Home > Western Alliance Bank > Derivatives

Western Alliance Bank, Derivatives

2024-03-31Rank
Derivatives$33,901,215,00033
Notional amount of credit derivativesNANA
Bank is guarantor$74,791,00057
Bank is beneficiary$0139
Interest rate contracts$33,674,408,00029
Notional value of interest rate swaps$6,486,488,00067
Futures and forward contracts$24,090,198,0008
Written option contracts$2,454,083,00022
Purchased option contracts$643,639,00044
Foreign exchange rate contracts$152,016,00045
Notional value of exchange swaps$075
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$026
Purchased option contracts$026
Contracts on other commodities and equities.$083
Notional value of other swaps$081
Futures and forward contracts$029
Written option contracts$030
Purchased option contracts$035
2023-12-31Rank
Derivatives$33,706,140,00030
Notional amount of credit derivativesNANA
Bank is guarantor$72,290,00054
Bank is beneficiary$0135
Interest rate contracts$33,544,923,00027
Notional value of interest rate swaps$6,461,939,00063
Futures and forward contracts$24,199,722,0007
Written option contracts$2,352,819,00018
Purchased option contracts$530,443,00042
Foreign exchange rate contracts$88,927,00052
Notional value of exchange swaps$076
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$027
Purchased option contracts$027
Contracts on other commodities and equities.$082
Notional value of other swaps$079
Futures and forward contracts$031
Written option contracts$030
Purchased option contracts$046
2023-09-30Rank
Derivatives$32,454,799,00032
Notional amount of credit derivativesNANA
Bank is guarantor$43,722,00063
Bank is beneficiary$0128
Interest rate contracts$32,343,880,00030
Notional value of interest rate swaps$6,544,523,00060
Futures and forward contracts$23,497,969,0008
Written option contracts$2,031,053,00022
Purchased option contracts$270,335,00057
Foreign exchange rate contracts$67,197,00054
Notional value of exchange swaps$078
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$028
Purchased option contracts$027
Contracts on other commodities and equities.$078
Notional value of other swaps$081
Futures and forward contracts$031
Written option contracts$030
Purchased option contracts$039
2023-06-30Rank
Derivatives$33,064,803,00031
Notional amount of credit derivativesNANA
Bank is guarantor$44,451,00059
Bank is beneficiary$0122
Interest rate contracts$32,960,544,00029
Notional value of interest rate swaps$6,023,633,00061
Futures and forward contracts$24,172,914,0009
Written option contracts$2,547,377,00019
Purchased option contracts$216,620,00062
Foreign exchange rate contracts$59,808,00055
Notional value of exchange swaps$078
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$028
Purchased option contracts$026
Contracts on other commodities and equities.$079
Notional value of other swaps$081
Futures and forward contracts$036
Written option contracts$030
Purchased option contracts$042
2023-03-31Rank
Derivatives$308,314,199,00014
Notional amount of credit derivativesNANA
Bank is guarantor$51,449,00058
Bank is beneficiary$080
Interest rate contracts$308,079,718,0009
Notional value of interest rate swaps$2,272,391,00092
Futures and forward contracts$304,070,353,0006
Written option contracts$1,647,009,00022
Purchased option contracts$89,965,00097
Foreign exchange rate contracts$183,032,00043
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$029
Purchased option contracts$029
Contracts on other commodities and equities.$052
Notional value of other swaps$035
Futures and forward contracts$021
Written option contracts$029
Purchased option contracts$029
2022-12-31Rank
Derivatives$322,051,062,00012
Notional amount of credit derivativesNANA
Bank is guarantor$48,308,00063
Bank is beneficiary$078
Interest rate contracts$321,758,435,0009
Notional value of interest rate swaps$1,867,745,000114
Futures and forward contracts$318,285,225,0006
Written option contracts$1,532,370,00021
Purchased option contracts$73,095,00094
Foreign exchange rate contracts$244,319,00043
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$055
Notional value of other swaps$038
Futures and forward contracts$021
Written option contracts$029
Purchased option contracts$031
2022-09-30Rank
Derivatives$377,502,758,00011
Notional amount of credit derivativesNANA
Bank is guarantor$099
Bank is beneficiary$077
Interest rate contracts$377,361,023,0008
Notional value of interest rate swaps$2,637,853,00092
Futures and forward contracts$372,804,798,0006
Written option contracts$1,918,372,00020
Purchased option contracts$0142
Foreign exchange rate contracts$141,735,00050
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$053
Notional value of other swaps$038
Futures and forward contracts$020
Written option contracts$027
Purchased option contracts$030
2022-06-30Rank
Derivatives$408,003,666,00011
Notional amount of credit derivatives$0107
Bank is guarantor$097
Bank is beneficiary$075
Interest rate contracts$407,878,075,0008
Notional value of interest rate swaps$563,647,000172
Futures and forward contracts$404,495,465,0006
Written option contracts$2,818,963,00017
Purchased option contracts$0133
Foreign exchange rate contracts$125,591,00049
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$053
