Home > Westernbank Puerto Rico > Derivatives
Westernbank Puerto Rico, Derivatives
| 2010-03-31 | Rank | |
| Derivatives | $619,407,000 | 88 |
| Notional amount of credit derivatives | $0 | 50 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 33 |
| Interest rate contracts | $511,338,000 | 94 |
| Notional value of interest rate swaps | $340,386,000 | 100 |
| Futures and forward contracts | $0 | 580 |
| Written option contracts | $85,476,000 | 65 |
| Purchased option contracts | $85,476,000 | 46 |
| Foreign exchange rate contracts | $0 | 104 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
| Spot foreign exchange rate contracts | $0 | 70 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $108,069,000 | 28 |
| Notional value of other swaps | $0 | 53 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $52,967,000 | 25 |
| Purchased option contracts | $55,102,000 | 23 |
| 2009-12-31 | Rank | |
| Derivatives | $643,552,000 | 86 |
| Notional amount of credit derivatives | $0 | 51 |
| Bank is guarantor | $0 | 41 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $533,264,000 | 88 |
| Notional value of interest rate swaps | $361,880,000 | 94 |
| Futures and forward contracts | $0 | 570 |
| Written option contracts | $85,692,000 | 66 |
| Purchased option contracts | $85,692,000 | 48 |
| Foreign exchange rate contracts | $0 | 100 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 94 |
| Spot foreign exchange rate contracts | $0 | 67 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $110,288,000 | 32 |
| Notional value of other swaps | $0 | 53 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $54,080,000 | 25 |
| Purchased option contracts | $56,208,000 | 24 |
| 2009-09-30 | Rank | |
| Derivatives | $706,406,000 | 81 |
| Notional amount of credit derivatives | $0 | 51 |
| Bank is guarantor | $0 | 42 |
| Bank is beneficiary | $0 | 36 |
| Interest rate contracts | $595,791,000 | 82 |
| Notional value of interest rate swaps | $309,883,000 | 105 |
| Futures and forward contracts | $200,000,000 | 43 |
| Written option contracts | $42,954,000 | 102 |
| Purchased option contracts | $42,954,000 | 59 |
| Foreign exchange rate contracts | $0 | 101 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
| Spot foreign exchange rate contracts | $0 | 70 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $110,615,000 | 30 |
| Notional value of other swaps | $0 | 58 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $54,271,000 | 24 |
| Purchased option contracts | $56,344,000 | 25 |
| 2009-06-30 | Rank | |
| Derivatives | $707,985,000 | 90 |
| Notional amount of credit derivatives | $0 | 50 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 36 |
| Interest rate contracts | $596,586,000 | 91 |
| Notional value of interest rate swaps | $310,480,000 | 109 |
| Futures and forward contracts | $200,000,000 | 48 |
| Written option contracts | $43,053,000 | 113 |
| Purchased option contracts | $43,053,000 | 64 |
| Foreign exchange rate contracts | $0 | 102 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
| Spot foreign exchange rate contracts | $0 | 69 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $111,399,000 | 31 |
| Notional value of other swaps | $0 | 65 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $54,700,000 | 25 |
| Purchased option contracts | $56,699,000 | 25 |
| 2009-03-31 | Rank | |
| Derivatives | $587,616,000 | 107 |
| Notional amount of credit derivatives | $0 | 53 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 38 |
| Interest rate contracts | $446,196,000 | 123 |
| Notional value of interest rate swaps | $359,892,000 | 103 |
| Futures and forward contracts | $0 | 582 |
| Written option contracts | $43,152,000 | 141 |
| Purchased option contracts | $43,152,000 | 68 |
| Foreign exchange rate contracts | $0 | 106 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 100 |
| Spot foreign exchange rate contracts | $0 | 71 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $141,420,000 | 26 |
| Notional value of other swaps | $0 | 62 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $69,121,000 | 23 |
| Purchased option contracts | $72,299,000 | 21 |
| 2008-12-31 | Rank | |
| Derivatives | $692,787,000 | 90 |
| Notional amount of credit derivatives | $0 | 50 |
| Bank is guarantor | $0 | 36 |
| Bank is beneficiary | $0 | 40 |
| Interest rate contracts | $550,972,000 | 92 |
| Notional value of interest rate swaps | $464,470,000 | 89 |
| Futures and forward contracts | $0 | 537 |
| Written option contracts | $43,251,000 | 104 |
| Purchased option contracts | $43,251,000 | 72 |
| Foreign exchange rate contracts | $0 | 104 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
