Zions Bancorporation, N.A., Derivatives

2021-12-31Rank
Derivatives$22,591,349,00034
Notional amount of credit derivatives$823,338,00019
Bank is guarantor$488,889,00021
Bank is beneficiary$334,449,00019
Interest rate contracts$21,498,467,00033
Notional value of interest rate swaps$20,425,686,00031
Futures and forward contracts$246,839,00058
Written option contracts$520,517,00040
Purchased option contracts$305,425,00044
Foreign exchange rate contracts$269,544,00044
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$20,725,142,00040
Notional amount of credit derivatives$806,073,00020
Bank is guarantor$478,836,00023
Bank is beneficiary$327,237,00021
Interest rate contracts$19,603,932,00035
Notional value of interest rate swaps$18,617,496,00033
Futures and forward contracts$314,993,00058
Written option contracts$512,704,00048
Purchased option contracts$158,739,00064
Foreign exchange rate contracts$315,137,00046
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$19,058,173,00040
Notional amount of credit derivatives$791,866,00021
Bank is guarantor$464,985,00024
Bank is beneficiary$326,881,00021
Interest rate contracts$17,922,416,00040
Notional value of interest rate swaps$17,216,246,00036
Futures and forward contracts$258,390,00068
Written option contracts$360,913,00068
Purchased option contracts$86,867,00085
Foreign exchange rate contracts$343,891,00044
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$18,559,813,00038
Notional amount of credit derivatives$792,992,00021
Bank is guarantor$467,679,00023
Bank is beneficiary$325,313,00021
Interest rate contracts$17,539,738,00036
Notional value of interest rate swaps$16,638,821,00032
Futures and forward contracts$338,840,00072
Written option contracts$486,253,00064
Purchased option contracts$75,824,00084
Foreign exchange rate contracts$227,083,00048
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$17,865,207,00038
Notional amount of credit derivatives$788,579,00021
Bank is guarantor$460,963,00022
Bank is beneficiary$327,616,00021
Interest rate contracts$16,865,639,00036
Notional value of interest rate swaps$15,929,458,00033
Futures and forward contracts$342,462,00075
Written option contracts$555,888,00053
Purchased option contracts$37,831,000105
Foreign exchange rate contracts$210,989,00049
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$17,027,004,00038
Notional amount of credit derivatives$709,100,00022
Bank is guarantor$464,320,00023
Bank is beneficiary$244,780,00022
Interest rate contracts$16,131,508,00037
Notional value of interest rate swaps$14,889,170,00036
Futures and forward contracts$441,383,00067
Written option contracts$708,116,00047
Purchased option contracts$92,839,00077
Foreign exchange rate contracts$186,396,00049
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$16,477,946,00039
Notional amount of credit derivatives$704,265,00021
Bank is guarantor$460,926,00021
Bank is beneficiary$243,339,00021
Interest rate contracts$15,535,575,00038
Notional value of interest rate swaps$14,387,134,00037
Futures and forward contracts$447,138,00061
Written option contracts$614,377,00052
Purchased option contracts$86,926,00079
Foreign exchange rate contracts$238,106,00045
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$16,241,104,00038
Notional amount of credit derivatives$561,745,00025
Bank is guarantor$336,921,00024
Bank is beneficiary$224,824,00022
Interest rate contracts$15,299,959,00038
Notional value of interest rate swaps$13,733,786,00036
Futures and forward contracts$578,729,00057
Written option contracts$881,628,00037
Purchased option contracts$105,816,00071
Foreign exchange rate contracts$379,400,00041
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$14,990,966,00042
Notional amount of credit derivatives$408,227,00026
Bank is guarantor$242,963,00025
Bank is beneficiary$165,264,00024
Interest rate contracts$14,236,205,00041
Notional value of interest rate swaps$13,705,802,00033
Futures and forward contracts$157,188,00076
Written option contracts$266,694,00052
Purchased option contracts$106,521,00068
Foreign exchange rate contracts$346,534,00041
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$13,658,709,00042
Notional amount of credit derivatives$362,779,00027
Bank is guarantor$245,180,00025
Bank is beneficiary$117,599,00028
Interest rate contracts$13,015,606,00041
Notional value of interest rate swaps$12,351,726,00034
Futures and forward contracts$205,788,00077
Written option contracts$350,866,00056
Purchased option contracts$107,226,00064
Foreign exchange rate contracts$280,324,00044
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$13,913,834,00039
Notional amount of credit derivatives$332,475,00026
Bank is guarantor$235,696,00023
Bank is beneficiary$96,779,00027
Interest rate contracts$13,261,478,00039
Notional value of interest rate swaps$9,307,794,00040
Futures and forward contracts$104,686,000111
Written option contracts$241,089,00076
Purchased option contracts$3,607,909,00021
Foreign exchange rate contracts$319,881,00042
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$12,061,378,00040
Notional amount of credit derivatives$214,030,00029
Bank is guarantor$199,990,00024
Bank is beneficiary$14,040,00054
Interest rate contracts$11,522,372,00040
Notional value of interest rate swaps$8,178,880,00040
Futures and forward contracts$56,619,000117
Written option contracts$178,281,00071
Purchased option contracts$3,108,592,00021
Foreign exchange rate contracts$324,976,00043
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$7,480,515,00046
