268,00015
Spot foreign exchange rate contracts$1,480,00047
Written option contracts$2,835,00029
Purchased option contracts$2,835,00029
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$58,458,158,00017
Notional amount of credit derivatives$182,899,00023
Bank is guarantor$69,893,00018
Bank is beneficiary$113,006,00021
Interest rate contracts$51,227,072,00016
Notional value of interest rate swaps$49,158,781,00012
Futures and forward contracts$46,927,000144
Written option contracts$408,410,00030
Purchased option contracts$1,612,954,00018
Foreign exchange rate contracts$7,048,187,00016
Notional value of exchange swaps$2,254,471,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$4,792,460,00016
Spot foreign exchange rate contracts$1,794,00048
Written option contracts$628,00031
Purchased option contracts$628,00031
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$56,581,749,00017
Notional amount of credit derivatives$187,954,00024
Bank is guarantor$74,718,00020
Bank is beneficiary$113,236,00021
Interest rate contracts$49,986,146,00014
Notional value of interest rate swaps$45,293,003,00012
Futures and forward contracts$881,000486
Written option contracts$394,217,00031
Purchased option contracts$4,298,045,00014
Foreign exchange rate contracts$6,407,649,00016
Notional value of exchange swaps$2,254,471,00012
Commitments to purchase foreign currencies & U.S. dollar exchange$4,151,082,00016
Spot foreign exchange rate contracts$14,106,00037
Written option contracts$1,048,00030
Purchased option contracts$1,048,00031
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$54,210,340,00017
Notional amount of credit derivatives$195,297,00020
Bank is guarantor$81,543,00018
Bank is beneficiary$113,754,00020
Interest rate contracts$48,707,521,00015
Notional value of interest rate swaps$43,696,438,00012
Futures and forward contracts$887,000454
Written option contracts$558,252,00023
Purchased option contracts$4,451,944,00015
Foreign exchange rate contracts$5,307,522,00017
Notional value of exchange swaps$1,254,471,00015
Commitments to purchase foreign currencies & U.S. dollar exchange$4,042,665,00016
Spot foreign exchange rate contracts$2,002,00044
Written option contracts$5,193,00027
Purchased option contracts$5,193,00027
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$50,280,760,00018
Notional amount of credit derivatives$241,010,00021
Bank is guarantor$93,996,00020
Bank is beneficiary$147,014,00020
Interest rate contracts$45,953,824,00016
Notional value of interest rate swaps$41,117,150,00014
Futures and forward contracts$869,000441
Written option contracts$463,830,00024
Purchased option contracts$4,371,975,00015
Foreign exchange rate contracts$4,085,926,00019
Notional value of exchange swaps$1,254,471,00014
Commitments to purchase foreign currencies & U.S. dollar exchange$2,828,605,00018
Spot foreign exchange rate contracts$1,145,00049
Written option contracts$1,425,00028
Purchased option contracts$1,425,00027
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$26,283,821,00025
Notional amount of credit derivatives$247,827,00023
Bank is guarantor$98,215,00022
Bank is beneficiary$149,612,00020
Interest rate contracts$24,512,424,00022
Notional value of interest rate swaps$19,714,578,00023
Futures and forward contracts$530,000516
Written option contracts$452,225,00025
Purchased option contracts$4,345,091,00015
Foreign exchange rate contracts$1,523,570,00024
Notional value of exchange swaps$1,254,471,00014
Commitments to purchase foreign currencies & U.S. dollar exchange$254,281,00035
Spot foreign exchange rate contracts$3,576,00043
Written option contracts$7,409,00026
Purchased option contracts$7,409,00025
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$28,707,772,00024
Notional amount of credit derivatives$251,111,00022
Bank is guarantor$101,333,00023
Bank is beneficiary$149,778,00019
Interest rate contracts$26,784,595,00021
Notional value of interest rate swaps$17,112,962,00024
Futures and forward contracts$817,000528
Written option contracts$1,388,134,00019
Purchased option contracts$8,282,682,00011
Foreign exchange rate contracts$1,672,066,00023
Notional value of exchange swaps$1,254,471,00015
Commitments to purchase foreign currencies & U.S. dollar exchange$371,275,00034
Spot foreign exchange rate contracts$20,540,00037
Written option contracts$23,160,00023
Purchased option contracts$23,160,00022
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$25,404,825,00028