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$030
Purchased option contracts$030
2022-03-31Rank
Derivatives$440,126,678,00011
Notional amount of credit derivatives$0109
Bank is guarantor$098
Bank is beneficiary$075
Interest rate contracts$439,992,817,0008
Notional value of interest rate swaps$562,558,000172
Futures and forward contracts$437,010,702,0006
Written option contracts$2,419,557,00017
Purchased option contracts$0141
Foreign exchange rate contracts$133,861,00051
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$028
Purchased option contracts$028
Contracts on other commodities and equities.$053
Notional value of other swaps$036
Futures and forward contracts$018
Written option contracts$031
Purchased option contracts$032
2021-12-31Rank
Derivatives$480,763,276,00011
Notional amount of credit derivatives$0106
Bank is guarantor$095
Bank is beneficiary$077
Interest rate contracts$480,585,753,0007
Notional value of interest rate swaps$1,386,897,000124
Futures and forward contracts$476,165,702,0005
Written option contracts$3,033,154,00017
Purchased option contracts$0140
Foreign exchange rate contracts$177,523,00047
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$029
Purchased option contracts$029
Contracts on other commodities and equities.$054
Notional value of other swaps$036
Futures and forward contracts$020
Written option contracts$032
Purchased option contracts$034
2021-09-30Rank
Derivatives$482,501,349,00011
Notional amount of credit derivatives$0113
Bank is guarantor$0100
Bank is beneficiary$079
Interest rate contracts$482,389,225,0007
Notional value of interest rate swaps$1,375,647,000124
Futures and forward contracts$477,387,845,0006
Written option contracts$3,575,733,00016
Purchased option contracts$50,000,00093
Foreign exchange rate contracts$112,124,00052
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$035
Purchased option contracts$035
2021-06-30Rank
Derivatives$504,466,067,00010
Notional amount of credit derivatives$0113
Bank is guarantor$0103
Bank is beneficiary$077
Interest rate contracts$504,361,334,0007
Notional value of interest rate swaps$1,510,391,000123
Futures and forward contracts$498,447,623,0006
Written option contracts$3,753,320,00017
Purchased option contracts$650,000,00034
Foreign exchange rate contracts$104,733,00052
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$029
Contracts on other commodities and equities.$056
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$037
Purchased option contracts$037
2021-03-31Rank
Derivatives$1,623,253,000147
Notional amount of credit derivatives$0114
Bank is guarantor$0104
Bank is beneficiary$078
Interest rate contracts$1,514,372,000152
Notional value of interest rate swaps$1,514,372,000123
Futures and forward contracts$0381
Written option contracts$0413
Purchased option contracts$0144
Foreign exchange rate contracts$108,881,00052
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$029
Purchased option contracts$029
Contracts on other commodities and equities.$056
Notional value of other swaps$037
Futures and forward contracts$019
Written option contracts$037
Purchased option contracts$038
2020-12-31Rank
Derivatives$1,630,009,000149
Notional amount of credit derivatives$0108
Bank is guarantor$0100
Bank is beneficiary$078
Interest rate contracts$1,518,391,000153
Notional value of interest rate swaps$1,518,391,000121
Futures and forward contracts$0391
Written option contracts$0417
Purchased option contracts$0143
Foreign exchange rate contracts$111,618,00053
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$055
Notional value of other swaps$037
Futures and forward contracts$018
Written option contracts$037
Purchased option contracts$037
2020-09-30Rank
Derivatives$552,646,000245
Notional amount of credit derivatives$0105
Bank is guarantor$096
Bank is beneficiary$077
Interest rate contracts$520,867,000249
Notional value of interest rate swaps$520,867,000178
Futures and forward contracts$0395
Written option contracts$0420
Purchased option contracts$0140
Foreign exchange rate contracts$31,779,00060
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$031
Purchased option contracts$031
Contracts on other commodities and equities.$056
Notional value of other swaps$038
Futures and forward contracts$018
Written option contracts$039
Purchased option contracts$039
2020-06-30Rank
Derivatives$703,431,000214
Notional amount of credit derivatives$0101
Bank is guarantor$091
Bank is beneficiary$074
Interest rate contracts$684,881,000213
Notional value of interest rate swaps$684,881,000162
Futures and forward contracts$0397
Written option contracts$0423
Purchased option contracts$0141
Foreign exchange rate contracts$18,550,00063
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$029
Purchased option contracts$028
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$018
Written option contracts$038
Purchased option contracts$038
2020-03-31Rank
Derivatives$691,834,000204
Notional amount of credit derivatives$099
Bank is guarantor$089
Bank is beneficiary$073
Interest rate contracts$687,020,000205
Notional value of interest rate swaps$687,020,000157
Futures and forward contracts$0399
Written option contracts$0428
