Home > The Bank of New York Mellon > Derivatives
The Bank of New York Mellon, Derivatives
2023-12-31 | Rank | |
Derivatives | $1,187,396,000,000 | 9 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 157 |
Bank is beneficiary | $220,000,000 | 53 |
Interest rate contracts | $225,210,000,000 | 11 |
Notional value of interest rate swaps | $189,261,000,000 | 12 |
Futures and forward contracts | $8,879,000,000 | 13 |
Written option contracts | $14,658,000,000 | 11 |
Purchased option contracts | $12,412,000,000 | 11 |
Foreign exchange rate contracts | $958,328,000,000 | 8 |
Notional value of exchange swaps | $574,978,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $380,556,000,000 | 8 |
Spot foreign exchange rate contracts | $97,280,000,000 | 5 |
Written option contracts | $1,423,000,000 | 9 |
Purchased option contracts | $1,371,000,000 | 9 |
Contracts on other commodities and equities. | $3,638,000,000 | 22 |
Notional value of other swaps | $3,559,000,000 | 17 |
Futures and forward contracts | $19,000,000 | 15 |
Written option contracts | $30,000,000 | 21 |
Purchased option contracts | $30,000,000 | 21 |
2023-09-30 | Rank | |
Derivatives | $1,141,043,000,000 | 9 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 149 |
Bank is beneficiary | $220,000,000 | 45 |
Interest rate contracts | $228,955,000,000 | 11 |
Notional value of interest rate swaps | $193,256,000,000 | 11 |
Futures and forward contracts | $9,528,000,000 | 14 |
Written option contracts | $13,699,000,000 | 12 |
Purchased option contracts | $12,472,000,000 | 11 |
Foreign exchange rate contracts | $908,325,000,000 | 8 |
Notional value of exchange swaps | $560,501,000,000 | 7 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $343,824,000,000 | 8 |
Spot foreign exchange rate contracts | $102,760,000,000 | 5 |
Written option contracts | $1,956,000,000 | 8 |
Purchased option contracts | $2,044,000,000 | 8 |
Contracts on other commodities and equities. | $3,543,000,000 | 20 |
Notional value of other swaps | $3,483,000,000 | 17 |
Futures and forward contracts | $0 | 31 |
Written option contracts | $30,000,000 | 22 |
Purchased option contracts | $30,000,000 | 21 |
2023-06-30 | Rank | |
Derivatives | $1,295,672,000,000 | 9 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 141 |
Bank is beneficiary | $220,000,000 | 46 |
Interest rate contracts | $314,451,000,000 | 11 |
Notional value of interest rate swaps | $259,118,000,000 | 12 |
Futures and forward contracts | $30,946,000,000 | 8 |
Written option contracts | $12,253,000,000 | 11 |
Purchased option contracts | $12,134,000,000 | 11 |
Foreign exchange rate contracts | $977,474,000,000 | 8 |
Notional value of exchange swaps | $543,560,000,000 | 7 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $430,542,000,000 | 8 |
Spot foreign exchange rate contracts | $120,577,000,000 | 5 |
Written option contracts | $1,705,000,000 | 8 |
Purchased option contracts | $1,667,000,000 | 8 |
Contracts on other commodities and equities. | $3,527,000,000 | 19 |
Notional value of other swaps | $3,466,000,000 | 17 |
Futures and forward contracts | $0 | 36 |
Written option contracts | $30,000,000 | 21 |
Purchased option contracts | $31,000,000 | 21 |
2023-03-31 | Rank | |
Derivatives | $1,133,719,000,000 | 8 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $220,000,000 | 22 |
Interest rate contracts | $247,548,000,000 | 12 |
Notional value of interest rate swaps | $208,330,000,000 | 10 |
Futures and forward contracts | $16,112,000,000 | 10 |
Written option contracts | $11,569,000,000 | 11 |
Purchased option contracts | $11,537,000,000 | 11 |
Foreign exchange rate contracts | $883,175,000,000 | 8 |
Notional value of exchange swaps | $509,143,000,000 | 7 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $371,206,000,000 | 8 |
Spot foreign exchange rate contracts | $110,109,000,000 | 5 |
Written option contracts | $1,379,000,000 | 9 |
Purchased option contracts | $1,447,000,000 | 9 |
Contracts on other commodities and equities. | $2,776,000,000 | 19 |
Notional value of other swaps | $2,723,000,000 | 16 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $26,000,000 | 22 |
Purchased option contracts | $27,000,000 | 21 |
2022-12-31 | Rank | |
Derivatives | $1,160,557,000,000 | 8 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 101 |
Bank is beneficiary | $200,000,000 | 23 |
Interest rate contracts | $263,216,000,000 | 10 |
Notional value of interest rate swaps | $233,744,000,000 | 9 |
Futures and forward contracts | $5,963,000,000 | 15 |
Written option contracts | $11,695,000,000 | 11 |
Purchased option contracts | $11,814,000,000 | 11 |
Foreign exchange rate contracts | $894,522,000,000 | 8 |
Notional value of exchange swaps | $568,866,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $322,914,000,000 | 8 |
Spot foreign exchange rate contracts | $82,055,000,000 | 5 |
Written option contracts | $1,369,000,000 | 9 |
Purchased option contracts | $1,373,000,000 | 9 |
Contracts on other commodities and equities. | $2,619,000,000 | 18 |
Notional value of other swaps | $2,503,000,000 | 15 |
Futures and forward contracts | $78,000,000 | 12 |
Written option contracts | $19,000,000 | 22 |
Purchased option contracts | $19,000,000 | 22 |
2022-09-30 | Rank | |
Derivatives | $1,174,293,000,000 | 8 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $0 | 99 |
Bank is beneficiary | $275,000,000 | 19 |
Interest rate contracts | $287,266,000,000 | 10 |
Notional value of interest rate swaps | $229,452,000,000 | 9 |
Futures and forward contracts | $36,861,000,000 | 8 |
Written option contracts | $10,344,000,000 | 11 |
Purchased option contracts | $10,609,000,000 | 11 |
Foreign exchange rate contracts | $882,807,000,000 | 8 |
Notional value of exchange swaps | $514,485,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $363,906,000,000 | 8 |
Spot foreign exchange rate contracts | $110,307,000,000 | 5 |
Written option contracts | $2,201,000,000 | 9 |
Purchased option contracts | $2,215,000,000 | 9 |
Contracts on other commodities and equities. | $3,945,000,000 | 17 |
Notional value of other swaps | $3,829,000,000 | 15 |
Futures and forward contracts | $78,000,000 | 12 |
Written option contracts | $19,000,000 | 23 |
Purchased option contracts | $19,000,000 | 23 |
2022-06-30 | Rank | |
Derivatives | $1,256,045,000,000 | 8 |
Notional amount of credit derivatives | $255,000,000 | 40 |
Bank is guarantor | $0 | 97 |
Bank is beneficiary | $255,000,000 | 21 |
Interest rate contracts | $300,747,000,000 | 10 |
Notional value of interest rate swaps | $247,678,000,000 | 9 |
Futures and forward contracts | $32,564,000,000 | 9 |
Written option contracts | $10,437,000,000 | 11 |
Purchased option contracts | $10,068,000,000 | 11 |
Foreign exchange rate contracts | $949,968,000,000 | 8 |
Notional value of exchange swaps | $601,302,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $343,857,000,000 | 8 |
Spot foreign exchange rate contracts | $98,051,000,000 | 5 |
Written option contracts | $2,365,000,000 | 8 |
Purchased option contracts | $2,444,000,000 | 8 |
Contracts on other commodities and equities. | $5,075,000,000 | 16 |
Notional value of other swaps | $4,941,000,000 | 14 |
Futures and forward contracts | $79,000,000 | 12 |
Written option contracts | $27,000,000 | 23 |
Purchased option contracts | $28,000,000 | 22 |
2022-03-31 | Rank | |
Derivatives | $1,368,849,000,000 | 8 |
Notional amount of credit derivatives | $275,000,000 | 36 |
Bank is guarantor | $0 | 98 |
Bank is beneficiary | $275,000,000 | 21 |
Interest rate contracts | $279,646,000,000 | 10 |
Notional value of interest rate swaps | $237,338,000,000 | 9 |
Futures and forward contracts | $21,745,000,000 | 10 |
Written option contracts | $10,592,000,000 | 10 |
Purchased option contracts | $9,971,000,000 | 12 |
Foreign exchange rate contracts | $1,080,494,000,000 | 7 |
Notional value of exchange swaps | $638,743,000,000 | 5 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $434,461,000,000 | 8 |
Spot foreign exchange rate contracts | $166,310,000,000 | 5 |
Written option contracts | $3,565,000,000 | 8 |
Purchased option contracts | $3,725,000,000 | 8 |
Contracts on other commodities and equities. | $8,434,000,000 | 16 |
Notional value of other swaps | $8,369,000,000 | 11 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $32,000,000 | 24 |
Purchased option contracts | $33,000,000 | 22 |
2021-12-31 | Rank | |
Derivatives | $1,185,548,000,000 | 8 |
Notional amount of credit derivatives | $190,000,000 | 47 |
Bank is guarantor | $0 | 95 |
Bank is beneficiary | $190,000,000 | 24 |
Interest rate contracts | $245,392,000,000 | 11 |
Notional value of interest rate swaps | $216,645,000,000 | 9 |
Futures and forward contracts | $8,812,000,000 | 18 |
Written option contracts | $10,206,000,000 | 11 |
Purchased option contracts | $9,729,000,000 | 13 |
Foreign exchange rate contracts | $930,734,000,000 | 7 |
Notional value of exchange swaps | $616,103,000,000 | 5 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $306,652,000,000 | 9 |
Spot foreign exchange rate contracts | $53,057,000,000 | 5 |
Written option contracts | $3,997,000,000 | 7 |
Purchased option contracts | $3,982,000,000 | 7 |
Contracts on other commodities and equities. | $9,232,000,000 | 15 |
Notional value of other swaps | $9,155,000,000 | 10 |
Futures and forward contracts | $14,000,000 | 15 |
Written option contracts | $31,000,000 | 23 |
Purchased option contracts | $32,000,000 | 22 |
2021-09-30 | Rank | |
Derivatives | $1,193,210,000,000 | 8 |
Notional amount of credit derivatives | $190,000,000 | 47 |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $190,000,000 | 26 |
Interest rate contracts | $246,536,000,000 | 12 |
Notional value of interest rate swaps | $213,480,000,000 | 10 |
Futures and forward contracts | $16,709,000,000 | 13 |
Written option contracts | $8,425,000,000 | 11 |
Purchased option contracts | $7,922,000,000 | 13 |
Foreign exchange rate contracts | $938,708,000,000 | 7 |
Notional value of exchange swaps | $529,269,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $398,498,000,000 | 7 |
Spot foreign exchange rate contracts | $141,076,000,000 | 5 |
Written option contracts | $5,316,000,000 | 7 |
Purchased option contracts | $5,625,000,000 | 7 |
Contracts on other commodities and equities. | $7,776,000,000 | 15 |
Notional value of other swaps | $7,702,000,000 | 11 |
Futures and forward contracts | $14,000,000 | 14 |
Written option contracts | $30,000,000 | 24 |
Purchased option contracts | $30,000,000 | 22 |
2021-06-30 | Rank | |
Derivatives | $1,160,063,000,000 | 8 |
Notional amount of credit derivatives | $165,000,000 | 49 |
Bank is guarantor | $0 | 103 |
Bank is beneficiary | $165,000,000 | 27 |
Interest rate contracts | $288,685,000,000 | 10 |
Notional value of interest rate swaps | $239,042,000,000 | 10 |
Futures and forward contracts | $33,069,000,000 | 11 |
Written option contracts | $8,710,000,000 | 12 |
Purchased option contracts | $7,864,000,000 | 13 |
Foreign exchange rate contracts | $864,675,000,000 | 7 |
Notional value of exchange swaps | $504,967,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $351,382,000,000 | 7 |
Spot foreign exchange rate contracts | $93,839,000,000 | 6 |
Written option contracts | $4,088,000,000 | 7 |
Purchased option contracts | $4,238,000,000 | 7 |
Contracts on other commodities and equities. | $6,538,000,000 | 15 |
Notional value of other swaps | $6,463,000,000 | 12 |
Futures and forward contracts | $15,000,000 | 15 |
Written option contracts | $30,000,000 | 24 |
Purchased option contracts | $30,000,000 | 22 |
2021-03-31 | Rank | |
Derivatives | $1,184,174,000,000 | 8 |
Notional amount of credit derivatives | $165,000,000 | 50 |
Bank is guarantor | $0 | 104 |
Bank is beneficiary | $165,000,000 | 27 |
Interest rate contracts | $251,103,000,000 | 11 |
Notional value of interest rate swaps | $211,034,000,000 | 10 |
Futures and forward contracts | $23,230,000,000 | 12 |
Written option contracts | $9,019,000,000 | 13 |
Purchased option contracts | $7,820,000,000 | 16 |
Foreign exchange rate contracts | $926,671,000,000 | 7 |
Notional value of exchange swaps | $554,516,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $363,814,000,000 | 7 |
Spot foreign exchange rate contracts | $111,810,000,000 | 6 |
Written option contracts | $4,162,000,000 | 7 |
Purchased option contracts | $4,179,000,000 | 7 |
Contracts on other commodities and equities. | $6,235,000,000 | 15 |
