Home > First Niagara Bank > Derivatives
First Niagara Bank, Derivatives
| 2016-09-30 | Rank | |
| Derivatives | $9,264,081,000 | 40 |
| Notional amount of credit derivatives | $19,752,000 | 49 |
| Bank is guarantor | $7,080,000 | 47 |
| Bank is beneficiary | $12,672,000 | 41 |
| Interest rate contracts | $9,228,374,000 | 37 |
| Notional value of interest rate swaps | $8,696,640,000 | 32 |
| Futures and forward contracts | $201,094,000 | 86 |
| Written option contracts | $246,776,000 | 77 |
| Purchased option contracts | $83,864,000 | 60 |
| Foreign exchange rate contracts | $15,955,000 | 72 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $15,955,000 | 67 |
| Spot foreign exchange rate contracts | $210,000 | 63 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 66 |
| Notional value of other swaps | $0 | 31 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 49 |
| Purchased option contracts | $0 | 44 |
| 2016-06-30 | Rank | |
| Derivatives | $10,021,869,000 | 36 |
| Notional amount of credit derivatives | $405,748,000 | 20 |
| Bank is guarantor | $217,812,000 | 18 |
| Bank is beneficiary | $187,936,000 | 19 |
| Interest rate contracts | $9,600,147,000 | 36 |
| Notional value of interest rate swaps | $9,082,253,000 | 31 |
| Futures and forward contracts | $215,514,000 | 76 |
| Written option contracts | $252,005,000 | 76 |
| Purchased option contracts | $50,375,000 | 70 |
| Foreign exchange rate contracts | $15,974,000 | 70 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $15,974,000 | 66 |
| Spot foreign exchange rate contracts | $327,000 | 65 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 69 |
| Notional value of other swaps | $0 | 34 |
| Futures and forward contracts | $0 | 18 |
| Written option contracts | $0 | 50 |
| Purchased option contracts | $0 | 45 |
| 2016-03-31 | Rank | |
| Derivatives | $9,725,288,000 | 37 |
| Notional amount of credit derivatives | $424,240,000 | 20 |
| Bank is guarantor | $238,877,000 | 17 |
| Bank is beneficiary | $185,363,000 | 18 |
| Interest rate contracts | $9,271,941,000 | 36 |
| Notional value of interest rate swaps | $8,863,876,000 | 29 |
| Futures and forward contracts | $153,105,000 | 83 |
| Written option contracts | $205,607,000 | 77 |
| Purchased option contracts | $49,353,000 | 71 |
| Foreign exchange rate contracts | $29,107,000 | 65 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $29,107,000 | 63 |
| Spot foreign exchange rate contracts | $4,547,000 | 47 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 73 |
| Notional value of other swaps | $0 | 35 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $0 | 51 |
| Purchased option contracts | $0 | 45 |
| 2015-12-31 | Rank | |
| Derivatives | $9,389,678,000 | 38 |
| Notional amount of credit derivatives | $409,784,000 | 20 |
| Bank is guarantor | $235,818,000 | 17 |
| Bank is beneficiary | $173,966,000 | 18 |
| Interest rate contracts | $8,954,217,000 | 35 |
| Notional value of interest rate swaps | $8,612,902,000 | 30 |
| Futures and forward contracts | $129,783,000 | 81 |
| Written option contracts | $162,505,000 | 72 |
| Purchased option contracts | $49,027,000 | 71 |
| Foreign exchange rate contracts | $25,677,000 | 67 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $25,677,000 | 65 |
| Spot foreign exchange rate contracts | $214,000 | 64 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 72 |
| Notional value of other swaps | $0 | 36 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $0 | 50 |
| Purchased option contracts | $0 | 45 |
| 2015-09-30 | Rank | |
| Derivatives | $9,120,600,000 | 39 |
| Notional amount of credit derivatives | $364,215,000 | 20 |
| Bank is guarantor | $207,537,000 | 17 |
| Bank is beneficiary | $156,678,000 | 17 |
| Interest rate contracts | $8,742,575,000 | 38 |
| Notional value of interest rate swaps | $8,354,758,000 | 30 |
| Futures and forward contracts | $153,808,000 | 80 |
