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Truist Bank, Derivatives

2020-06-30Rank
Derivatives$305,151,000,00011
Notional amount of credit derivatives$10,265,000,00010
Bank is guarantor$6,373,000,0009
Bank is beneficiary$3,892,000,0009
Interest rate contracts$239,081,000,00011
Notional value of interest rate swaps$181,896,000,00011
Futures and forward contracts$18,125,000,00012
Written option contracts$20,671,000,0008
Purchased option contracts$18,389,000,0009
Foreign exchange rate contracts$12,247,000,00017
Notional value of exchange swaps$1,034,000,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$10,986,000,00015
Spot foreign exchange rate contracts$251,000,00018
Written option contracts$105,000,00023
Purchased option contracts$122,000,00023
Contracts on other commodities and equities.$43,558,000,0007
Notional value of other swaps$1,170,000,00015
Futures and forward contracts$445,000,00010
Written option contracts$26,493,000,0007
Purchased option contracts$15,450,000,0007
2020-03-31Rank
Derivatives$301,712,000,00012
Notional amount of credit derivatives$9,932,000,00010
Bank is guarantor$5,566,000,0009
Bank is beneficiary$4,366,000,0008
Interest rate contracts$236,336,000,00010
Notional value of interest rate swaps$182,613,000,00011
Futures and forward contracts$14,775,000,00014
Written option contracts$19,786,000,0008
Purchased option contracts$19,162,000,0009
Foreign exchange rate contracts$13,192,000,00016
Notional value of exchange swaps$1,365,000,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$11,639,000,00015
Spot foreign exchange rate contracts$420,000,00017
Written option contracts$92,000,00023
Purchased option contracts$96,000,00023
Contracts on other commodities and equities.$42,252,000,0007
Notional value of other swaps$1,231,000,00015
Futures and forward contracts$166,000,00011
Written option contracts$25,907,000,0007
Purchased option contracts$14,948,000,0007
2019-12-31Rank
Derivatives$295,229,000,00012
Notional amount of credit derivatives$10,120,000,00010
Bank is guarantor$5,259,000,0009
Bank is beneficiary$4,861,000,0008
Interest rate contracts$231,037,000,00010
Notional value of interest rate swaps$175,212,000,00011
Futures and forward contracts$19,334,000,00012
Written option contracts$17,562,000,0008
Purchased option contracts$18,929,000,0008
Foreign exchange rate contracts$12,987,000,00015
Notional value of exchange swaps$1,441,000,00015
Commitments to purchase foreign currencies & U.S. dollar exchange$11,520,000,00013
Spot foreign exchange rate contracts$323,000,00017
Written option contracts$13,000,00024
Purchased option contracts$13,000,00024
Contracts on other commodities and equities.$41,085,000,0007
Notional value of other swaps$1,108,000,00016
Futures and forward contracts$223,000,00010
Written option contracts$25,641,000,0007
Purchased option contracts$14,113,000,0007
2019-09-30Rank
Derivatives$52,961,000,00024
Notional amount of credit derivatives$820,000,00018
Bank is guarantor$737,000,00017
Bank is beneficiary$83,000,00032
Interest rate contracts$51,490,000,00021
Notional value of interest rate swaps$38,611,000,00020
Futures and forward contracts$6,914,000,00018
Written option contracts$4,933,000,00015
Purchased option contracts$1,032,000,00029
Foreign exchange rate contracts$651,000,00037
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$651,000,00034
Spot foreign exchange rate contracts$21,000,00030
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$038
Purchased option contracts$037
2019-06-30Rank
Derivatives$52,879,000,00024
Notional amount of credit derivatives$752,000,00018
Bank is guarantor$669,000,00016
Bank is beneficiary$83,000,00030
Interest rate contracts$51,603,000,00020
Notional value of interest rate swaps$39,159,000,00019
Futures and forward contracts$6,118,000,00019
Written option contracts$4,954,000,00013
Purchased option contracts$1,372,000,00030
Foreign exchange rate contracts$524,000,00036
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$524,000,00034
Spot foreign exchange rate contracts$21,000,00031
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$051
Notional value of other swaps$035
Futures and forward contracts$017
Written option contracts$037
Purchased option contracts$034
2019-03-31Rank
Derivatives$60,681,000,00023
Notional amount of credit derivatives$674,000,00018
Bank is guarantor$590,000,00017
Bank is beneficiary$84,000,00027
Interest rate contracts$59,439,000,00020
Notional value of interest rate swaps$46,040,000,00019
Futures and forward contracts$6,046,000,00017
Written option contracts$5,029,000,00013
Purchased option contracts$2,324,000,00024
Foreign exchange rate contracts$568,000,00037
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$568,000,00035
Spot foreign exchange rate contracts$51,000,00028
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$053
Notional value of other swaps$034
Futures and forward contracts$017
Written option contracts$038
Purchased option contracts$036
2018-12-31Rank
Derivatives$58,231,000,00023
Notional amount of credit derivatives$446,000,00020
Bank is guarantor$362,000,00018
Bank is beneficiary$84,000,00028
Interest rate contracts$57,256,000,00020
Notional value of interest rate swaps$44,547,000,00018
Futures and forward contracts$4,199,000,00019
Written option contracts$5,130,000,00012
Purchased option contracts$3,380,000,00020
Foreign exchange rate contracts$529,000,00037
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$529,000,00035
Spot foreign exchange rate contracts$32,000,00026
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$051
Notional value of other swaps$033
Futures and forward contracts$016
Written option contracts$038
Purchased option contracts$035
2018-09-30Rank
Derivatives$56,888,000,00022
Notional amount of credit derivatives$414,000,00021
Bank is guarantor$327,000,00018
Bank is beneficiary$87,000,00028
Interest rate contracts$55,886,000,00019
Notional value of interest rate swaps$42,759,000,00018
Futures and forward contracts$4,525,000,00020
Written option contracts$5,116,000,00012
Purchased option contracts$3,486,000,00018
Foreign exchange rate contracts$588,000,00038
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$588,000,00034
Spot foreign exchange rate contracts$28,000,00030
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$054
Notional value of other swaps$033
Futures and forward contracts$017
Written option contracts$037
Purchased option contracts$036
2018-06-30Rank
Derivatives$59,148,000,00021
Notional amount of credit derivatives$390,000,00020
Bank is guarantor$329,000,00017
Bank is beneficiary$61,000,00032
Interest rate contracts$58,203,000,00018
Notional value of interest rate swaps$42,866,000,00018
Futures and forward contracts$6,497,000,00016
Written option contracts$5,241,000,00012
Purchased option contracts$3,599,000,00015
Foreign exchange rate contracts$555,000,00037
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$555,000,00034
Spot foreign exchange rate contracts$17,000,00031
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$055
Notional value of other swaps$032
Futures and forward contracts$017
Written option contracts$039
Purchased option contracts$039
2018-03-31Rank
Derivatives$66,050,000,00021
Notional amount of credit derivatives$084
Bank is guarantor$077
Bank is beneficiary$058
Interest rate contracts$65,544,000,00017