| Spot foreign exchange rate contracts | $0 | 71 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $141,815,000 | 26 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $69,444,000 | 23 |
| Purchased option contracts | $72,371,000 | 22 |
| 2008-09-30 | Rank | |
| Derivatives | $757,198,000 | 89 |
| Notional amount of credit derivatives | $0 | 54 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $0 | 41 |
| Interest rate contracts | $615,376,000 | 88 |
| Notional value of interest rate swaps | $528,676,000 | 81 |
| Futures and forward contracts | $0 | 517 |
| Written option contracts | $43,350,000 | 82 |
| Purchased option contracts | $43,350,000 | 77 |
| Foreign exchange rate contracts | $0 | 104 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
| Spot foreign exchange rate contracts | $0 | 73 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $141,822,000 | 30 |
| Notional value of other swaps | $0 | 73 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $69,555,000 | 25 |
| Purchased option contracts | $72,267,000 | 23 |
| 2008-06-30 | Rank | |
| Derivatives | $778,558,000 | 87 |
| Notional amount of credit derivatives | $0 | 52 |
| Bank is guarantor | $0 | 37 |
| Bank is beneficiary | $0 | 39 |
| Interest rate contracts | $639,843,000 | 88 |
| Notional value of interest rate swaps | $553,143,000 | 83 |
| Futures and forward contracts | $0 | 487 |
| Written option contracts | $43,350,000 | 77 |
| Purchased option contracts | $43,350,000 | 80 |
| Foreign exchange rate contracts | $0 | 102 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
| Spot foreign exchange rate contracts | $0 | 73 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $138,715,000 | 28 |
| Notional value of other swaps | $0 | 75 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $67,946,000 | 23 |
| Purchased option contracts | $70,769,000 | 21 |
| 2008-03-31 | Rank | |
| Derivatives | $980,159,000 | 82 |
| Notional amount of credit derivatives | $0 | 50 |
| Bank is guarantor | $0 | 38 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $818,565,000 | 81 |
| Notional value of interest rate swaps | $731,865,000 | 76 |
| Futures and forward contracts | $0 | 496 |
| Written option contracts | $43,350,000 | 91 |
| Purchased option contracts | $43,350,000 | 87 |
| Foreign exchange rate contracts | $0 | 105 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
| Spot foreign exchange rate contracts | $0 | 71 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $161,594,000 | 27 |
| Notional value of other swaps | $0 | 76 |
| Futures and forward contracts | $0 | 18 |
| Written option contracts | $78,900,000 | 23 |
| Purchased option contracts | $82,694,000 | 21 |
| 2007-12-31 | Rank | |
| Derivatives | $1,154,901,000 | 76 |
| Notional amount of credit derivatives | $0 | 48 |
| Bank is guarantor | $0 | 36 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $993,735,000 | 74 |
| Notional value of interest rate swaps | $907,035,000 | 71 |
| Futures and forward contracts | $0 | 454 |
| Written option contracts | $43,350,000 | 75 |
| Purchased option contracts | $43,350,000 | 99 |
| Foreign exchange rate contracts | $0 | 100 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 94 |
| Spot foreign exchange rate contracts | $0 | 70 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $161,166,000 | 27 |
| Notional value of other swaps | $0 | 79 |
| Futures and forward contracts | $0 | 22 |
| Written option contracts | $78,819,000 | 20 |
| Purchased option contracts | $82,347,000 | 19 |
| 2007-09-30 | Rank | |
| Derivatives | $1,044,875,000 | 79 |
| Notional amount of credit derivatives | $0 | 48 |
| Bank is guarantor | $0 | 35 |
| Bank is beneficiary | $0 | 39 |
| Interest rate contracts | $883,215,000 | 81 |
| Notional value of interest rate swaps | $883,215,000 | 71 |
| Futures and forward contracts | $0 | 443 |
| Written option contracts | $0 | 558 |
| Purchased option contracts | $0 | 177 |
| Foreign exchange rate contracts | $0 | 100 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $161,660,000 | 26 |
| Notional value of other swaps | $0 | 83 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $79,078,000 | 18 |
| Purchased option contracts | $82,582,000 | 18 |
| 2007-06-30 | Rank | |
| Derivatives | $781,396,000 | 97 |
| Notional amount of credit derivatives | $0 | 52 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $617,775,000 | 99 |
| Notional value of interest rate swaps | $617,775,000 | 84 |
| Futures and forward contracts | $0 | 460 |
| Written option contracts | $0 | 570 |
| Purchased option contracts | $0 | 190 |
| Foreign exchange rate contracts | $0 | 105 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $163,621,000 | 28 |
| Notional value of other swaps | $0 | 82 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $80,205,000 | 19 |
| Purchased option contracts | $83,416,000 | 19 |