Notional value of other swaps | $6,180,000,000 | 12 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $27,000,000 | 25 |
Purchased option contracts | $28,000,000 | 24 |
2020-12-31 | Rank | |
Derivatives | $1,063,058,000,000 | 8 |
Notional amount of credit derivatives | $165,000,000 | 49 |
Bank is guarantor | $0 | 100 |
Bank is beneficiary | $165,000,000 | 28 |
Interest rate contracts | $231,396,000,000 | 11 |
Notional value of interest rate swaps | $194,043,000,000 | 11 |
Futures and forward contracts | $19,953,000,000 | 12 |
Written option contracts | $9,230,000,000 | 12 |
Purchased option contracts | $8,170,000,000 | 15 |
Foreign exchange rate contracts | $826,839,000,000 | 7 |
Notional value of exchange swaps | $498,367,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $320,926,000,000 | 8 |
Spot foreign exchange rate contracts | $74,254,000,000 | 6 |
Written option contracts | $3,699,000,000 | 8 |
Purchased option contracts | $3,847,000,000 | 8 |
Contracts on other commodities and equities. | $4,658,000,000 | 14 |
Notional value of other swaps | $4,606,000,000 | 11 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $26,000,000 | 25 |
Purchased option contracts | $26,000,000 | 24 |
2020-09-30 | Rank | |
Derivatives | $1,002,959,000,000 | 8 |
Notional amount of credit derivatives | $165,000,000 | 49 |
Bank is guarantor | $0 | 96 |
Bank is beneficiary | $165,000,000 | 27 |
Interest rate contracts | $234,012,000,000 | 11 |
Notional value of interest rate swaps | $202,032,000,000 | 10 |
Futures and forward contracts | $15,281,000,000 | 14 |
Written option contracts | $9,263,000,000 | 12 |
Purchased option contracts | $7,436,000,000 | 15 |
Foreign exchange rate contracts | $767,018,000,000 | 7 |
Notional value of exchange swaps | $438,046,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $320,293,000,000 | 7 |
Spot foreign exchange rate contracts | $83,531,000,000 | 6 |
Written option contracts | $4,087,000,000 | 8 |
Purchased option contracts | $4,592,000,000 | 8 |
Contracts on other commodities and equities. | $1,764,000,000 | 18 |
Notional value of other swaps | $1,719,000,000 | 15 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $22,000,000 | 25 |
Purchased option contracts | $23,000,000 | 24 |
2020-06-30 | Rank | |
Derivatives | $1,042,472,000,000 | 8 |
Notional amount of credit derivatives | $165,000,000 | 48 |
Bank is guarantor | $0 | 91 |
Bank is beneficiary | $165,000,000 | 27 |
Interest rate contracts | $248,192,000,000 | 9 |
Notional value of interest rate swaps | $201,201,000,000 | 10 |
Futures and forward contracts | $30,088,000,000 | 10 |
Written option contracts | $9,198,000,000 | 12 |
Purchased option contracts | $7,705,000,000 | 15 |
Foreign exchange rate contracts | $792,913,000,000 | 7 |
Notional value of exchange swaps | $462,143,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $321,146,000,000 | 7 |
Spot foreign exchange rate contracts | $72,640,000,000 | 7 |
Written option contracts | $4,564,000,000 | 8 |
Purchased option contracts | $5,060,000,000 | 8 |
Contracts on other commodities and equities. | $1,202,000,000 | 20 |
Notional value of other swaps | $1,157,000,000 | 16 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $25,000,000 | 25 |
Purchased option contracts | $20,000,000 | 26 |
2020-03-31 | Rank | |
Derivatives | $1,208,511,000,000 | 8 |
Notional amount of credit derivatives | $165,000,000 | 46 |
Bank is guarantor | $0 | 89 |
Bank is beneficiary | $165,000,000 | 25 |
Interest rate contracts | $271,599,000,000 | 9 |
Notional value of interest rate swaps | $215,105,000,000 | 10 |
Futures and forward contracts | $38,428,000,000 | 10 |
Written option contracts | $9,674,000,000 | 10 |
Purchased option contracts | $8,392,000,000 | 14 |
Foreign exchange rate contracts | $935,733,000,000 | 7 |
Notional value of exchange swaps | $520,039,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $403,943,000,000 | 7 |
Spot foreign exchange rate contracts | $103,572,000,000 | 6 |
Written option contracts | $5,802,000,000 | 7 |
Purchased option contracts | $5,949,000,000 | 7 |
Contracts on other commodities and equities. | $1,014,000,000 | 21 |
Notional value of other swaps | $973,000,000 | 18 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $16,000,000 | 30 |
Purchased option contracts | $25,000,000 | 27 |
2019-12-31 | Rank | |
Derivatives | $1,191,674,000,000 | 8 |
Notional amount of credit derivatives | $165,000,000 | 44 |
Bank is guarantor | $0 | 88 |
Bank is beneficiary | $165,000,000 | 25 |
Interest rate contracts | $327,159,000,000 | 9 |
Notional value of interest rate swaps | $254,551,000,000 | 9 |
Futures and forward contracts | $54,641,000,000 | 9 |
Written option contracts | $9,599,000,000 | 10 |
Purchased option contracts | $8,368,000,000 | 16 |
Foreign exchange rate contracts | $861,488,000,000 | 7 |
Notional value of exchange swaps | $538,871,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $317,628,000,000 | 7 |
Spot foreign exchange rate contracts | $60,538,000,000 | 7 |
Written option contracts | $2,604,000,000 | 8 |
Purchased option contracts | $2,385,000,000 | 8 |
Contracts on other commodities and equities. | $2,862,000,000 | 16 |
Notional value of other swaps | $2,803,000,000 | 12 |
Futures and forward contracts | $39,000,000 | 14 |
Written option contracts | $0 | 37 |
Purchased option contracts | $20,000,000 | 27 |
2019-09-30 | Rank | |
Derivatives | $1,171,539,000,000 | 8 |
Notional amount of credit derivatives | $165,000,000 | 43 |
Bank is guarantor | $0 | 84 |
Bank is beneficiary | $165,000,000 | 24 |
Interest rate contracts | $335,273,000,000 | 9 |
Notional value of interest rate swaps | $267,727,000,000 | 9 |
Futures and forward contracts | $49,054,000,000 | 10 |
Written option contracts | $10,138,000,000 | 10 |
Purchased option contracts | $8,354,000,000 | 17 |
Foreign exchange rate contracts | $834,841,000,000 | 7 |
Notional value of exchange swaps | $515,779,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $316,690,000,000 | 7 |
Spot foreign exchange rate contracts | $72,863,000,000 | 6 |
Written option contracts | $1,139,000,000 | 9 |
Purchased option contracts | $1,233,000,000 | 9 |
Contracts on other commodities and equities. | $1,260,000,000 | 20 |
Notional value of other swaps | $1,114,000,000 | 15 |
Futures and forward contracts | $39,000,000 | 15 |
Written option contracts | $44,000,000 | 27 |
Purchased option contracts | $63,000,000 | 25 |
2019-06-30 | Rank | |
Derivatives | $1,184,029,000,000 | 8 |
Notional amount of credit derivatives | $165,000,000 | 38 |
Bank is guarantor | $0 | 85 |
Bank is beneficiary | $165,000,000 | 20 |
Interest rate contracts | $324,287,000,000 | 9 |
Notional value of interest rate swaps | $261,130,000,000 | 9 |
Futures and forward contracts | $45,373,000,000 | 9 |
Written option contracts | $9,203,000,000 | 10 |
Purchased option contracts | $8,581,000,000 | 15 |
Foreign exchange rate contracts | $858,301,000,000 | 7 |
Notional value of exchange swaps | $499,953,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $356,688,000,000 | 7 |
Spot foreign exchange rate contracts | $113,829,000,000 | 5 |
Written option contracts | $822,000,000 | 10 |
Purchased option contracts | $838,000,000 | 10 |
Contracts on other commodities and equities. | $1,276,000,000 | 19 |
Notional value of other swaps | $1,038,000,000 | 15 |
Futures and forward contracts | $75,000,000 | 13 |
Written option contracts | $72,000,000 | 24 |
Purchased option contracts | $91,000,000 | 21 |
2019-03-31 | Rank | |
Derivatives | $1,182,401,000,000 | 8 |
Notional amount of credit derivatives | $165,000,000 | 35 |
Bank is guarantor | $0 | 83 |
Bank is beneficiary | $165,000,000 | 21 |
Interest rate contracts | $298,372,000,000 | 9 |
Notional value of interest rate swaps | $236,251,000,000 | 9 |
Futures and forward contracts | $43,791,000,000 | 9 |
Written option contracts | $9,062,000,000 | 10 |
Purchased option contracts | $9,268,000,000 | 13 |
Foreign exchange rate contracts | $883,495,000,000 | 7 |
Notional value of exchange swaps | $509,697,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $371,476,000,000 | 7 |
Spot foreign exchange rate contracts | $118,773,000,000 | 5 |
Written option contracts | $1,162,000,000 | 9 |
Purchased option contracts | $1,160,000,000 | 9 |
Contracts on other commodities and equities. | $369,000,000 | 28 |
Notional value of other swaps | $156,000,000 | 24 |
Futures and forward contracts | $26,000,000 | 13 |
Written option contracts | $83,000,000 | 24 |
Purchased option contracts | $104,000,000 | 22 |
2018-12-31 | Rank | |
Derivatives | $1,122,826,000,000 | 8 |
Notional amount of credit derivatives | $150,000,000 | 36 |
Bank is guarantor | $0 | 81 |
Bank is beneficiary | $150,000,000 | 21 |
Interest rate contracts | $283,918,000,000 | 9 |
Notional value of interest rate swaps | $213,990,000,000 | 9 |
Futures and forward contracts | $51,677,000,000 | 9 |
Written option contracts | $9,054,000,000 | 10 |
Purchased option contracts | $9,197,000,000 | 13 |
Foreign exchange rate contracts | $838,107,000,000 | 7 |
Notional value of exchange swaps | $533,510,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $301,132,000,000 | 7 |
Spot foreign exchange rate contracts | $48,342,000,000 | 6 |
Written option contracts | $1,748,000,000 | 9 |
Purchased option contracts | $1,717,000,000 | 9 |
Contracts on other commodities and equities. | $651,000,000 | 22 |
Notional value of other swaps | $149,000,000 | 24 |
Futures and forward contracts | $6,000,000 | 14 |
Written option contracts | $242,000,000 | 16 |
Purchased option contracts | $254,000,000 | 15 |
2018-09-30 | Rank | |
Derivatives | $1,006,140,000,000 | 8 |
Notional amount of credit derivatives | $180,000,000 | 31 |
Bank is guarantor | $0 | 80 |
Bank is beneficiary | $180,000,000 | 21 |
Interest rate contracts | $312,010,000,000 | 9 |
Notional value of interest rate swaps | $218,450,000,000 | 9 |
Futures and forward contracts | $73,653,000,000 | 7 |
Written option contracts | $9,689,000,000 | 10 |
Purchased option contracts | $10,218,000,000 | 12 |
Foreign exchange rate contracts | $693,303,000,000 | 7 |
Notional value of exchange swaps | $354,518,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $336,900,000,000 | 7 |
Spot foreign exchange rate contracts | $92,044,000,000 | 5 |
Written option contracts | $919,000,000 | 10 |
Purchased option contracts | $966,000,000 | 9 |
Contracts on other commodities and equities. | $647,000,000 | 24 |
Notional value of other swaps | $110,000,000 | 25 |
Futures and forward contracts | $18,000,000 | 13 |
Written option contracts | $252,000,000 | 16 |
Purchased option contracts | $267,000,000 | 13 |
2018-06-30 | Rank | |
Derivatives | $1,036,410,000,000 | 8 |
Notional amount of credit derivatives | $180,000,000 | 30 |
Bank is guarantor | $0 | 81 |
Bank is beneficiary | $180,000,000 | 20 |
Interest rate contracts | $298,301,000,000 | 9 |
Notional value of interest rate swaps | $232,739,000,000 | 8 |
Futures and forward contracts | $44,448,000,000 | 9 |
Written option contracts | $10,146,000,000 | 10 |
Purchased option contracts | $10,968,000,000 | 11 |
Foreign exchange rate contracts | $737,092,000,000 | 7 |
Notional value of exchange swaps | $370,145,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $366,245,000,000 | 7 |
Spot foreign exchange rate contracts | $75,836,000,000 | 6 |
Written option contracts | $349,000,000 | 12 |
Purchased option contracts | $353,000,000 | 12 |
Contracts on other commodities and equities. | $837,000,000 | 23 |
Notional value of other swaps | $124,000,000 | 24 |
Futures and forward contracts | $16,000,000 | 13 |
Written option contracts | $330,000,000 | 15 |
Purchased option contracts | $367,000,000 | 13 |
2018-03-31 | Rank | |
Derivatives | $1,133,578,000,000 | 8 |
Notional amount of credit derivatives | $180,000,000 | 27 |
Bank is guarantor | $0 | 77 |
Bank is beneficiary | $180,000,000 | 20 |
Interest rate contracts | $330,292,000,000 | 8 |
Notional value of interest rate swaps | $231,144,000,000 | 8 |
Futures and forward contracts | $76,017,000,000 | 7 |
Written option contracts | $11,313,000,000 | 8 |
Purchased option contracts | $11,818,000,000 | 11 |
Foreign exchange rate contracts | $801,795,000,000 | 7 |
Notional value of exchange swaps | $149,672,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $651,779,000,000 | 5 |
Spot foreign exchange rate contracts | $95,970,000,000 | 4 |
Written option contracts | $172,000,000 | 16 |
