Home > Wachovia Bank > Derivatives
Wachovia Bank, Derivatives
| 2009-12-31 | Rank | |
| Derivatives | $2,446,901,000,000 | 6 |
| Notional amount of credit derivatives | $179,980,000,000 | 6 |
| Bank is guarantor | $85,862,000,000 | 6 |
| Bank is beneficiary | $94,118,000,000 | 6 |
| Interest rate contracts | $2,060,066,000,000 | 5 |
| Notional value of interest rate swaps | $1,446,875,000,000 | 5 |
| Futures and forward contracts | $279,496,000,000 | 6 |
| Written option contracts | $186,470,000,000 | 6 |
| Purchased option contracts | $147,225,000,000 | 6 |
| Foreign exchange rate contracts | $109,317,000,000 | 9 |
| Notional value of exchange swaps | $33,897,000,000 | 6 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $72,059,000,000 | 9 |
| Spot foreign exchange rate contracts | $8,925,000,000 | 8 |
| Written option contracts | $1,687,000,000 | 8 |
| Purchased option contracts | $1,674,000,000 | 9 |
| Contracts on other commodities and equities. | $97,538,000,000 | 4 |
| Notional value of other swaps | $30,577,000,000 | 4 |
| Futures and forward contracts | $10,827,000,000 | 4 |
| Written option contracts | $26,481,000,000 | 5 |
| Purchased option contracts | $29,653,000,000 | 4 |
| 2009-09-30 | Rank | |
| Derivatives | $2,715,441,000,000 | 6 |
| Notional amount of credit derivatives | $281,102,000,000 | 6 |
| Bank is guarantor | $136,182,000,000 | 6 |
| Bank is beneficiary | $144,920,000,000 | 6 |
| Interest rate contracts | $2,218,919,000,000 | 5 |
| Notional value of interest rate swaps | $1,578,143,000,000 | 5 |
| Futures and forward contracts | $319,236,000,000 | 6 |
| Written option contracts | $182,475,000,000 | 6 |
| Purchased option contracts | $139,065,000,000 | 6 |
| Foreign exchange rate contracts | $127,050,000,000 | 9 |
| Notional value of exchange swaps | $41,464,000,000 | 6 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $81,821,000,000 | 9 |
| Spot foreign exchange rate contracts | $11,214,000,000 | 9 |
| Written option contracts | $1,579,000,000 | 9 |
| Purchased option contracts | $2,186,000,000 | 9 |
| Contracts on other commodities and equities. | $88,370,000,000 | 4 |
| Notional value of other swaps | $33,963,000,000 | 3 |
| Futures and forward contracts | $8,226,000,000 | 4 |
| Written option contracts | $20,664,000,000 | 4 |
| Purchased option contracts | $25,517,000,000 | 4 |
| 2009-06-30 | Rank | |
| Derivatives | $3,047,876,000,000 | 6 |
| Notional amount of credit derivatives | $239,204,000,000 | 6 |
| Bank is guarantor | $115,083,000,000 | 6 |
| Bank is beneficiary | $124,121,000,000 | 6 |
| Interest rate contracts | $2,592,540,000,000 | 5 |
| Notional value of interest rate swaps | $1,816,724,000,000 | 5 |
| Futures and forward contracts | $428,560,000,000 | 6 |
| Written option contracts | $194,839,000,000 | 5 |
| Purchased option contracts | $152,417,000,000 | 6 |
| Foreign exchange rate contracts | $118,190,000,000 | 9 |
| Notional value of exchange swaps | $40,120,000,000 | 6 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $74,985,000,000 | 9 |
| Spot foreign exchange rate contracts | $7,062,000,000 | 9 |
| Written option contracts | $999,000,000 | 9 |
| Purchased option contracts | $2,086,000,000 | 9 |
| Contracts on other commodities and equities. | $97,942,000,000 | 4 |
| Notional value of other swaps | $27,703,000,000 | 3 |
| Futures and forward contracts | $8,106,000,000 | 4 |
| Written option contracts | $26,900,000,000 | 4 |
| Purchased option contracts | $35,233,000,000 | 4 |
| 2009-03-31 | Rank | |
| Derivatives | $3,404,510,000,000 | 6 |
| Notional amount of credit derivatives | $308,705,000,000 | 6 |
| Bank is guarantor | $147,127,000,000 | 6 |
| Bank is beneficiary | $161,578,000,000 | 6 |
| Interest rate contracts | $2,872,117,000,000 | 5 |
| Notional value of interest rate swaps | $2,139,147,000,000 | 5 |
| Futures and forward contracts | $391,549,000,000 | 6 |
| Written option contracts | $190,473,000,000 | 5 |
| Purchased option contracts | $150,948,000,000 | 6 |
| Foreign exchange rate contracts | $115,384,000,000 | 9 |
| Notional value of exchange swaps | $15,511,000,000 | 7 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $96,310,000,000 | 9 |
| Spot foreign exchange rate contracts | $10,790,000,000 | 9 |
| Written option contracts | $1,338,000,000 | 9 |
| Purchased option contracts | $2,225,000,000 | 9 |
| Contracts on other commodities and equities. | $108,304,000,000 | 4 |
| Notional value of other swaps | $27,218,000,000 | 3 |
| Futures and forward contracts | $8,026,000,000 | 4 |
| Written option contracts | $32,168,000,000 | 4 |
| Purchased option contracts | $40,892,000,000 | 4 |
| 2008-12-31 | Rank | |
| Derivatives | $3,667,303,000,000 | 6 |
| Notional amount of credit derivatives | $301,273,000,000 | 6 |
| Bank is guarantor | $145,957,000,000 | 6 |
| Bank is beneficiary | $155,316,000,000 | 6 |
| Interest rate contracts | $3,071,560,000,000 | 5 |
| Notional value of interest rate swaps | $2,408,687,000,000 | 5 |
| Futures and forward contracts | $279,613,000,000 | 7 |