Notional amount of credit derivatives$211,250,00028
Bank is guarantor$197,030,00022
Bank is beneficiary$14,220,00054
Interest rate contracts$6,928,755,00046
Notional value of interest rate swaps$6,587,865,00044
Futures and forward contracts$47,446,000107
Written option contracts$167,570,00056
Purchased option contracts$125,874,00057
Foreign exchange rate contracts$340,510,00042
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$7,153,771,00052
Notional amount of credit derivatives$176,654,00032
Bank is guarantor$176,654,00024
Bank is beneficiary$061
Interest rate contracts$6,680,236,00050
Notional value of interest rate swaps$6,262,873,00044
Futures and forward contracts$62,076,000111
Written option contracts$207,730,00061
Purchased option contracts$147,557,00055
Foreign exchange rate contracts$296,881,00043
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$7,007,550,00050
Notional amount of credit derivatives$163,909,00032
Bank is guarantor$163,909,00023
Bank is beneficiary$061
Interest rate contracts$6,523,063,00050
Notional value of interest rate swaps$6,017,777,00044
Futures and forward contracts$104,443,00091
Written option contracts$239,750,00062
Purchased option contracts$161,093,00051
Foreign exchange rate contracts$320,578,00043
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$6,835,800,00049
Notional amount of credit derivatives$165,988,00029
Bank is guarantor$165,988,00021
Bank is beneficiary$058
Interest rate contracts$6,295,658,00048
Notional value of interest rate swaps$5,792,119,00044
Futures and forward contracts$99,697,00088
Written option contracts$241,651,00057
Purchased option contracts$162,191,00051
Foreign exchange rate contracts$374,154,00043
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$374,154,00043
Spot foreign exchange rate contracts$57,950,00026
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$6,898,507,00048
Notional amount of credit derivatives$168,143,00029
Bank is guarantor$168,143,00021
Bank is beneficiary$060
Interest rate contracts$5,817,610,00049
Notional value of interest rate swaps$5,401,650,00043
Futures and forward contracts$75,320,00099
Written option contracts$197,751,00056
Purchased option contracts$142,889,00053
Foreign exchange rate contracts$912,754,00036
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$912,754,00032
Spot foreign exchange rate contracts$180,988,00018
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$6,312,949,00048
Notional amount of credit derivatives$140,403,00030
Bank is guarantor$140,403,00021
Bank is beneficiary$057
Interest rate contracts$5,892,322,00049
Notional value of interest rate swaps$5,447,857,00043
Futures and forward contracts$91,538,00099
Written option contracts$208,940,00064
Purchased option contracts$143,987,00049
Foreign exchange rate contracts$280,224,00047
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$280,224,00046
Spot foreign exchange rate contracts$22,900,00034
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$6,419,674,00050
Notional amount of credit derivatives$122,906,00032
Bank is guarantor$122,906,00022
Bank is beneficiary$054
Interest rate contracts$5,979,211,00049
Notional value of interest rate swaps$5,509,867,00043
Futures and forward contracts$106,115,00097
Written option contracts$218,164,00066
Purchased option contracts$145,065,00048
Foreign exchange rate contracts$317,557,00046
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$317,557,00046
Spot foreign exchange rate contracts$26,188,00034
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$6,227,655,00047
Notional amount of credit derivatives$124,691,00030
Bank is guarantor$124,691,00021
Bank is beneficiary$055
Interest rate contracts$5,665,015,00048
Notional value of interest rate swaps$5,201,551,00042
Futures and forward contracts$94,741,00092
Written option contracts$222,581,00064
Purchased option contracts$146,142,00047
Foreign exchange rate contracts$437,949,00042
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$437,949,00041
Spot foreign exchange rate contracts$44,185,00029
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$6,353,703,00047
Notional amount of credit derivatives$137,016,00030
Bank is guarantor$137,016,00020
Bank is beneficiary$052
Interest rate contracts$5,792,472,00049
Notional value of interest rate swaps$5,219,506,00040
Futures and forward contracts$144,557,00078
Written option contracts$263,280,00048
Purchased option contracts$165,129,00047
Foreign exchange rate contracts$424,215,00044
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$424,215,00043
Spot foreign exchange rate contracts$19,959,00030
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$6,417,968,00049
Notional amount of credit derivatives$107,133,00030
Bank is guarantor$107,133,00024
Bank is beneficiary$051
Interest rate contracts$5,740,622,00049
Notional value of interest rate swaps$5,091,363,00039
Futures and forward contracts$203,793,00083
Written option contracts$300,260,00061
Purchased option contracts$145,206,00047
Foreign exchange rate contracts$570,213,00041
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$570,213,00037
Spot foreign exchange rate contracts$141,810,00021
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$6,179,777,00050
Notional amount of credit derivatives$102,124,00031
Bank is guarantor$102,124,00025
Bank is beneficiary$052
Interest rate contracts$5,428,977,00049
Notional value of interest rate swaps$4,854,887,00040