Purchased option contracts | $172,000,000 | 16 |
Contracts on other commodities and equities. | $1,311,000,000 | 20 |
Notional value of other swaps | $546,000,000 | 19 |
Futures and forward contracts | $36,000,000 | 10 |
Written option contracts | $366,000,000 | 15 |
Purchased option contracts | $363,000,000 | 14 |
2017-12-31 | Rank | |
Derivatives | $1,087,279,000,000 | 8 |
Notional amount of credit derivatives | $180,000,000 | 28 |
Bank is guarantor | $0 | 72 |
Bank is beneficiary | $180,000,000 | 20 |
Interest rate contracts | $308,101,000,000 | 8 |
Notional value of interest rate swaps | $225,801,000,000 | 8 |
Futures and forward contracts | $57,962,000,000 | 8 |
Written option contracts | $12,016,000,000 | 8 |
Purchased option contracts | $12,322,000,000 | 10 |
Foreign exchange rate contracts | $777,613,000,000 | 7 |
Notional value of exchange swaps | $177,628,000,000 | 7 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $599,347,000,000 | 5 |
Spot foreign exchange rate contracts | $68,980,000,000 | 4 |
Written option contracts | $319,000,000 | 12 |
Purchased option contracts | $319,000,000 | 13 |
Contracts on other commodities and equities. | $1,385,000,000 | 19 |
Notional value of other swaps | $518,000,000 | 19 |
Futures and forward contracts | $64,000,000 | 10 |
Written option contracts | $379,000,000 | 15 |
Purchased option contracts | $424,000,000 | 14 |
2017-09-30 | Rank | |
Derivatives | $970,987,000,000 | 8 |
Notional amount of credit derivatives | $180,000,000 | 27 |
Bank is guarantor | $0 | 71 |
Bank is beneficiary | $180,000,000 | 20 |
Interest rate contracts | $321,924,000,000 | 8 |
Notional value of interest rate swaps | $230,824,000,000 | 8 |
Futures and forward contracts | $66,419,000,000 | 8 |
Written option contracts | $12,144,000,000 | 10 |
Purchased option contracts | $12,537,000,000 | 10 |
Foreign exchange rate contracts | $647,826,000,000 | 7 |
Notional value of exchange swaps | $111,646,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $535,528,000,000 | 6 |
Spot foreign exchange rate contracts | $64,170,000,000 | 4 |
Written option contracts | $326,000,000 | 13 |
Purchased option contracts | $326,000,000 | 14 |
Contracts on other commodities and equities. | $1,057,000,000 | 20 |
Notional value of other swaps | $23,000,000 | 23 |
Futures and forward contracts | $51,000,000 | 10 |
Written option contracts | $445,000,000 | 14 |
Purchased option contracts | $538,000,000 | 11 |
2017-06-30 | Rank | |
Derivatives | $925,859,000,000 | 9 |
Notional amount of credit derivatives | $160,000,000 | 28 |
Bank is guarantor | $0 | 69 |
Bank is beneficiary | $160,000,000 | 20 |
Interest rate contracts | $317,222,000,000 | 8 |
Notional value of interest rate swaps | $232,555,000,000 | 8 |
Futures and forward contracts | $59,958,000,000 | 7 |
Written option contracts | $12,370,000,000 | 10 |
Purchased option contracts | $12,339,000,000 | 10 |
Foreign exchange rate contracts | $607,437,000,000 | 8 |
Notional value of exchange swaps | $94,487,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $512,254,000,000 | 6 |
Spot foreign exchange rate contracts | $80,315,000,000 | 4 |
Written option contracts | $343,000,000 | 13 |
Purchased option contracts | $353,000,000 | 13 |
Contracts on other commodities and equities. | $1,040,000,000 | 20 |
Notional value of other swaps | $35,000,000 | 23 |
Futures and forward contracts | $47,000,000 | 10 |
Written option contracts | $439,000,000 | 14 |
Purchased option contracts | $519,000,000 | 11 |
2017-03-31 | Rank | |
Derivatives | $897,056,000,000 | 9 |
Notional amount of credit derivatives | $160,000,000 | 27 |
Bank is guarantor | $0 | 64 |
Bank is beneficiary | $160,000,000 | 19 |
Interest rate contracts | $323,740,000,000 | 8 |
Notional value of interest rate swaps | $230,174,000,000 | 8 |
Futures and forward contracts | $66,902,000,000 | 8 |
Written option contracts | $13,854,000,000 | 9 |
Purchased option contracts | $12,810,000,000 | 10 |
Foreign exchange rate contracts | $572,224,000,000 | 8 |
Notional value of exchange swaps | $87,285,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $484,132,000,000 | 7 |
Spot foreign exchange rate contracts | $55,009,000,000 | 5 |
Written option contracts | $388,000,000 | 13 |
Purchased option contracts | $419,000,000 | 14 |
Contracts on other commodities and equities. | $932,000,000 | 20 |
Notional value of other swaps | $17,000,000 | 23 |
Futures and forward contracts | $161,000,000 | 10 |
Written option contracts | $360,000,000 | 14 |
Purchased option contracts | $394,000,000 | 13 |
2016-12-31 | Rank | |
Derivatives | $885,887,000,000 | 9 |
Notional amount of credit derivatives | $160,000,000 | 27 |
Bank is guarantor | $0 | 63 |
Bank is beneficiary | $160,000,000 | 19 |
Interest rate contracts | $345,843,000,000 | 8 |
Notional value of interest rate swaps | $233,943,000,000 | 8 |
Futures and forward contracts | $79,429,000,000 | 7 |
Written option contracts | $17,030,000,000 | 8 |
Purchased option contracts | $15,441,000,000 | 10 |
Foreign exchange rate contracts | $538,874,000,000 | 8 |
Notional value of exchange swaps | $106,009,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $431,892,000,000 | 5 |
Spot foreign exchange rate contracts | $41,642,000,000 | 4 |
Written option contracts | $490,000,000 | 12 |
Purchased option contracts | $483,000,000 | 12 |
Contracts on other commodities and equities. | $1,010,000,000 | 19 |
Notional value of other swaps | $17,000,000 | 23 |
Futures and forward contracts | $176,000,000 | 11 |
Written option contracts | $379,000,000 | 15 |
Purchased option contracts | $438,000,000 | 12 |
2016-09-30 | Rank | |
Derivatives | $1,011,726,000,000 | 9 |
Notional amount of credit derivatives | $178,000,000 | 25 |
Bank is guarantor | $0 | 60 |
Bank is beneficiary | $178,000,000 | 18 |
Interest rate contracts | $412,896,000,000 | 7 |
Notional value of interest rate swaps | $261,126,000,000 | 8 |
Futures and forward contracts | $110,201,000,000 | 7 |
Written option contracts | $21,378,000,000 | 7 |
Purchased option contracts | $20,191,000,000 | 7 |
Foreign exchange rate contracts | $597,566,000,000 | 8 |
Notional value of exchange swaps | $99,630,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $496,647,000,000 | 5 |
Spot foreign exchange rate contracts | $53,822,000,000 | 5 |
Written option contracts | $619,000,000 | 11 |
Purchased option contracts | $670,000,000 | 10 |
Contracts on other commodities and equities. | $1,086,000,000 | 19 |
Notional value of other swaps | $20,000,000 | 23 |
Futures and forward contracts | $187,000,000 | 10 |
Written option contracts | $411,000,000 | 14 |
Purchased option contracts | $468,000,000 | 14 |
2016-06-30 | Rank | |
Derivatives | $1,078,115,000,000 | 9 |
Notional amount of credit derivatives | $316,000,000 | 21 |
Bank is guarantor | $0 | 61 |
Bank is beneficiary | $316,000,000 | 16 |
Interest rate contracts | $474,038,000,000 | 7 |
Notional value of interest rate swaps | $275,982,000,000 | 7 |
Futures and forward contracts | $149,092,000,000 | 7 |
Written option contracts | $25,229,000,000 | 7 |
Purchased option contracts | $23,735,000,000 | 7 |
Foreign exchange rate contracts | $602,654,000,000 | 8 |
Notional value of exchange swaps | $107,427,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $493,959,000,000 | 6 |
Spot foreign exchange rate contracts | $60,290,000,000 | 6 |
Written option contracts | $617,000,000 | 12 |
Purchased option contracts | $651,000,000 | 12 |
Contracts on other commodities and equities. | $1,107,000,000 | 18 |
Notional value of other swaps | $21,000,000 | 24 |
Futures and forward contracts | $195,000,000 | 10 |
Written option contracts | $425,000,000 | 14 |
Purchased option contracts | $466,000,000 | 13 |
2016-03-31 | Rank | |
Derivatives | $1,086,243,000,000 | 9 |
Notional amount of credit derivatives | $405,000,000 | 21 |
Bank is guarantor | $0 | 56 |
Bank is beneficiary | $405,000,000 | 14 |
Interest rate contracts | $498,216,000,000 | 7 |
Notional value of interest rate swaps | $280,602,000,000 | 7 |
Futures and forward contracts | $164,333,000,000 | 6 |
Written option contracts | $27,342,000,000 | 7 |
Purchased option contracts | $25,939,000,000 | 7 |
Foreign exchange rate contracts | $586,113,000,000 | 8 |
Notional value of exchange swaps | $91,522,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $493,416,000,000 | 6 |
Spot foreign exchange rate contracts | $71,360,000,000 | 4 |
Written option contracts | $588,000,000 | 12 |
Purchased option contracts | $587,000,000 | 12 |
Contracts on other commodities and equities. | $1,509,000,000 | 17 |
Notional value of other swaps | $25,000,000 | 24 |
Futures and forward contracts | $255,000,000 | 9 |
Written option contracts | $593,000,000 | 12 |
Purchased option contracts | $636,000,000 | 12 |
2015-12-31 | Rank | |
Derivatives | $1,120,557,000,000 | 9 |
Notional amount of credit derivatives | $319,000,000 | 21 |
Bank is guarantor | $0 | 55 |
Bank is beneficiary | $319,000,000 | 15 |
Interest rate contracts | $535,455,000,000 | 7 |
Notional value of interest rate swaps | $292,050,000,000 | 7 |
Futures and forward contracts | $182,751,000,000 | 6 |
Written option contracts | $31,640,000,000 | 7 |
Purchased option contracts | $29,014,000,000 | 7 |
Foreign exchange rate contracts | $583,055,000,000 | 8 |
Notional value of exchange swaps | $103,644,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $477,938,000,000 | 7 |
Spot foreign exchange rate contracts | $52,706,000,000 | 4 |
Written option contracts | $742,000,000 | 11 |
Purchased option contracts | $731,000,000 | 11 |
Contracts on other commodities and equities. | $1,728,000,000 | 16 |
Notional value of other swaps | $31,000,000 | 24 |
Futures and forward contracts | $307,000,000 | 8 |
Written option contracts | $703,000,000 | 12 |
Purchased option contracts | $687,000,000 | 12 |
2015-09-30 | Rank | |
Derivatives | $1,200,696,000,000 | 9 |
Notional amount of credit derivatives | $155,000,000 | 23 |
Bank is guarantor | $0 | 54 |
Bank is beneficiary | $155,000,000 | 18 |
Interest rate contracts | $586,582,000,000 | 7 |
Notional value of interest rate swaps | $322,965,000,000 | 7 |
Futures and forward contracts | $198,002,000,000 | 6 |
Written option contracts | $34,180,000,000 | 7 |
Purchased option contracts | $31,435,000,000 | 7 |
Foreign exchange rate contracts | $611,404,000,000 | 8 |
Notional value of exchange swaps | $100,649,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $509,076,000,000 | 6 |
Spot foreign exchange rate contracts | $83,006,000,000 | 4 |
Written option contracts | $835,000,000 | 11 |
Purchased option contracts | $844,000,000 | 11 |
Contracts on other commodities and equities. | $2,555,000,000 | 12 |
Notional value of other swaps | $30,000,000 | 23 |
Futures and forward contracts | $205,000,000 | 9 |
Written option contracts | $1,138,000,000 | 10 |
Purchased option contracts | $1,182,000,000 | 10 |
2015-06-30 | Rank | |
Derivatives | $1,267,775,000,000 | 9 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 53 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $680,053,000,000 | 7 |
Notional value of interest rate swaps | $379,321,000,000 | 7 |
Futures and forward contracts | $209,493,000,000 | 6 |
Written option contracts | $46,667,000,000 | 7 |
Purchased option contracts | $44,572,000,000 | 7 |
Foreign exchange rate contracts | $584,443,000,000 | 8 |
Notional value of exchange swaps | $95,687,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $487,158,000,000 | 6 |
Spot foreign exchange rate contracts | $80,010,000,000 | 4 |
Written option contracts | $794,000,000 | 12 |
Purchased option contracts | $804,000,000 | 12 |
Contracts on other commodities and equities. | $3,279,000,000 | 12 |
Notional value of other swaps | $347,000,000 | 18 |
Futures and forward contracts | $187,000,000 | 11 |
Written option contracts | $1,421,000,000 | 10 |
Purchased option contracts | $1,324,000,000 | 10 |
2015-03-31 | Rank | |
Derivatives | $1,295,447,000,000 | 9 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 52 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $686,787,000,000 | 7 |
Notional value of interest rate swaps | $422,214,000,000 | 7 |
Futures and forward contracts | $113,751,000,000 | 7 |
Written option contracts | $76,781,000,000 | 7 |
Purchased option contracts | $74,041,000,000 | 7 |
Foreign exchange rate contracts | $602,192,000,000 | 8 |
Notional value of exchange swaps | $99,786,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $500,823,000,000 | 7 |