| Written option contracts | $215,416,000,000 | 5 |
| Purchased option contracts | $167,844,000,000 | 5 |
| Foreign exchange rate contracts | $171,705,000,000 | 8 |
| Notional value of exchange swaps | $47,282,000,000 | 6 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $120,480,000,000 | 8 |
| Spot foreign exchange rate contracts | $2,480,000,000 | 9 |
| Written option contracts | $1,658,000,000 | 9 |
| Purchased option contracts | $2,285,000,000 | 8 |
| Contracts on other commodities and equities. | $122,765,000,000 | 4 |
| Notional value of other swaps | $31,280,000,000 | 4 |
| Futures and forward contracts | $10,705,000,000 | 5 |
| Written option contracts | $35,002,000,000 | 4 |
| Purchased option contracts | $45,778,000,000 | 4 |
| 2008-09-30 | Rank | |
| Derivatives | $4,237,082,000,000 | 4 |
| Notional amount of credit derivatives | $321,076,000,000 | 5 |
| Bank is guarantor | $154,783,000,000 | 5 |
| Bank is beneficiary | $166,293,000,000 | 5 |
| Interest rate contracts | $3,552,115,000,000 | 4 |
| Notional value of interest rate swaps | $2,826,826,000,000 | 4 |
| Futures and forward contracts | $275,601,000,000 | 5 |
| Written option contracts | $251,084,000,000 | 4 |
| Purchased option contracts | $198,604,000,000 | 4 |
| Foreign exchange rate contracts | $216,966,000,000 | 7 |
| Notional value of exchange swaps | $49,063,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $161,367,000,000 | 8 |
| Spot foreign exchange rate contracts | $15,248,000,000 | 9 |
| Written option contracts | $2,972,000,000 | 8 |
| Purchased option contracts | $3,564,000,000 | 7 |
| Contracts on other commodities and equities. | $146,925,000,000 | 4 |
| Notional value of other swaps | $37,581,000,000 | 3 |
| Futures and forward contracts | $13,218,000,000 | 5 |
| Written option contracts | $43,672,000,000 | 4 |
| Purchased option contracts | $52,454,000,000 | 4 |
| 2008-06-30 | Rank | |
| Derivatives | $4,473,298,000,000 | 4 |
| Notional amount of credit derivatives | $385,616,000,000 | 5 |
| Bank is guarantor | $186,699,000,000 | 5 |
| Bank is beneficiary | $198,917,000,000 | 5 |
| Interest rate contracts | $3,737,581,000,000 | 4 |
| Notional value of interest rate swaps | $2,924,861,000,000 | 4 |
| Futures and forward contracts | $224,107,000,000 | 5 |
| Written option contracts | $313,234,000,000 | 4 |
| Purchased option contracts | $275,379,000,000 | 4 |
| Foreign exchange rate contracts | $203,309,000,000 | 8 |
| Notional value of exchange swaps | $17,034,000,000 | 6 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $178,450,000,000 | 8 |
| Spot foreign exchange rate contracts | $25,852,000,000 | 8 |
| Written option contracts | $3,651,000,000 | 7 |
| Purchased option contracts | $4,174,000,000 | 7 |
| Contracts on other commodities and equities. | $146,792,000,000 | 4 |
| Notional value of other swaps | $40,236,000,000 | 3 |
| Futures and forward contracts | $13,272,000,000 | 5 |
| Written option contracts | $42,708,000,000 | 4 |
| Purchased option contracts | $50,576,000,000 | 4 |
| 2008-03-31 | Rank | |
| Derivatives | $4,908,055,000,000 | 4 |
| Notional amount of credit derivatives | $453,900,000,000 | 5 |
| Bank is guarantor | $215,458,000,000 | 5 |
| Bank is beneficiary | $238,442,000,000 | 5 |
| Interest rate contracts | $4,072,705,000,000 | 4 |
| Notional value of interest rate swaps | $3,155,979,000,000 | 4 |
| Futures and forward contracts | $252,609,000,000 | 5 |
| Written option contracts | $347,076,000,000 | 4 |
| Purchased option contracts | $317,041,000,000 | 4 |
| Foreign exchange rate contracts | $257,857,000,000 | 6 |
| Notional value of exchange swaps | $59,019,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $185,565,000,000 | 7 |
| Spot foreign exchange rate contracts | $23,280,000,000 | 8 |
| Written option contracts | $6,878,000,000 | 7 |
| Purchased option contracts | $6,395,000,000 | 7 |
| Contracts on other commodities and equities. | $123,593,000,000 | 4 |
| Notional value of other swaps | $26,225,000,000 | 4 |
| Futures and forward contracts | $11,687,000,000 | 5 |
| Written option contracts | $39,337,000,000 | 4 |
| Purchased option contracts | $46,344,000,000 | 4 |
| 2007-12-31 | Rank | |
| Derivatives | $4,927,806,000,000 | 4 |
| Notional amount of credit derivatives | $419,495,000,000 | 5 |
| Bank is guarantor | $210,611,000,000 | 5 |
| Bank is beneficiary | $208,884,000,000 | 5 |
| Interest rate contracts | $4,158,946,000,000 | 4 |
| Notional value of interest rate swaps | $3,004,182,000,000 | 4 |
| Futures and forward contracts | $321,876,000,000 | 5 |
| Written option contracts | $462,731,000,000 | 4 |
| Purchased option contracts | $370,157,000,000 | 4 |
| Foreign exchange rate contracts | $232,061,000,000 | 6 |
| Notional value of exchange swaps | $50,261,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $169,537,000,000 | 7 |
| Spot foreign exchange rate contracts | $12,496,000,000 | 10 |
| Written option contracts | $6,385,000,000 | 7 |
| Purchased option contracts | $5,878,000,000 | 7 |
| Contracts on other commodities and equities. | $117,304,000,000 | 4 |