Notional value of interest rate swaps$48,579,000,00017
Futures and forward contracts$6,634,000,00017
Written option contracts$6,107,000,00011
Purchased option contracts$4,224,000,00014
Foreign exchange rate contracts$506,000,00040
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$506,000,00039
Spot foreign exchange rate contracts$22,000,00037
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$055
Notional value of other swaps$031
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$039
2017-12-31Rank
Derivatives$63,173,000,00021
Notional amount of credit derivatives$080
Bank is guarantor$072
Bank is beneficiary$060
Interest rate contracts$62,703,000,00017
Notional value of interest rate swaps$45,617,000,00018
Futures and forward contracts$6,439,000,00016
Written option contracts$6,825,000,00012
Purchased option contracts$3,822,000,00014
Foreign exchange rate contracts$470,000,00043
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$470,000,00039
Spot foreign exchange rate contracts$26,000,00032
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$053
Notional value of other swaps$030
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$038
2017-09-30Rank
Derivatives$59,867,000,00021
Notional amount of credit derivatives$077
Bank is guarantor$071
Bank is beneficiary$057
Interest rate contracts$59,334,000,00017
Notional value of interest rate swaps$43,992,000,00017
Futures and forward contracts$6,969,000,00017
Written option contracts$5,125,000,00012
Purchased option contracts$3,248,000,00014
Foreign exchange rate contracts$533,000,00041
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$533,000,00039
Spot foreign exchange rate contracts$23,000,00033
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$053
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$039
2017-06-30Rank
Derivatives$65,335,000,00021
Notional amount of credit derivatives$076
Bank is guarantor$069
Bank is beneficiary$054
Interest rate contracts$64,741,000,00017
Notional value of interest rate swaps$45,324,000,00017
Futures and forward contracts$9,133,000,00017
Written option contracts$5,313,000,00011
Purchased option contracts$4,971,000,00012
Foreign exchange rate contracts$594,000,00038
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$594,000,00037
Spot foreign exchange rate contracts$33,000,00032
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$053
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$039
Purchased option contracts$039
2017-03-31Rank
Derivatives$62,499,497,00021
Notional amount of credit derivatives$072
Bank is guarantor$064
Bank is beneficiary$055
Interest rate contracts$61,897,284,00017
Notional value of interest rate swaps$44,500,788,00017
Futures and forward contracts$7,146,136,00018
Written option contracts$5,020,180,00011
Purchased option contracts$5,230,180,00012
Foreign exchange rate contracts$602,213,00037
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$602,213,00035
Spot foreign exchange rate contracts$50,554,00028
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$055
Notional value of other swaps$029
Futures and forward contracts$016
Written option contracts$041
Purchased option contracts$040
2016-12-31Rank
Derivatives$61,531,697,00021
Notional amount of credit derivatives$071
Bank is guarantor$063
Bank is beneficiary$052
Interest rate contracts$60,861,719,00017
Notional value of interest rate swaps$42,828,191,00017
Futures and forward contracts$9,463,294,00017
Written option contracts$3,110,117,00014
Purchased option contracts$5,460,117,00011
Foreign exchange rate contracts$669,978,00038
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$669,978,00035
Spot foreign exchange rate contracts$39,096,00026
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$062
Notional value of other swaps$030
Futures and forward contracts$017
Written option contracts$045
Purchased option contracts$044
2016-09-30Rank
Derivatives$58,843,500,00021
Notional amount of credit derivatives$068
Bank is guarantor$060
Bank is beneficiary$051
Interest rate contracts$58,276,672,00017
Notional value of interest rate swaps$40,759,922,00017
Futures and forward contracts$11,604,290,00016
Written option contracts$1,946,230,00020
Purchased option contracts$3,966,230,00013
Foreign exchange rate contracts$566,828,00042
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$566,828,00038
Spot foreign exchange rate contracts$42,902,00030
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$066
Notional value of other swaps$031
Futures and forward contracts$017
Written option contracts$049
Purchased option contracts$044
2016-06-30Rank
Derivatives$62,773,452,00020
Notional amount of credit derivatives$071
Bank is guarantor$061
Bank is beneficiary$052
Interest rate contracts$62,205,350,00016
Notional value of interest rate swaps$44,154,138,00016
Futures and forward contracts$11,302,738,00016
Written option contracts$1,429,237,00024
Purchased option contracts$5,319,237,00011
Foreign exchange rate contracts$568,102,00042
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$568,102,00039
Spot foreign exchange rate contracts$23,603,00031
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$069
Notional value of other swaps$034
Futures and forward contracts$018
Written option contracts$050
Purchased option contracts$045
2016-03-31Rank
Derivatives$58,327,880,00020
Notional amount of credit derivatives$066
Bank is guarantor$056
Bank is beneficiary$051
Interest rate contracts$57,817,543,00016
Notional value of interest rate swaps$41,042,322,00016
Futures and forward contracts$9,449,384,00017
Written option contracts$1,610,873,00023
Purchased option contracts$5,714,964,00011
Foreign exchange rate contracts$510,337,00043
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$510,337,00040
Spot foreign exchange rate contracts$32,387,00032
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$073
Notional value of other swaps$035
Futures and forward contracts$020
Written option contracts$051
Purchased option contracts$045
2015-12-31Rank
Derivatives$56,886,513,00020
Notional amount of credit derivatives$065
Bank is guarantor$055
Bank is beneficiary$048
Interest rate contracts$56,373,574,00016
Notional value of interest rate swaps$40,195,013,00016
Futures and forward contracts$7,649,248,00016
Written option contracts$1,817,616,00019
Purchased option contracts$6,711,697,00011
Foreign exchange rate contracts$512,939,00043
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$512,939,00041
Spot foreign exchange rate contracts$28,265,00031
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$072
Notional value of other swaps$036
Futures and forward contracts$020
Written option contracts$050
Purchased option contracts$045
2015-09-30Rank
Derivatives$61,144,316,00019
Notional amount of credit derivatives$065
Bank is guarantor$054
Bank is beneficiary$046
Interest rate contracts$60,657,985,00015
Notional value of interest rate swaps$40,709,176,00016
Futures and forward contracts$9,797,299,00017
Written option contracts$2,628,720,00016
Purchased option contracts$7,522,790,00011
Foreign exchange rate contracts$486,331,00043
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$486,331,00041
Spot foreign exchange rate contracts$40,712,00027
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$072
Notional value of other swaps$034
Futures and forward contracts$020