Spot foreign exchange rate contracts | $79,373,000,000 | 4 |
Written option contracts | $786,000,000 | 11 |
Purchased option contracts | $797,000,000 | 11 |
Contracts on other commodities and equities. | $6,468,000,000 | 10 |
Notional value of other swaps | $964,000,000 | 12 |
Futures and forward contracts | $181,000,000 | 10 |
Written option contracts | $2,855,000,000 | 9 |
Purchased option contracts | $2,468,000,000 | 9 |
2014-12-31 | Rank | |
Derivatives | $1,289,634,000,000 | 8 |
Notional amount of credit derivatives | $0 | 63 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $743,328,000,000 | 7 |
Notional value of interest rate swaps | $506,125,000,000 | 7 |
Futures and forward contracts | $115,902,000,000 | 6 |
Written option contracts | $69,087,000,000 | 7 |
Purchased option contracts | $52,214,000,000 | 7 |
Foreign exchange rate contracts | $536,976,000,000 | 8 |
Notional value of exchange swaps | $98,580,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $436,632,000,000 | 8 |
Spot foreign exchange rate contracts | $52,582,000,000 | 5 |
Written option contracts | $870,000,000 | 10 |
Purchased option contracts | $894,000,000 | 10 |
Contracts on other commodities and equities. | $9,330,000,000 | 9 |
Notional value of other swaps | $965,000,000 | 12 |
Futures and forward contracts | $180,000,000 | 10 |
Written option contracts | $4,424,000,000 | 8 |
Purchased option contracts | $3,761,000,000 | 8 |
2014-09-30 | Rank | |
Derivatives | $1,428,291,000,000 | 8 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $840,062,000,000 | 7 |
Notional value of interest rate swaps | $536,515,000,000 | 7 |
Futures and forward contracts | $146,185,000,000 | 7 |
Written option contracts | $89,681,000,000 | 6 |
Purchased option contracts | $67,681,000,000 | 7 |
Foreign exchange rate contracts | $574,669,000,000 | 8 |
Notional value of exchange swaps | $96,810,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $475,847,000,000 | 7 |
Spot foreign exchange rate contracts | $81,793,000,000 | 4 |
Written option contracts | $929,000,000 | 10 |
Purchased option contracts | $1,083,000,000 | 10 |
Contracts on other commodities and equities. | $13,560,000,000 | 9 |
Notional value of other swaps | $973,000,000 | 12 |
Futures and forward contracts | $68,000,000 | 10 |
Written option contracts | $6,767,000,000 | 8 |
Purchased option contracts | $5,752,000,000 | 7 |
2014-06-30 | Rank | |
Derivatives | $1,378,230,000,000 | 8 |
Notional amount of credit derivatives | $20,000,000 | 41 |
Bank is guarantor | $0 | 49 |
Bank is beneficiary | $20,000,000 | 34 |
Interest rate contracts | $825,524,000,000 | 7 |
Notional value of interest rate swaps | $523,731,000,000 | 7 |
Futures and forward contracts | $142,407,000,000 | 6 |
Written option contracts | $92,060,000,000 | 6 |
Purchased option contracts | $67,326,000,000 | 7 |
Foreign exchange rate contracts | $531,910,000,000 | 8 |
Notional value of exchange swaps | $91,714,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $438,623,000,000 | 7 |
Spot foreign exchange rate contracts | $73,366,000,000 | 4 |
Written option contracts | $774,000,000 | 11 |
Purchased option contracts | $799,000,000 | 10 |
Contracts on other commodities and equities. | $20,776,000,000 | 9 |
Notional value of other swaps | $1,722,000,000 | 11 |
Futures and forward contracts | $87,000,000 | 10 |
Written option contracts | $10,092,000,000 | 8 |
Purchased option contracts | $8,875,000,000 | 7 |
2014-03-31 | Rank | |
Derivatives | $1,269,260,000,000 | 9 |
Notional amount of credit derivatives | $51,000,000 | 35 |
Bank is guarantor | $0 | 47 |
Bank is beneficiary | $51,000,000 | 28 |
Interest rate contracts | $771,743,000,000 | 7 |
Notional value of interest rate swaps | $519,598,000,000 | 7 |
Futures and forward contracts | $86,985,000,000 | 8 |
Written option contracts | $94,019,000,000 | 6 |
Purchased option contracts | $71,141,000,000 | 6 |
Foreign exchange rate contracts | $474,509,000,000 | 8 |
Notional value of exchange swaps | $97,015,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $375,788,000,000 | 7 |
Spot foreign exchange rate contracts | $64,951,000,000 | 5 |
Written option contracts | $787,000,000 | 10 |
Purchased option contracts | $919,000,000 | 10 |
Contracts on other commodities and equities. | $22,957,000,000 | 9 |
Notional value of other swaps | $1,643,000,000 | 11 |
Futures and forward contracts | $84,000,000 | 11 |
Written option contracts | $11,838,000,000 | 8 |
Purchased option contracts | $9,392,000,000 | 7 |
2013-12-31 | Rank | |
Derivatives | $1,246,055,000,000 | 8 |
Notional amount of credit derivatives | $101,000,000 | 30 |
Bank is guarantor | $0 | 44 |
Bank is beneficiary | $101,000,000 | 24 |
Interest rate contracts | $795,275,000,000 | 7 |
Notional value of interest rate swaps | $549,563,000,000 | 7 |
Futures and forward contracts | $76,174,000,000 | 7 |
Written option contracts | $95,588,000,000 | 7 |
Purchased option contracts | $73,950,000,000 | 7 |
Foreign exchange rate contracts | $428,958,000,000 | 8 |
Notional value of exchange swaps | $99,350,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $328,072,000,000 | 7 |
Spot foreign exchange rate contracts | $46,986,000,000 | 5 |
Written option contracts | $743,000,000 | 11 |
Purchased option contracts | $793,000,000 | 10 |
Contracts on other commodities and equities. | $21,721,000,000 | 9 |
Notional value of other swaps | $1,634,000,000 | 11 |
Futures and forward contracts | $335,000,000 | 10 |
Written option contracts | $10,905,000,000 | 8 |
Purchased option contracts | $8,847,000,000 | 7 |
2013-09-30 | Rank | |
Derivatives | $1,281,789,000,000 | 8 |
Notional amount of credit derivatives | $101,000,000 | 29 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $101,000,000 | 24 |
Interest rate contracts | $805,972,000,000 | 7 |
Notional value of interest rate swaps | $548,411,000,000 | 7 |
Futures and forward contracts | $73,094,000,000 | 7 |
Written option contracts | $103,757,000,000 | 6 |
Purchased option contracts | $80,710,000,000 | 7 |
Foreign exchange rate contracts | $455,828,000,000 | 8 |
Notional value of exchange swaps | $94,029,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $359,880,000,000 | 7 |
Spot foreign exchange rate contracts | $84,882,000,000 | 4 |
Written option contracts | $780,000,000 | 10 |
Purchased option contracts | $1,139,000,000 | 10 |
Contracts on other commodities and equities. | $19,888,000,000 | 9 |
Notional value of other swaps | $542,000,000 | 15 |
Futures and forward contracts | $560,000,000 | 8 |
Written option contracts | $10,644,000,000 | 8 |
Purchased option contracts | $8,142,000,000 | 7 |
2013-06-30 | Rank | |
Derivatives | $1,298,599,000,000 | 8 |
Notional amount of credit derivatives | $141,000,000 | 26 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $141,000,000 | 22 |
Interest rate contracts | $829,051,000,000 | 7 |
Notional value of interest rate swaps | $544,584,000,000 | 7 |
Futures and forward contracts | $101,287,000,000 | 8 |
Written option contracts | $102,621,000,000 | 6 |
Purchased option contracts | $80,559,000,000 | 6 |
Foreign exchange rate contracts | $449,865,000,000 | 8 |
Notional value of exchange swaps | $94,633,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $353,268,000,000 | 7 |
Spot foreign exchange rate contracts | $77,321,000,000 | 5 |
Written option contracts | $800,000,000 | 10 |
Purchased option contracts | $1,164,000,000 | 10 |
Contracts on other commodities and equities. | $19,542,000,000 | 9 |
Notional value of other swaps | $534,000,000 | 15 |
Futures and forward contracts | $628,000,000 | 7 |
Written option contracts | $9,927,000,000 | 8 |
Purchased option contracts | $8,453,000,000 | 7 |
2013-03-31 | Rank | |
Derivatives | $1,270,615,000,000 | 8 |
Notional amount of credit derivatives | $151,000,000 | 25 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $151,000,000 | 20 |
Interest rate contracts | $838,059,000,000 | 7 |
Notional value of interest rate swaps | $536,804,000,000 | 7 |
Futures and forward contracts | $108,669,000,000 | 7 |
Written option contracts | $108,184,000,000 | 7 |
Purchased option contracts | $84,402,000,000 | 7 |
Foreign exchange rate contracts | $422,497,000,000 | 8 |
Notional value of exchange swaps | $101,978,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $317,502,000,000 | 7 |
Spot foreign exchange rate contracts | $55,555,000,000 | 6 |
Written option contracts | $1,235,000,000 | 10 |
Purchased option contracts | $1,782,000,000 | 9 |
Contracts on other commodities and equities. | $9,908,000,000 | 9 |
Notional value of other swaps | $524,000,000 | 16 |
Futures and forward contracts | $87,000,000 | 13 |
Written option contracts | $5,305,000,000 | 8 |
Purchased option contracts | $3,992,000,000 | 7 |
2012-12-31 | Rank | |
Derivatives | $1,220,872,000,000 | 8 |
Notional amount of credit derivatives | $166,000,000 | 25 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $166,000,000 | 20 |
Interest rate contracts | $832,724,000,000 | 7 |
Notional value of interest rate swaps | $554,283,000,000 | 7 |
Futures and forward contracts | $81,262,000,000 | 8 |
Written option contracts | $109,413,000,000 | 6 |
Purchased option contracts | $87,766,000,000 | 6 |
Foreign exchange rate contracts | $378,144,000,000 | 8 |
Notional value of exchange swaps | $91,128,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $284,475,000,000 | 7 |
Spot foreign exchange rate contracts | $31,187,000,000 | 6 |
Written option contracts | $1,042,000,000 | 10 |
Purchased option contracts | $1,499,000,000 | 10 |
Contracts on other commodities and equities. | $9,838,000,000 | 9 |
Notional value of other swaps | $488,000,000 | 16 |
Futures and forward contracts | $746,000,000 | 6 |
Written option contracts | $4,624,000,000 | 8 |
Purchased option contracts | $3,980,000,000 | 7 |
2012-09-30 | Rank | |
Derivatives | $1,332,311,000,000 | 8 |
Notional amount of credit derivatives | $176,000,000 | 25 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $176,000,000 | 20 |
Interest rate contracts | $897,438,000,000 | 7 |
Notional value of interest rate swaps | $560,439,000,000 | 7 |
Futures and forward contracts | $117,937,000,000 | 7 |
Written option contracts | $119,075,000,000 | 6 |
Purchased option contracts | $99,987,000,000 | 6 |
Foreign exchange rate contracts | $424,831,000,000 | 8 |
Notional value of exchange swaps | $95,991,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $325,942,000,000 | 6 |
Spot foreign exchange rate contracts | $67,577,000,000 | 6 |
Written option contracts | $1,167,000,000 | 10 |
Purchased option contracts | $1,731,000,000 | 9 |
Contracts on other commodities and equities. | $9,866,000,000 | 9 |
Notional value of other swaps | $485,000,000 | 16 |
Futures and forward contracts | $567,000,000 | 6 |
Written option contracts | $4,773,000,000 | 8 |
Purchased option contracts | $4,041,000,000 | 7 |
2012-06-30 | Rank | |
Derivatives | $1,337,929,000,000 | 8 |
Notional amount of credit derivatives | $221,000,000 | 24 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $221,000,000 | 20 |
Interest rate contracts | $934,643,000,000 | 7 |
Notional value of interest rate swaps | $581,283,000,000 | 7 |
Futures and forward contracts | $122,486,000,000 | 7 |
Written option contracts | $126,533,000,000 | 6 |
Purchased option contracts | $104,341,000,000 | 6 |
Foreign exchange rate contracts | $392,674,000,000 | 8 |
Notional value of exchange swaps | $96,063,000,000 | 7 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $292,724,000,000 | 7 |
Spot foreign exchange rate contracts | $41,916,000,000 | 7 |
Written option contracts | $1,625,000,000 | 10 |
Purchased option contracts | $2,262,000,000 | 9 |
Contracts on other commodities and equities. | $10,391,000,000 | 9 |
Notional value of other swaps | $479,000,000 | 16 |
Futures and forward contracts | $558,000,000 | 8 |
Written option contracts | $5,161,000,000 | 8 |
Purchased option contracts | $4,193,000,000 | 7 |
2012-03-31 | Rank | |
Derivatives | $1,431,155,000,000 | 8 |
Notional amount of credit derivatives | $270,000,000 | 22 |
Bank is guarantor | $2,000,000 | 40 |
Bank is beneficiary | $268,000,000 | 17 |
Interest rate contracts | $1,000,357,000,000 | 7 |
Notional value of interest rate swaps | $592,640,000,000 | 7 |
Futures and forward contracts | $148,243,000,000 | 7 |
Written option contracts | $142,498,000,000 | 6 |