| 2007-03-31 | Rank | |
| Derivatives | $764,577,000 | 97 |
| Notional amount of credit derivatives | $0 | 54 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $569,275,000 | 106 |
| Notional value of interest rate swaps | $569,275,000 | 90 |
| Futures and forward contracts | $0 | 444 |
| Written option contracts | $0 | 548 |
| Purchased option contracts | $0 | 191 |
| Foreign exchange rate contracts | $0 | 101 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $195,302,000 | 24 |
| Notional value of other swaps | $0 | 83 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $95,451,000 | 16 |
| Purchased option contracts | $99,851,000 | 18 |
| 2006-12-31 | Rank | |
| Derivatives | $766,329,000 | 98 |
| Notional amount of credit derivatives | $0 | 48 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $0 | 36 |
| Interest rate contracts | $569,275,000 | 104 |
| Notional value of interest rate swaps | $569,275,000 | 89 |
| Futures and forward contracts | $0 | 427 |
| Written option contracts | $0 | 518 |
| Purchased option contracts | $0 | 188 |
| Foreign exchange rate contracts | $0 | 104 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 98 |
| Spot foreign exchange rate contracts | $0 | 73 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $197,054,000 | 22 |
| Notional value of other swaps | $0 | 84 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $96,783,000 | 16 |
| Purchased option contracts | $100,271,000 | 18 |
| 2006-09-30 | Rank | |
| Derivatives | $768,180,000 | 97 |
| Notional amount of credit derivatives | $0 | 47 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $569,275,000 | 104 |
| Notional value of interest rate swaps | $569,275,000 | 91 |
| Futures and forward contracts | $0 | 430 |
| Written option contracts | $0 | 512 |
| Purchased option contracts | $0 | 185 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $198,905,000 | 22 |
| Notional value of other swaps | $0 | 85 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $98,064,000 | 17 |
| Purchased option contracts | $100,841,000 | 19 |
| 2006-06-30 | Rank | |
| Derivatives | $771,841,000 | 99 |
| Notional amount of credit derivatives | $0 | 41 |
| Bank is guarantor | $0 | 26 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $569,275,000 | 106 |
| Notional value of interest rate swaps | $569,275,000 | 94 |
| Futures and forward contracts | $0 | 416 |
| Written option contracts | $0 | 505 |
| Purchased option contracts | $0 | 168 |
| Foreign exchange rate contracts | $0 | 105 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 98 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 36 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $202,566,000 | 21 |
| Notional value of other swaps | $1,068,000 | 55 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $100,003,000 | 17 |
| Purchased option contracts | $101,495,000 | 19 |
| 2006-03-31 | Rank | |
| Derivatives | $836,229,000 | 93 |
| Notional amount of credit derivatives | $0 | 41 |
| Bank is guarantor | $0 | 27 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $579,275,000 | 99 |
| Notional value of interest rate swaps | $579,275,000 | 89 |
| Futures and forward contracts | $0 | 407 |
| Written option contracts | $0 | 497 |
| Purchased option contracts | $0 | 163 |
| Foreign exchange rate contracts | $0 | 104 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $256,954,000 | 20 |
| Notional value of other swaps | $34,630,000 | 21 |
| Futures and forward contracts | $0 | 30 |
| Written option contracts | $126,898,000 | 15 |
| Purchased option contracts | $95,426,000 | 18 |
| 2005-12-31 | Rank | |
| Derivatives | $875,385,000 | 89 |
| Notional amount of credit derivatives | $0 | 38 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 33 |
| Interest rate contracts | $616,300,000 | 94 |
| Notional value of interest rate swaps | $616,300,000 | 88 |
| Futures and forward contracts | $0 | 388 |
| Written option contracts | $0 | 465 |
| Purchased option contracts | $0 | 157 |
| Foreign exchange rate contracts | $0 | 103 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $259,085,000 | 20 |
| Notional value of other swaps | $36,329,000 | 21 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $128,075,000 | 14 |
| Purchased option contracts | $94,681,000 | 17 |
| 2005-09-30 | Rank | |
| Derivatives | $875,209,000 | 88 |
| Notional amount of credit derivatives | $0 | 39 |
| Bank is guarantor | $0 | 28 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $616,200,000 | 95 |
| Notional value of interest rate swaps | $616,200,000 | 86 |
| Futures and forward contracts | $0 | 355 |
| Written option contracts | $0 | 439 |
| Purchased option contracts | $0 | 141 |
| Foreign exchange rate contracts | $0 | 111 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