| Notional value of other swaps | $22,988,000,000 | 4 |
| Futures and forward contracts | $9,096,000,000 | 5 |
| Written option contracts | $40,384,000,000 | 4 |
| Purchased option contracts | $44,836,000,000 | 4 |
| 2007-09-30 | Rank | |
| Derivatives | $5,186,701,000,000 | 4 |
| Notional amount of credit derivatives | $401,315,000,000 | 5 |
| Bank is guarantor | $203,986,000,000 | 5 |
| Bank is beneficiary | $197,329,000,000 | 5 |
| Interest rate contracts | $4,503,046,000,000 | 4 |
| Notional value of interest rate swaps | $3,033,874,000,000 | 4 |
| Futures and forward contracts | $349,987,000,000 | 5 |
| Written option contracts | $621,490,000,000 | 4 |
| Purchased option contracts | $497,695,000,000 | 4 |
| Foreign exchange rate contracts | $166,847,000,000 | 7 |
| Notional value of exchange swaps | $45,732,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $104,940,000,000 | 9 |
| Spot foreign exchange rate contracts | $21,156,000,000 | 8 |
| Written option contracts | $7,969,000,000 | 7 |
| Purchased option contracts | $8,206,000,000 | 7 |
| Contracts on other commodities and equities. | $115,493,000,000 | 4 |
| Notional value of other swaps | $22,397,000,000 | 4 |
| Futures and forward contracts | $8,533,000,000 | 5 |
| Written option contracts | $44,241,000,000 | 4 |
| Purchased option contracts | $40,322,000,000 | 4 |
| 2007-06-30 | Rank | |
| Derivatives | $5,197,750,000,000 | 4 |
| Notional amount of credit derivatives | $409,835,000,000 | 5 |
| Bank is guarantor | $197,327,000,000 | 5 |
| Bank is beneficiary | $212,508,000,000 | 5 |
| Interest rate contracts | $4,477,896,000,000 | 4 |
| Notional value of interest rate swaps | $2,602,518,000,000 | 4 |
| Futures and forward contracts | $565,092,000,000 | 4 |
| Written option contracts | $715,511,000,000 | 4 |
| Purchased option contracts | $594,775,000,000 | 4 |
| Foreign exchange rate contracts | $147,501,000,000 | 7 |
| Notional value of exchange swaps | $47,890,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $85,136,000,000 | 9 |
| Spot foreign exchange rate contracts | $18,504,000,000 | 8 |
| Written option contracts | $6,467,000,000 | 7 |
| Purchased option contracts | $8,008,000,000 | 7 |
| Contracts on other commodities and equities. | $162,518,000,000 | 4 |
| Notional value of other swaps | $27,533,000,000 | 4 |
| Futures and forward contracts | $6,118,000,000 | 5 |
| Written option contracts | $62,996,000,000 | 4 |
| Purchased option contracts | $65,871,000,000 | 4 |
| 2007-03-31 | Rank | |
| Derivatives | $5,471,440,000,000 | 5 |
| Notional amount of credit derivatives | $378,567,000,000 | 5 |
| Bank is guarantor | $178,613,000,000 | 5 |
| Bank is beneficiary | $199,954,000,000 | 5 |
| Interest rate contracts | $4,866,186,000,000 | 4 |
| Notional value of interest rate swaps | $2,736,995,000,000 | 4 |
| Futures and forward contracts | $491,760,000,000 | 4 |
| Written option contracts | $875,303,000,000 | 5 |
| Purchased option contracts | $762,128,000,000 | 5 |
| Foreign exchange rate contracts | $120,304,000,000 | 8 |
| Notional value of exchange swaps | $45,883,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $57,351,000,000 | 9 |
| Spot foreign exchange rate contracts | $16,584,000,000 | 8 |
| Written option contracts | $8,106,000,000 | 7 |
| Purchased option contracts | $8,964,000,000 | 7 |
| Contracts on other commodities and equities. | $106,383,000,000 | 4 |
| Notional value of other swaps | $15,191,000,000 | 5 |
| Futures and forward contracts | $4,516,000,000 | 5 |
| Written option contracts | $40,963,000,000 | 4 |
| Purchased option contracts | $45,713,000,000 | 4 |
| 2006-12-31 | Rank | |
| Derivatives | $5,497,965,000,000 | 4 |
| Notional amount of credit derivatives | $341,742,000,000 | 5 |
| Bank is guarantor | $157,889,000,000 | 5 |
| Bank is beneficiary | $183,853,000,000 | 5 |
| Interest rate contracts | $4,922,864,000,000 | 4 |
| Notional value of interest rate swaps | $2,500,160,000,000 | 4 |
| Futures and forward contracts | $456,964,000,000 | 4 |
| Written option contracts | $1,127,344,000,000 | 3 |
| Purchased option contracts | $838,396,000,000 | 4 |
| Foreign exchange rate contracts | $119,958,000,000 | 6 |
| Notional value of exchange swaps | $49,537,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $48,063,000,000 | 9 |
| Spot foreign exchange rate contracts | $6,034,000,000 | 9 |
| Written option contracts | $9,829,000,000 | 5 |
| Purchased option contracts | $12,529,000,000 | 5 |
| Contracts on other commodities and equities. | $113,401,000,000 | 4 |
| Notional value of other swaps | $18,556,000,000 | 4 |
| Futures and forward contracts | $5,600,000,000 | 5 |
| Written option contracts | $42,414,000,000 | 4 |
| Purchased option contracts | $46,831,000,000 | 4 |
| 2006-09-30 | Rank | |
| Derivatives | $5,257,448,000,000 | 4 |
| Notional amount of credit derivatives | $292,407,000,000 | 5 |
| Bank is guarantor | $137,298,000,000 | 5 |
| Bank is beneficiary | $155,109,000,000 | 5 |
| Interest rate contracts | $4,728,996,000,000 | 4 |