Written option contracts$052
Purchased option contracts$044
2015-06-30Rank
Derivatives$62,245,296,00019
Notional amount of credit derivatives$065
Bank is guarantor$053
Bank is beneficiary$047
Interest rate contracts$61,583,278,00014
Notional value of interest rate swaps$39,007,561,00016
Futures and forward contracts$12,030,461,00016
Written option contracts$2,833,098,00016
Purchased option contracts$7,712,158,00011
Foreign exchange rate contracts$662,018,00040
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$662,018,00036
Spot foreign exchange rate contracts$39,796,00030
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$077
Notional value of other swaps$037
Futures and forward contracts$020
Written option contracts$057
Purchased option contracts$042
2015-03-31Rank
Derivatives$66,732,790,00017
Notional amount of credit derivatives$065
Bank is guarantor$052
Bank is beneficiary$046
Interest rate contracts$66,181,221,00013
Notional value of interest rate swaps$42,946,634,00015
Futures and forward contracts$12,944,719,00014
Written option contracts$3,202,909,00014
Purchased option contracts$7,086,959,00010
Foreign exchange rate contracts$551,569,00044
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$551,569,00039
Spot foreign exchange rate contracts$50,021,00028
Written option contracts$034
Purchased option contracts$034
Contracts on other commodities and equities.$080
Notional value of other swaps$035
Futures and forward contracts$020
Written option contracts$061
Purchased option contracts$045
2014-12-31Rank
Derivatives$66,515,053,00017
Notional amount of credit derivatives$063
Bank is guarantor$050
Bank is beneficiary$045
Interest rate contracts$65,943,596,00013
Notional value of interest rate swaps$45,686,097,00015
Futures and forward contracts$10,335,964,00015
Written option contracts$2,531,248,00016
Purchased option contracts$7,390,287,00010
Foreign exchange rate contracts$571,457,00044
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$571,457,00039
Spot foreign exchange rate contracts$32,369,00028
Written option contracts$034
Purchased option contracts$034
Contracts on other commodities and equities.$080
Notional value of other swaps$034
Futures and forward contracts$022
Written option contracts$061
Purchased option contracts$046
2014-09-30Rank
Derivatives$68,435,762,00017
Notional amount of credit derivatives$064
Bank is guarantor$050
Bank is beneficiary$046
Interest rate contracts$67,850,807,00014
Notional value of interest rate swaps$51,076,251,00013
Futures and forward contracts$8,932,833,00015
Written option contracts$1,593,847,00019
Purchased option contracts$6,247,876,00011
Foreign exchange rate contracts$584,955,00042
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$584,955,00039
Spot foreign exchange rate contracts$43,903,00030
Written option contracts$033
Purchased option contracts$034
Contracts on other commodities and equities.$088
Notional value of other swaps$032
Futures and forward contracts$024
Written option contracts$068
Purchased option contracts$051
2014-06-30Rank
Derivatives$66,473,599,00017
Notional amount of credit derivatives$064
Bank is guarantor$049
Bank is beneficiary$047
Interest rate contracts$66,029,397,00013
Notional value of interest rate swaps$45,655,881,00014
Futures and forward contracts$11,101,860,00013
Written option contracts$2,481,318,00015
Purchased option contracts$6,790,338,00010
Foreign exchange rate contracts$444,202,00046
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$444,202,00042
Spot foreign exchange rate contracts$20,013,00033
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$092
Notional value of other swaps$033
Futures and forward contracts$023
Written option contracts$072
Purchased option contracts$051
2014-03-31Rank
Derivatives$68,084,677,00016
Notional amount of credit derivatives$062
Bank is guarantor$047
Bank is beneficiary$045
Interest rate contracts$67,644,744,00014
Notional value of interest rate swaps$50,957,177,00013
Futures and forward contracts$8,324,758,00016
Written option contracts$2,926,899,00014
Purchased option contracts$5,435,910,00012
Foreign exchange rate contracts$439,933,00046
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$439,933,00043
Spot foreign exchange rate contracts$58,627,00028
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$094
Notional value of other swaps$034
Futures and forward contracts$025
Written option contracts$073
Purchased option contracts$050
2013-12-31Rank
Derivatives$63,371,900,00018
Notional amount of credit derivatives$059
Bank is guarantor$044
Bank is beneficiary$043
Interest rate contracts$62,987,648,00014
Notional value of interest rate swaps$46,157,007,00013
Futures and forward contracts$6,798,612,00017
Written option contracts$3,926,514,00012
Purchased option contracts$6,105,515,00011
Foreign exchange rate contracts$384,252,00045
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$384,252,00042
Spot foreign exchange rate contracts$17,699,00036
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$090
Notional value of other swaps$034
Futures and forward contracts$025
Written option contracts$070
Purchased option contracts$050
2013-09-30Rank
Derivatives$66,836,601,00016
Notional amount of credit derivatives$058
Bank is guarantor$043
Bank is beneficiary$043
Interest rate contracts$66,453,252,00014
Notional value of interest rate swaps$45,879,254,00013
Futures and forward contracts$10,462,993,00014
Written option contracts$4,053,507,00014
Purchased option contracts$6,057,498,00011
Foreign exchange rate contracts$383,349,00045
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$383,349,00040
Spot foreign exchange rate contracts$54,019,00026
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$095
Notional value of other swaps$035
Futures and forward contracts$027
Written option contracts$072
Purchased option contracts$049
2013-06-30Rank
Derivatives$64,155,695,00018
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$63,698,885,00014
Notional value of interest rate swaps$39,926,159,00014
Futures and forward contracts$14,013,334,00015
Written option contracts$3,375,205,00014
Purchased option contracts$6,384,187,00011
Foreign exchange rate contracts$456,810,00044
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$456,810,00039
Spot foreign exchange rate contracts$34,300,00032
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$097
Notional value of other swaps$036
Futures and forward contracts$026
Written option contracts$075
Purchased option contracts$052
2013-03-31Rank
Derivatives$75,773,215,00015
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$75,269,944,00013
Notional value of interest rate swaps$46,948,670,00014
Futures and forward contracts$15,958,797,00015
Written option contracts$3,706,752,00014
Purchased option contracts$8,655,725,00010
Foreign exchange rate contracts$503,271,00041
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$503,271,00037
Spot foreign exchange rate contracts$46,685,00029
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0101
Notional value of other swaps$037
Futures and forward contracts$024
Written option contracts$078
Purchased option contracts$056
2012-12-31Rank
Derivatives$73,338,292,00016
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$039
Interest rate contracts$72,333,782,00013
Notional value of interest rate swaps$39,341,152,00014