Purchased option contracts | $116,976,000,000 | 6 |
Foreign exchange rate contracts | $421,707,000,000 | 8 |
Notional value of exchange swaps | $104,508,000,000 | 7 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $312,440,000,000 | 7 |
Spot foreign exchange rate contracts | $58,257,000,000 | 6 |
Written option contracts | $2,008,000,000 | 9 |
Purchased option contracts | $2,751,000,000 | 9 |
Contracts on other commodities and equities. | $8,821,000,000 | 10 |
Notional value of other swaps | $338,000,000 | 16 |
Futures and forward contracts | $492,000,000 | 10 |
Written option contracts | $4,467,000,000 | 8 |
Purchased option contracts | $3,524,000,000 | 8 |
2011-12-31 | Rank | |
Derivatives | $1,412,487,000,000 | 8 |
Notional amount of credit derivatives | $333,000,000 | 22 |
Bank is guarantor | $2,000,000 | 37 |
Bank is beneficiary | $331,000,000 | 17 |
Interest rate contracts | $1,010,684,000,000 | 7 |
Notional value of interest rate swaps | $618,542,000,000 | 7 |
Futures and forward contracts | $119,542,000,000 | 7 |
Written option contracts | $151,018,000,000 | 6 |
Purchased option contracts | $121,582,000,000 | 6 |
Foreign exchange rate contracts | $393,661,000,000 | 8 |
Notional value of exchange swaps | $116,013,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $273,605,000,000 | 6 |
Spot foreign exchange rate contracts | $37,262,000,000 | 5 |
Written option contracts | $1,586,000,000 | 10 |
Purchased option contracts | $2,457,000,000 | 9 |
Contracts on other commodities and equities. | $7,809,000,000 | 10 |
Notional value of other swaps | $236,000,000 | 16 |
Futures and forward contracts | $321,000,000 | 8 |
Written option contracts | $3,928,000,000 | 8 |
Purchased option contracts | $3,324,000,000 | 7 |
2011-09-30 | Rank | |
Derivatives | $1,465,793,000,000 | 9 |
Notional amount of credit derivatives | $471,000,000 | 19 |
Bank is guarantor | $2,000,000 | 36 |
Bank is beneficiary | $469,000,000 | 15 |
Interest rate contracts | $1,041,604,000,000 | 7 |
Notional value of interest rate swaps | $598,108,000,000 | 7 |
Futures and forward contracts | $138,655,000,000 | 7 |
Written option contracts | $166,679,000,000 | 6 |
Purchased option contracts | $138,162,000,000 | 6 |
Foreign exchange rate contracts | $416,318,000,000 | 8 |
Notional value of exchange swaps | $107,041,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $304,898,000,000 | 7 |
Spot foreign exchange rate contracts | $60,303,000,000 | 5 |
Written option contracts | $2,055,000,000 | 9 |
Purchased option contracts | $2,324,000,000 | 9 |
Contracts on other commodities and equities. | $7,400,000,000 | 10 |
Notional value of other swaps | $43,000,000 | 24 |
Futures and forward contracts | $215,000,000 | 7 |
Written option contracts | $3,782,000,000 | 8 |
Purchased option contracts | $3,360,000,000 | 7 |
2011-06-30 | Rank | |
Derivatives | $1,486,074,000,000 | 8 |
Notional amount of credit derivatives | $611,000,000 | 18 |
Bank is guarantor | $2,000,000 | 35 |
Bank is beneficiary | $609,000,000 | 15 |
Interest rate contracts | $1,072,314,000,000 | 7 |
Notional value of interest rate swaps | $575,845,000,000 | 7 |
Futures and forward contracts | $169,723,000,000 | 6 |
Written option contracts | $180,820,000,000 | 6 |
Purchased option contracts | $145,926,000,000 | 6 |
Foreign exchange rate contracts | $406,647,000,000 | 8 |
Notional value of exchange swaps | $118,315,000,000 | 7 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $284,174,000,000 | 7 |
Spot foreign exchange rate contracts | $47,216,000,000 | 6 |
Written option contracts | $1,848,000,000 | 9 |
Purchased option contracts | $2,310,000,000 | 9 |
Contracts on other commodities and equities. | $6,502,000,000 | 10 |
Notional value of other swaps | $57,000,000 | 23 |
Futures and forward contracts | $358,000,000 | 7 |
Written option contracts | $3,254,000,000 | 8 |
Purchased option contracts | $2,833,000,000 | 7 |
2011-03-31 | Rank | |
Derivatives | $1,541,073,000,000 | 7 |
Notional amount of credit derivatives | $621,000,000 | 18 |
Bank is guarantor | $2,000,000 | 36 |
Bank is beneficiary | $619,000,000 | 15 |
Interest rate contracts | $1,136,568,000,000 | 7 |
Notional value of interest rate swaps | $612,672,000,000 | 7 |
Futures and forward contracts | $156,945,000,000 | 7 |
Written option contracts | $200,911,000,000 | 6 |
Purchased option contracts | $166,040,000,000 | 6 |
Foreign exchange rate contracts | $397,467,000,000 | 8 |
Notional value of exchange swaps | $109,600,000,000 | 7 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $284,303,000,000 | 7 |
Spot foreign exchange rate contracts | $63,079,000,000 | 6 |
Written option contracts | $1,400,000,000 | 9 |
Purchased option contracts | $2,164,000,000 | 9 |
Contracts on other commodities and equities. | $6,417,000,000 | 10 |
Notional value of other swaps | $33,000,000 | 25 |
Futures and forward contracts | $423,000,000 | 6 |
Written option contracts | $3,279,000,000 | 8 |
Purchased option contracts | $2,682,000,000 | 7 |
2010-12-31 | Rank | |
Derivatives | $1,453,960,000,000 | 7 |
Notional amount of credit derivatives | $681,000,000 | 16 |
Bank is guarantor | $2,000,000 | 35 |
Bank is beneficiary | $679,000,000 | 14 |
Interest rate contracts | $1,119,571,000,000 | 7 |
Notional value of interest rate swaps | $556,756,000,000 | 7 |
Futures and forward contracts | $167,787,000,000 | 7 |
Written option contracts | $210,876,000,000 | 6 |
Purchased option contracts | $184,152,000,000 | 5 |
Foreign exchange rate contracts | $327,013,000,000 | 8 |
Notional value of exchange swaps | $87,372,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $236,965,000,000 | 8 |
Spot foreign exchange rate contracts | $24,557,000,000 | 5 |
Written option contracts | $1,187,000,000 | 9 |
Purchased option contracts | $1,489,000,000 | 9 |
Contracts on other commodities and equities. | $6,695,000,000 | 9 |
Notional value of other swaps | $39,000,000 | 23 |
Futures and forward contracts | $617,000,000 | 5 |
Written option contracts | $3,405,000,000 | 8 |
Purchased option contracts | $2,634,000,000 | 7 |
2010-09-30 | Rank | |
Derivatives | $1,629,259,000,000 | 7 |
Notional amount of credit derivatives | $751,000,000 | 16 |
Bank is guarantor | $2,000,000 | 33 |
Bank is beneficiary | $749,000,000 | 14 |
Interest rate contracts | $1,237,169,000,000 | 7 |
Notional value of interest rate swaps | $554,682,000,000 | 7 |
Futures and forward contracts | $224,886,000,000 | 7 |
Written option contracts | $241,240,000,000 | 6 |
Purchased option contracts | $216,361,000,000 | 5 |
Foreign exchange rate contracts | $384,044,000,000 | 7 |
Notional value of exchange swaps | $89,366,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $291,369,000,000 | 6 |
Spot foreign exchange rate contracts | $46,214,000,000 | 5 |
Written option contracts | $1,523,000,000 | 9 |
Purchased option contracts | $1,786,000,000 | 9 |
Contracts on other commodities and equities. | $7,295,000,000 | 9 |
Notional value of other swaps | $35,000,000 | 26 |
Futures and forward contracts | $577,000,000 | 5 |
Written option contracts | $3,799,000,000 | 8 |
Purchased option contracts | $2,884,000,000 | 7 |
2010-06-30 | Rank | |
Derivatives | $1,500,340,000,000 | 7 |
Notional amount of credit derivatives | $776,000,000 | 17 |
Bank is guarantor | $2,000,000 | 33 |
Bank is beneficiary | $774,000,000 | 14 |
Interest rate contracts | $1,148,922,000,000 | 7 |
Notional value of interest rate swaps | $491,131,000,000 | 7 |
Futures and forward contracts | $209,091,000,000 | 7 |
Written option contracts | $230,898,000,000 | 5 |
Purchased option contracts | $217,802,000,000 | 5 |
Foreign exchange rate contracts | $342,874,000,000 | 7 |
Notional value of exchange swaps | $77,179,000,000 | 6 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $261,443,000,000 | 6 |
Spot foreign exchange rate contracts | $42,435,000,000 | 5 |
Written option contracts | $1,960,000,000 | 9 |
Purchased option contracts | $2,292,000,000 | 9 |
Contracts on other commodities and equities. | $7,768,000,000 | 9 |
Notional value of other swaps | $29,000,000 | 25 |
Futures and forward contracts | $605,000,000 | 5 |
Written option contracts | $3,938,000,000 | 8 |
Purchased option contracts | $3,196,000,000 | 7 |
2010-03-31 | Rank | |
Derivatives | $1,553,614,000,000 | 7 |
Notional amount of credit derivatives | $816,000,000 | 16 |
Bank is guarantor | $2,000,000 | 34 |
Bank is beneficiary | $814,000,000 | 14 |
Interest rate contracts | $1,222,779,000,000 | 7 |
Notional value of interest rate swaps | $495,813,000,000 | 7 |
Futures and forward contracts | $271,027,000,000 | 7 |
Written option contracts | $238,827,000,000 | 5 |
Purchased option contracts | $217,112,000,000 | 5 |
Foreign exchange rate contracts | $322,610,000,000 | 7 |
Notional value of exchange swaps | $13,209,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $305,111,000,000 | 6 |
Spot foreign exchange rate contracts | $52,642,000,000 | 5 |
Written option contracts | $1,905,000,000 | 9 |
Purchased option contracts | $2,385,000,000 | 9 |
Contracts on other commodities and equities. | $7,409,000,000 | 9 |
Notional value of other swaps | $44,000,000 | 25 |
Futures and forward contracts | $292,000,000 | 8 |
Written option contracts | $3,648,000,000 | 8 |
Purchased option contracts | $3,425,000,000 | 7 |
2009-12-31 | Rank | |
Derivatives | $1,326,055,000,000 | 8 |
Notional amount of credit derivatives | $806,000,000 | 16 |
Bank is guarantor | $2,000,000 | 35 |
Bank is beneficiary | $804,000,000 | 14 |
Interest rate contracts | $1,054,473,000,000 | 8 |
Notional value of interest rate swaps | $464,127,000,000 | 8 |
Futures and forward contracts | $208,001,000,000 | 7 |
Written option contracts | $201,492,000,000 | 5 |
Purchased option contracts | $180,853,000,000 | 5 |
Foreign exchange rate contracts | $263,084,000,000 | 7 |
Notional value of exchange swaps | $14,189,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $245,616,000,000 | 6 |
Spot foreign exchange rate contracts | $24,198,000,000 | 5 |
Written option contracts | $1,597,000,000 | 9 |
Purchased option contracts | $1,682,000,000 | 8 |
Contracts on other commodities and equities. | $7,692,000,000 | 9 |
Notional value of other swaps | $44,000,000 | 26 |
Futures and forward contracts | $523,000,000 | 8 |
Written option contracts | $4,010,000,000 | 9 |
Purchased option contracts | $3,115,000,000 | 8 |
2009-09-30 | Rank | |
Derivatives | $1,340,659,000,000 | 8 |
Notional amount of credit derivatives | $836,000,000 | 17 |
Bank is guarantor | $2,000,000 | 36 |
Bank is beneficiary | $834,000,000 | 14 |
Interest rate contracts | $1,062,400,000,000 | 8 |
Notional value of interest rate swaps | $445,583,000,000 | 8 |
Futures and forward contracts | $235,411,000,000 | 7 |
Written option contracts | $196,989,000,000 | 5 |
Purchased option contracts | $184,417,000,000 | 5 |
Foreign exchange rate contracts | $267,647,000,000 | 7 |
Notional value of exchange swaps | $13,845,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $247,320,000,000 | 6 |
Spot foreign exchange rate contracts | $44,310,000,000 | 5 |
Written option contracts | $2,869,000,000 | 8 |
Purchased option contracts | $3,613,000,000 | 8 |
Contracts on other commodities and equities. | $9,776,000,000 | 8 |
Notional value of other swaps | $87,000,000 | 24 |
Futures and forward contracts | $430,000,000 | 7 |
Written option contracts | $4,872,000,000 | 8 |
Purchased option contracts | $4,387,000,000 | 7 |
2009-06-30 | Rank | |
Derivatives | $1,305,959,000,000 | 8 |
Notional amount of credit derivatives | $866,000,000 | 16 |
Bank is guarantor | $2,000,000 | 36 |
Bank is beneficiary | $864,000,000 | 15 |
Interest rate contracts | $1,030,888,000,000 | 8 |
Notional value of interest rate swaps | $448,472,000,000 | 8 |
Futures and forward contracts | $224,256,000,000 | 8 |
Written option contracts | $186,888,000,000 | 6 |
Purchased option contracts | $171,272,000,000 | 5 |
Foreign exchange rate contracts | $264,840,000,000 | 7 |
Notional value of exchange swaps | $12,357,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $244,939,000,000 | 6 |
Spot foreign exchange rate contracts | $34,923,000,000 | 5 |
Written option contracts | $3,751,000,000 | 8 |
Purchased option contracts | $3,793,000,000 | 8 |
Contracts on other commodities and equities. | $9,365,000,000 | 8 |
Notional value of other swaps | $91,000,000 | 24 |
Futures and forward contracts | $232,000,000 | 7 |
Written option contracts | $4,690,000,000 | 8 |