| Notional value of interest rate swaps | $2,457,188,000,000 | 4 |
| Futures and forward contracts | $373,242,000,000 | 5 |
| Written option contracts | $1,018,276,000,000 | 4 |
| Purchased option contracts | $880,290,000,000 | 4 |
| Foreign exchange rate contracts | $112,819,000,000 | 7 |
| Notional value of exchange swaps | $51,986,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $43,821,000,000 | 9 |
| Spot foreign exchange rate contracts | $12,139,000,000 | 7 |
| Written option contracts | $7,949,000,000 | 7 |
| Purchased option contracts | $9,063,000,000 | 7 |
| Contracts on other commodities and equities. | $123,226,000,000 | 4 |
| Notional value of other swaps | $28,041,000,000 | 4 |
| Futures and forward contracts | $8,891,000,000 | 5 |
| Written option contracts | $40,812,000,000 | 4 |
| Purchased option contracts | $45,482,000,000 | 4 |
| 2006-06-30 | Rank | |
| Derivatives | $4,429,040,000,000 | 4 |
| Notional amount of credit derivatives | $208,770,000,000 | 5 |
| Bank is guarantor | $94,140,000,000 | 5 |
| Bank is beneficiary | $114,630,000,000 | 5 |
| Interest rate contracts | $3,999,625,000,000 | 4 |
| Notional value of interest rate swaps | $2,142,725,000,000 | 4 |
| Futures and forward contracts | $421,205,000,000 | 5 |
| Written option contracts | $721,219,000,000 | 4 |
| Purchased option contracts | $714,476,000,000 | 4 |
| Foreign exchange rate contracts | $96,936,000,000 | 8 |
| Notional value of exchange swaps | $44,168,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $34,330,000,000 | 10 |
| Spot foreign exchange rate contracts | $9,483,000,000 | 9 |
| Written option contracts | $8,596,000,000 | 7 |
| Purchased option contracts | $9,842,000,000 | 6 |
| Contracts on other commodities and equities. | $123,709,000,000 | 4 |
| Notional value of other swaps | $27,889,000,000 | 4 |
| Futures and forward contracts | $8,262,000,000 | 5 |
| Written option contracts | $41,465,000,000 | 4 |
| Purchased option contracts | $46,093,000,000 | 4 |
| 2006-03-31 | Rank | |
| Derivatives | $4,092,913,000,000 | 4 |
| Notional amount of credit derivatives | $251,983,000,000 | 5 |
| Bank is guarantor | $107,432,000,000 | 5 |
| Bank is beneficiary | $144,551,000,000 | 5 |
| Interest rate contracts | $3,627,777,000,000 | 4 |
| Notional value of interest rate swaps | $1,824,552,000,000 | 4 |
| Futures and forward contracts | $296,591,000,000 | 5 |
| Written option contracts | $692,929,000,000 | 4 |
| Purchased option contracts | $813,705,000,000 | 4 |
| Foreign exchange rate contracts | $102,305,000,000 | 6 |
| Notional value of exchange swaps | $43,381,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $42,130,000,000 | 9 |
| Spot foreign exchange rate contracts | $10,875,000,000 | 9 |
| Written option contracts | $7,890,000,000 | 6 |
| Purchased option contracts | $8,904,000,000 | 6 |
| Contracts on other commodities and equities. | $110,848,000,000 | 4 |
| Notional value of other swaps | $30,243,000,000 | 4 |
| Futures and forward contracts | $8,132,000,000 | 5 |
| Written option contracts | $38,608,000,000 | 4 |
| Purchased option contracts | $33,865,000,000 | 4 |
| 2005-12-31 | Rank | |
| Derivatives | $3,616,365,000,000 | 4 |
| Notional amount of credit derivatives | $211,358,000,000 | 5 |
| Bank is guarantor | $96,293,000,000 | 5 |
| Bank is beneficiary | $115,065,000,000 | 5 |
| Interest rate contracts | $3,239,943,000,000 | 4 |
| Notional value of interest rate swaps | $1,727,993,000,000 | 4 |
| Futures and forward contracts | $307,288,000,000 | 5 |
| Written option contracts | $569,743,000,000 | 4 |
| Purchased option contracts | $634,919,000,000 | 4 |
| Foreign exchange rate contracts | $85,321,000,000 | 7 |
| Notional value of exchange swaps | $45,066,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $31,301,000,000 | 9 |
| Spot foreign exchange rate contracts | $6,109,000,000 | 8 |
| Written option contracts | $3,750,000,000 | 8 |
| Purchased option contracts | $5,204,000,000 | 7 |
| Contracts on other commodities and equities. | $79,743,000,000 | 4 |
| Notional value of other swaps | $20,530,000,000 | 4 |
| Futures and forward contracts | $3,806,000,000 | 6 |
| Written option contracts | $28,596,000,000 | 4 |
| Purchased option contracts | $26,811,000,000 | 4 |
| 2005-09-30 | Rank | |
| Derivatives | $3,863,522,000,000 | 4 |
| Notional amount of credit derivatives | $178,984,000,000 | 5 |
| Bank is guarantor | $80,146,000,000 | 5 |
| Bank is beneficiary | $98,838,000,000 | 5 |
| Interest rate contracts | $3,481,377,000,000 | 4 |
| Notional value of interest rate swaps | $1,651,849,000,000 | 4 |
| Futures and forward contracts | $331,528,000,000 | 5 |
| Written option contracts | $729,087,000,000 | 4 |
| Purchased option contracts | $768,913,000,000 | 4 |
| Foreign exchange rate contracts | $119,715,000,000 | 6 |
| Notional value of exchange swaps | $44,716,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $61,792,000,000 | 9 |
| Spot foreign exchange rate contracts | $23,669,000,000 | 5 |
| Written option contracts | $4,599,000,000 | 8 |