Notional amount of credit derivatives$278,483,00022
Bank is guarantor$144,112,00019
Bank is beneficiary$134,371,00021
Interest rate contracts$23,312,540,00024
Notional value of interest rate swaps$15,699,202,00025
Futures and forward contracts$396,000549
Written option contracts$1,352,909,00018
Purchased option contracts$6,260,033,00012
Foreign exchange rate contracts$1,813,802,00022
Notional value of exchange swaps$1,254,471,00015
Commitments to purchase foreign currencies & U.S. dollar exchange$526,571,00031
Spot foreign exchange rate contracts$7,569,00039
Written option contracts$16,380,00024
Purchased option contracts$16,380,00024
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$23,935,705,00026
Notional amount of credit derivatives$285,554,00023
Bank is guarantor$150,970,00019
Bank is beneficiary$134,584,00022
Interest rate contracts$21,985,114,00025
Notional value of interest rate swaps$14,507,615,00026
Futures and forward contracts$398,000487
Written option contracts$1,273,047,00019
Purchased option contracts$6,204,054,00013
Foreign exchange rate contracts$1,665,037,00023
Notional value of exchange swaps$1,254,471,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$375,622,00035
Spot foreign exchange rate contracts$16,063,00031
Written option contracts$17,472,00024
Purchased option contracts$17,472,00023
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$20,967,936,00031
Notional amount of credit derivatives$112,986,00030
Bank is guarantor$112,986,00020
Bank is beneficiary$041
Interest rate contracts$19,995,029,00026
Notional value of interest rate swaps$15,039,692,00025
Futures and forward contracts$0517
Written option contracts$1,314,279,00021
Purchased option contracts$3,641,058,00018
Foreign exchange rate contracts$859,921,00027
Notional value of exchange swaps$228,620,00017
Commitments to purchase foreign currencies & U.S. dollar exchange$601,311,00029
Spot foreign exchange rate contracts$51,376,00028
Written option contracts$14,995,00022
Purchased option contracts$14,995,00022
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$18,206,242,00034
Notional amount of credit derivatives$120,188,00030
Bank is guarantor$120,188,00020
Bank is beneficiary$039
Interest rate contracts$17,258,406,00029
Notional value of interest rate swaps$11,287,149,00034
Futures and forward contracts$2,000,000288
Written option contracts$2,344,070,00016
Purchased option contracts$3,625,187,00017
Foreign exchange rate contracts$827,648,00031
Notional value of exchange swaps$228,620,00017
Commitments to purchase foreign currencies & U.S. dollar exchange$599,028,00029
Spot foreign exchange rate contracts$33,191,00032
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$11,823,185,00039
Notional amount of credit derivatives$050
Bank is guarantor$038
Bank is beneficiary$037
Interest rate contracts$10,960,881,00038
Notional value of interest rate swaps$6,570,366,00041
Futures and forward contracts$0496
Written option contracts$2,269,874,00019
Purchased option contracts$2,120,641,00018
Foreign exchange rate contracts$862,304,00031
Notional value of exchange swaps$228,620,00017
Commitments to purchase foreign currencies & U.S. dollar exchange$633,684,00030
Spot foreign exchange rate contracts$3,754,00042
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$10,807,577,00041
Notional amount of credit derivatives$048
Bank is guarantor$036
Bank is beneficiary$037
Interest rate contracts$9,959,476,00037
Notional value of interest rate swaps$5,672,482,00042
Futures and forward contracts$0454
Written option contracts$2,194,487,00019
Purchased option contracts$2,092,507,00019
Foreign exchange rate contracts$848,101,00031
Notional value of exchange swaps$228,620,00017
Commitments to purchase foreign currencies & U.S. dollar exchange$619,481,00030
Spot foreign exchange rate contracts$29,123,00029
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$9,650,467,00043
Notional amount of credit derivatives$048
Bank is guarantor$035
Bank is beneficiary$039
Interest rate contracts$9,209,539,00040
Notional value of interest rate swaps$4,986,279,00044
Futures and forward contracts$0443
Written option contracts$2,168,479,00019
Purchased option contracts$2,054,781,00019
Foreign exchange rate contracts$440,928,00033
Notional value of exchange swaps$228,620,00018
Commitments to purchase foreign currencies & U.S. dollar exchange$212,308,00034