Futures and forward contracts$168,764,00086
Written option contracts$261,455,00074
Purchased option contracts$143,871,00046
Foreign exchange rate contracts$648,676,00041
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$648,676,00037
Spot foreign exchange rate contracts$145,250,00022
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$5,588,724,00051
Notional amount of credit derivatives$58,695,00036
Bank is guarantor$58,695,00027
Bank is beneficiary$051
Interest rate contracts$5,060,995,00048
Notional value of interest rate swaps$4,581,062,00039
Futures and forward contracts$137,419,00086
Written option contracts$214,386,00074
Purchased option contracts$128,128,00046
Foreign exchange rate contracts$469,034,00045
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$469,034,00042
Spot foreign exchange rate contracts$119,143,00021
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$5,448,228,00049
Notional amount of credit derivatives$40,314,00040
Bank is guarantor$40,314,00028
Bank is beneficiary$048
Interest rate contracts$4,868,812,00048
Notional value of interest rate swaps$4,421,762,00040
Futures and forward contracts$97,602,00095
Written option contracts$238,484,00053
Purchased option contracts$110,964,00049
Foreign exchange rate contracts$539,102,00040
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$539,102,00038
Spot foreign exchange rate contracts$106,861,00019
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$5,153,078,00049
Notional amount of credit derivatives$41,135,00038
Bank is guarantor$41,135,00027
Bank is beneficiary$046
Interest rate contracts$5,110,413,00048
Notional value of interest rate swaps$4,806,439,00038
Futures and forward contracts$50,943,000145
Written option contracts$141,536,00086
Purchased option contracts$111,495,00046
Foreign exchange rate contracts$1,530,00095
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$1,530,00089
Spot foreign exchange rate contracts$221,00067
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$4,174,699,00056
Notional amount of credit derivatives$34,183,00042
Bank is guarantor$34,183,00027
Bank is beneficiary$047
Interest rate contracts$4,139,059,00051
Notional value of interest rate swaps$3,809,261,00041
Futures and forward contracts$64,555,000133
Written option contracts$153,237,00091
Purchased option contracts$112,006,00049
Foreign exchange rate contracts$1,457,000101
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$1,457,00096
Spot foreign exchange rate contracts$258,00065
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$3,752,424,00060
Notional amount of credit derivatives$27,542,00040
Bank is guarantor$27,542,00027
Bank is beneficiary$046
Interest rate contracts$3,723,088,00056
Notional value of interest rate swaps$3,342,413,00046
Futures and forward contracts$68,416,000131
Written option contracts$181,741,00083
Purchased option contracts$130,518,00049
Foreign exchange rate contracts$1,794,00099
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$1,794,00094
Spot foreign exchange rate contracts$108,00069
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$3,392,844,00059
Notional amount of credit derivatives$063
Bank is guarantor$050
Bank is beneficiary$045
Interest rate contracts$3,390,586,00055
Notional value of interest rate swaps$3,120,427,00046
Futures and forward contracts$49,449,000114
Written option contracts$124,191,00077
Purchased option contracts$96,519,00053
Foreign exchange rate contracts$2,258,00096
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$2,258,00091
Spot foreign exchange rate contracts$155,00068
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$3,294,035,00063
Notional amount of credit derivatives$064
Bank is guarantor$050
Bank is beneficiary$046
Interest rate contracts$3,292,319,00057
Notional value of interest rate swaps$3,036,675,00048
Futures and forward contracts$40,143,000130
Written option contracts$118,471,00080
Purchased option contracts$97,030,00050
Foreign exchange rate contracts$1,716,00095
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$1,716,00090
Spot foreign exchange rate contracts$267,00065
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$3,297,966,00061
Notional amount of credit derivatives$064
Bank is guarantor$049
Bank is beneficiary$047
Interest rate contracts$3,297,456,00057
Notional value of interest rate swaps$3,078,569,00049
Futures and forward contracts$48,261,000125
Written option contracts$95,339,00097
Purchased option contracts$75,287,00055
Foreign exchange rate contracts$510,000105
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$510,00099
Spot foreign exchange rate contracts$283,00065
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$3,302,025,00058
Notional amount of credit derivatives$062
Bank is guarantor$047
Bank is beneficiary$045
Interest rate contracts$3,301,711,00053
Notional value of interest rate swaps$3,096,863,00049
Futures and forward contracts$33,510,000129
Written option contracts$92,835,00085
Purchased option contracts$78,503,00055
Foreign exchange rate contracts$314,000106
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$314,00099
Spot foreign exchange rate contracts$314,00064
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$3,199,648,00058
Notional amount of credit derivatives$059
Bank is guarantor$044
Bank is beneficiary$043
Interest rate contracts$3,198,479,00052
Notional value of interest rate swaps$3,003,448,00047
Futures and forward contracts$26,815,000138
Written option contracts$89,558,00078