| Purchased option contracts | $8,608,000,000 | 5 |
| Contracts on other commodities and equities. | $83,446,000,000 | 5 |
| Notional value of other swaps | $10,469,000,000 | 5 |
| Futures and forward contracts | $5,573,000,000 | 5 |
| Written option contracts | $31,835,000,000 | 4 |
| Purchased option contracts | $35,569,000,000 | 3 |
| 2005-06-30 | Rank | |
| Derivatives | $3,609,692,000,000 | 4 |
| Notional amount of credit derivatives | $136,780,000,000 | 5 |
| Bank is guarantor | $61,638,000,000 | 5 |
| Bank is beneficiary | $75,142,000,000 | 5 |
| Interest rate contracts | $3,290,749,000,000 | 4 |
| Notional value of interest rate swaps | $1,451,870,000,000 | 5 |
| Futures and forward contracts | $370,481,000,000 | 4 |
| Written option contracts | $801,486,000,000 | 4 |
| Purchased option contracts | $666,912,000,000 | 4 |
| Foreign exchange rate contracts | $112,294,000,000 | 6 |
| Notional value of exchange swaps | $47,003,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $46,872,000,000 | 9 |
| Spot foreign exchange rate contracts | $8,360,000,000 | 9 |
| Written option contracts | $9,033,000,000 | 6 |
| Purchased option contracts | $9,386,000,000 | 5 |
| Contracts on other commodities and equities. | $69,869,000,000 | 5 |
| Notional value of other swaps | $6,941,000,000 | 6 |
| Futures and forward contracts | $2,664,000,000 | 5 |
| Written option contracts | $29,823,000,000 | 4 |
| Purchased option contracts | $30,441,000,000 | 4 |
| 2005-03-31 | Rank | |
| Derivatives | $3,627,247,000,000 | 4 |
| Notional amount of credit derivatives | $121,846,000,000 | 5 |
| Bank is guarantor | $57,617,000,000 | 5 |
| Bank is beneficiary | $64,229,000,000 | 5 |
| Interest rate contracts | $3,326,144,000,000 | 4 |
| Notional value of interest rate swaps | $1,438,216,000,000 | 4 |
| Futures and forward contracts | $425,205,000,000 | 5 |
| Written option contracts | $830,777,000,000 | 4 |
| Purchased option contracts | $631,946,000,000 | 4 |
| Foreign exchange rate contracts | $120,811,000,000 | 6 |
| Notional value of exchange swaps | $46,127,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $56,495,000,000 | 9 |
| Spot foreign exchange rate contracts | $28,195,000,000 | 5 |
| Written option contracts | $8,175,000,000 | 6 |
| Purchased option contracts | $10,014,000,000 | 5 |
| Contracts on other commodities and equities. | $58,446,000,000 | 5 |
| Notional value of other swaps | $5,150,000,000 | 6 |
| Futures and forward contracts | $1,775,000,000 | 5 |
| Written option contracts | $24,556,000,000 | 4 |
| Purchased option contracts | $26,965,000,000 | 3 |
| 2004-12-31 | Rank | |
| Derivatives | $3,126,047,000,000 | 4 |
| Notional amount of credit derivatives | $97,526,000,000 | 5 |
| Bank is guarantor | $46,341,000,000 | 5 |
| Bank is beneficiary | $51,185,000,000 | 5 |
| Interest rate contracts | $2,861,727,000,000 | 4 |
| Notional value of interest rate swaps | $1,246,864,000,000 | 4 |
| Futures and forward contracts | $325,088,000,000 | 4 |
| Written option contracts | $701,511,000,000 | 4 |
| Purchased option contracts | $588,264,000,000 | 4 |
| Foreign exchange rate contracts | $114,439,000,000 | 6 |
| Notional value of exchange swaps | $44,717,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $48,047,000,000 | 8 |
| Spot foreign exchange rate contracts | $25,629,000,000 | 4 |
| Written option contracts | $10,791,000,000 | 5 |
| Purchased option contracts | $10,884,000,000 | 5 |
| Contracts on other commodities and equities. | $52,355,000,000 | 5 |
| Notional value of other swaps | $2,702,000,000 | 7 |
| Futures and forward contracts | $245,000,000 | 8 |
| Written option contracts | $24,990,000,000 | 4 |
| Purchased option contracts | $24,418,000,000 | 4 |
| 2004-09-30 | Rank | |
| Derivatives | $3,047,613,000,000 | 4 |
| Notional amount of credit derivatives | $77,920,000,000 | 5 |
| Bank is guarantor | $39,470,000,000 | 5 |
| Bank is beneficiary | $38,450,000,000 | 5 |
| Interest rate contracts | $2,805,540,000,000 | 4 |
| Notional value of interest rate swaps | $1,129,409,000,000 | 4 |
| Futures and forward contracts | $427,201,000,000 | 4 |
| Written option contracts | $635,888,000,000 | 4 |
| Purchased option contracts | $613,042,000,000 | 4 |
| Foreign exchange rate contracts | $113,070,000,000 | 6 |
| Notional value of exchange swaps | $43,999,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $47,550,000,000 | 9 |
| Spot foreign exchange rate contracts | $22,586,000,000 | 5 |
| Written option contracts | $10,016,000,000 | 6 |
| Purchased option contracts | $11,505,000,000 | 5 |
| Contracts on other commodities and equities. | $51,083,000,000 | 5 |
| Notional value of other swaps | $1,740,000,000 | 9 |
| Futures and forward contracts | $373,000,000 | 6 |
| Written option contracts | $24,641,000,000 | 4 |
| Purchased option contracts | $24,329,000,000 | 4 |
| 2004-06-30 | Rank | |
| Derivatives | $2,829,183,000,000 | 4 |
| Notional amount of credit derivatives | $59,351,000,000 | 5 |
| Bank is guarantor | $30,219,000,000 | 5 |