| Written option contracts | $192,917,000 | 69 |
| Purchased option contracts | $41,092,000 | 72 |
| Foreign exchange rate contracts | $13,810,000 | 76 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $13,810,000 | 71 |
| Spot foreign exchange rate contracts | $838,000 | 56 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 72 |
| Notional value of other swaps | $0 | 34 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $0 | 52 |
| Purchased option contracts | $0 | 44 |
| 2015-06-30 | Rank | |
| Derivatives | $8,831,285,000 | 39 |
| Notional amount of credit derivatives | $357,841,000 | 20 |
| Bank is guarantor | $231,699,000 | 17 |
| Bank is beneficiary | $126,142,000 | 22 |
| Interest rate contracts | $8,460,143,000 | 38 |
| Notional value of interest rate swaps | $7,920,190,000 | 30 |
| Futures and forward contracts | $249,622,000 | 64 |
| Written option contracts | $226,800,000 | 63 |
| Purchased option contracts | $63,531,000 | 65 |
| Foreign exchange rate contracts | $13,301,000 | 78 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $13,301,000 | 73 |
| Spot foreign exchange rate contracts | $307,000 | 64 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 77 |
| Notional value of other swaps | $0 | 37 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $0 | 57 |
| Purchased option contracts | $0 | 42 |
| 2015-03-31 | Rank | |
| Derivatives | $8,645,579,000 | 38 |
| Notional amount of credit derivatives | $366,979,000 | 20 |
| Bank is guarantor | $232,507,000 | 17 |
| Bank is beneficiary | $134,472,000 | 20 |
| Interest rate contracts | $8,243,107,000 | 37 |
| Notional value of interest rate swaps | $7,770,225,000 | 30 |
| Futures and forward contracts | $189,892,000 | 76 |
| Written option contracts | $218,973,000 | 73 |
| Purchased option contracts | $64,017,000 | 60 |
| Foreign exchange rate contracts | $18,837,000 | 75 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $18,837,000 | 71 |
| Spot foreign exchange rate contracts | $253,000 | 64 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 34 |
| Contracts on other commodities and equities. | $16,656,000 | 41 |
| Notional value of other swaps | $7,828,000 | 26 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $4,414,000 | 35 |
| Purchased option contracts | $4,414,000 | 31 |
| 2014-12-31 | Rank | |
| Derivatives | $7,918,688,000 | 41 |
| Notional amount of credit derivatives | $333,479,000 | 21 |
| Bank is guarantor | $213,125,000 | 18 |
| Bank is beneficiary | $120,354,000 | 22 |
| Interest rate contracts | $7,548,563,000 | 39 |
| Notional value of interest rate swaps | $7,182,751,000 | 31 |
| Futures and forward contracts | $137,406,000 | 68 |
| Written option contracts | $163,902,000 | 61 |
| Purchased option contracts | $64,504,000 | 61 |
| Foreign exchange rate contracts | $19,990,000 | 76 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $19,990,000 | 70 |
| Spot foreign exchange rate contracts | $54,000 | 73 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 34 |
| Contracts on other commodities and equities. | $16,656,000 | 38 |
| Notional value of other swaps | $7,828,000 | 24 |
| Futures and forward contracts | $0 | 22 |
| Written option contracts | $4,414,000 | 34 |
| Purchased option contracts | $4,414,000 | 31 |
| 2014-09-30 | Rank | |
| Derivatives | $7,337,424,000 | 43 |
| Notional amount of credit derivatives | $295,706,000 | 21 |
| Bank is guarantor | $209,986,000 | 17 |
| Bank is beneficiary | $85,720,000 | 23 |
| Interest rate contracts | $7,005,841,000 | 40 |
| Notional value of interest rate swaps | $6,597,161,000 | 32 |
| Futures and forward contracts | $159,406,000 | 61 |
| Written option contracts | $184,284,000 | 54 |
| Purchased option contracts | $64,990,000 | 57 |
| Foreign exchange rate contracts | $19,221,000 | 76 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $19,221,000 | 72 |