Purchased option contracts$78,658,00056
Foreign exchange rate contracts$1,169,00093
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$1,169,00087
Spot foreign exchange rate contracts$1,076,00058
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$3,068,281,00058
Notional amount of credit derivatives$058
Bank is guarantor$043
Bank is beneficiary$043
Interest rate contracts$3,065,913,00054
Notional value of interest rate swaps$2,905,192,00044
Futures and forward contracts$44,364,000124
Written option contracts$72,607,000103
Purchased option contracts$43,750,00070
Foreign exchange rate contracts$2,368,00089
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$2,368,00082
Spot foreign exchange rate contracts$286,00065
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$3,352,175,00054
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$3,350,198,00051
Notional value of interest rate swaps$3,117,081,00043
Futures and forward contracts$90,057,000117
Written option contracts$99,310,000108
Purchased option contracts$43,750,00067
Foreign exchange rate contracts$1,977,00094
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$1,977,00088
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$3,455,119,00051
Notional amount of credit derivatives$056
Bank is guarantor$042
Bank is beneficiary$041
Interest rate contracts$3,453,142,00050
Notional value of interest rate swaps$3,131,108,00040
Futures and forward contracts$135,677,00092
Written option contracts$142,607,00085
Purchased option contracts$43,750,00068
Foreign exchange rate contracts$1,977,00090
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$1,977,00084
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$3,420,352,00052
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$039
Interest rate contracts$3,420,352,00051
Notional value of interest rate swaps$3,147,487,00040
Futures and forward contracts$117,402,000105
Written option contracts$105,713,000105
Purchased option contracts$49,750,00067
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$3,408,821,00052
Notional amount of credit derivatives$052
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$3,408,821,00051
Notional value of interest rate swaps$2,928,765,00042
Futures and forward contracts$179,080,00090
Written option contracts$212,226,00074
Purchased option contracts$88,750,00054
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$3,395,657,00052
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$034
Interest rate contracts$3,394,589,00051
Notional value of interest rate swaps$2,942,112,00043
Futures and forward contracts$149,842,00099
Written option contracts$211,885,00069
Purchased option contracts$90,750,00053
Foreign exchange rate contracts$1,068,00091
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$1,068,00085
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$3,540,680,00053
Notional amount of credit derivatives$051
Bank is guarantor$043
Bank is beneficiary$035
Interest rate contracts$3,539,612,00052
Notional value of interest rate swaps$3,162,967,00044
Futures and forward contracts$147,234,00091
Written option contracts$159,661,00072
Purchased option contracts$69,750,00055
Foreign exchange rate contracts$1,068,00090
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$1,068,00084
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$4,683,094,00045
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$035
Interest rate contracts$4,683,094,00042
Notional value of interest rate swaps$3,586,499,00041
Futures and forward contracts$104,819,00082
Written option contracts$156,576,00056
Purchased option contracts$835,200,00021
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$4,952,865,00043
Notional amount of credit derivatives$046
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$4,952,865,00041
Notional value of interest rate swaps$3,629,753,00041
Futures and forward contracts$203,302,00059
Written option contracts$181,722,00062
Purchased option contracts$938,088,00021
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$7,032,696,00042
Notional amount of credit derivatives$045
Bank is guarantor$038
Bank is beneficiary$031
Interest rate contracts$7,032,696,00038
Notional value of interest rate swaps$3,693,927,00041
Futures and forward contracts$2,123,275,00022
Written option contracts$187,769,00043
Purchased option contracts$1,027,725,00020
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$6,678,561,00042
Notional amount of credit derivatives$048
Bank is guarantor$040
Bank is beneficiary$032
Interest rate contracts$6,678,561,00038
Notional value of interest rate swaps$3,771,788,00041
Futures and forward contracts$2,405,488,00022
Written option contracts$192,922,00040
Purchased option contracts$308,363,00028
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$8,749,708,00040
Notional amount of credit derivatives$048
Bank is guarantor$039
Bank is beneficiary$031
Interest rate contracts$8,749,683,00035
Notional value of interest rate swaps$4,487,018,00040
Futures and forward contracts$2,918,757,00021
Written option contracts$204,908,00041
Purchased option contracts$1,139,000,00018
Foreign exchange rate contracts$25,000101
Notional value of exchange swaps$035
Commitments to purchase foreign currencies & U.S. dollar exchange$25,00091
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$7,856,738,00043
Notional amount of credit derivatives$047
Bank is guarantor$036
Bank is beneficiary$032
Interest rate contracts$7,856,613,00040
Notional value of interest rate swaps$4,590,090,00041