Purchased option contracts | $4,352,000,000 | 7 |
2009-03-31 | Rank | |
Derivatives | $1,189,240,000,000 | 8 |
Notional amount of credit derivatives | $1,121,000,000 | 16 |
Bank is guarantor | $2,000,000 | 35 |
Bank is beneficiary | $1,119,000,000 | 14 |
Interest rate contracts | $928,961,000,000 | 8 |
Notional value of interest rate swaps | $403,259,000,000 | 8 |
Futures and forward contracts | $200,398,000,000 | 8 |
Written option contracts | $169,017,000,000 | 6 |
Purchased option contracts | $156,287,000,000 | 5 |
Foreign exchange rate contracts | $248,302,000,000 | 7 |
Notional value of exchange swaps | $10,109,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $230,254,000,000 | 6 |
Spot foreign exchange rate contracts | $35,360,000,000 | 5 |
Written option contracts | $4,163,000,000 | 8 |
Purchased option contracts | $3,776,000,000 | 8 |
Contracts on other commodities and equities. | $10,856,000,000 | 8 |
Notional value of other swaps | $86,000,000 | 21 |
Futures and forward contracts | $133,000,000 | 9 |
Written option contracts | $5,830,000,000 | 8 |
Purchased option contracts | $4,807,000,000 | 7 |
2008-12-31 | Rank | |
Derivatives | $1,148,925,000,000 | 8 |
Notional amount of credit derivatives | $1,328,000,000 | 17 |
Bank is guarantor | $2,000,000 | 31 |
Bank is beneficiary | $1,326,000,000 | 13 |
Interest rate contracts | $889,425,000,000 | 8 |
Notional value of interest rate swaps | $411,812,000,000 | 8 |
Futures and forward contracts | $142,640,000,000 | 8 |
Written option contracts | $173,636,000,000 | 6 |
Purchased option contracts | $161,337,000,000 | 6 |
Foreign exchange rate contracts | $243,776,000,000 | 7 |
Notional value of exchange swaps | $6,401,000,000 | 9 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $233,207,000,000 | 6 |
Spot foreign exchange rate contracts | $23,036,000,000 | 5 |
Written option contracts | $2,111,000,000 | 8 |
Purchased option contracts | $2,057,000,000 | 9 |
Contracts on other commodities and equities. | $14,396,000,000 | 7 |
Notional value of other swaps | $160,000,000 | 17 |
Futures and forward contracts | $322,000,000 | 7 |
Written option contracts | $7,389,000,000 | 7 |
Purchased option contracts | $6,525,000,000 | 7 |
2008-09-30 | Rank | |
Derivatives | $1,250,320,000,000 | 7 |
Notional amount of credit derivatives | $1,417,000,000 | 18 |
Bank is guarantor | $2,000,000 | 32 |
Bank is beneficiary | $1,415,000,000 | 14 |
Interest rate contracts | $877,246,000,000 | 7 |
Notional value of interest rate swaps | $379,027,000,000 | 7 |
Futures and forward contracts | $125,010,000,000 | 7 |
Written option contracts | $191,167,000,000 | 5 |
Purchased option contracts | $182,042,000,000 | 5 |
Foreign exchange rate contracts | $355,270,000,000 | 6 |
Notional value of exchange swaps | $5,161,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $343,416,000,000 | 6 |
Spot foreign exchange rate contracts | $56,668,000,000 | 5 |
Written option contracts | $3,231,000,000 | 7 |
Purchased option contracts | $3,462,000,000 | 8 |
Contracts on other commodities and equities. | $16,387,000,000 | 7 |
Notional value of other swaps | $536,000,000 | 15 |
Futures and forward contracts | $757,000,000 | 6 |
Written option contracts | $8,129,000,000 | 7 |
Purchased option contracts | $6,965,000,000 | 7 |
2008-06-30 | Rank | |
Derivatives | $1,081,123,000,000 | 7 |
Notional amount of credit derivatives | $1,677,000,000 | 18 |
Bank is guarantor | $2,000,000 | 31 |
Bank is beneficiary | $1,675,000,000 | 14 |
Interest rate contracts | $817,995,000,000 | 7 |
Notional value of interest rate swaps | $350,016,000,000 | 7 |
Futures and forward contracts | $111,514,000,000 | 6 |
Written option contracts | $182,499,000,000 | 5 |
Purchased option contracts | $173,966,000,000 | 5 |
Foreign exchange rate contracts | $247,703,000,000 | 6 |
Notional value of exchange swaps | $4,144,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $234,572,000,000 | 6 |
Spot foreign exchange rate contracts | $31,594,000,000 | 7 |
Written option contracts | $4,176,000,000 | 6 |
Purchased option contracts | $4,811,000,000 | 6 |
Contracts on other commodities and equities. | $13,748,000,000 | 7 |
Notional value of other swaps | $51,000,000 | 26 |
Futures and forward contracts | $902,000,000 | 6 |
Written option contracts | $6,779,000,000 | 8 |
Purchased option contracts | $6,016,000,000 | 7 |
2008-03-31 | Rank | |
Derivatives | $1,089,232,000,000 | 7 |
Notional amount of credit derivatives | $2,052,000,000 | 16 |
Bank is guarantor | $2,000,000 | 34 |
Bank is beneficiary | $2,050,000,000 | 12 |
Interest rate contracts | $872,653,000,000 | 7 |
Notional value of interest rate swaps | $344,363,000,000 | 7 |
Futures and forward contracts | $165,576,000,000 | 6 |
Written option contracts | $190,287,000,000 | 5 |
Purchased option contracts | $172,427,000,000 | 5 |
Foreign exchange rate contracts | $204,056,000,000 | 7 |
Notional value of exchange swaps | $4,210,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $187,792,000,000 | 6 |
Spot foreign exchange rate contracts | $30,614,000,000 | 6 |
Written option contracts | $6,149,000,000 | 8 |
Purchased option contracts | $5,905,000,000 | 8 |
Contracts on other commodities and equities. | $10,471,000,000 | 8 |
Notional value of other swaps | $51,000,000 | 26 |
Futures and forward contracts | $517,000,000 | 6 |
Written option contracts | $5,559,000,000 | 8 |
Purchased option contracts | $4,344,000,000 | 7 |
2007-12-31 | Rank | |
Derivatives | $951,462,000,000 | 7 |
Notional amount of credit derivatives | $2,261,000,000 | 13 |
Bank is guarantor | $2,000,000 | 31 |
Bank is beneficiary | $2,259,000,000 | 11 |
Interest rate contracts | $765,209,000,000 | 7 |
Notional value of interest rate swaps | $344,715,000,000 | 6 |
Futures and forward contracts | $73,964,000,000 | 7 |
Written option contracts | $186,671,000,000 | 5 |
Purchased option contracts | $159,859,000,000 | 5 |
Foreign exchange rate contracts | $174,376,000,000 | 8 |
Notional value of exchange swaps | $3,479,000,000 | 8 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $156,746,000,000 | 8 |
Spot foreign exchange rate contracts | $16,219,000,000 | 9 |
Written option contracts | $7,177,000,000 | 6 |
Purchased option contracts | $6,974,000,000 | 6 |
Contracts on other commodities and equities. | $9,616,000,000 | 8 |
Notional value of other swaps | $51,000,000 | 29 |
Futures and forward contracts | $894,000,000 | 7 |
Written option contracts | $5,003,000,000 | 7 |
Purchased option contracts | $3,668,000,000 | 8 |
2007-09-30 | Rank | |
Derivatives | $977,409,000,000 | 7 |
Notional amount of credit derivatives | $2,021,000,000 | 13 |
Bank is guarantor | $2,000,000 | 29 |
Bank is beneficiary | $2,019,000,000 | 11 |
Interest rate contracts | $774,394,000,000 | 7 |
Notional value of interest rate swaps | $357,874,000,000 | 6 |
Futures and forward contracts | $63,451,000,000 | 7 |
Written option contracts | $189,442,000,000 | 6 |
Purchased option contracts | $163,627,000,000 | 6 |
Foreign exchange rate contracts | $187,185,000,000 | 6 |
Notional value of exchange swaps | $2,392,000,000 | 12 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $160,428,000,000 | 8 |
Spot foreign exchange rate contracts | $23,832,000,000 | 6 |
Written option contracts | $12,222,000,000 | 6 |
Purchased option contracts | $12,143,000,000 | 6 |
Contracts on other commodities and equities. | $13,809,000,000 | 7 |
Notional value of other swaps | $51,000,000 | 28 |
Futures and forward contracts | $520,000,000 | 8 |
Written option contracts | $7,699,000,000 | 6 |
Purchased option contracts | $5,539,000,000 | 8 |
2007-06-30 | Rank | |
Derivatives | $981,187,000,000 | 6 |
Notional amount of credit derivatives | $1,974,000,000 | 12 |
Bank is guarantor | $2,000,000 | 26 |
Bank is beneficiary | $1,972,000,000 | 11 |
Interest rate contracts | $809,285,000,000 | 6 |
Notional value of interest rate swaps | $357,674,000,000 | 6 |
Futures and forward contracts | $56,635,000,000 | 8 |
Written option contracts | $212,935,000,000 | 6 |
Purchased option contracts | $182,041,000,000 | 6 |
Foreign exchange rate contracts | $153,614,000,000 | 6 |
Notional value of exchange swaps | $2,335,000,000 | 12 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $131,751,000,000 | 7 |
Spot foreign exchange rate contracts | $22,976,000,000 | 6 |
Written option contracts | $9,649,000,000 | 6 |
Purchased option contracts | $9,879,000,000 | 6 |
Contracts on other commodities and equities. | $16,314,000,000 | 6 |
Notional value of other swaps | $151,000,000 | 18 |
Futures and forward contracts | $973,000,000 | 6 |
Written option contracts | $8,932,000,000 | 6 |
Purchased option contracts | $6,258,000,000 | 6 |
2007-03-31 | Rank | |
Derivatives | $983,431,000,000 | 6 |
Notional amount of credit derivatives | $1,899,000,000 | 11 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $1,899,000,000 | 11 |
Interest rate contracts | $811,336,000,000 | 6 |
Notional value of interest rate swaps | $347,748,000,000 | 6 |
Futures and forward contracts | $63,886,000,000 | 7 |
Written option contracts | $208,423,000,000 | 6 |
Purchased option contracts | $191,279,000,000 | 6 |
Foreign exchange rate contracts | $149,241,000,000 | 6 |
Notional value of exchange swaps | $2,456,000,000 | 9 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $125,042,000,000 | 6 |
Spot foreign exchange rate contracts | $23,750,000,000 | 6 |
Written option contracts | $10,593,000,000 | 6 |
Purchased option contracts | $11,150,000,000 | 6 |
Contracts on other commodities and equities. | $20,955,000,000 | 6 |
Notional value of other swaps | $0 | 83 |
Futures and forward contracts | $491,000,000 | 7 |
Written option contracts | $11,349,000,000 | 6 |
Purchased option contracts | $9,115,000,000 | 6 |
2006-12-31 | Rank | |
Derivatives | $907,395,000,000 | 6 |
Notional amount of credit derivatives | $1,688,000,000 | 11 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $1,688,000,000 | 11 |
Interest rate contracts | $771,922,000,000 | 7 |
Notional value of interest rate swaps | $327,319,000,000 | 6 |
Futures and forward contracts | $60,986,000,000 | 8 |
Written option contracts | $199,762,000,000 | 6 |
Purchased option contracts | $183,855,000,000 | 6 |
Foreign exchange rate contracts | $116,689,000,000 | 7 |
Notional value of exchange swaps | $2,580,000,000 | 9 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $93,622,000,000 | 8 |
Spot foreign exchange rate contracts | $14,477,000,000 | 5 |
Written option contracts | $9,596,000,000 | 6 |
Purchased option contracts | $10,891,000,000 | 6 |
Contracts on other commodities and equities. | $17,096,000,000 | 6 |
Notional value of other swaps | $0 | 84 |
Futures and forward contracts | $319,000,000 | 7 |
Written option contracts | $10,022,000,000 | 6 |
Purchased option contracts | $6,755,000,000 | 6 |
2006-09-30 | Rank | |
Derivatives | $899,686,000,000 | 7 |
Notional amount of credit derivatives | $1,540,000,000 | 12 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $1,540,000,000 | 12 |
Interest rate contracts | $766,603,000,000 | 7 |
Notional value of interest rate swaps | $315,948,000,000 | 6 |
Futures and forward contracts | $74,313,000,000 | 8 |
Written option contracts | $207,219,000,000 | 6 |
Purchased option contracts | $169,123,000,000 | 7 |
Foreign exchange rate contracts | $118,498,000,000 | 6 |
Notional value of exchange swaps | $2,531,000,000 | 9 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $94,983,000,000 | 7 |
Spot foreign exchange rate contracts | $16,547,000,000 | 6 |
Written option contracts | $9,265,000,000 | 5 |
Purchased option contracts | $11,719,000,000 | 5 |
Contracts on other commodities and equities. | $13,045,000,000 | 7 |
Notional value of other swaps | $0 | 85 |
Futures and forward contracts | $79,000,000 | 11 |
Written option contracts | $7,555,000,000 | 6 |
Purchased option contracts | $5,411,000,000 | 6 |
2006-06-30 | Rank | |
Derivatives | $914,945,000,000 | 6 |
Notional amount of credit derivatives | $1,384,000,000 | 12 |
Bank is guarantor | $0 | 26 |
Bank is beneficiary | $1,384,000,000 | 12 |
Interest rate contracts | $782,336,000,000 | 7 |
Notional value of interest rate swaps | $289,016,000,000 | 6 |
Futures and forward contracts | $93,353,000,000 | 7 |
Written option contracts | $214,899,000,000 | 6 |
Purchased option contracts | $185,068,000,000 | 6 |
Foreign exchange rate contracts | $119,764,000,000 | 6 |