| Spot foreign exchange rate contracts | $35,000 | 78 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 34 |
| Contracts on other commodities and equities. | $16,656,000 | 43 |
| Notional value of other swaps | $7,828,000 | 24 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $4,414,000 | 39 |
| Purchased option contracts | $4,414,000 | 34 |
| 2014-06-30 | Rank | |
| Derivatives | $7,239,773,000 | 44 |
| Notional amount of credit derivatives | $273,690,000 | 21 |
| Bank is guarantor | $197,894,000 | 17 |
| Bank is beneficiary | $75,796,000 | 24 |
| Interest rate contracts | $6,927,454,000 | 40 |
| Notional value of interest rate swaps | $6,482,834,000 | 32 |
| Futures and forward contracts | $179,250,000 | 60 |
| Written option contracts | $199,900,000 | 55 |
| Purchased option contracts | $65,470,000 | 58 |
| Foreign exchange rate contracts | $21,973,000 | 70 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $21,973,000 | 66 |
| Spot foreign exchange rate contracts | $28,000 | 76 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $16,656,000 | 44 |
| Notional value of other swaps | $7,828,000 | 24 |
| Futures and forward contracts | $0 | 23 |
| Written option contracts | $4,414,000 | 39 |
| Purchased option contracts | $4,414,000 | 34 |
| 2014-03-31 | Rank | |
| Derivatives | $6,915,470,000 | 43 |
| Notional amount of credit derivatives | $241,911,000 | 22 |
| Bank is guarantor | $169,234,000 | 18 |
| Bank is beneficiary | $72,677,000 | 25 |
| Interest rate contracts | $6,636,052,000 | 40 |
| Notional value of interest rate swaps | $6,247,537,000 | 34 |
| Futures and forward contracts | $129,086,000 | 64 |
| Written option contracts | $177,630,000 | 52 |
| Purchased option contracts | $81,799,000 | 53 |
| Foreign exchange rate contracts | $19,851,000 | 74 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $19,851,000 | 69 |
| Spot foreign exchange rate contracts | $180,000 | 67 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $17,656,000 | 42 |
| Notional value of other swaps | $8,828,000 | 24 |
| Futures and forward contracts | $0 | 25 |
| Written option contracts | $4,414,000 | 39 |
| Purchased option contracts | $4,414,000 | 33 |
| 2013-12-31 | Rank | |
| Derivatives | $6,768,647,000 | 42 |
| Notional amount of credit derivatives | $247,531,000 | 20 |
| Bank is guarantor | $160,979,000 | 18 |
| Bank is beneficiary | $86,552,000 | 26 |
| Interest rate contracts | $6,482,720,000 | 40 |
| Notional value of interest rate swaps | $6,076,649,000 | 33 |
| Futures and forward contracts | $167,816,000 | 48 |
| Written option contracts | $165,963,000 | 45 |
| Purchased option contracts | $72,292,000 | 58 |
| Foreign exchange rate contracts | $20,294,000 | 72 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $20,294,000 | 67 |
| Spot foreign exchange rate contracts | $32,000 | 74 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $18,102,000 | 43 |
| Notional value of other swaps | $7,828,000 | 25 |
| Futures and forward contracts | $0 | 25 |
| Written option contracts | $5,137,000 | 40 |
| Purchased option contracts | $5,137,000 | 34 |
| 2013-09-30 | Rank | |
| Derivatives | $6,452,766,000 | 41 |
| Notional amount of credit derivatives | $222,404,000 | 21 |
| Bank is guarantor | $144,138,000 | 19 |
| Bank is beneficiary | $78,266,000 | 26 |
| Interest rate contracts | $6,189,796,000 | 39 |
| Notional value of interest rate swaps | $5,728,703,000 | 33 |
| Futures and forward contracts | $182,561,000 | 55 |
| Written option contracts | $205,982,000 | 46 |
| Purchased option contracts | $72,550,000 | 58 |
| Foreign exchange rate contracts | $22,464,000 | 70 |
| Notional value of exchange swaps | $0 | 35 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $22,464,000 | 63 |
| Spot foreign exchange rate contracts | $20,000 | 74 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $18,102,000 | 45 |