Purchased option contracts$0135
Foreign exchange rate contracts$4,814,00071
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$055
Notional value of other swaps$036
Futures and forward contracts$018
Written option contracts$038
Purchased option contracts$037
2019-12-31Rank
Derivatives$694,196,000181
Notional amount of credit derivatives$096
Bank is guarantor$088
Bank is beneficiary$069
Interest rate contracts$690,885,000179
Notional value of interest rate swaps$690,885,000149
Futures and forward contracts$0410
Written option contracts$0437
Purchased option contracts$0131
Foreign exchange rate contracts$3,311,00073
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$056
Notional value of other swaps$036
Futures and forward contracts$019
Written option contracts$037
Purchased option contracts$037
2019-09-30Rank
Derivatives$704,042,000180
Notional amount of credit derivatives$091
Bank is guarantor$084
Bank is beneficiary$069
Interest rate contracts$693,255,000180
Notional value of interest rate swaps$693,255,000141
Futures and forward contracts$0437
Written option contracts$0456
Purchased option contracts$0123
Foreign exchange rate contracts$10,787,00069
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
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$804,831,000165
Notional amount of credit derivatives$091
Bank is guarantor$085
Bank is beneficiary$066
Interest rate contracts$785,646,000167
Notional value of interest rate swaps$785,646,000134
Futures and forward contracts$0473
Written option contracts$0500
Purchased option contracts$0131
Foreign exchange rate contracts$19,185,00065
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
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$824,044,000149
Notional amount of credit derivatives$090
Bank is guarantor$083
Bank is beneficiary$065
Interest rate contracts$788,841,000149
Notional value of interest rate swaps$788,841,000131
Futures and forward contracts$0474
Written option contracts$0498
Purchased option contracts$0131
Foreign exchange rate contracts$35,203,00066
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
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$840,727,000143
Notional amount of credit derivatives$089
Bank is guarantor$081
Bank is beneficiary$066
Interest rate contracts$793,053,000144
Notional value of interest rate swaps$793,053,000129
Futures and forward contracts$0475
Written option contracts$0510
Purchased option contracts$0131
Foreign exchange rate contracts$47,674,00062
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
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$841,533,000141
Notional amount of credit derivatives$088
Bank is guarantor$080
Bank is beneficiary$061
Interest rate contracts$798,757,000143
Notional value of interest rate swaps$798,757,000125
Futures and forward contracts$0495
Written option contracts$0527
Purchased option contracts$0131
Foreign exchange rate contracts$42,776,00062
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
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$881,623,000140
Notional amount of credit derivatives$088
Bank is guarantor$081
Bank is beneficiary$061
Interest rate contracts$813,631,000143
Notional value of interest rate swaps$813,631,000121
Futures and forward contracts$0505
Written option contracts$0542
Purchased option contracts$0131
Foreign exchange rate contracts$67,992,00057
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchangeNANA
Spot foreign exchange rate contractsNANA
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$942,077,000132
Notional amount of credit derivatives$084
Bank is guarantor$077
Bank is beneficiary$058
Interest rate contracts$851,221,000133
Notional value of interest rate swaps$851,221,000114
Futures and forward contracts$0505
Written option contracts$0533
Purchased option contracts$0129
Foreign exchange rate contracts$90,856,00056
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$90,856,00053
Spot foreign exchange rate contracts$4,958,00049
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$941,343,000123
Notional amount of credit derivatives$080
Bank is guarantor$072
Bank is beneficiary$060
Interest rate contracts$855,402,000123
Notional value of interest rate swaps$855,402,000113
Futures and forward contracts$0512
Written option contracts$0541
Purchased option contracts$0124
Foreign exchange rate contracts$85,941,00054
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$85,941,00051
Spot foreign exchange rate contracts$18,939,00035
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$927,498,000123
Notional amount of credit derivatives$077
Bank is guarantor$071
Bank is beneficiary$057
Interest rate contracts$859,483,000124
Notional value of interest rate swaps$859,483,000113
Futures and forward contracts$0521
Written option contracts$0557
Purchased option contracts$0124
Foreign exchange rate contracts$68,015,00055
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$68,015,00052
Spot foreign exchange rate contracts$1,653,00055
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$948,004,000121
Notional amount of credit derivatives$076
Bank is guarantor$069
Bank is beneficiary$054
Interest rate contracts$876,397,000121