Spot foreign exchange rate contracts$1,592,00047
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$9,090,478,00045
Notional amount of credit derivatives$052
Bank is guarantor$039
Bank is beneficiary$037
Interest rate contracts$8,648,349,00041
Notional value of interest rate swaps$4,384,690,00046
Futures and forward contracts$0460
Written option contracts$2,187,794,00019
Purchased option contracts$2,075,865,00020
Foreign exchange rate contracts$442,129,00036
Notional value of exchange swaps$228,620,00017
Commitments to purchase foreign currencies & U.S. dollar exchange$213,509,00037
Spot foreign exchange rate contracts$1,246,00050
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$9,042,506,00045
Notional amount of credit derivatives$054
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$8,556,842,00041
Notional value of interest rate swaps$4,346,856,00044
Futures and forward contracts$0444
Written option contracts$2,162,174,00018
Purchased option contracts$2,047,812,00019
Foreign exchange rate contracts$485,664,00035
Notional value of exchange swaps$228,620,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$257,044,00036
Spot foreign exchange rate contracts$3,633,00044
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$9,115,040,00047
Notional amount of credit derivatives$048
Bank is guarantor$034
Bank is beneficiary$036
Interest rate contracts$8,860,468,00042
Notional value of interest rate swaps$4,669,949,00043
Futures and forward contracts$0427
Written option contracts$2,142,107,00021
Purchased option contracts$2,048,412,00018
Foreign exchange rate contracts$254,572,00038
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$251,752,00036
Spot foreign exchange rate contracts$1,509,00049
Written option contracts$1,410,00028
Purchased option contracts$1,410,00028
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$7,023,330,00049
Notional amount of credit derivatives$047
Bank is guarantor$034
Bank is beneficiary$035
Interest rate contracts$6,807,213,00045
Notional value of interest rate swaps$4,627,603,00044
Futures and forward contracts$1,333,000321
Written option contracts$129,490,00051
Purchased option contracts$2,048,787,00016
Foreign exchange rate contracts$216,117,00039
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$212,517,00036
Spot foreign exchange rate contracts$1,203,00056
Written option contracts$1,800,00029
Purchased option contracts$1,800,00028
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$4,876,473,00057
Notional amount of credit derivatives$041
Bank is guarantor$026
Bank is beneficiary$035
Interest rate contracts$4,624,756,00050
Notional value of interest rate swaps$4,453,016,00045
Futures and forward contracts$27,000,000106
Written option contracts$95,325,00062
Purchased option contracts$49,415,00082
Foreign exchange rate contracts$251,717,00038
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$248,117,00036
Spot foreign exchange rate contracts$1,593,00056
Written option contracts$1,800,00032
Purchased option contracts$1,800,00030
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$3,707,643,00058
Notional amount of credit derivatives$041
Bank is guarantor$027
Bank is beneficiary$035
Interest rate contracts$3,464,843,00052
Notional value of interest rate swaps$3,281,850,00046
Futures and forward contracts$31,719,000102
Written option contracts$100,968,00055
Purchased option contracts$50,306,00074
Foreign exchange rate contracts$242,800,00040
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$22,196,00058
Spot foreign exchange rate contracts$296,00064
Written option contracts$110,302,00019
Purchased option contracts$110,302,00018
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$2,952,871,00061
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$033
Interest rate contracts$2,872,254,00057
Notional value of interest rate swaps$2,774,859,00051
Futures and forward contracts$42,531,00082
Written option contracts$44,016,00083
Purchased option contracts$10,848,000120
Foreign exchange rate contracts$80,617,00047
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$38,971,00051
Spot foreign exchange rate contracts$1,503,00049
Written option contracts$20,823,00021
Purchased option contracts$20,823,00021
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$4,860,121,00054
Notional amount of credit derivatives$039
Bank is guarantor$028
Bank is beneficiary$031
Interest rate contracts$4,780,531,00047