Futures and forward contracts$2,876,744,00022
Written option contracts$240,279,00049
Purchased option contracts$149,500,00035
Foreign exchange rate contracts$125,00096
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$125,00087
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$9,467,352,00040
Notional amount of credit derivatives$047
Bank is guarantor$037
Bank is beneficiary$033
Interest rate contracts$9,467,074,00037
Notional value of interest rate swaps$4,591,897,00042
Futures and forward contracts$4,383,968,00019
Written option contracts$284,909,00035
Purchased option contracts$206,300,00031
Foreign exchange rate contracts$278,00095
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$278,00085
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$7,308,557,00042
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$033
Interest rate contracts$7,308,075,00041
Notional value of interest rate swaps$4,861,693,00039
Futures and forward contracts$1,958,694,00022
Written option contracts$280,888,00032
Purchased option contracts$206,800,00033
Foreign exchange rate contracts$482,00089
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$482,00081
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$9,780,340,00039
Notional amount of credit derivatives$051
Bank is guarantor$041
Bank is beneficiary$035
Interest rate contracts$9,779,150,00036
Notional value of interest rate swaps$5,672,872,00036
Futures and forward contracts$3,603,007,00020
Written option contracts$275,971,00032
Purchased option contracts$227,300,00031
Foreign exchange rate contracts$1,190,00082
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$1,190,00076
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$7,720,529,00042
Notional amount of credit derivatives$051
Bank is guarantor$042
Bank is beneficiary$036
Interest rate contracts$7,718,232,00040
Notional value of interest rate swaps$6,979,971,00037
Futures and forward contracts$149,310,00049
Written option contracts$341,151,00031
Purchased option contracts$247,800,00034
Foreign exchange rate contracts$2,297,00073
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$2,297,00067
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$9,017,695,00043
Notional amount of credit derivatives$050
Bank is guarantor$040
Bank is beneficiary$036
Interest rate contracts$9,014,715,00040
Notional value of interest rate swaps$8,217,079,00037
Futures and forward contracts$197,769,00051
Written option contracts$341,674,00030
Purchased option contracts$258,193,00036
Foreign exchange rate contracts$2,980,00072
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$2,980,00067
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$9,506,473,00044
Notional amount of credit derivatives$053
Bank is guarantor$040
Bank is beneficiary$038
Interest rate contracts$9,505,460,00041
Notional value of interest rate swaps$8,456,945,00036
Futures and forward contracts$179,861,00055
Written option contracts$592,793,00028
Purchased option contracts$275,861,00035
Foreign exchange rate contracts$1,013,00082
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$1,013,00076
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$11,283,985,00042
Notional amount of credit derivatives$050
Bank is guarantor$036
Bank is beneficiary$040
Interest rate contracts$11,279,275,00040
Notional value of interest rate swaps$9,423,804,00034
Futures and forward contracts$418,562,00035
Written option contracts$1,133,440,00023
Purchased option contracts$303,469,00035
Foreign exchange rate contracts$4,710,00068
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$4,710,00063
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$13,182,228,00037
Notional amount of credit derivatives$054
Bank is guarantor$039
Bank is beneficiary$041
Interest rate contracts$13,181,533,00034
Notional value of interest rate swaps$11,028,562,00033
Futures and forward contracts$396,406,00030
Written option contracts$1,325,548,00020
Purchased option contracts$431,017,00031
Foreign exchange rate contracts$695,00085
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$695,00077
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$13,947,275,00038
Notional amount of credit derivatives$052
Bank is guarantor$037
Bank is beneficiary$039
Interest rate contracts$13,945,808,00034
Notional value of interest rate swaps$12,536,991,00030
Futures and forward contracts$395,528,00030
Written option contracts$964,435,00024
Purchased option contracts$48,854,00078
Foreign exchange rate contracts$1,467,00078
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$1,467,00072
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$14,633,456,00036
Notional amount of credit derivatives$050
Bank is guarantor$038
Bank is beneficiary$037
Interest rate contracts$14,631,566,00034
Notional value of interest rate swaps$12,182,605,00031
Futures and forward contracts$496,987,00028
Written option contracts$1,904,469,00020
Purchased option contracts$47,505,00083
Foreign exchange rate contracts$1,890,00082
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$1,890,00076
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$14,375,042,00034
Notional amount of credit derivatives$048
Bank is guarantor$036
Bank is beneficiary$037
Interest rate contracts$14,372,551,00028
Notional value of interest rate swaps$11,653,829,00030
Futures and forward contracts$444,258,00031
Written option contracts$2,230,981,00017
Purchased option contracts$43,483,00098
Foreign exchange rate contracts$2,491,00073