Futures and forward contracts$17,526,031,00015
Written option contracts$5,618,783,00015
Purchased option contracts$9,847,816,00012
Foreign exchange rate contracts$1,004,510,00032
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$1,004,510,00029
Spot foreign exchange rate contracts$34,641,00025
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$098
Notional value of other swaps$035
Futures and forward contracts$021
Written option contracts$076
Purchased option contracts$055
2012-09-30Rank
Derivatives$81,480,599,00015
Notional amount of credit derivatives$052
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$80,454,587,00013
Notional value of interest rate swaps$40,780,280,00014
Futures and forward contracts$18,509,864,00015
Written option contracts$8,867,658,00012
Purchased option contracts$12,296,785,00010
Foreign exchange rate contracts$1,026,012,00033
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$1,026,012,00028
Spot foreign exchange rate contracts$76,813,00025
Written option contracts$034
Purchased option contracts$035
Contracts on other commodities and equities.$0106
Notional value of other swaps$037
Futures and forward contracts$022
Written option contracts$080
Purchased option contracts$058
2012-06-30Rank
Derivatives$77,062,737,00016
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$034
Interest rate contracts$76,083,382,00013
Notional value of interest rate swaps$39,015,076,00014
Futures and forward contracts$16,100,185,00015
Written option contracts$8,011,948,00012
Purchased option contracts$12,956,173,00010
Foreign exchange rate contracts$979,355,00032
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$979,355,00030
Spot foreign exchange rate contracts$50,172,00028
Written option contracts$035
Purchased option contracts$035
Contracts on other commodities and equities.$0100
Notional value of other swaps$036
Futures and forward contracts$021
Written option contracts$074
Purchased option contracts$057
2012-03-31Rank
Derivatives$69,134,270,00018
Notional amount of credit derivatives$051
Bank is guarantor$043
Bank is beneficiary$035
Interest rate contracts$68,475,666,00015
Notional value of interest rate swaps$37,228,890,00015
Futures and forward contracts$15,918,910,00015
Written option contracts$5,104,275,00013
Purchased option contracts$10,223,591,00011
Foreign exchange rate contracts$658,604,00034
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$658,604,00031
Spot foreign exchange rate contracts$42,073,00032
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0105
Notional value of other swaps$036
Futures and forward contracts$023
Written option contracts$077
Purchased option contracts$060
2011-12-31Rank
Derivatives$69,058,115,00017
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$035
Interest rate contracts$68,409,521,00013
Notional value of interest rate swaps$39,404,463,00015
Futures and forward contracts$16,094,979,00014
Written option contracts$4,115,337,00015
Purchased option contracts$8,794,742,00010
Foreign exchange rate contracts$648,594,00033
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$648,594,00030
Spot foreign exchange rate contracts$30,669,00025
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$095
Notional value of other swaps$037
Futures and forward contracts$017
Written option contracts$072
Purchased option contracts$059
2011-09-30Rank
Derivatives$70,897,206,00017
Notional amount of credit derivatives$046
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$70,265,750,00013
Notional value of interest rate swaps$40,501,750,00015
Futures and forward contracts$16,253,895,00014
Written option contracts$3,965,307,00015
Purchased option contracts$9,544,798,00010
Foreign exchange rate contracts$631,456,00034
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$631,456,00032
Spot foreign exchange rate contracts$66,070,00026
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0102
Notional value of other swaps$037
Futures and forward contracts$018
Written option contracts$077
Purchased option contracts$061
2011-06-30Rank
Derivatives$61,552,846,00018
Notional amount of credit derivatives$045
Bank is guarantor$038
Bank is beneficiary$031
Interest rate contracts$61,103,165,00013
Notional value of interest rate swaps$38,099,143,00015
Futures and forward contracts$10,900,029,00014
Written option contracts$2,919,705,00016
Purchased option contracts$9,184,288,00011
Foreign exchange rate contracts$449,681,00036
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$449,681,00032
Spot foreign exchange rate contracts$37,032,00031
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0104
Notional value of other swaps$039
Futures and forward contracts$017
Written option contracts$077
Purchased option contracts$063
2011-03-31Rank
Derivatives$59,971,424,00018
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$032
Interest rate contracts$59,501,774,00014
Notional value of interest rate swaps$37,613,305,00016
Futures and forward contracts$11,957,736,00014
Written option contracts$2,385,532,00015
Purchased option contracts$7,545,201,00011
Foreign exchange rate contracts$469,650,00036
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$469,650,00033
Spot foreign exchange rate contracts$39,206,00029
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$0108
Notional value of other swaps$043
Futures and forward contracts$015
Written option contracts$081
Purchased option contracts$065
2010-12-31Rank
Derivatives$65,853,827,00018
Notional amount of credit derivatives$048
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$65,344,224,00013
Notional value of interest rate swaps$35,679,597,00015
Futures and forward contracts$21,237,687,00013
Written option contracts$2,226,094,00015
Purchased option contracts$6,200,846,00011
Foreign exchange rate contracts$509,603,00035
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$509,603,00031
Spot foreign exchange rate contracts$15,875,00031
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0106
Notional value of other swaps$042
Futures and forward contracts$015
Written option contracts$079
Purchased option contracts$065
2010-09-30Rank
Derivatives$68,634,965,00016
Notional amount of credit derivatives$047
Bank is guarantor$036
Bank is beneficiary$032
Interest rate contracts$68,132,258,00013
Notional value of interest rate swaps$35,530,093,00014
Futures and forward contracts$23,788,981,00013
Written option contracts$2,206,676,00015
Purchased option contracts$6,606,508,00011
Foreign exchange rate contracts$502,707,00035
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$502,707,00030
Spot foreign exchange rate contracts$52,145,00026
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$0114
Notional value of other swaps$046
Futures and forward contracts$014
Written option contracts$086
Purchased option contracts$063
2010-06-30Rank
Derivatives$65,614,227,00016
Notional amount of credit derivatives$047
Bank is guarantor$037
Bank is beneficiary$033
Interest rate contracts$65,134,557,00013
Notional value of interest rate swaps$35,661,210,00015
Futures and forward contracts$20,394,856,00011
Written option contracts$1,790,839,00015
Purchased option contracts$7,287,652,00011
Foreign exchange rate contracts$479,670,00034
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$479,670,00030
Spot foreign exchange rate contracts$44,935,00028