| Spot foreign exchange rate contracts | $0 | 79 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $259,009,000 | 18 |
| Notional value of other swaps | $36,329,000 | 18 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $128,136,000 | 13 |
| Purchased option contracts | $94,544,000 | 17 |
| 2005-06-30 | Rank | |
| Derivatives | $874,271,000 | 87 |
| Notional amount of credit derivatives | $0 | 38 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $616,200,000 | 93 |
| Notional value of interest rate swaps | $616,200,000 | 82 |
| Futures and forward contracts | $0 | 325 |
| Written option contracts | $0 | 424 |
| Purchased option contracts | $0 | 117 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $258,071,000 | 16 |
| Notional value of other swaps | $36,329,000 | 17 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $127,806,000 | 12 |
| Purchased option contracts | $93,936,000 | 15 |
| 2005-03-31 | Rank | |
| Derivatives | $867,606,000 | 88 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $637,000,000 | 95 |
| Notional value of interest rate swaps | $637,000,000 | 85 |
| Futures and forward contracts | $0 | 283 |
| Written option contracts | $0 | 342 |
| Purchased option contracts | $0 | 119 |
| Foreign exchange rate contracts | $0 | 112 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $230,606,000 | 17 |
| Notional value of other swaps | $36,329,000 | 18 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $114,178,000 | 13 |
| Purchased option contracts | $80,099,000 | 15 |
| 2004-12-31 | Rank | |
| Derivatives | $1,614,796,000 | 70 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $1,387,848,000 | 71 |
| Notional value of interest rate swaps | $1,387,848,000 | 59 |
| Futures and forward contracts | $0 | 272 |
| Written option contracts | $0 | 340 |
| Purchased option contracts | $0 | 114 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 74 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $226,948,000 | 16 |
| Notional value of other swaps | $36,329,000 | 18 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $112,407,000 | 12 |
| Purchased option contracts | $78,212,000 | 15 |
| 2004-09-30 | Rank | |
| Derivatives | $1,068,273,000 | 86 |
| Notional amount of credit derivatives | $0 | 36 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $842,000,000 | 88 |
| Notional value of interest rate swaps | $842,000,000 | 78 |
| Futures and forward contracts | $0 | 268 |
| Written option contracts | $0 | 334 |
| Purchased option contracts | $0 | 120 |
| Foreign exchange rate contracts | $0 | 111 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
| Spot foreign exchange rate contracts | $0 | 80 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $226,273,000 | 18 |
| Notional value of other swaps | $36,328,000 | 19 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $112,195,000 | 13 |
| Purchased option contracts | $77,750,000 | 16 |
| 2004-06-30 | Rank | |
| Derivatives | $967,704,000 | 87 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $743,000,000 | 90 |
| Notional value of interest rate swaps | $743,000,000 | 81 |
| Futures and forward contracts | $0 | 251 |
| Written option contracts | $0 | 309 |
| Purchased option contracts | $0 | 123 |
| Foreign exchange rate contracts | $0 | 110 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 106 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $224,704,000 | 19 |
| Notional value of other swaps | $36,329,000 | 19 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $111,620,000 | 14 |
| Purchased option contracts | $76,755,000 | 18 |
| 2004-03-31 | Rank | |
| Derivatives | $966,486,000 | 86 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $790,000,000 | 88 |
| Notional value of interest rate swaps | $790,000,000 | 74 |
| Futures and forward contracts | $0 | 237 |
| Written option contracts | $0 | 273 |
| Purchased option contracts | $0 | 122 |
| Foreign exchange rate contracts | $0 | 107 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 102 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $176,486,000 | 20 |
| Notional value of other swaps | $36,329,000 | 17 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $87,903,000 | 15 |
| Purchased option contracts | $52,254,000 | 21 |
| 2003-12-31 | Rank | |
| Derivatives | $812,483,000 | 87 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 29 |
| Interest rate contracts | $640,000,000 | 95 |
| Notional value of interest rate swaps | $640,000,000 | 81 |
| Futures and forward contracts | $0 | 228 |
| Written option contracts | $0 | 251 |
| Purchased option contracts | $0 | 125 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 100 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $172,483,000 | 21 |