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$2,491,00067
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$15,170,926,00033
Notional amount of credit derivatives$048
Bank is guarantor$035
Bank is beneficiary$039
Interest rate contracts$15,170,428,00027
Notional value of interest rate swaps$11,424,121,00027
Futures and forward contracts$392,379,00031
Written option contracts$3,352,773,00016
Purchased option contracts$1,155,000174
Foreign exchange rate contracts$498,00085
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$498,00079
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$15,288,575,00035
Notional amount of credit derivatives$052
Bank is guarantor$039
Bank is beneficiary$037
Interest rate contracts$15,288,545,00029
Notional value of interest rate swaps$11,277,350,00029
Futures and forward contracts$340,260,00040
Written option contracts$3,627,450,00014
Purchased option contracts$43,485,000108
Foreign exchange rate contracts$30,00099
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$30,00093
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$15,611,752,00033
Notional amount of credit derivatives$054
Bank is guarantor$040
Bank is beneficiary$037
Interest rate contracts$15,611,468,00027
Notional value of interest rate swaps$11,161,025,00029
Futures and forward contracts$304,552,00039
Written option contracts$4,113,278,00014
Purchased option contracts$32,613,000115
Foreign exchange rate contracts$284,00086
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$284,00079
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$15,497,708,00033
Notional amount of credit derivatives$048
Bank is guarantor$034
Bank is beneficiary$036
Interest rate contracts$15,497,424,00028
Notional value of interest rate swaps$10,854,765,00028
Futures and forward contracts$429,596,00036
Written option contracts$4,191,321,00014
Purchased option contracts$21,742,000134
Foreign exchange rate contracts$284,00092
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$284,00085
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$15,995,039,00034
Notional amount of credit derivatives$047
Bank is guarantor$034
Bank is beneficiary$035
Interest rate contracts$15,994,835,00028
Notional value of interest rate swaps$10,774,012,00029
Futures and forward contracts$494,099,00034
Written option contracts$4,726,724,00014
Purchased option contracts$0185
Foreign exchange rate contracts$204,00099
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$204,00094
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$16,187,214,00034
Notional amount of credit derivatives$041
Bank is guarantor$026
Bank is beneficiary$035
Interest rate contracts$16,186,870,00030
Notional value of interest rate swaps$10,596,676,00028
Futures and forward contracts$523,233,00035
Written option contracts$5,066,961,00013
Purchased option contracts$0168
Foreign exchange rate contracts$344,00096
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$344,00090
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$15,870,489,00033
Notional amount of credit derivatives$041
Bank is guarantor$027
Bank is beneficiary$035
Interest rate contracts$15,869,995,00028
Notional value of interest rate swaps$9,853,337,00027
Futures and forward contracts$779,650,00032
Written option contracts$5,237,008,00012
Purchased option contracts$0163
Foreign exchange rate contracts$494,00091
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$494,00086
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$14,578,896,00034
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$033
Interest rate contracts$14,578,402,00030
Notional value of interest rate swaps$8,866,948,00030
Futures and forward contracts$333,055,00036
Written option contracts$5,378,399,00012
Purchased option contracts$0157
Foreign exchange rate contracts$494,00092
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$494,00086
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$14,566,172,00034
Notional amount of credit derivatives$039
Bank is guarantor$028
Bank is beneficiary$031
Interest rate contracts$14,565,792,00029
Notional value of interest rate swaps$8,742,434,00034
Futures and forward contracts$246,219,00044
Written option contracts$5,577,139,00012
Purchased option contracts$0141
Foreign exchange rate contracts$380,00097
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$380,00093
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$13,445,677,00034
Notional amount of credit derivatives$038
Bank is guarantor$025
Bank is beneficiary$031
Interest rate contracts$13,445,647,00028
Notional value of interest rate swaps$8,245,961,00035
Futures and forward contracts$173,646,00052
Written option contracts$5,026,040,00015
Purchased option contracts$0117
Foreign exchange rate contracts$30,000105
Notional value of exchange swaps$028
Commitments to purchase foreign currencies & U.S. dollar exchange$30,000100
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$13,061,035,00033
Notional amount of credit derivatives$035
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$13,060,980,00029
Notional value of interest rate swaps$7,769,183,00032
Futures and forward contracts$184,000,00046
Written option contracts$5,107,797,00016
Purchased option contracts$0119
Foreign exchange rate contracts$55,000103
Notional value of exchange swaps$029
Commitments to purchase foreign currencies & U.S. dollar exchange$55,000100
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$13,268,892,00033
Notional amount of credit derivatives$035