Written option contracts$032
Purchased option contracts$033
Contracts on other commodities and equities.$0117
Notional value of other swaps$049
Futures and forward contracts$015
Written option contracts$087
Purchased option contracts$063
2010-03-31Rank
Derivatives$66,923,418,00016
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$033
Interest rate contracts$66,412,181,00013
Notional value of interest rate swaps$37,022,271,00015
Futures and forward contracts$18,338,246,00011
Written option contracts$2,541,802,00014
Purchased option contracts$8,509,862,00011
Foreign exchange rate contracts$511,237,00034
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$511,237,00028
Spot foreign exchange rate contracts$93,362,00020
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0122
Notional value of other swaps$053
Futures and forward contracts$015
Written option contracts$091
Purchased option contracts$066
2009-12-31Rank
Derivatives$68,274,523,00016
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$035
Interest rate contracts$67,828,420,00014
Notional value of interest rate swaps$40,647,349,00015
Futures and forward contracts$16,989,159,00013
Written option contracts$2,029,739,00015
Purchased option contracts$8,162,173,00011
Foreign exchange rate contracts$446,103,00033
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$446,103,00031
Spot foreign exchange rate contracts$47,853,00025
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$0118
Notional value of other swaps$053
Futures and forward contracts$014
Written option contracts$090
Purchased option contracts$065
2009-09-30Rank
Derivatives$71,988,371,00017
Notional amount of credit derivatives$051
Bank is guarantor$042
Bank is beneficiary$036
Interest rate contracts$71,552,926,00015
Notional value of interest rate swaps$42,373,686,00016
Futures and forward contracts$21,008,139,00013
Written option contracts$2,767,505,00016
Purchased option contracts$5,403,596,00014
Foreign exchange rate contracts$435,445,00034
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$435,445,00031
Spot foreign exchange rate contracts$35,777,00029
Written option contracts$032
Purchased option contracts$032
Contracts on other commodities and equities.$0130
Notional value of other swaps$058
Futures and forward contracts$017
Written option contracts$098
Purchased option contracts$067
2009-06-30Rank
Derivatives$87,533,036,00016
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$036
Interest rate contracts$86,993,721,00013
Notional value of interest rate swaps$48,868,428,00016
Futures and forward contracts$32,001,553,00011
Written option contracts$1,728,112,00017
Purchased option contracts$4,395,628,00015
Foreign exchange rate contracts$539,315,00034
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$539,315,00030
Spot foreign exchange rate contracts$46,529,00029
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0135
Notional value of other swaps$065
Futures and forward contracts$016
Written option contracts$0100
Purchased option contracts$075
2009-03-31Rank
Derivatives$79,247,124,00017
Notional amount of credit derivatives$51,395,00031
Bank is guarantor$040
Bank is beneficiary$51,395,00024
Interest rate contracts$78,504,108,00015
Notional value of interest rate swaps$48,921,087,00014
Futures and forward contracts$23,964,518,00012
Written option contracts$1,219,643,00021
Purchased option contracts$4,398,860,00016
Foreign exchange rate contracts$691,621,00031
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$691,621,00027
Spot foreign exchange rate contracts$38,866,00029
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$0135
Notional value of other swaps$062
Futures and forward contracts$016
Written option contracts$0104
Purchased option contracts$079
2008-12-31Rank
Derivatives$77,297,399,00018
Notional amount of credit derivatives$51,885,00029
Bank is guarantor$036
Bank is beneficiary$51,885,00026
Interest rate contracts$76,561,577,00016
Notional value of interest rate swaps$46,589,292,00015
Futures and forward contracts$18,218,521,00015
Written option contracts$1,224,235,00021
Purchased option contracts$10,529,529,00012
Foreign exchange rate contracts$683,937,00035
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$683,937,00030
Spot foreign exchange rate contracts$46,921,00023
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0134
Notional value of other swaps$070
Futures and forward contracts$016
Written option contracts$0102
Purchased option contracts$076
2008-09-30Rank
Derivatives$71,100,221,00017
Notional amount of credit derivatives$51,885,00032
Bank is guarantor$039
Bank is beneficiary$51,885,00028
Interest rate contracts$70,694,575,00015
Notional value of interest rate swaps$49,227,936,00015
Futures and forward contracts$11,933,939,00016
Written option contracts$1,499,060,00018
Purchased option contracts$8,033,640,00012
Foreign exchange rate contracts$353,761,00036
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$353,761,00033
Spot foreign exchange rate contracts$56,595,00026
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0149
Notional value of other swaps$073
Futures and forward contracts$015
Written option contracts$0112
Purchased option contracts$082
2008-06-30Rank
Derivatives$63,568,374,00017
Notional amount of credit derivatives$52,363,00032
Bank is guarantor$037
Bank is beneficiary$52,363,00027
Interest rate contracts$63,221,489,00014
Notional value of interest rate swaps$43,764,041,00014
Futures and forward contracts$11,897,906,00015
Written option contracts$901,424,00025
Purchased option contracts$6,658,118,00014
Foreign exchange rate contracts$294,522,00038
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$294,522,00035
Spot foreign exchange rate contracts$44,412,00030
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0156
Notional value of other swaps$075
Futures and forward contracts$017
Written option contracts$0114
Purchased option contracts$087
2008-03-31Rank
Derivatives$61,774,927,00017
Notional amount of credit derivatives$347,536,00022
Bank is guarantor$285,171,00016
Bank is beneficiary$62,365,00026
Interest rate contracts$61,203,325,00014
Notional value of interest rate swaps$36,577,514,00015
Futures and forward contracts$16,535,658,00014
Written option contracts$831,692,00026
Purchased option contracts$7,258,461,00012
Foreign exchange rate contracts$224,066,00040
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$224,066,00038
Spot foreign exchange rate contracts$22,884,00035
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$0157
Notional value of other swaps$076
Futures and forward contracts$018
Written option contracts$0113
Purchased option contracts$083
2007-12-31Rank
Derivatives$50,937,031,00020
Notional amount of credit derivatives$181,651,00027
Bank is guarantor$171,649,00016
Bank is beneficiary$10,002,00031
Interest rate contracts$50,528,680,00014
Notional value of interest rate swaps$31,403,849,00015
Futures and forward contracts$13,634,566,00015
Written option contracts$972,621,00024
Purchased option contracts$4,517,644,00014
Foreign exchange rate contracts$226,700,00039
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$226,700,00036
Spot foreign exchange rate contracts$34,379,00027
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$0157
Notional value of other swaps$079