| Notional value of other swaps | $36,329,000 | 16 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $85,811,000 | 16 |
| Purchased option contracts | $50,343,000 | 19 |
| 2003-09-30 | Rank | |
| Derivatives | $701,997,000 | 94 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 28 |
| Interest rate contracts | $530,000,000 | 100 |
| Notional value of interest rate swaps | $530,000,000 | 87 |
| Futures and forward contracts | $0 | 219 |
| Written option contracts | $0 | 233 |
| Purchased option contracts | $0 | 130 |
| Foreign exchange rate contracts | $0 | 112 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $171,997,000 | 19 |
| Notional value of other swaps | $36,329,000 | 17 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $85,674,000 | 15 |
| Purchased option contracts | $49,994,000 | 19 |
| 2003-06-30 | Rank | |
| Derivatives | $744,129,000 | 100 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $575,000,000 | 101 |
| Notional value of interest rate swaps | $575,000,000 | 80 |
| Futures and forward contracts | $0 | 197 |
| Written option contracts | $0 | 209 |
| Purchased option contracts | $0 | 134 |
| Foreign exchange rate contracts | $0 | 111 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $169,129,000 | 19 |
| Notional value of other swaps | $36,329,000 | 17 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $84,393,000 | 15 |
| Purchased option contracts | $48,407,000 | 19 |
| 2003-03-31 | Rank | |
| Derivatives | $636,271,000 | 104 |
| Notional amount of credit derivatives | $0 | 33 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $505,000,000 | 109 |
| Notional value of interest rate swaps | $505,000,000 | 89 |
| Futures and forward contracts | $0 | 175 |
| Written option contracts | $0 | 168 |
| Purchased option contracts | $0 | 139 |
| Foreign exchange rate contracts | $0 | 110 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 27 |
| Contracts on other commodities and equities. | $131,271,000 | 19 |
| Notional value of other swaps | $36,329,000 | 19 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $65,560,000 | 15 |
| Purchased option contracts | $29,382,000 | 21 |
| 2002-12-31 | Rank | |
| Derivatives | $631,430,000 | 100 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 21 |
| Interest rate contracts | $530,000,000 | 100 |
| Notional value of interest rate swaps | $530,000,000 | 87 |
| Futures and forward contracts | $0 | 158 |
| Written option contracts | $0 | 138 |
| Purchased option contracts | $0 | 146 |
| Foreign exchange rate contracts | $0 | 110 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 103 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $101,430,000 | 24 |
| Notional value of other swaps | $36,329,000 | 19 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $65,101,000 | 16 |
| Purchased option contracts | $0 | 59 |
| 2001-12-31 | Rank | |
| Derivatives | $775,904,000 | 90 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 24 |
| Interest rate contracts | $700,000,000 | 90 |
| Notional value of interest rate swaps | $600,000,000 | 79 |
| Futures and forward contracts | $0 | 140 |
| Written option contracts | $0 | 91 |
| Purchased option contracts | $100,000,000 | 66 |
| Foreign exchange rate contracts | $0 | 113 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
| Spot foreign exchange rate contracts | $0 | 79 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 28 |
| Contracts on other commodities and equities. | $75,904,000 | 22 |
| Notional value of other swaps | $36,329,000 | 16 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $37,952,000 | 15 |
| Purchased option contracts | $1,623,000 | 29 |
| 2000-12-31 | Rank | |
| Derivatives | $934,979,000 | 91 |
| Notional amount of credit derivatives | $0 | 31 |
| Bank is guarantor | $0 | 24 |
| Bank is beneficiary | $0 | 19 |
| Interest rate contracts | $934,979,000 | 86 |
| Notional value of interest rate swaps | $834,979,000 | 68 |
| Futures and forward contracts | $0 | 127 |
| Written option contracts | $0 | 98 |
| Purchased option contracts | $100,000,000 | 78 |
| Foreign exchange rate contracts | $0 | 134 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 125 |
| Spot foreign exchange rate contracts | $0 | 90 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $0 | 66 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $0 | 49 |
| Purchased option contracts | $0 | 31 |
| 1999-12-31 | Rank | |
| Derivatives | $509,479,000 | 119 |
| Notional amount of credit derivatives | $0 | 27 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 15 |
| Interest rate contracts | $509,479,000 | 112 |
| Notional value of interest rate swaps | $509,479,000 | 96 |
| Futures and forward contracts | $0 | 135 |
| Written option contracts | $0 | 99 |
| Purchased option contracts | $0 | 208 |