| Notional value of other swaps | $7,828,000 | 26 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $5,137,000 | 37 |
| Purchased option contracts | $5,137,000 | 32 |
| 2013-06-30 | Rank | |
| Derivatives | $6,168,908,000 | 43 |
| Notional amount of credit derivatives | $193,864,000 | 22 |
| Bank is guarantor | $124,651,000 | 19 |
| Bank is beneficiary | $69,213,000 | 26 |
| Interest rate contracts | $5,933,532,000 | 40 |
| Notional value of interest rate swaps | $5,231,781,000 | 33 |
| Futures and forward contracts | $315,025,000 | 53 |
| Written option contracts | $314,014,000 | 49 |
| Purchased option contracts | $72,712,000 | 53 |
| Foreign exchange rate contracts | $22,144,000 | 72 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $22,144,000 | 66 |
| Spot foreign exchange rate contracts | $137,000 | 68 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $19,368,000 | 44 |
| Notional value of other swaps | $7,828,000 | 27 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $5,770,000 | 37 |
| Purchased option contracts | $5,770,000 | 32 |
| 2013-03-31 | Rank | |
| Derivatives | $5,766,217,000 | 45 |
| Notional amount of credit derivatives | $174,531,000 | 24 |
| Bank is guarantor | $115,910,000 | 21 |
| Bank is beneficiary | $58,621,000 | 25 |
| Interest rate contracts | $5,551,172,000 | 41 |
| Notional value of interest rate swaps | $4,807,942,000 | 35 |
| Futures and forward contracts | $351,108,000 | 49 |
| Written option contracts | $337,121,000 | 45 |
| Purchased option contracts | $55,001,000 | 63 |
| Foreign exchange rate contracts | $21,146,000 | 73 |
| Notional value of exchange swaps | $0 | 35 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $21,146,000 | 66 |
| Spot foreign exchange rate contracts | $27,000 | 69 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $19,368,000 | 45 |
| Notional value of other swaps | $7,828,000 | 29 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $5,770,000 | 37 |
| Purchased option contracts | $5,770,000 | 32 |
| 2012-12-31 | Rank | |
| Derivatives | $5,433,648,000 | 46 |
| Notional amount of credit derivatives | $134,993,000 | 26 |
| Bank is guarantor | $104,936,000 | 21 |
| Bank is beneficiary | $30,057,000 | 28 |
| Interest rate contracts | $5,252,882,000 | 44 |
| Notional value of interest rate swaps | $4,301,807,000 | 36 |
| Futures and forward contracts | $473,505,000 | 47 |
| Written option contracts | $426,145,000 | 42 |
| Purchased option contracts | $51,425,000 | 62 |
| Foreign exchange rate contracts | $25,637,000 | 66 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $25,637,000 | 60 |
| Spot foreign exchange rate contracts | $15,000 | 72 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $20,136,000 | 46 |
| Notional value of other swaps | $7,828,000 | 29 |
| Futures and forward contracts | $0 | 21 |
| Written option contracts | $6,154,000 | 37 |
| Purchased option contracts | $6,154,000 | 31 |
| 2012-09-30 | Rank | |
| Derivatives | $5,030,984,000 | 48 |
| Notional amount of credit derivatives | $118,393,000 | 27 |
| Bank is guarantor | $89,360,000 | 22 |
| Bank is beneficiary | $29,033,000 | 28 |
| Interest rate contracts | $4,859,826,000 | 47 |
| Notional value of interest rate swaps | $3,573,449,000 | 39 |
| Futures and forward contracts | $687,675,000 | 39 |
| Written option contracts | $548,583,000 | 37 |
| Purchased option contracts | $50,119,000 | 66 |
| Foreign exchange rate contracts | $26,531,000 | 68 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $26,531,000 | 64 |
| Spot foreign exchange rate contracts | $30,000 | 73 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 35 |
| Contracts on other commodities and equities. | $26,234,000 | 45 |
| Notional value of other swaps | $7,828,000 | 32 |
| Futures and forward contracts | $0 | 22 |
| Written option contracts | $9,203,000 | 38 |
| Purchased option contracts | $9,203,000 | 33 |
| 2012-06-30 | Rank | |
| Derivatives | $7,153,796,000 | 44 |