Notional value of exchange swaps | $2,640,000,000 | 9 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $94,185,000,000 | 6 |
Spot foreign exchange rate contracts | $14,047,000,000 | 6 |
Written option contracts | $10,138,000,000 | 5 |
Purchased option contracts | $12,801,000,000 | 5 |
Contracts on other commodities and equities. | $11,461,000,000 | 8 |
Notional value of other swaps | $1,000,000 | 59 |
Futures and forward contracts | $636,000,000 | 6 |
Written option contracts | $5,890,000,000 | 6 |
Purchased option contracts | $4,934,000,000 | 6 |
2006-03-31 | Rank | |
Derivatives | $875,733,000,000 | 6 |
Notional amount of credit derivatives | $1,476,000,000 | 12 |
Bank is guarantor | $179,000,000 | 14 |
Bank is beneficiary | $1,297,000,000 | 12 |
Interest rate contracts | $768,194,000,000 | 6 |
Notional value of interest rate swaps | $266,856,000,000 | 6 |
Futures and forward contracts | $98,606,000,000 | 7 |
Written option contracts | $220,001,000,000 | 6 |
Purchased option contracts | $182,731,000,000 | 6 |
Foreign exchange rate contracts | $100,679,000,000 | 7 |
Notional value of exchange swaps | $2,404,000,000 | 10 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $84,292,000,000 | 7 |
Spot foreign exchange rate contracts | $15,658,000,000 | 6 |
Written option contracts | $6,070,000,000 | 7 |
Purchased option contracts | $7,913,000,000 | 7 |
Contracts on other commodities and equities. | $5,384,000,000 | 10 |
Notional value of other swaps | $1,000,000 | 57 |
Futures and forward contracts | $273,000,000 | 9 |
Written option contracts | $2,782,000,000 | 8 |
Purchased option contracts | $2,328,000,000 | 9 |
2005-12-31 | Rank | |
Derivatives | $801,477,000,000 | 6 |
Notional amount of credit derivatives | $1,469,000,000 | 14 |
Bank is guarantor | $370,000,000 | 11 |
Bank is beneficiary | $1,099,000,000 | 12 |
Interest rate contracts | $700,780,000,000 | 6 |
Notional value of interest rate swaps | $261,654,000,000 | 6 |
Futures and forward contracts | $40,163,000,000 | 7 |
Written option contracts | $218,999,000,000 | 5 |
Purchased option contracts | $179,964,000,000 | 6 |
Foreign exchange rate contracts | $94,404,000,000 | 6 |
Notional value of exchange swaps | $3,130,000,000 | 9 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $77,508,000,000 | 6 |
Spot foreign exchange rate contracts | $7,208,000,000 | 7 |
Written option contracts | $6,042,000,000 | 6 |
Purchased option contracts | $7,724,000,000 | 5 |
Contracts on other commodities and equities. | $4,824,000,000 | 10 |
Notional value of other swaps | $168,000,000 | 18 |
Futures and forward contracts | $171,000,000 | 10 |
Written option contracts | $2,474,000,000 | 8 |
Purchased option contracts | $2,011,000,000 | 9 |
2005-09-30 | Rank | |
Derivatives | $753,401,000,000 | 7 |
Notional amount of credit derivatives | $1,790,000,000 | 11 |
Bank is guarantor | $529,000,000 | 10 |
Bank is beneficiary | $1,261,000,000 | 11 |
Interest rate contracts | $648,969,000,000 | 7 |
Notional value of interest rate swaps | $257,283,000,000 | 6 |
Futures and forward contracts | $29,868,000,000 | 8 |
Written option contracts | $203,688,000,000 | 5 |
Purchased option contracts | $158,130,000,000 | 6 |
Foreign exchange rate contracts | $99,643,000,000 | 7 |
Notional value of exchange swaps | $3,087,000,000 | 9 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $84,144,000,000 | 7 |
Spot foreign exchange rate contracts | $16,388,000,000 | 7 |
Written option contracts | $5,316,000,000 | 6 |
Purchased option contracts | $7,096,000,000 | 7 |
Contracts on other commodities and equities. | $2,999,000,000 | 12 |
Notional value of other swaps | $0 | 76 |
Futures and forward contracts | $58,000,000 | 10 |
Written option contracts | $1,565,000,000 | 8 |
Purchased option contracts | $1,376,000,000 | 10 |
2005-06-30 | Rank | |
Derivatives | $714,832,000,000 | 6 |
Notional amount of credit derivatives | $1,691,000,000 | 11 |
Bank is guarantor | $417,000,000 | 10 |
Bank is beneficiary | $1,274,000,000 | 11 |
Interest rate contracts | $614,414,000,000 | 7 |
Notional value of interest rate swaps | $254,878,000,000 | 6 |
Futures and forward contracts | $32,950,000,000 | 7 |
Written option contracts | $182,793,000,000 | 5 |
Purchased option contracts | $143,793,000,000 | 5 |
Foreign exchange rate contracts | $96,704,000,000 | 7 |
Notional value of exchange swaps | $3,520,000,000 | 10 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $80,238,000,000 | 6 |
Spot foreign exchange rate contracts | $11,530,000,000 | 7 |
Written option contracts | $5,732,000,000 | 7 |
Purchased option contracts | $7,214,000,000 | 6 |
Contracts on other commodities and equities. | $2,023,000,000 | 11 |
Notional value of other swaps | $0 | 79 |
Futures and forward contracts | $69,000,000 | 8 |
Written option contracts | $1,020,000,000 | 10 |
Purchased option contracts | $934,000,000 | 11 |
2005-03-31 | Rank | |
Derivatives | $690,689,000,000 | 7 |
Notional amount of credit derivatives | $1,613,000,000 | 11 |
Bank is guarantor | $417,000,000 | 10 |
Bank is beneficiary | $1,196,000,000 | 12 |
Interest rate contracts | $591,646,000,000 | 7 |
Notional value of interest rate swaps | $246,176,000,000 | 6 |
Futures and forward contracts | $27,907,000,000 | 10 |
Written option contracts | $181,754,000,000 | 5 |
Purchased option contracts | $135,809,000,000 | 6 |
Foreign exchange rate contracts | $95,021,000,000 | 7 |
Notional value of exchange swaps | $3,650,000,000 | 10 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $78,414,000,000 | 6 |
Spot foreign exchange rate contracts | $16,926,000,000 | 7 |
Written option contracts | $5,485,000,000 | 7 |
Purchased option contracts | $7,472,000,000 | 6 |
Contracts on other commodities and equities. | $2,409,000,000 | 12 |
Notional value of other swaps | $0 | 80 |
Futures and forward contracts | $136,000,000 | 9 |
Written option contracts | $1,220,000,000 | 10 |
Purchased option contracts | $1,053,000,000 | 11 |
2004-12-31 | Rank | |
Derivatives | $667,994,030,000 | 6 |
Notional amount of credit derivatives | $1,601,423,000 | 11 |
Bank is guarantor | $417,400,000 | 10 |
Bank is beneficiary | $1,184,023,000 | 12 |
Interest rate contracts | $570,192,595,000 | 7 |
Notional value of interest rate swaps | $236,807,218,000 | 6 |
Futures and forward contracts | $36,603,294,000 | 7 |
Written option contracts | $171,949,340,000 | 5 |
Purchased option contracts | $124,832,743,000 | 5 |
Foreign exchange rate contracts | $93,808,235,000 | 7 |
Notional value of exchange swaps | $3,807,771,000 | 10 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $73,871,574,000 | 6 |
Spot foreign exchange rate contracts | $7,939,310,000 | 6 |
Written option contracts | $6,698,744,000 | 7 |
Purchased option contracts | $9,430,146,000 | 6 |
Contracts on other commodities and equities. | $2,391,777,000 | 12 |
Notional value of other swaps | $0 | 78 |
Futures and forward contracts | $69,893,000 | 10 |
Written option contracts | $1,205,662,000 | 11 |
Purchased option contracts | $1,116,222,000 | 11 |
2004-09-30 | Rank | |
Derivatives | $635,227,470,000 | 8 |
Notional amount of credit derivatives | $1,474,320,000 | 12 |
Bank is guarantor | $442,729,000 | 11 |
Bank is beneficiary | $1,031,591,000 | 12 |
Interest rate contracts | $537,790,720,000 | 8 |
Notional value of interest rate swaps | $226,834,233,000 | 7 |
Futures and forward contracts | $38,572,281,000 | 8 |
Written option contracts | $160,254,752,000 | 5 |
Purchased option contracts | $112,129,454,000 | 6 |
Foreign exchange rate contracts | $94,005,598,000 | 7 |
Notional value of exchange swaps | $2,937,017,000 | 12 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $75,380,841,000 | 6 |
Spot foreign exchange rate contracts | $17,814,777,000 | 6 |
Written option contracts | $6,332,216,000 | 8 |
Purchased option contracts | $9,355,524,000 | 7 |
Contracts on other commodities and equities. | $1,956,832,000 | 13 |
Notional value of other swaps | $0 | 75 |
Futures and forward contracts | $75,246,000 | 11 |
Written option contracts | $883,998,000 | 11 |
Purchased option contracts | $997,588,000 | 11 |
2004-06-30 | Rank | |
Derivatives | $639,926,645,000 | 8 |
Notional amount of credit derivatives | $1,534,366,000 | 12 |
Bank is guarantor | $527,380,000 | 10 |
Bank is beneficiary | $1,006,986,000 | 13 |
Interest rate contracts | $542,089,830,000 | 8 |
Notional value of interest rate swaps | $213,186,654,000 | 7 |
Futures and forward contracts | $58,295,105,000 | 8 |
Written option contracts | $169,638,691,000 | 5 |
Purchased option contracts | $100,969,380,000 | 7 |
Foreign exchange rate contracts | $94,700,278,000 | 8 |
Notional value of exchange swaps | $2,805,649,000 | 12 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $72,380,044,000 | 9 |
Spot foreign exchange rate contracts | $15,122,729,000 | 6 |
Written option contracts | $8,731,490,000 | 6 |
Purchased option contracts | $10,783,095,000 | 6 |
Contracts on other commodities and equities. | $1,602,171,000 | 14 |
Notional value of other swaps | $0 | 74 |
Futures and forward contracts | $110,857,000 | 9 |
Written option contracts | $722,909,000 | 12 |
Purchased option contracts | $768,405,000 | 13 |
2004-03-31 | Rank | |
Derivatives | $608,232,739,000 | 7 |
Notional amount of credit derivatives | $1,297,492,000 | 11 |
Bank is guarantor | $527,380,000 | 10 |
Bank is beneficiary | $770,112,000 | 13 |
Interest rate contracts | $506,665,843,000 | 8 |
Notional value of interest rate swaps | $199,121,692,000 | 7 |
Futures and forward contracts | $63,241,399,000 | 8 |
Written option contracts | $149,946,353,000 | 6 |
Purchased option contracts | $94,356,399,000 | 8 |
Foreign exchange rate contracts | $99,867,437,000 | 7 |
Notional value of exchange swaps | $3,080,026,000 | 11 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $73,397,726,000 | 7 |
Spot foreign exchange rate contracts | $15,591,843,000 | 6 |
Written option contracts | $10,622,324,000 | 6 |
Purchased option contracts | $12,767,361,000 | 6 |
Contracts on other commodities and equities. | $401,967,000 | 14 |
Notional value of other swaps | $0 | 71 |
Futures and forward contracts | $4,316,000 | 11 |
Written option contracts | $195,454,000 | 12 |
Purchased option contracts | $202,197,000 | 15 |
2003-12-31 | Rank | |
Derivatives | $566,014,803,000 | 7 |
Notional amount of credit derivatives | $1,380,328,000 | 11 |
Bank is guarantor | $527,380,000 | 9 |
Bank is beneficiary | $852,948,000 | 12 |
Interest rate contracts | $488,200,989,000 | 8 |
Notional value of interest rate swaps | $185,426,547,000 | 7 |
Futures and forward contracts | $84,033,038,000 | 8 |
Written option contracts | $144,784,519,000 | 6 |
Purchased option contracts | $73,956,885,000 | 8 |
Foreign exchange rate contracts | $76,231,026,000 | 8 |
Notional value of exchange swaps | $2,942,606,000 | 11 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $52,473,718,000 | 8 |
Spot foreign exchange rate contracts | $4,320,672,000 | 8 |
Written option contracts | $9,702,741,000 | 6 |
Purchased option contracts | $11,111,961,000 | 6 |
Contracts on other commodities and equities. | $202,460,000 | 17 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $13,446,000 | 10 |
Written option contracts | $90,271,000 | 15 |
Purchased option contracts | $98,743,000 | 16 |
2003-09-30 | Rank | |
Derivatives | $542,400,464,000 | 8 |
Notional amount of credit derivatives | $1,658,679,000 | 12 |
Bank is guarantor | $845,503,000 | 9 |
Bank is beneficiary | $813,176,000 | 13 |
Interest rate contracts | $450,752,087,000 | 8 |
Notional value of interest rate swaps | $178,148,287,000 | 7 |
Futures and forward contracts | $74,988,025,000 | 8 |
Written option contracts | $136,285,823,000 | 7 |
Purchased option contracts | $61,329,952,000 | 10 |
Foreign exchange rate contracts | $89,881,994,000 | 8 |
Notional value of exchange swaps | $2,972,555,000 | 11 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $59,797,526,000 | 7 |
Spot foreign exchange rate contracts | $10,662,075,000 | 8 |
Written option contracts | $11,939,269,000 | 7 |
Purchased option contracts | $15,172,644,000 | 6 |
Contracts on other commodities and equities. | $107,704,000 | 23 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $5,500,000 | 9 |
Written option contracts | $60,440,000 | 17 |
Purchased option contracts | $41,764,000 | 20 |
2003-06-30 | Rank | |
Derivatives | $510,198,607,000 | 8 |
Notional amount of credit derivatives | $1,767,351,000 | 12 |
Bank is guarantor | $1,005,009,000 | 9 |