Futures and forward contracts$022
Written option contracts$0111
Purchased option contracts$082
2007-09-30Rank
Derivatives$46,484,385,00021
Notional amount of credit derivatives$127,905,00030
Bank is guarantor$112,902,00020
Bank is beneficiary$15,003,00031
Interest rate contracts$46,148,390,00016
Notional value of interest rate swaps$25,761,970,00016
Futures and forward contracts$14,649,662,00014
Written option contracts$1,129,366,00024
Purchased option contracts$4,607,392,00015
Foreign exchange rate contracts$208,090,00039
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$208,090,00035
Spot foreign exchange rate contracts$28,941,00031
Written option contracts$031
Purchased option contracts$030
Contracts on other commodities and equities.$0170
Notional value of other swaps$083
Futures and forward contracts$024
Written option contracts$0124
Purchased option contracts$086
2007-06-30Rank
Derivatives$39,763,296,00022
Notional amount of credit derivatives$98,867,00027
Bank is guarantor$83,864,00019
Bank is beneficiary$15,003,00026
Interest rate contracts$39,308,451,00017
Notional value of interest rate swaps$22,528,042,00016
Futures and forward contracts$12,548,755,00015
Written option contracts$568,066,00029
Purchased option contracts$3,663,588,00016
Foreign exchange rate contracts$355,978,00039
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$355,978,00035
Spot foreign exchange rate contracts$103,843,00024
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$0163
Notional value of other swaps$082
Futures and forward contracts$027
Written option contracts$0118
Purchased option contracts$083
2007-03-31Rank
Derivatives$43,751,348,00018
Notional amount of credit derivatives$99,426,00027
Bank is guarantor$84,423,00018
Bank is beneficiary$15,003,00026
Interest rate contracts$43,410,248,00015
Notional value of interest rate swaps$20,894,010,00019
Futures and forward contracts$18,547,612,00012
Written option contracts$352,051,00036
Purchased option contracts$3,616,575,00014
Foreign exchange rate contracts$241,674,00040
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$241,674,00037
Spot foreign exchange rate contracts$40,023,00032
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0169
Notional value of other swaps$083
Futures and forward contracts$026
Written option contracts$0123
Purchased option contracts$088
2006-12-31Rank
Derivatives$26,679,005,00023
Notional amount of credit derivatives$100,431,00026
Bank is guarantor$85,428,00016
Bank is beneficiary$15,003,00026
Interest rate contracts$26,320,475,00020
Notional value of interest rate swaps$16,172,981,00022
Futures and forward contracts$6,480,376,00020
Written option contracts$644,799,00030
Purchased option contracts$3,022,319,00015
Foreign exchange rate contracts$258,099,00037
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$258,099,00035
Spot foreign exchange rate contracts$43,376,00024
Written option contracts$030
Purchased option contracts$031
Contracts on other commodities and equities.$0165
Notional value of other swaps$084
Futures and forward contracts$026
Written option contracts$0122
Purchased option contracts$086
2006-09-30Rank
Derivatives$28,654,385,00023
Notional amount of credit derivatives$101,113,00024
Bank is guarantor$86,110,00016
Bank is beneficiary$15,003,00027
Interest rate contracts$28,269,933,00019
Notional value of interest rate swaps$15,330,548,00023
Futures and forward contracts$5,622,240,00020
Written option contracts$1,748,744,00020
Purchased option contracts$5,568,401,00012
Foreign exchange rate contracts$283,339,00037
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$283,339,00035
Spot foreign exchange rate contracts$39,268,00032
Written option contracts$032
Purchased option contracts$031
Contracts on other commodities and equities.$0173
Notional value of other swaps$085
Futures and forward contracts$027
Written option contracts$0130
Purchased option contracts$092
2006-06-30Rank
Derivatives$27,887,857,00026
Notional amount of credit derivatives$041
Bank is guarantor$026
Bank is beneficiary$035
Interest rate contracts$27,562,292,00021
Notional value of interest rate swaps$15,082,829,00022
Futures and forward contracts$5,349,450,00020
Written option contracts$1,404,549,00024
Purchased option contracts$5,725,464,00012
Foreign exchange rate contracts$325,565,00037
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$325,565,00035
Spot foreign exchange rate contracts$60,958,00027
Written option contracts$036
Purchased option contracts$033
Contracts on other commodities and equities.$0172
Notional value of other swaps$088
Futures and forward contracts$029
Written option contracts$0124
Purchased option contracts$090
2006-03-31Rank
Derivatives$24,268,913,00025
Notional amount of credit derivatives$041
Bank is guarantor$027
Bank is beneficiary$035
Interest rate contracts$23,966,866,00021
Notional value of interest rate swaps$12,799,505,00025
Futures and forward contracts$3,494,720,00024
Written option contracts$1,644,358,00021
Purchased option contracts$6,028,283,00011
Foreign exchange rate contracts$302,047,00038
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$302,047,00036
Spot foreign exchange rate contracts$35,504,00032
Written option contracts$034
Purchased option contracts$031
Contracts on other commodities and equities.$0177
Notional value of other swaps$087
Futures and forward contracts$030
Written option contracts$0127
Purchased option contracts$093
2005-12-31Rank
Derivatives$26,776,007,00025
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$033
Interest rate contracts$26,459,150,00021
Notional value of interest rate swaps$11,053,415,00027
Futures and forward contracts$5,090,040,00021
Written option contracts$1,864,514,00022
Purchased option contracts$8,451,181,00011
Foreign exchange rate contracts$316,857,00036
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$316,857,00035
Spot foreign exchange rate contracts$37,833,00027
Written option contracts$033
Purchased option contracts$031
Contracts on other commodities and equities.$0170
Notional value of other swaps$084
Futures and forward contracts$029
Written option contracts$0117
Purchased option contracts$094
2005-09-30Rank
Derivatives$29,260,432,00021
Notional amount of credit derivatives$039
Bank is guarantor$028
Bank is beneficiary$031
Interest rate contracts$28,993,369,00017
Notional value of interest rate swaps$13,022,656,00025
Futures and forward contracts$4,658,150,00020
Written option contracts$1,679,477,00023
Purchased option contracts$9,633,086,00011
Foreign exchange rate contracts$267,063,00036
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$267,063,00034
Spot foreign exchange rate contracts$15,403,00038
Written option contracts$033
Purchased option contracts$032
Contracts on other commodities and equities.$0166
Notional value of other swaps$076
Futures and forward contracts$027
Written option contracts$0118
Purchased option contracts$091
2005-06-30Rank
Derivatives$29,099,213,00022
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$031
Interest rate contracts$28,777,971,00018
Notional value of interest rate swaps$13,923,144,00024
Futures and forward contracts$3,048,250,00022
Written option contracts$2,455,652,00019
Purchased option contracts$9,350,925,00011
Foreign exchange rate contracts$321,242,00036
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$321,242,00035