Notional value of interest rate swaps$4,613,441,00043
Futures and forward contracts$85,328,00066
Written option contracts$70,874,00070
Purchased option contracts$10,888,000104
Foreign exchange rate contracts$79,590,00046
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$57,392,00047
Spot foreign exchange rate contracts$768,00057
Written option contracts$11,099,00021
Purchased option contracts$11,099,00022
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$4,696,154,00053
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$031
Interest rate contracts$4,487,658,00048
Notional value of interest rate swaps$4,145,293,00043
Futures and forward contracts$92,725,00068
Written option contracts$73,712,00071
Purchased option contracts$175,928,00039
Foreign exchange rate contracts$208,496,00040
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$113,740,00041
Spot foreign exchange rate contracts$4,391,00046
Written option contracts$47,378,00020
Purchased option contracts$47,378,00020
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$4,547,896,00052
Notional amount of credit derivatives$035
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$4,371,403,00048
Notional value of interest rate swaps$4,228,370,00042
Futures and forward contracts$76,000,00064
Written option contracts$56,065,00072
Purchased option contracts$10,968,00089
Foreign exchange rate contracts$176,493,00042
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$91,887,00041
Spot foreign exchange rate contracts$11,121,00042
Written option contracts$42,303,00022
Purchased option contracts$42,303,00021
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$2,056,038,00066
Notional amount of credit derivatives$035
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$1,917,189,00061
Notional value of interest rate swaps$1,798,212,00055
Futures and forward contracts$83,016,00065
Written option contracts$35,961,00082
Purchased option contracts$0114
Foreign exchange rate contracts$138,849,00044
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$67,423,00043
Spot foreign exchange rate contracts$101,00062
Written option contracts$35,713,00022
Purchased option contracts$35,713,00021
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$1,794,983,00072
Notional amount of credit derivatives$036
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$1,654,344,00067
Notional value of interest rate swaps$1,513,959,00056
Futures and forward contracts$85,996,00070
Written option contracts$54,389,00080
Purchased option contracts$0120
Foreign exchange rate contracts$140,639,00044
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$54,689,00049
Spot foreign exchange rate contracts$1,031,00057
Written option contracts$42,975,00022
Purchased option contracts$42,975,00020
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$1,635,954,00073
Notional amount of credit derivatives$037
Bank is guarantor$023
Bank is beneficiary$031
Interest rate contracts$1,565,850,00067
Notional value of interest rate swaps$1,432,440,00058
Futures and forward contracts$90,189,00067
Written option contracts$43,221,00085
Purchased option contracts$0123
Foreign exchange rate contracts$70,104,00054
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$70,104,00050
Spot foreign exchange rate contracts$1,983,00048
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$1,417,160,00075
Notional amount of credit derivatives$037
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$1,337,828,00070
Notional value of interest rate swaps$1,157,628,00063
Futures and forward contracts$106,957,00069
Written option contracts$73,243,00069
Purchased option contracts$0122
Foreign exchange rate contracts$79,332,00051
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$79,332,00048
Spot foreign exchange rate contracts$405,00055
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$1,184,198,00076
Notional amount of credit derivatives$032
Bank is guarantor$020
Bank is beneficiary$029
Interest rate contracts$1,158,877,00072
Notional value of interest rate swaps$1,067,098,00063
Futures and forward contracts$61,000,00073
Written option contracts$30,779,00082
Purchased option contracts$0125
Foreign exchange rate contracts$25,321,00055
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$25,321,00052
Spot foreign exchange rate contracts$1,883,00049
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$1,226,574,00076