Bank is beneficiary | $762,342,000 | 13 |
Interest rate contracts | $407,308,015,000 | 9 |
Notional value of interest rate swaps | $162,626,249,000 | 7 |
Futures and forward contracts | $62,180,924,000 | 8 |
Written option contracts | $119,303,642,000 | 7 |
Purchased option contracts | $63,197,200,000 | 9 |
Foreign exchange rate contracts | $101,111,745,000 | 8 |
Notional value of exchange swaps | $2,791,350,000 | 10 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $63,020,792,000 | 7 |
Spot foreign exchange rate contracts | $12,318,353,000 | 8 |
Written option contracts | $16,387,726,000 | 5 |
Purchased option contracts | $18,911,877,000 | 5 |
Contracts on other commodities and equities. | $11,496,000 | 37 |
Notional value of other swaps | $0 | 68 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $5,748,000 | 26 |
Purchased option contracts | $5,748,000 | 24 |
2003-03-31 | Rank | |
Derivatives | $469,783,192,000 | 9 |
Notional amount of credit derivatives | $1,773,546,000 | 11 |
Bank is guarantor | $1,120,242,000 | 9 |
Bank is beneficiary | $653,304,000 | 13 |
Interest rate contracts | $383,642,338,000 | 9 |
Notional value of interest rate swaps | $156,837,219,000 | 7 |
Futures and forward contracts | $53,723,341,000 | 8 |
Written option contracts | $118,467,279,000 | 8 |
Purchased option contracts | $54,614,499,000 | 9 |
Foreign exchange rate contracts | $84,367,308,000 | 8 |
Notional value of exchange swaps | $2,454,574,000 | 11 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $51,863,610,000 | 7 |
Spot foreign exchange rate contracts | $7,836,128,000 | 8 |
Written option contracts | $13,204,279,000 | 5 |
Purchased option contracts | $16,844,845,000 | 5 |
Contracts on other commodities and equities. | $0 | 123 |
Notional value of other swaps | $0 | 65 |
Futures and forward contracts | $0 | 12 |
Written option contracts | $0 | 86 |
Purchased option contracts | $0 | 62 |
2002-12-31 | Rank | |
Derivatives | $430,002,479,000 | 9 |
Notional amount of credit derivatives | $1,770,316,000 | 12 |
Bank is guarantor | $1,323,400,000 | 9 |
Bank is beneficiary | $446,916,000 | 13 |
Interest rate contracts | $354,652,154,000 | 9 |
Notional value of interest rate swaps | $149,841,183,000 | 7 |
Futures and forward contracts | $40,805,440,000 | 8 |
Written option contracts | $113,307,204,000 | 6 |
Purchased option contracts | $50,698,327,000 | 10 |
Foreign exchange rate contracts | $73,580,009,000 | 8 |
Notional value of exchange swaps | $2,145,736,000 | 12 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $48,832,321,000 | 7 |
Spot foreign exchange rate contracts | $4,917,874,000 | 8 |
Written option contracts | $10,087,440,000 | 5 |
Purchased option contracts | $12,514,512,000 | 5 |
Contracts on other commodities and equities. | $0 | 109 |
Notional value of other swaps | $0 | 53 |
Futures and forward contracts | $0 | 11 |
Written option contracts | $0 | 75 |
Purchased option contracts | $0 | 59 |
2001-12-31 | Rank | |
Derivatives | $381,841,188,000 | 8 |
Notional amount of credit derivatives | $1,584,230,000 | 9 |
Bank is guarantor | $1,523,250,000 | 5 |
Bank is beneficiary | $60,980,000 | 19 |
Interest rate contracts | $309,413,271,000 | 8 |
Notional value of interest rate swaps | $132,763,340,000 | 6 |
Futures and forward contracts | $50,680,943,000 | 7 |
Written option contracts | $81,292,439,000 | 7 |
Purchased option contracts | $44,676,549,000 | 8 |
Foreign exchange rate contracts | $70,843,687,000 | 6 |
Notional value of exchange swaps | $1,578,734,000 | 11 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $45,474,286,000 | 7 |
Spot foreign exchange rate contracts | $3,749,995,000 | 7 |
Written option contracts | $10,164,185,000 | 4 |
Purchased option contracts | $13,626,482,000 | 4 |
Contracts on other commodities and equities. | $0 | 73 |
Notional value of other swaps | $0 | 28 |
Futures and forward contracts | $0 | 11 |
Written option contracts | $0 | 44 |
Purchased option contracts | $0 | 38 |
2000-12-31 | Rank | |
Derivatives | $318,879,671,000 | 8 |
Notional amount of credit derivatives | $1,728,493,000 | 7 |
Bank is guarantor | $1,728,493,000 | 6 |
Bank is beneficiary | $0 | 19 |
Interest rate contracts | $240,697,530,000 | 8 |
Notional value of interest rate swaps | $111,335,018,000 | 7 |
Futures and forward contracts | $362,243,000 | 28 |
Written option contracts | $88,266,022,000 | 8 |
Purchased option contracts | $40,734,247,000 | 8 |
Foreign exchange rate contracts | $76,453,648,000 | 7 |
Notional value of exchange swaps | $354,233,000 | 15 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $45,292,701,000 | 8 |
Spot foreign exchange rate contracts | $4,846,836,000 | 5 |
Written option contracts | $14,218,033,000 | 5 |
Purchased option contracts | $16,588,681,000 | 5 |
Contracts on other commodities and equities. | $0 | 66 |
Notional value of other swaps | $0 | 24 |
Futures and forward contracts | $0 | 12 |
Written option contracts | $0 | 49 |
Purchased option contracts | $0 | 31 |
1999-12-31 | Rank | |
Derivatives | $318,914,911,000 | 8 |
Notional amount of credit derivatives | $325,000,000 | 11 |
Bank is guarantor | $325,000,000 | 9 |
Bank is beneficiary | $0 | 15 |
Interest rate contracts | $215,264,291,000 | 9 |
Notional value of interest rate swaps | $87,951,122,000 | 8 |
Futures and forward contracts | $20,537,036,000 | 9 |
Written option contracts | $70,010,327,000 | 7 |
Purchased option contracts | $36,765,806,000 | 9 |
Foreign exchange rate contracts | $103,318,860,000 | 7 |
Notional value of exchange swaps | $147,023,000 | 21 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $50,075,467,000 | 8 |
Spot foreign exchange rate contracts | $693,565,000 | 11 |
Written option contracts | $24,909,807,000 | 5 |
Purchased option contracts | $28,186,563,000 | 5 |
Contracts on other commodities and equities. | $6,760,000 | 36 |
Notional value of other swaps | $0 | 24 |
Futures and forward contracts | $0 | 10 |
Written option contracts | $3,380,000 | 28 |
Purchased option contracts | $3,380,000 | 28 |
1998-12-31 | Rank | |
Derivatives | $276,256,693,000 | 8 |
Notional amount of credit derivatives | $0 | 24 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 16 |
Interest rate contracts | $144,122,758,000 | 9 |
Notional value of interest rate swaps | $49,083,741,000 | 9 |
Futures and forward contracts | $13,011,420,000 | 12 |
Written option contracts | $54,932,821,000 | 7 |
Purchased option contracts | $27,094,776,000 | 11 |
Foreign exchange rate contracts | $132,127,175,000 | 8 |
Notional value of exchange swaps | $34,636,000 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $41,289,671,000 | 10 |
Spot foreign exchange rate contracts | $1,695,476,000 | 10 |
Written option contracts | $45,699,600,000 | 4 |
Purchased option contracts | $45,103,268,000 | 4 |
Contracts on other commodities and equities. | $6,760,000 | 32 |
Notional value of other swaps | $0 | 22 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $3,380,000 | 21 |
Purchased option contracts | $3,380,000 | 20 |
1997-12-31 | Rank | |
Derivatives | $209,401,822,000 | 9 |
Notional amount of credit derivatives | $0 | 18 |
Bank is guarantor | $0 | 16 |
Bank is beneficiary | $0 | 11 |
Interest rate contracts | $67,191,993,000 | 11 |
Notional value of interest rate swaps | $18,418,120,000 | 15 |
Futures and forward contracts | $5,172,717,000 | 16 |
Written option contracts | $22,115,364,000 | 8 |
Purchased option contracts | $21,485,792,000 | 11 |
Foreign exchange rate contracts | $142,203,069,000 | 9 |
Notional value of exchange swaps | $68,807,000 | 22 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $50,995,367,000 | 10 |
Spot foreign exchange rate contracts | $4,129,774,000 | 9 |
Written option contracts | $45,493,060,000 | 5 |
Purchased option contracts | $45,645,835,000 | 5 |
Contracts on other commodities and equities. | $6,760,000 | 29 |
Notional value of other swaps | $0 | 18 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $3,380,000 | 18 |
Purchased option contracts | $3,380,000 | 19 |
1996-12-31 | Rank | |
Derivatives | $134,941,138,000 | 10 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $33,413,357,000 | 16 |
Notional value of interest rate swaps | $13,213,346,000 | 21 |
Futures and forward contracts | $6,450,575,000 | 14 |
Written option contracts | $7,056,354,000 | 12 |
Purchased option contracts | $6,693,082,000 | 15 |
Foreign exchange rate contracts | $101,527,781,000 | 9 |
Notional value of exchange swaps | $126,287,000 | 15 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $44,269,077,000 | 10 |
Spot foreign exchange rate contracts | $1,597,228,000 | 10 |
Written option contracts | $28,551,456,000 | 7 |
Purchased option contracts | $28,580,961,000 | 7 |
Contracts on other commodities and equities. | $0 | 44 |
Notional value of other swaps | $0 | 16 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 27 |
Purchased option contracts | $0 | 26 |
1995-12-31 | Rank | |
Derivatives | $61,986,375,000 | 12 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $31,838,467,000 | 15 |
Notional value of interest rate swaps | $13,978,092,000 | 16 |
Futures and forward contracts | $6,011,805,000 | 14 |
Written option contracts | $7,071,598,000 | 13 |
Purchased option contracts | $4,776,972,000 | 19 |
Foreign exchange rate contracts | $30,147,908,000 | 11 |
Notional value of exchange swaps | $308,274,000 | 13 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $26,147,878,000 | 11 |
Spot foreign exchange rate contracts | $2,142,393,000 | 10 |
Written option contracts | $2,089,006,000 | 10 |
Purchased option contracts | $1,602,750,000 | 10 |
Contracts on other commodities and equities. | $0 | 52 |
Notional value of other swaps | $0 | 22 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 26 |
Purchased option contracts | $0 | 32 |
1994-12-31 | Rank | |
Derivatives | $81,505,322,000 | 12 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $30,469,710,000 | 16 |
Notional value of interest rate swaps | $12,608,018,000 | 17 |
Futures and forward contracts | $6,680,022,000 | 16 |
Written option contracts | $5,496,809,000 | 13 |
Purchased option contracts | $5,684,861,000 | 17 |
Foreign exchange rate contracts | $51,011,051,000 | 10 |
Notional value of exchange swaps | $548,920,000 | 11 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $45,860,541,000 | 9 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $2,160,579,000 | 11 |
Purchased option contracts | $2,441,011,000 | 11 |
Contracts on other commodities and equities. | $24,561,000 | 18 |
Notional value of other swaps | $0 | 16 |
Futures and forward contracts | $24,561,000 | 12 |
Written option contracts | $0 | 17 |
Purchased option contracts | $0 | 27 |
1993-12-31 | Rank | |
Derivatives | $77,337,221,000 | 11 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $37,423,892,000 | 13 |
Notional value of interest rate swaps | $11,707,456,000 | 15 |
Futures and forward contracts | $14,382,721,000 | 13 |
Written option contracts | $6,188,640,000 | 12 |
Purchased option contracts | $5,145,075,000 | 18 |
Foreign exchange rate contracts | $39,866,698,000 | 10 |
Notional value of exchange swaps | $677,158,000 | 9 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $37,264,499,000 | 9 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $898,436,000 | 13 |
Purchased option contracts | $1,026,605,000 | 13 |
Contracts on other commodities and equities. | $46,631,000 | 16 |
Notional value of other swaps | $0 | 15 |
Futures and forward contracts | $46,631,000 | 13 |
Written option contracts | $0 | 15 |
Purchased option contracts | $0 | 24 |
1992-12-31 | Rank | |
Derivatives | $84,308,453,000 | 10 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $31,276,925,000 | 11 |
Notional value of interest rate swaps | $14,648,134,000 | 9 |
Futures and forward contracts | $6,847,984,000 | 13 |
Written option contracts | $5,036,341,000 | 12 |
Purchased option contracts | $4,744,466,000 | 13 |
Foreign exchange rate contracts | $52,979,823,000 | 9 |
Notional value of exchange swaps | $696,985,000 | 9 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $51,228,980,000 | 8 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $469,594,000 | 13 |
Purchased option contracts | $584,264,000 | 13 |
Contracts on other commodities and equities. | $51,705,000 | 13 |
Notional value of other swaps | $0 | 12 |
Futures and forward contracts | $51,705,000 | 11 |
Written option contracts | $0 | 15 |
Purchased option contracts | $0 | 13 |