| Bank is beneficiary | $29,132,000,000 | 5 |
| Interest rate contracts | $2,597,976,000,000 | 4 |
| Notional value of interest rate swaps | $1,012,958,000,000 | 4 |
| Futures and forward contracts | $440,787,000,000 | 4 |
| Written option contracts | $605,848,000,000 | 4 |
| Purchased option contracts | $538,383,000,000 | 4 |
| Foreign exchange rate contracts | $128,296,000,000 | 6 |
| Notional value of exchange swaps | $42,931,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $73,794,000,000 | 6 |
| Spot foreign exchange rate contracts | $37,843,000,000 | 4 |
| Written option contracts | $5,205,000,000 | 8 |
| Purchased option contracts | $6,366,000,000 | 7 |
| Contracts on other commodities and equities. | $43,560,000,000 | 5 |
| Notional value of other swaps | $3,379,000,000 | 7 |
| Futures and forward contracts | $555,000,000 | 6 |
| Written option contracts | $23,255,000,000 | 4 |
| Purchased option contracts | $16,371,000,000 | 4 |
| 2004-03-31 | Rank | |
| Derivatives | $2,604,746,000,000 | 4 |
| Notional amount of credit derivatives | $46,840,000,000 | 5 |
| Bank is guarantor | $22,885,000,000 | 5 |
| Bank is beneficiary | $23,955,000,000 | 4 |
| Interest rate contracts | $2,441,510,000,000 | 4 |
| Notional value of interest rate swaps | $915,726,000,000 | 4 |
| Futures and forward contracts | $332,788,000,000 | 4 |
| Written option contracts | $607,194,000,000 | 4 |
| Purchased option contracts | $585,802,000,000 | 4 |
| Foreign exchange rate contracts | $81,141,000,000 | 9 |
| Notional value of exchange swaps | $42,367,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $30,985,000,000 | 11 |
| Spot foreign exchange rate contracts | $8,908,000,000 | 8 |
| Written option contracts | $4,107,000,000 | 9 |
| Purchased option contracts | $3,682,000,000 | 9 |
| Contracts on other commodities and equities. | $35,255,000,000 | 6 |
| Notional value of other swaps | $3,983,000,000 | 6 |
| Futures and forward contracts | $648,000,000 | 6 |
| Written option contracts | $15,451,000,000 | 4 |
| Purchased option contracts | $15,173,000,000 | 4 |
| 2003-12-31 | Rank | |
| Derivatives | $2,363,807,000,000 | 4 |
| Notional amount of credit derivatives | $35,597,000,000 | 4 |
| Bank is guarantor | $15,239,000,000 | 5 |
| Bank is beneficiary | $20,358,000,000 | 4 |
| Interest rate contracts | $2,194,071,000,000 | 4 |
| Notional value of interest rate swaps | $828,686,000,000 | 4 |
| Futures and forward contracts | $279,838,000,000 | 4 |
| Written option contracts | $518,232,000,000 | 4 |
| Purchased option contracts | $567,315,000,000 | 4 |
| Foreign exchange rate contracts | $100,161,000,000 | 7 |
| Notional value of exchange swaps | $40,571,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $54,688,000,000 | 7 |
| Spot foreign exchange rate contracts | $37,342,000,000 | 2 |
| Written option contracts | $2,312,000,000 | 9 |
| Purchased option contracts | $2,590,000,000 | 9 |
| Contracts on other commodities and equities. | $33,978,000,000 | 5 |
| Notional value of other swaps | $3,745,000,000 | 6 |
| Futures and forward contracts | $275,000,000 | 6 |
| Written option contracts | $15,000,000,000 | 4 |
| Purchased option contracts | $14,958,000,000 | 4 |
| 2003-09-30 | Rank | |
| Derivatives | $2,383,248,000,000 | 4 |
| Notional amount of credit derivatives | $30,236,000,000 | 4 |
| Bank is guarantor | $12,790,000,000 | 5 |
| Bank is beneficiary | $17,446,000,000 | 4 |
| Interest rate contracts | $2,214,245,000,000 | 4 |
| Notional value of interest rate swaps | $822,569,000,000 | 4 |
| Futures and forward contracts | $315,541,000,000 | 4 |
| Written option contracts | $510,972,000,000 | 4 |
| Purchased option contracts | $565,163,000,000 | 4 |
| Foreign exchange rate contracts | $103,469,000,000 | 7 |
| Notional value of exchange swaps | $41,505,000,000 | 4 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $53,985,000,000 | 8 |
| Spot foreign exchange rate contracts | $32,544,000,000 | 4 |
| Written option contracts | $3,551,000,000 | 9 |
| Purchased option contracts | $4,428,000,000 | 9 |
| Contracts on other commodities and equities. | $35,298,000,000 | 5 |
| Notional value of other swaps | $1,372,000,000 | 8 |
| Futures and forward contracts | $640,000,000 | 6 |
| Written option contracts | $16,244,000,000 | 4 |
| Purchased option contracts | $17,042,000,000 | 4 |
| 2003-06-30 | Rank | |
| Derivatives | $2,456,708,000,000 | 4 |
| Notional amount of credit derivatives | $20,010,000,000 | 5 |
| Bank is guarantor | $7,109,000,000 | 5 |
| Bank is beneficiary | $12,901,000,000 | 4 |
| Interest rate contracts | $2,315,285,000,000 | 4 |
| Notional value of interest rate swaps | $784,388,000,000 | 4 |
| Futures and forward contracts | $377,355,000,000 | 5 |
| Written option contracts | $553,451,000,000 | 4 |
| Purchased option contracts | $600,091,000,000 | 4 |
| Foreign exchange rate contracts | $88,206,000,000 | 9 |
| Notional value of exchange swaps | $41,902,000,000 | 4 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $37,805,000,000 | 9 |
| Spot foreign exchange rate contracts | $16,256,000,000 | 7 |