Notional value of interest rate swaps$876,397,000112
Futures and forward contracts$0544
Written option contracts$0572
Purchased option contracts$0129
Foreign exchange rate contracts$71,607,00055
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$71,607,00052
Spot foreign exchange rate contracts$088
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$941,300,000121
Notional amount of credit derivatives$072
Bank is guarantor$064
Bank is beneficiary$055
Interest rate contracts$879,247,000117
Notional value of interest rate swaps$879,247,000105
Futures and forward contracts$0542
Written option contracts$0577
Purchased option contracts$0131
Foreign exchange rate contracts$62,053,00057
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$62,053,00052
Spot foreign exchange rate contracts$085
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$851,538,000121
Notional amount of credit derivatives$071
Bank is guarantor$063
Bank is beneficiary$052
Interest rate contracts$837,581,000114
Notional value of interest rate swaps$837,581,000104
Futures and forward contracts$0852
Written option contracts$0918
Purchased option contracts$0158
Foreign exchange rate contracts$13,957,00071
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$13,957,00065
Spot foreign exchange rate contracts$083
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$864,367,000126
Notional amount of credit derivatives$068
Bank is guarantor$060
Bank is beneficiary$051
Interest rate contracts$842,433,000124
Notional value of interest rate swaps$842,433,000102
Futures and forward contracts$0878
Written option contracts$0927
Purchased option contracts$0159
Foreign exchange rate contracts$21,934,00066
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$21,934,00062
Spot foreign exchange rate contracts$084
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$811,081,000131
Notional amount of credit derivatives$071
Bank is guarantor$061
Bank is beneficiary$052
Interest rate contracts$795,382,000127
Notional value of interest rate swaps$795,382,000101
Futures and forward contracts$0866
Written option contracts$0918
Purchased option contracts$0174
Foreign exchange rate contracts$15,699,00071
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$15,699,00067
Spot foreign exchange rate contracts$090
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$818,929,000125
Notional amount of credit derivatives$066
Bank is guarantor$056
Bank is beneficiary$051
Interest rate contracts$797,304,000119
Notional value of interest rate swaps$797,304,00098
Futures and forward contracts$0840
Written option contracts$0894
Purchased option contracts$0172
Foreign exchange rate contracts$21,625,00067
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$21,625,00066
Spot foreign exchange rate contracts$085
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$831,963,000112
Notional amount of credit derivatives$065
Bank is guarantor$055
Bank is beneficiary$048
Interest rate contracts$800,478,000105
Notional value of interest rate swaps$800,478,00096
Futures and forward contracts$0833
Written option contracts$0872
Purchased option contracts$0172
Foreign exchange rate contracts$31,485,00065
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$31,485,00063
Spot foreign exchange rate contracts$082
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$849,764,000110
Notional amount of credit derivatives$065
Bank is guarantor$054
Bank is beneficiary$046
Interest rate contracts$805,073,000104
Notional value of interest rate swaps$805,073,00094
Futures and forward contracts$0850
Written option contracts$0880
Purchased option contracts$0175
Foreign exchange rate contracts$44,691,00060
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$44,691,00058
Spot foreign exchange rate contracts$088
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$828,037,000112
Notional amount of credit derivatives$065
Bank is guarantor$053
Bank is beneficiary$047
Interest rate contracts$825,169,000106
Notional value of interest rate swaps$825,169,00093
Futures and forward contracts$0844
Written option contracts$0897
Purchased option contracts$0173
Foreign exchange rate contracts$2,868,00092
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$2,868,00087
Spot foreign exchange rate contracts$084
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$670,942,000123
Notional amount of credit derivatives$065
Bank is guarantor$052
Bank is beneficiary$046
Interest rate contracts$668,183,000116
Notional value of interest rate swaps$668,183,00098
Futures and forward contracts$0828
Written option contracts$0899
Purchased option contracts$0170
Foreign exchange rate contracts$2,759,00093
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$2,759,00088
Spot foreign exchange rate contracts$087
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$650,636,000116
Notional amount of credit derivatives$063
Bank is guarantor$050
Bank is beneficiary$045
Interest rate contracts$647,703,000108
Notional value of interest rate swaps$647,703,00094
Futures and forward contracts$0802
Written option contracts$0871
Purchased option contracts$0171
Foreign exchange rate contracts$2,933,00091
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$2,933,00086