Spot foreign exchange rate contracts$26,788,00039
Written option contracts$034
Purchased option contracts$032
Contracts on other commodities and equities.$0163
Notional value of other swaps$079
Futures and forward contracts$024
Written option contracts$0117
Purchased option contracts$088
2005-03-31Rank
Derivatives$33,581,627,00022
Notional amount of credit derivatives$035
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$33,280,083,00018
Notional value of interest rate swaps$13,027,324,00024
Futures and forward contracts$4,452,000,00019
Written option contracts$6,897,759,00013
Purchased option contracts$8,903,000,00012
Foreign exchange rate contracts$301,544,00037
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$301,544,00035
Spot foreign exchange rate contracts$20,133,00037
Written option contracts$034
Purchased option contracts$033
Contracts on other commodities and equities.$0152
Notional value of other swaps$080
Futures and forward contracts$015
Written option contracts$0113
Purchased option contracts$084
2004-12-31Rank
Derivatives$23,248,622,00024
Notional amount of credit derivatives$035
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$22,942,752,00021
Notional value of interest rate swaps$13,231,419,00023
Futures and forward contracts$4,638,100,00019
Written option contracts$2,863,233,00018
Purchased option contracts$2,210,000,00017
Foreign exchange rate contracts$305,870,00038
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$305,870,00037
Spot foreign exchange rate contracts$19,734,00033
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$0147
Notional value of other swaps$078
Futures and forward contracts$014
Written option contracts$0110
Purchased option contracts$079
2004-09-30Rank
Derivatives$19,479,772,00028
Notional amount of credit derivatives$036
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$19,257,088,00025
Notional value of interest rate swaps$12,006,452,00026
Futures and forward contracts$2,069,250,00024
Written option contracts$2,775,386,00019
Purchased option contracts$2,406,000,00017
Foreign exchange rate contracts$222,684,00041
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$222,684,00040
Spot foreign exchange rate contracts$24,872,00037
Written option contracts$034
Purchased option contracts$033
Contracts on other commodities and equities.$0148
Notional value of other swaps$075
Futures and forward contracts$014
Written option contracts$0112
Purchased option contracts$076
2004-06-30Rank
Derivatives$22,119,873,00026
Notional amount of credit derivatives$037
Bank is guarantor$023
Bank is beneficiary$031
Interest rate contracts$21,884,569,00023
Notional value of interest rate swaps$12,876,057,00025
Futures and forward contracts$2,043,300,00026
Written option contracts$3,925,212,00017
Purchased option contracts$3,040,000,00016
Foreign exchange rate contracts$235,304,00041
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$235,304,00039
Spot foreign exchange rate contracts$16,153,00040
Written option contracts$033
Purchased option contracts$033
Contracts on other commodities and equities.$0141
Notional value of other swaps$074
Futures and forward contracts$014
Written option contracts$0108
Purchased option contracts$075
2004-03-31Rank
Derivatives$22,359,344,00026
Notional amount of credit derivatives$037
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$22,061,086,00023
Notional value of interest rate swaps$12,262,530,00025
Futures and forward contracts$3,062,400,00022
Written option contracts$4,116,156,00017
Purchased option contracts$2,620,000,00015
Foreign exchange rate contracts$298,258,00040
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$298,258,00038
Spot foreign exchange rate contracts$65,096,00031
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$0134
Notional value of other swaps$071
Futures and forward contracts$013
Written option contracts$0102
Purchased option contracts$071
2003-12-31Rank
Derivatives$16,751,767,00027
Notional amount of credit derivatives$032
Bank is guarantor$020
Bank is beneficiary$029
Interest rate contracts$16,559,909,00024
Notional value of interest rate swaps$11,587,197,00024
Futures and forward contracts$1,295,332,00029
Written option contracts$3,652,380,00016
Purchased option contracts$25,000,00066
Foreign exchange rate contracts$191,858,00042
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$191,858,00038
Spot foreign exchange rate contracts$23,311,00033
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$0131
Notional value of other swaps$070
Futures and forward contracts$013
Written option contracts$099
Purchased option contracts$071
2003-09-30Rank
Derivatives$10,772,274,00036
Notional amount of credit derivatives$032
Bank is guarantor$019
Bank is beneficiary$028
Interest rate contracts$10,597,442,00033
Notional value of interest rate swaps$7,868,093,00030
Futures and forward contracts$1,145,900,00034
Written option contracts$1,558,449,00021
Purchased option contracts$25,000,00066
Foreign exchange rate contracts$174,832,00044
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$174,832,00041
Spot foreign exchange rate contracts$20,888,00036
Written option contracts$032
Purchased option contracts$030
Contracts on other commodities and equities.$0134
Notional value of other swaps$070
Futures and forward contracts$014
Written option contracts$0101
Purchased option contracts$070
2003-06-30Rank
Derivatives$13,517,986,00030
Notional amount of credit derivatives$030
Bank is guarantor$020
Bank is beneficiary$025
Interest rate contracts$13,316,320,00027
Notional value of interest rate swaps$6,643,174,00031
Futures and forward contracts$3,821,900,00024
Written option contracts$2,491,246,00021
Purchased option contracts$360,000,00036
Foreign exchange rate contracts$201,666,00041
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$201,666,00039
Spot foreign exchange rate contracts$51,646,00033
Written option contracts$031
Purchased option contracts$032
Contracts on other commodities and equities.$0130
Notional value of other swaps$068
Futures and forward contracts$014
Written option contracts$096
Purchased option contracts$064
2003-03-31Rank
Derivatives$14,333,695,00031
Notional amount of credit derivatives$033
Bank is guarantor$023
Bank is beneficiary$025
Interest rate contracts$14,164,626,00028
Notional value of interest rate swaps$6,616,386,00031
Futures and forward contracts$4,391,500,00022
Written option contracts$1,288,673,00029
Purchased option contracts$1,868,067,00018
Foreign exchange rate contracts$169,069,00042
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$169,069,00039
Spot foreign exchange rate contracts$13,129,00038
Written option contracts$028
Purchased option contracts$027
Contracts on other commodities and equities.$0123
Notional value of other swaps$065
Futures and forward contracts$012
Written option contracts$086
Purchased option contracts$062
2002-12-31Rank
Derivatives$12,834,182,00032
Notional amount of credit derivatives$030
Bank is guarantor$023
Bank is beneficiary$021
Interest rate contracts$12,718,865,00028
Notional value of interest rate swaps$6,379,561,00030
Futures and forward contracts$3,777,700,00021
Written option contracts$804,329,00030
Purchased option contracts$1,757,275,00018
Foreign exchange rate contracts$115,317,00044
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$115,317,00039