| Foreign exchange rate contracts | $0 | 125 |
| Notional value of exchange swaps | $0 | 38 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 120 |
| Spot foreign exchange rate contracts | $0 | 87 |
| Written option contracts | $0 | 35 |
| Purchased option contracts | $0 | 36 |
| Contracts on other commodities and equities. | $0 | 60 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $0 | 10 |
| Written option contracts | $0 | 47 |
| Purchased option contracts | $0 | 32 |
| 1998-12-31 | Rank | |
| Derivatives | $289,293,000 | 149 |
| Notional amount of credit derivatives | $0 | 24 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 16 |
| Interest rate contracts | $289,293,000 | 142 |
| Notional value of interest rate swaps | $289,293,000 | 119 |
| Futures and forward contracts | $0 | 151 |
| Written option contracts | $0 | 98 |
| Purchased option contracts | $0 | 228 |
| Foreign exchange rate contracts | $0 | 135 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 127 |
| Spot foreign exchange rate contracts | $0 | 101 |
| Written option contracts | $0 | 37 |
| Purchased option contracts | $0 | 39 |
| Contracts on other commodities and equities. | $0 | 57 |
| Notional value of other swaps | $0 | 22 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 40 |
| Purchased option contracts | $0 | 27 |
| 1997-12-31 | Rank | |
| Derivatives | $105,937,000 | 202 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $105,937,000 | 193 |
| Notional value of interest rate swaps | $105,937,000 | 156 |
| Futures and forward contracts | $0 | 177 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $0 | 240 |
| Foreign exchange rate contracts | $0 | 150 |
| Notional value of exchange swaps | $0 | 37 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 140 |
| Spot foreign exchange rate contracts | $0 | 110 |
| 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 | $76,000,000 | 269 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $76,000,000 | 258 |
| Notional value of interest rate swaps | $76,000,000 | 208 |
| Futures and forward contracts | $0 | 134 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $0 | 241 |
| Foreign exchange rate contracts | $0 | 170 |
| Notional value of exchange swaps | $0 | 36 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 162 |
| Spot foreign exchange rate contracts | $0 | 127 |
| 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 | $25,000,000 | 422 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $25,000,000 | 407 |
| Notional value of interest rate swaps | $25,000,000 | 352 |
| Futures and forward contracts | $0 | 149 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $0 | 296 |
| Foreign exchange rate contracts | $0 | 190 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 183 |
| Spot foreign exchange rate contracts | $0 | 142 |
| Written option contracts | $0 | 44 |
| Purchased option contracts | $0 | 47 |
| 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 | $25,000,000 | 430 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $25,000,000 | 416 |
| Notional value of interest rate swaps | $25,000,000 | 378 |
| Futures and forward contracts | $0 | 164 |
| Written option contracts | $0 | 137 |
| Purchased option contracts | $0 | 280 |
| Foreign exchange rate contracts | $0 | 190 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 196 |
| 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 |
| 1993-12-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | NA | NA |
| Notional value of interest rate swaps | NA | NA |
| Futures and forward contracts | NA | NA |
| Written option contracts | NA | NA |
| Purchased option contracts | NA | NA |
| Foreign exchange rate contracts | NA | NA |
| Notional value of exchange swaps | NA | NA |
| Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | NA | NA |
| Purchased option contracts | NA | NA |
| Contracts on other commodities and equities. | NA | NA |
| Notional value of other swaps | NA | NA |
| Futures and forward contracts | NA | NA |
| Written option contracts | NA | NA |
| Purchased option contracts | NA | NA |
| 1992-12-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | NA | NA |
| Notional value of interest rate swaps | NA | NA |
| Futures and forward contracts | NA | NA |
| Written option contracts | NA | NA |
| Purchased option contracts | NA | NA |
| Foreign exchange rate contracts | NA | NA |
| Notional value of exchange swaps | NA | NA |
| Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | NA | NA |
| Purchased option contracts | NA | NA |
| Contracts on other commodities and equities. | NA | NA |
| Notional value of other swaps | NA | NA |
| Futures and forward contracts | NA | NA |
| Written option contracts | NA | NA |
| Purchased option contracts | NA | NA |