Spot foreign exchange rate contracts$084
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$592,208,000116
Notional amount of credit derivatives$064
Bank is guarantor$050
Bank is beneficiary$046
Interest rate contracts$589,101,000108
Notional value of interest rate swaps$589,101,00094
Futures and forward contracts$0795
Written option contracts$0881
Purchased option contracts$0169
Foreign exchange rate contracts$3,107,00092
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$3,107,00086
Spot foreign exchange rate contracts$087
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$571,279,000122
Notional amount of credit derivatives$064
Bank is guarantor$049
Bank is beneficiary$047
Interest rate contracts$568,006,000114
Notional value of interest rate swaps$568,006,00096
Futures and forward contracts$0816
Written option contracts$0884
Purchased option contracts$0174
Foreign exchange rate contracts$3,273,00089
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$3,273,00084
Spot foreign exchange rate contracts$080
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$516,830,000121
Notional amount of credit derivatives$062
Bank is guarantor$047
Bank is beneficiary$045
Interest rate contracts$514,843,000114
Notional value of interest rate swaps$514,843,00098
Futures and forward contracts$0790
Written option contracts$0879
Purchased option contracts$0172
Foreign exchange rate contracts$1,987,00091
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$1,987,00086
Spot foreign exchange rate contracts$080
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$286,631,000165
Notional amount of credit derivatives$059
Bank is guarantor$044
Bank is beneficiary$043
Interest rate contracts$284,603,000155
Notional value of interest rate swaps$284,603,000128
Futures and forward contracts$0792
Written option contracts$0858
Purchased option contracts$0164
Foreign exchange rate contracts$2,028,00088
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$2,028,00082
Spot foreign exchange rate contracts$077
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$46,793,000356
Notional amount of credit derivatives$058
Bank is guarantor$043
Bank is beneficiary$043
Interest rate contracts$44,643,000350
Notional value of interest rate swaps$44,643,000237
Futures and forward contracts$0831
Written option contracts$0876
Purchased option contracts$0158
Foreign exchange rate contracts$2,150,00092
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$2,150,00085
Spot foreign exchange rate contracts$079
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$9,314,000721
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$7,053,000756
Notional value of interest rate swaps$7,053,000366
Futures and forward contracts$0826
Written option contracts$0875
Purchased option contracts$0152
Foreign exchange rate contracts$2,261,00091
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$2,261,00085
Spot foreign exchange rate contracts$081
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$5,409,000834
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$5,409,000812
Notional value of interest rate swaps$5,409,000367
Futures and forward contracts$0809
Written option contracts$0875
Purchased option contracts$0157
Foreign exchange rate contracts$0116
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$0108
Spot foreign exchange rate contracts$077
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$5,453,000857
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$039
Interest rate contracts$5,453,000837
Notional value of interest rate swaps$5,453,000361
Futures and forward contracts$0782
Written option contracts$0845
Purchased option contracts$0156
Foreign exchange rate contracts$0110
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0103
Spot foreign exchange rate contracts$074
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$5,506,000868
Notional amount of credit derivatives$052
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$5,506,000849
Notional value of interest rate swaps$5,506,000347
Futures and forward contracts$0769
Written option contracts$0839
Purchased option contracts$0157
Foreign exchange rate contracts$0112
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0105
Spot foreign exchange rate contracts$077
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$5,558,000827
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$034
Interest rate contracts$5,558,000808
Notional value of interest rate swaps$5,558,000342
Futures and forward contracts$0741
Written option contracts$0808
Purchased option contracts$0157
Foreign exchange rate contracts$0109
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0102
Spot foreign exchange rate contracts$074
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$4,075,000860
Notional amount of credit derivatives$051
Bank is guarantor$043
Bank is beneficiary$035
Interest rate contracts$4,075,000839
Notional value of interest rate swaps$4,075,000359
Futures and forward contracts$0728
Written option contracts$0789
Purchased option contracts$0154
Foreign exchange rate contracts$0103
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$072
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$4,125,000744