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$13,268,788,00029
Notional value of interest rate swaps$7,144,140,00035
Futures and forward contracts$200,000,00047
Written option contracts$5,074,648,00014
Purchased option contracts$850,000,00026
Foreign exchange rate contracts$104,00097
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$104,00093
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$12,771,640,00032
Notional amount of credit derivatives$036
Bank is guarantor$022
Bank is beneficiary$032
Interest rate contracts$12,769,789,00029
Notional value of interest rate swaps$6,582,740,00035
Futures and forward contracts$207,000,00046
Written option contracts$5,180,049,00015
Purchased option contracts$800,000,00028
Foreign exchange rate contracts$1,851,00085
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$1,851,00080
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$11,809,357,00035
Notional amount of credit derivatives$037
Bank is guarantor$023
Bank is beneficiary$031
Interest rate contracts$11,808,013,00032
Notional value of interest rate swaps$6,262,396,00038
Futures and forward contracts$21,000,000109
Written option contracts$4,724,617,00016
Purchased option contracts$800,000,00025
Foreign exchange rate contracts$1,344,00084
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$1,344,00079
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$11,948,017,00035
Notional amount of credit derivatives$037
Bank is guarantor$025
Bank is beneficiary$030
Interest rate contracts$11,948,017,00033
Notional value of interest rate swaps$6,275,417,00038
Futures and forward contracts$98,000,00073
Written option contracts$4,774,600,00016
Purchased option contracts$800,000,00022
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$12,258,109,00033
Notional amount of credit derivatives$032
Bank is guarantor$020
Bank is beneficiary$029
Interest rate contracts$12,258,109,00030
Notional value of interest rate swaps$6,644,746,00037
Futures and forward contracts$15,000,000114
Written option contracts$4,798,363,00015
Purchased option contracts$800,000,00021
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$12,816,768,00032
Notional amount of credit derivatives$032
Bank is guarantor$019
Bank is beneficiary$028
Interest rate contracts$12,816,768,00029
Notional value of interest rate swaps$6,684,746,00035
Futures and forward contracts$0219
Written option contracts$4,682,022,00014
Purchased option contracts$1,450,000,00019
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$11,058,262,00032
Notional amount of credit derivatives$030
Bank is guarantor$020
Bank is beneficiary$025
Interest rate contracts$11,058,117,00030
Notional value of interest rate swaps$6,402,273,00033
Futures and forward contracts$0197
Written option contracts$4,155,844,00018
Purchased option contracts$500,000,00030
Foreign exchange rate contracts$145,00097
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$145,00090
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$9,526,279,00038
Notional amount of credit derivatives$033
Bank is guarantor$023
Bank is beneficiary$025
Interest rate contracts$9,526,279,00036
Notional value of interest rate swaps$5,449,237,00034
Futures and forward contracts$45,000,00093
Written option contracts$4,032,042,00016
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
2002-12-31Rank
Derivatives$7,854,975,00038
Notional amount of credit derivatives$030
Bank is guarantor$023
Bank is beneficiary$021
Interest rate contracts$7,854,975,00037
Notional value of interest rate swaps$3,906,846,00040
Futures and forward contracts$0158
Written option contracts$3,948,129,00014
Purchased option contracts$0146
Foreign exchange rate contracts$0110
Notional value of exchange swaps$032
Commitments to purchase foreign currencies & U.S. dollar exchange$0103
Spot foreign exchange rate contracts$081
Written option contracts$030
Purchased option contracts$030
Contracts on other commodities and equities.$0109
Notional value of other swaps$053
Futures and forward contracts$011
Written option contracts$075
Purchased option contracts$059
2001-12-31Rank
Derivatives$7,832,150,00035
Notional amount of credit derivatives$032
Bank is guarantor$022
Bank is beneficiary$024
Interest rate contracts$7,832,150,00033
Notional value of interest rate swaps$4,361,581,00033
Futures and forward contracts$0140
Written option contracts$3,070,569,00016
Purchased option contracts$400,000,00040
Foreign exchange rate contracts$0113
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$0105
Spot foreign exchange rate contracts$079
Written option contracts$028
Purchased option contracts$028
Contracts on other commodities and equities.$073
Notional value of other swaps$028
Futures and forward contracts$011
Written option contracts$044
Purchased option contracts$038
2000-12-31Rank
Derivatives$2,878,833,00053
Notional amount of credit derivatives$031
Bank is guarantor$024
Bank is beneficiary$019
Interest rate contracts$2,878,551,00049
Notional value of interest rate swaps$2,022,011,00047
Futures and forward contracts$0127
Written option contracts$856,540,00028
Purchased option contracts$0204
Foreign exchange rate contracts$282,000117
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$282,000108
Spot foreign exchange rate contracts$090
Written option contracts$028
Purchased option contracts$029
Contracts on other commodities and equities.$066
Notional value of other swaps$024
Futures and forward contracts$012
Written option contracts$049