| Written option contracts | $3,695,000,000 | 9 |
| Purchased option contracts | $4,804,000,000 | 9 |
| Contracts on other commodities and equities. | $33,207,000,000 | 5 |
| Notional value of other swaps | $1,463,000,000 | 7 |
| Futures and forward contracts | $578,000,000 | 6 |
| Written option contracts | $14,153,000,000 | 4 |
| Purchased option contracts | $17,013,000,000 | 4 |
| 2003-03-31 | Rank | |
| Derivatives | $2,274,567,000,000 | 4 |
| Notional amount of credit derivatives | $15,376,000,000 | 5 |
| Bank is guarantor | $5,852,000,000 | 5 |
| Bank is beneficiary | $9,524,000,000 | 5 |
| Interest rate contracts | $2,143,165,000,000 | 4 |
| Notional value of interest rate swaps | $727,519,000,000 | 4 |
| Futures and forward contracts | $377,165,000,000 | 4 |
| Written option contracts | $544,017,000,000 | 4 |
| Purchased option contracts | $494,464,000,000 | 4 |
| Foreign exchange rate contracts | $83,401,000,000 | 9 |
| Notional value of exchange swaps | $38,885,000,000 | 4 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $35,831,000,000 | 9 |
| Spot foreign exchange rate contracts | $13,518,000,000 | 7 |
| Written option contracts | $3,723,000,000 | 8 |
| Purchased option contracts | $4,962,000,000 | 7 |
| Contracts on other commodities and equities. | $32,625,000,000 | 5 |
| Notional value of other swaps | $2,171,000,000 | 7 |
| Futures and forward contracts | $338,000,000 | 6 |
| Written option contracts | $14,387,000,000 | 4 |
| Purchased option contracts | $15,729,000,000 | 4 |
| 2002-12-31 | Rank | |
| Derivatives | $2,052,133,000,000 | 4 |
| Notional amount of credit derivatives | $12,970,000,000 | 4 |
| Bank is guarantor | $5,528,000,000 | 5 |
| Bank is beneficiary | $7,442,000,000 | 5 |
| Interest rate contracts | $1,934,756,000,000 | 4 |
| Notional value of interest rate swaps | $701,814,000,000 | 4 |
| Futures and forward contracts | $347,337,000,000 | 4 |
| Written option contracts | $462,367,000,000 | 4 |
| Purchased option contracts | $423,238,000,000 | 4 |
| Foreign exchange rate contracts | $74,130,000,000 | 7 |
| Notional value of exchange swaps | $36,155,000,000 | 4 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $29,588,000,000 | 10 |
| Spot foreign exchange rate contracts | $10,889,000,000 | 5 |
| Written option contracts | $3,364,000,000 | 8 |
| Purchased option contracts | $5,023,000,000 | 6 |
| Contracts on other commodities and equities. | $30,277,000,000 | 5 |
| Notional value of other swaps | $1,742,000,000 | 7 |
| Futures and forward contracts | $245,000,000 | 7 |
| Written option contracts | $14,053,000,000 | 4 |
| Purchased option contracts | $14,237,000,000 | 4 |
| 2001-12-31 | Rank | |
| Derivatives | $2,072,447,000,000 | 4 |
| Notional amount of credit derivatives | $3,708,000,000 | 5 |
| Bank is guarantor | $1,473,000,000 | 6 |
| Bank is beneficiary | $2,235,000,000 | 7 |
| Interest rate contracts | $2,016,667,000,000 | 4 |
| Notional value of interest rate swaps | $522,118,000,000 | 4 |
| Futures and forward contracts | $431,571,000,000 | 4 |
| Written option contracts | $527,876,000,000 | 3 |
| Purchased option contracts | $535,102,000,000 | 3 |
| Foreign exchange rate contracts | $32,645,000,000 | 10 |
| Notional value of exchange swaps | $13,939,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $11,464,000,000 | 12 |
| Spot foreign exchange rate contracts | $2,441,000,000 | 8 |
| Written option contracts | $3,995,000,000 | 8 |
| Purchased option contracts | $3,247,000,000 | 9 |
| Contracts on other commodities and equities. | $19,427,000,000 | 5 |
| Notional value of other swaps | $3,005,000,000 | 6 |
| Futures and forward contracts | $234,000,000 | 7 |
| Written option contracts | $7,938,000,000 | 4 |
| Purchased option contracts | $8,250,000,000 | 4 |
| 2000-12-31 | Rank | |
| Derivatives | $1,141,394,000,000 | 5 |
| Notional amount of credit derivatives | $1,456,000,000 | 8 |
| Bank is guarantor | $1,030,000,000 | 7 |
| Bank is beneficiary | $426,000,000 | 9 |
| Interest rate contracts | $1,091,430,000,000 | 5 |
| Notional value of interest rate swaps | $287,232,000,000 | 6 |
| Futures and forward contracts | $316,445,000,000 | 5 |
| Written option contracts | $207,228,000,000 | 5 |
| Purchased option contracts | $280,525,000,000 | 4 |
| Foreign exchange rate contracts | $39,137,000,000 | 10 |
| Notional value of exchange swaps | $10,537,000,000 | 5 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $13,889,000,000 | 12 |
| Spot foreign exchange rate contracts | $2,741,000,000 | 9 |
| Written option contracts | $10,408,000,000 | 6 |
| Purchased option contracts | $4,303,000,000 | 6 |
| Contracts on other commodities and equities. | $9,371,000,000 | 8 |
| Notional value of other swaps | $2,340,000,000 | 7 |
| Futures and forward contracts | $55,000,000 | 8 |
| Written option contracts | $3,428,000,000 | 6 |
| Purchased option contracts | $3,548,000,000 | 6 |
| 1999-12-31 | Rank | |
| Derivatives | $602,508,000,000 | 6 |
| Notional amount of credit derivatives | $13,609,000,000 | 5 |