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$035
Interest rate contracts$4,125,000729
Notional value of interest rate swaps$4,125,000327
Futures and forward contracts$0659
Written option contracts$0734
Purchased option contracts$0142
Foreign exchange rate contracts$0101
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$071
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$4,175,000801
Notional amount of credit derivatives$046
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$4,175,000781
Notional value of interest rate swaps$4,175,000320
Futures and forward contracts$0648
Written option contracts$0730
Purchased option contracts$0141
Foreign exchange rate contracts$0101
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$074
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$4,223,000679
Notional amount of credit derivatives$045
Bank is guarantor$038
Bank is beneficiary$031
Interest rate contracts$4,223,000659
Notional value of interest rate swaps$4,223,000316
Futures and forward contracts$0628
Written option contracts$0701
Purchased option contracts$0143
Foreign exchange rate contracts$0101
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$093
Spot foreign exchange rate contracts$070
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$4,270,000644
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$032
Interest rate contracts$4,270,000624
Notional value of interest rate swaps$4,270,000312
Futures and forward contracts$0610
Written option contracts$0700
Purchased option contracts$0139
Foreign exchange rate contracts$0101
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$092
Spot foreign exchange rate contracts$068
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$6,242,000630
Notional amount of credit derivatives$048
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$6,242,000610
Notional value of interest rate swaps$6,242,000288
Futures and forward contracts$0635
Written option contracts$0722
Purchased option contracts$0142
Foreign exchange rate contracts$0104
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$066
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$6,299,000726
Notional amount of credit derivatives$047
Bank is guarantor$036
Bank is beneficiary$032
Interest rate contracts$6,299,000705
Notional value of interest rate swaps$6,299,000286
Futures and forward contracts$0630
Written option contracts$0752
Purchased option contracts$0135
Foreign exchange rate contracts$0105
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$069
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$6,353,000631
Notional amount of credit derivatives$047
Bank is guarantor$037
Bank is beneficiary$033
Interest rate contracts$6,353,000613
Notional value of interest rate swaps$6,353,000280
Futures and forward contracts$0592
Written option contracts$0710
Purchased option contracts$0143
Foreign exchange rate contracts$0105
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$067
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$6,406,000597
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$033
Interest rate contracts$6,406,000581
Notional value of interest rate swaps$6,406,000289
Futures and forward contracts$0580
Written option contracts$0689
Purchased option contracts$0142
Foreign exchange rate contracts$0104
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$070
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$6,461,000571
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$035
Interest rate contracts$6,461,000555
Notional value of interest rate swaps$6,461,000285
Futures and forward contracts$0570
Written option contracts$0689
Purchased option contracts$0146
Foreign exchange rate contracts$0100
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$067
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$6,514,000609
Notional amount of credit derivatives$051
Bank is guarantor$042
Bank is beneficiary$036
Interest rate contracts$6,514,000587
Notional value of interest rate swaps$6,514,000282
Futures and forward contracts$0590
Written option contracts$0717
Purchased option contracts$0147
Foreign exchange rate contracts$0101
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$070
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$6,565,000642
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$036
Interest rate contracts$6,565,000621
Notional value of interest rate swaps$6,565,000288
Futures and forward contracts$0609
Written option contracts$0739
Purchased option contracts$0145
Foreign exchange rate contracts$0102
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$069
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$6,614,000680
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$038
Interest rate contracts$6,614,000657
Notional value of interest rate swaps$6,614,000283
Futures and forward contracts$0582
Written option contracts$0706
Purchased option contracts$0145
Foreign exchange rate contracts$0106
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0100
Spot foreign exchange rate contracts$071
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$6,662,000614
Notional amount of credit derivatives$050
Bank is guarantor$036