Spot foreign exchange rate contracts$11,563,00033
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$0109
Notional value of other swaps$053
Futures and forward contracts$011
Written option contracts$075
Purchased option contracts$059
2001-12-31Rank
Derivatives$4,707,031,00047
Notional amount of credit derivatives$032
Bank is guarantor$022
Bank is beneficiary$024
Interest rate contracts$4,589,663,00044
Notional value of interest rate swaps$930,713,00067
Futures and forward contracts$3,032,400,00022
Written option contracts$571,550,00031
Purchased option contracts$55,000,00080
Foreign exchange rate contracts$117,368,00046
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$117,368,00042
Spot foreign exchange rate contracts$7,266,00039
Written option contracts$028
Purchased option contracts$028
Contracts on other commodities and equities.$073
Notional value of other swaps$028
Futures and forward contracts$011
Written option contracts$044
Purchased option contracts$038
2000-12-31Rank
Derivatives$1,774,571,00069
Notional amount of credit derivatives$031
Bank is guarantor$024
Bank is beneficiary$019
Interest rate contracts$1,644,879,00066
Notional value of interest rate swaps$649,829,00079
Futures and forward contracts$869,000,00023
Written option contracts$76,050,00058
Purchased option contracts$50,000,000100
Foreign exchange rate contracts$129,692,00052
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$129,692,00047
Spot foreign exchange rate contracts$2,002,00053
Written option contracts$028
Purchased option contracts$029
Contracts on other commodities and equities.$066
Notional value of other swaps$024
Futures and forward contracts$012
Written option contracts$049
Purchased option contracts$031
1999-12-31Rank
Derivatives$2,225,514,00063
Notional amount of credit derivatives$027
Bank is guarantor$023
Bank is beneficiary$015
Interest rate contracts$2,153,286,00060
Notional value of interest rate swaps$1,774,362,00054
Futures and forward contracts$316,674,00040
Written option contracts$47,250,00065
Purchased option contracts$15,000,000149
Foreign exchange rate contracts$72,228,00057
Notional value of exchange swaps$038
Commitments to purchase foreign currencies & U.S. dollar exchange$72,228,00053
Spot foreign exchange rate contracts$24,00080
Written option contracts$035
Purchased option contracts$036
Contracts on other commodities and equities.$060
Notional value of other swaps$024
Futures and forward contracts$010
Written option contracts$047
Purchased option contracts$032
1998-12-31Rank
Derivatives$5,545,225,00046
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$5,408,597,00040
Notional value of interest rate swaps$3,031,347,00042
Futures and forward contracts$1,075,000,00034
Written option contracts$1,267,250,00024
Purchased option contracts$35,000,000121
Foreign exchange rate contracts$136,628,00055
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$136,628,00050
Spot foreign exchange rate contracts$4,478,00058
Written option contracts$037
Purchased option contracts$039
Contracts on other commodities and equities.$057
Notional value of other swaps$022
Futures and forward contracts$013
Written option contracts$040
Purchased option contracts$027
1997-12-31Rank
Derivatives$3,582,285,00056
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$3,436,430,00054
Notional value of interest rate swaps$2,252,930,00050
Futures and forward contracts$397,500,00043
Written option contracts$566,000,00036
Purchased option contracts$220,000,00071
Foreign exchange rate contracts$145,855,00054
Notional value of exchange swaps$037
Commitments to purchase foreign currencies & U.S. dollar exchange$145,855,00051
Spot foreign exchange rate contracts$2,404,00066
Written option contracts$041
Purchased option contracts$043
Contracts on other commodities and equities.$044
Notional value of other swaps$018
Futures and forward contracts$017
Written option contracts$028
Purchased option contracts$027
1996-12-31Rank
Derivatives$1,739,611,00081
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$1,636,105,00078
Notional value of interest rate swaps$1,289,114,00073
Futures and forward contracts$213,991,00055
Written option contracts$14,000,000100
Purchased option contracts$119,000,000101
Foreign exchange rate contracts$103,506,00061
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$103,506,00058
Spot foreign exchange rate contracts$1,798,00078
Written option contracts$037
Purchased option contracts$041
Contracts on other commodities and equities.$044
Notional value of other swaps$016
Futures and forward contracts$019
Written option contracts$027
Purchased option contracts$026
1995-12-31Rank
Derivatives$1,080,160,000118
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$970,413,000119
Notional value of interest rate swaps$693,413,000107
Futures and forward contracts$261,000,00054
Written option contracts$8,000,000112
Purchased option contracts$8,000,000247
Foreign exchange rate contracts$109,747,00068
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$109,747,00065
Spot foreign exchange rate contracts$7,404,00060
Written option contracts$044
Purchased option contracts$047
Contracts on other commodities and equities.$052
Notional value of other swaps$022
Futures and forward contracts$021
Written option contracts$026
Purchased option contracts$032
1994-12-31Rank
Derivatives$1,896,983,00095
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$1,827,000,00094
Notional value of interest rate swaps$900,000,000102
Futures and forward contracts$29,000,00082
Written option contracts$424,000,00046
Purchased option contracts$474,000,00061
Foreign exchange rate contracts$69,983,00069
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$69,983,00069
Spot foreign exchange rate contractsNANA
Written option contracts$036
Purchased option contracts$042
Contracts on other commodities and equities.$052
Notional value of other swaps$016
Futures and forward contracts$020
Written option contracts$017
Purchased option contracts$027
1993-12-31Rank
Derivatives$2,001,605,00085
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$1,992,000,00079
Notional value of interest rate swaps$860,000,000104
Futures and forward contracts$82,000,00079
Written option contracts$500,000,00041
Purchased option contracts$550,000,00048
Foreign exchange rate contracts$9,605,000111
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$9,605,000118
Spot foreign exchange rate contractsNANA
Written option contracts$039
Purchased option contracts$040
Contracts on other commodities and equities.$046
Notional value of other swaps$015
Futures and forward contracts$020
Written option contracts$015
Purchased option contracts$024
1992-12-31Rank
Derivatives$978,345,000101
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$975,000,00094
Notional value of interest rate swaps$975,000,00076
Futures and forward contracts$0150
Written option contracts$0109
Purchased option contracts$0202
Foreign exchange rate contracts$3,345,000136
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$3,345,000142
Spot foreign exchange rate contractsNANA
Written option contracts$043
Purchased option contracts$041
Contracts on other commodities and equities.$032
Notional value of other swaps$012
Futures and forward contracts$019
Written option contracts$015
Purchased option contracts$013