Notional amount of credit derivatives$032
Bank is guarantor$019
Bank is beneficiary$028
Interest rate contracts$1,200,823,00070
Notional value of interest rate swaps$1,012,315,00062
Futures and forward contracts$127,520,00062
Written option contracts$60,988,00073
Purchased option contracts$0130
Foreign exchange rate contracts$25,751,00055
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$25,751,00052
Spot foreign exchange rate contracts$169,00062
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$976,906,00085
Notional amount of credit derivatives$030
Bank is guarantor$020
Bank is beneficiary$025
Interest rate contracts$958,194,00083
Notional value of interest rate swaps$602,114,00077
Futures and forward contracts$213,877,00062
Written option contracts$142,203,00059
Purchased option contracts$0134
Foreign exchange rate contracts$18,712,00060
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$18,712,00056
Spot foreign exchange rate contracts$226,00065
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$709,767,00099
Notional amount of credit derivatives$033
Bank is guarantor$023
Bank is beneficiary$025
Interest rate contracts$691,161,00095
Notional value of interest rate swaps$407,186,00095
Futures and forward contracts$180,000,00060
Written option contracts$103,975,00062
Purchased option contracts$0139
Foreign exchange rate contracts$18,606,00060
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$18,606,00057
Spot foreign exchange rate contracts$160,00066
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$448,360,000111
Notional amount of credit derivatives$030
Bank is guarantor$023
Bank is beneficiary$021
Interest rate contracts$426,069,000105
Notional value of interest rate swaps$120,650,000126
Futures and forward contracts$191,628,00052
Written option contracts$83,791,00061
Purchased option contracts$30,000,00078
Foreign exchange rate contracts$22,291,00058
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$22,291,00054
Spot foreign exchange rate contracts$16,00078
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$0450
Notional amount of credit derivatives$032
Bank is guarantor$022
Bank is beneficiary$024
Interest rate contracts$0395
Notional value of interest rate swaps$0263
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$0481
Notional amount of credit derivatives$031
Bank is guarantor$024
Bank is beneficiary$019
Interest rate contracts$0427
Notional value of interest rate swaps$0286
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$0488
Notional amount of credit derivatives$027
Bank is guarantor$023
Bank is beneficiary$015
Interest rate contracts$0447
Notional value of interest rate swaps$0316
Futures and forward contracts$0135
Written option contracts$099
Purchased option contracts$0208
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$349,450,000141
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$349,450,000132
Notional value of interest rate swaps$0331
Futures and forward contracts$249,450,00054
Written option contracts$098
Purchased option contracts$100,000,00077
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$710,823,000110
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$710,823,000103
Notional value of interest rate swaps$0323
Futures and forward contracts$660,823,00037
Written option contracts$0109
Purchased option contracts$50,000,000110
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$0549
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0508
Notional value of interest rate swaps$0389
Futures and forward contracts$0134
Written option contracts$0132
Purchased option contracts$0241
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$0628
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0577
Notional value of interest rate swaps$0470
Futures and forward contracts$0149
Written option contracts$0132
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$0687
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0630
Notional value of interest rate swaps$0530
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$10,000,000506
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$10,000,000488
Notional value of interest rate swaps$10,000,000425
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$20,000,000411
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$20,000,000397
Notional value of interest rate swaps$20,000,000344
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