Purchased option contracts$031
1999-12-31Rank
Derivatives$1,591,616,00069
Notional amount of credit derivatives$027
Bank is guarantor$023
Bank is beneficiary$015
Interest rate contracts$1,591,253,00067
Notional value of interest rate swaps$710,909,00081
Futures and forward contracts$0135
Written option contracts$875,634,00028
Purchased option contracts$4,710,000188
Foreign exchange rate contracts$363,000107
Notional value of exchange swaps$038
Commitments to purchase foreign currencies & U.S. dollar exchange$363,000101
Spot foreign exchange rate contracts$087
Written option contracts$035
Purchased option contracts$036
Contracts on other commodities and equities.$060
Notional value of other swaps$024
Futures and forward contracts$010
Written option contracts$047
Purchased option contracts$032
1998-12-31Rank
Derivatives$2,047,433,00067
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$2,046,924,00064
Notional value of interest rate swaps$1,206,583,00064
Futures and forward contracts$131,204,00065
Written option contracts$707,137,00032
Purchased option contracts$2,000,000220
Foreign exchange rate contracts$509,000109
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$509,00099
Spot foreign exchange rate contracts$0101
Written option contracts$037
Purchased option contracts$039
Contracts on other commodities and equities.$057
Notional value of other swaps$022
Futures and forward contracts$013
Written option contracts$040
Purchased option contracts$027
1997-12-31Rank
Derivatives$1,639,065,00075
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$1,638,793,00072
Notional value of interest rate swaps$701,331,00083
Futures and forward contracts$69,965,00064
Written option contracts$862,197,00028
Purchased option contracts$5,300,000216
Foreign exchange rate contracts$272,000128
Notional value of exchange swaps$037
Commitments to purchase foreign currencies & U.S. dollar exchange$272,000118
Spot foreign exchange rate contracts$0110
Written option contracts$041
Purchased option contracts$043
Contracts on other commodities and equities.$044
Notional value of other swaps$018
Futures and forward contracts$017
Written option contracts$028
Purchased option contracts$027
1996-12-31Rank
Derivatives$1,154,961,00099
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$1,154,961,00094
Notional value of interest rate swaps$285,000,000145
Futures and forward contracts$44,961,00080
Written option contracts$825,000,00031
Purchased option contracts$0241
Foreign exchange rate contracts$0170
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$0162
Spot foreign exchange rate contracts$0127
Written option contracts$037
Purchased option contracts$041
Contracts on other commodities and equities.$044
Notional value of other swaps$016
Futures and forward contracts$019
Written option contracts$027
Purchased option contracts$026
1995-12-31Rank
Derivatives$1,081,000,000117
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$1,081,000,000112
Notional value of interest rate swaps$230,000,000175
Futures and forward contracts$0149
Written option contracts$825,000,00035
Purchased option contracts$26,000,000181
Foreign exchange rate contracts$0190
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0183
Spot foreign exchange rate contracts$0142
Written option contracts$044
Purchased option contracts$047
Contracts on other commodities and equities.$052
Notional value of other swaps$022
Futures and forward contracts$021
Written option contracts$026
Purchased option contracts$032
1994-12-31Rank
Derivatives$1,246,293,000113
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$1,246,100,000108
Notional value of interest rate swaps$290,000,000165
Futures and forward contracts$1,100,000139
Written option contracts$785,000,00036
Purchased option contracts$170,000,000103
Foreign exchange rate contracts$193,000164
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$193,000171
Spot foreign exchange rate contractsNANA
Written option contracts$036
Purchased option contracts$042
Contracts on other commodities and equities.$052
Notional value of other swaps$016
Futures and forward contracts$020
Written option contracts$017
Purchased option contracts$027
1993-12-31Rank
Derivatives$292,988,000177
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$290,034,000169
Notional value of interest rate swaps$0543
Futures and forward contracts$0179
Written option contracts$261,617,00050
Purchased option contracts$28,417,000121
Foreign exchange rate contracts$2,954,000132
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$2,954,000140
Spot foreign exchange rate contractsNANA
Written option contracts$039
Purchased option contracts$040
Contracts on other commodities and equities.$046
Notional value of other swaps$015
Futures and forward contracts$020
Written option contracts$015
Purchased option contracts$024
1992-12-31Rank
Derivatives$435,216,000133
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$434,726,000126
Notional value of interest rate swaps$25,000,000323
Futures and forward contracts$0150
Written option contracts$294,613,00040
Purchased option contracts$115,113,00072
Foreign exchange rate contracts$490,000166
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$490,000174
Spot foreign exchange rate contractsNANA
Written option contracts$043
Purchased option contracts$041
Contracts on other commodities and equities.$032
Notional value of other swaps$012
Futures and forward contracts$019
Written option contracts$015
Purchased option contracts$013