Bank is beneficiary$040
Interest rate contracts$6,662,000593
Notional value of interest rate swaps$6,662,000281
Futures and forward contracts$0537
Written option contracts$0636
Purchased option contracts$0145
Foreign exchange rate contracts$0104
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$071
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$6,702,000526
Notional amount of credit derivatives$054
Bank is guarantor$039
Bank is beneficiary$041
Interest rate contracts$6,702,000505
Notional value of interest rate swaps$6,702,000283
Futures and forward contracts$0517
Written option contracts$0604
Purchased option contracts$0153
Foreign exchange rate contracts$0104
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$073
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$6,740,000526
Notional amount of credit derivatives$052
Bank is guarantor$037
Bank is beneficiary$039
Interest rate contracts$6,740,000504
Notional value of interest rate swaps$6,740,000289
Futures and forward contracts$0487
Written option contracts$0598
Purchased option contracts$0152
Foreign exchange rate contracts$0102
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$096
Spot foreign exchange rate contracts$073
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$6,778,000568
Notional amount of credit derivatives$050
Bank is guarantor$038
Bank is beneficiary$037
Interest rate contracts$6,778,000545
Notional value of interest rate swaps$6,778,000285
Futures and forward contracts$0496
Written option contracts$0632
Purchased option contracts$0158
Foreign exchange rate contracts$0105
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$071
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$4,309,000604
Notional amount of credit derivatives$048
Bank is guarantor$036
Bank is beneficiary$037
Interest rate contracts$4,309,000576
Notional value of interest rate swaps$4,309,000301
Futures and forward contracts$0454
Written option contracts$0590
Purchased option contracts$0169
Foreign exchange rate contracts$0100
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$094
Spot foreign exchange rate contracts$070
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$4,319,000620
Notional amount of credit derivatives$048
Bank is guarantor$035
Bank is beneficiary$039
Interest rate contracts$4,319,000585
Notional value of interest rate swaps$4,319,000295
Futures and forward contracts$0443
Written option contracts$0558
Purchased option contracts$0177
Foreign exchange rate contracts$0100
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$072
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$1,546,000805
Notional amount of credit derivatives$052
Bank is guarantor$039
Bank is beneficiary$037
Interest rate contracts$1,546,000753
Notional value of interest rate swaps$1,546,000336
Futures and forward contracts$0460
Written option contracts$0570
Purchased option contracts$0190
Foreign exchange rate contracts$0105
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$072
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$01,065
Notional amount of credit derivatives$054
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$0941
Notional value of interest rate swaps$0345
Futures and forward contracts$0444
Written option contracts$0548
Purchased option contracts$0191
Foreign exchange rate contracts$0101
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$095
Spot foreign exchange rate contracts$072
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$01,023
Notional amount of credit derivatives$048
Bank is guarantor$034
Bank is beneficiary$036
Interest rate contracts$0900
Notional value of interest rate swaps$0345
Futures and forward contracts$0427
Written option contracts$0518
Purchased option contracts$0188
Foreign exchange rate contracts$0104
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$098
Spot foreign exchange rate contracts$073
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$01,023
Notional amount of credit derivatives$047
Bank is guarantor$034
Bank is beneficiary$035
Interest rate contracts$0894
Notional value of interest rate swaps$0353
Futures and forward contracts$0430
Written option contracts$0512
Purchased option contracts$0185
Foreign exchange rate contracts$0109
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$077
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$01,000
Notional amount of credit derivatives$041
Bank is guarantor$026
Bank is beneficiary$035
Interest rate contracts$0880
Notional value of interest rate swaps$0353
Futures and forward contracts$0416
Written option contracts$0505
Purchased option contracts$0168
Foreign exchange rate contracts$0105
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$098
Spot foreign exchange rate contracts$077
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$0990
Notional amount of credit derivatives$041
Bank is guarantor$027
Bank is beneficiary$035
Interest rate contracts$0862
Notional value of interest rate swaps$0347
Futures and forward contracts$0407
Written option contracts$0497
Purchased option contracts$0163
Foreign exchange rate contracts$0104
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$099
Spot foreign exchange rate contracts$078