| Bank is guarantor | $12,884,000,000 | 3 |
| Bank is beneficiary | $725,000,000 | 7 |
| Interest rate contracts | $574,378,000,000 | 6 |
| Notional value of interest rate swaps | $226,873,000,000 | 6 |
| Futures and forward contracts | $150,319,000,000 | 5 |
| Written option contracts | $80,273,000,000 | 6 |
| Purchased option contracts | $116,913,000,000 | 5 |
| Foreign exchange rate contracts | $12,426,000,000 | 13 |
| Notional value of exchange swaps | $2,794,000,000 | 8 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $6,412,000,000 | 12 |
| Spot foreign exchange rate contracts | $1,640,000,000 | 6 |
| Written option contracts | $2,412,000,000 | 9 |
| Purchased option contracts | $808,000,000 | 11 |
| Contracts on other commodities and equities. | $2,095,000,000 | 8 |
| Notional value of other swaps | $27,000,000 | 14 |
| Futures and forward contracts | $7,000,000 | 9 |
| Written option contracts | $1,049,000,000 | 8 |
| Purchased option contracts | $1,012,000,000 | 8 |
| 1998-12-31 | Rank | |
| Derivatives | $270,516,338,000 | 9 |
| Notional amount of credit derivatives | $738,334,000 | 10 |
| Bank is guarantor | $324,408,000 | 11 |
| Bank is beneficiary | $413,926,000 | 9 |
| Interest rate contracts | $256,257,874,000 | 8 |
| Notional value of interest rate swaps | $101,736,867,000 | 8 |
| Futures and forward contracts | $79,235,140,000 | 8 |
| Written option contracts | $22,765,314,000 | 10 |
| Purchased option contracts | $52,520,553,000 | 7 |
| Foreign exchange rate contracts | $13,370,456,000 | 14 |
| Notional value of exchange swaps | $1,842,093,000 | 9 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $9,366,780,000 | 14 |
| Spot foreign exchange rate contracts | $1,623,916,000 | 11 |
| Written option contracts | $1,019,535,000 | 11 |
| Purchased option contracts | $1,142,048,000 | 11 |
| Contracts on other commodities and equities. | $149,674,000 | 20 |
| Notional value of other swaps | $69,469,000 | 14 |
| Futures and forward contracts | $9,782,000 | 12 |
| Written option contracts | $31,458,000 | 15 |
| Purchased option contracts | $38,965,000 | 17 |
| 1997-12-31 | Rank | |
| Derivatives | $3,791,333,000 | 54 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $2,992,122,000 | 56 |
| Notional value of interest rate swaps | $2,940,496,000 | 42 |
| Futures and forward contracts | $0 | 177 |
| Written option contracts | $1,678,000 | 104 |
| Purchased option contracts | $49,948,000 | 121 |
| Foreign exchange rate contracts | $799,211,000 | 35 |
| Notional value of exchange swaps | $86,345,000 | 21 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $712,866,000 | 34 |
| Spot foreign exchange rate contracts | $75,451,000 | 31 |
| Written option contracts | $0 | 41 |
| Purchased option contracts | $0 | 43 |
| Contracts on other commodities and equities. | $0 | 44 |
| Notional value of other swaps | $0 | 18 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 27 |
| 1996-12-31 | Rank | |
| Derivatives | $4,424,159,000 | 57 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $4,066,115,000 | 54 |
| Notional value of interest rate swaps | $4,036,817,000 | 40 |
| Futures and forward contracts | $0 | 134 |
| Written option contracts | $1,678,000 | 128 |
| Purchased option contracts | $27,620,000 | 155 |
| Foreign exchange rate contracts | $358,044,000 | 44 |
| Notional value of exchange swaps | $50,301,000 | 18 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $307,743,000 | 41 |
| Spot foreign exchange rate contracts | $8,494,000 | 58 |
| Written option contracts | $0 | 37 |
| Purchased option contracts | $0 | 41 |
| 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 | $5,418,402,000 | 52 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $5,188,273,000 | 46 |
| Notional value of interest rate swaps | $5,039,259,000 | 38 |
| Futures and forward contracts | $73,500,000 | 80 |
| Written option contracts | $35,000,000 | 89 |
| Purchased option contracts | $40,514,000 | 153 |
| Foreign exchange rate contracts | $230,129,000 | 53 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $227,629,000 | 48 |
| Spot foreign exchange rate contracts | $14,907,000 | 50 |
| Written option contracts | $1,250,000 | 37 |
| Purchased option contracts | $1,250,000 | 41 |
| 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 | $6,556,724,000 | 46 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $6,181,376,000 | 41 |
| Notional value of interest rate swaps | $5,021,500,000 | 32 |
| Futures and forward contracts | $1,075,876,000 | 33 |
| Written option contracts | $42,000,000 | 84 |
| Purchased option contracts | $42,000,000 | 156 |
| Foreign exchange rate contracts | $375,348,000 | 44 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $375,348,000 | 46 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $0 | 36 |
| Purchased option contracts | $0 | 42 |
| Contracts on other commodities and equities. | $0 | 52 |
| Notional value of other swaps | $0 | 16 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $0 | 17 |
| Purchased option contracts | $0 | 27 |