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$0930
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$033
Interest rate contracts$0810
Notional value of interest rate swaps$0340
Futures and forward contracts$0388
Written option contracts$0465
Purchased option contracts$0157
Foreign exchange rate contracts$0103
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$097
Spot foreign exchange rate contracts$072
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$0909
Notional amount of credit derivatives$039
Bank is guarantor$028
Bank is beneficiary$031
Interest rate contracts$0774
Notional value of interest rate swaps$0336
Futures and forward contracts$0355
Written option contracts$0439
Purchased option contracts$0141
Foreign exchange rate contracts$0111
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$0107
Spot foreign exchange rate contracts$079
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$0866
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$031
Interest rate contracts$0738
Notional value of interest rate swaps$0331
Futures and forward contracts$0325
Written option contracts$0424
Purchased option contracts$0117
Foreign exchange rate contracts$0109
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$078
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$0790
Notional amount of credit derivatives$035
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$0669
Notional value of interest rate swaps$0328
Futures and forward contracts$0283
Written option contracts$0342
Purchased option contracts$0119
Foreign exchange rate contracts$0112
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$0109
Spot foreign exchange rate contracts$081
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$0774
Notional amount of credit derivatives$035
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$0659
Notional value of interest rate swaps$0335
Futures and forward contracts$0272
Written option contracts$0340
Purchased option contracts$0114
Foreign exchange rate contracts$0109
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$074
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$0770
Notional amount of credit derivatives$036
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$0656
Notional value of interest rate swaps$0341
Futures and forward contracts$0268
Written option contracts$0334
Purchased option contracts$0120
Foreign exchange rate contracts$0111
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0107
Spot foreign exchange rate contracts$080
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$0740
Notional amount of credit derivatives$037
Bank is guarantor$023
Bank is beneficiary$031
Interest rate contracts$0628
Notional value of interest rate swaps$0338
Futures and forward contracts$0251
Written option contracts$0309
Purchased option contracts$0123
Foreign exchange rate contracts$0110
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0106
Spot foreign exchange rate contracts$081
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$0699
Notional amount of credit derivatives$037
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$0586
Notional value of interest rate swaps$0325
Futures and forward contracts$0237
Written option contracts$0273
Purchased option contracts$0122
Foreign exchange rate contracts$0107
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0102
Spot foreign exchange rate contracts$078
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$0665
Notional amount of credit derivatives$032
Bank is guarantor$020
Bank is beneficiary$029
Interest rate contracts$0562
Notional value of interest rate swaps$0330
Futures and forward contracts$0228
Written option contracts$0251
Purchased option contracts$0125
Foreign exchange rate contracts$0109
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0100
Spot foreign exchange rate contracts$077
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$0666
Notional amount of credit derivatives$032
Bank is guarantor$019
Bank is beneficiary$028
Interest rate contracts$0560
Notional value of interest rate swaps$0328
Futures and forward contracts$0219
Written option contracts$0233
Purchased option contracts$0130
Foreign exchange rate contracts$0112
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0105
Spot foreign exchange rate contracts$078
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$0623
Notional amount of credit derivatives$030
Bank is guarantor$020
Bank is beneficiary$025
Interest rate contracts$0523
Notional value of interest rate swaps$0315
Futures and forward contracts$0197
Written option contracts$0209
Purchased option contracts$0134
Foreign exchange rate contracts$0111
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$078
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$0578
Notional amount of credit derivatives$033
Bank is guarantor$023
Bank is beneficiary$025
Interest rate contracts$0481
Notional value of interest rate swaps$0307
Futures and forward contracts$0175
Written option contracts$0168
Purchased option contracts$0139
Foreign exchange rate contracts$0110
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0104
Spot foreign exchange rate contracts$081
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