| Notional amount of credit derivatives | $80,625,000 | 30 |
| Bank is guarantor | $51,619,000 | 23 |
| Bank is beneficiary | $29,006,000 | 29 |
| Interest rate contracts | $7,020,745,000 | 41 |
| Notional value of interest rate swaps | $3,044,685,000 | 42 |
| Futures and forward contracts | $3,518,636,000 | 24 |
| Written option contracts | $409,213,000 | 47 |
| Purchased option contracts | $48,211,000 | 70 |
| Foreign exchange rate contracts | $23,978,000 | 69 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $23,978,000 | 64 |
| Spot foreign exchange rate contracts | $61,000 | 68 |
| Written option contracts | $0 | 35 |
| Purchased option contracts | $0 | 35 |
| Contracts on other commodities and equities. | $28,448,000 | 44 |
| Notional value of other swaps | $7,828,000 | 31 |
| Futures and forward contracts | $0 | 21 |
| Written option contracts | $10,310,000 | 34 |
| Purchased option contracts | $10,310,000 | 31 |
| 2012-03-31 | Rank | |
| Derivatives | $4,381,073,000 | 51 |
| Notional amount of credit derivatives | $91,031,000 | 29 |
| Bank is guarantor | $66,816,000 | 22 |
| Bank is beneficiary | $24,215,000 | 28 |
| Interest rate contracts | $4,237,258,000 | 49 |
| Notional value of interest rate swaps | $3,613,797,000 | 42 |
| Futures and forward contracts | $293,916,000 | 54 |
| Written option contracts | $283,724,000 | 46 |
| Purchased option contracts | $45,821,000 | 71 |
| Foreign exchange rate contracts | $24,286,000 | 66 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $24,286,000 | 60 |
| Spot foreign exchange rate contracts | $60,000 | 69 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $28,498,000 | 44 |
| Notional value of other swaps | $7,828,000 | 31 |
| Futures and forward contracts | $0 | 23 |
| Written option contracts | $10,335,000 | 34 |
| Purchased option contracts | $10,335,000 | 31 |
| 2011-12-31 | Rank | |
| Derivatives | $3,608,045,000 | 49 |
| Notional amount of credit derivatives | $47,815,000 | 31 |
| Bank is guarantor | $32,195,000 | 24 |
| Bank is beneficiary | $15,620,000 | 31 |
| Interest rate contracts | $3,506,891,000 | 47 |
| Notional value of interest rate swaps | $3,029,488,000 | 43 |
| Futures and forward contracts | $274,922,000 | 46 |
| Written option contracts | $192,925,000 | 49 |
| Purchased option contracts | $9,556,000 | 109 |
| Foreign exchange rate contracts | $24,821,000 | 64 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $24,821,000 | 60 |
| Spot foreign exchange rate contracts | $0 | 71 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $28,518,000 | 39 |
| Notional value of other swaps | $7,848,000 | 29 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $10,335,000 | 33 |
| Purchased option contracts | $10,335,000 | 30 |
| 2011-09-30 | Rank | |
| Derivatives | $3,394,562,000 | 49 |
| Notional amount of credit derivatives | $37,896,000 | 32 |
| Bank is guarantor | $22,187,000 | 26 |
| Bank is beneficiary | $15,709,000 | 29 |
| Interest rate contracts | $3,317,372,000 | 47 |
| Notional value of interest rate swaps | $2,832,116,000 | 45 |
| Futures and forward contracts | $280,763,000 | 48 |
| Written option contracts | $204,493,000 | 55 |
| Purchased option contracts | $0 | 141 |
| Foreign exchange rate contracts | $10,776,000 | 73 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $10,776,000 | 67 |
| Spot foreign exchange rate contracts | $0 | 74 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $28,518,000 | 37 |
| Notional value of other swaps | $0 | 37 |
| Futures and forward contracts | $0 | 18 |
| Written option contracts | $14,259,000 | 32 |
| Purchased option contracts | $14,259,000 | 31 |
| 2011-06-30 | Rank | |
| Derivatives | $2,906,739,000 | 52 |
| Notional amount of credit derivatives | $41,203,000 | 32 |
| Bank is guarantor | $24,603,000 | 25 |
| Bank is beneficiary | $16,600,000 | 26 |
| Interest rate contracts | $2,836,774,000 | 50 |
| Notional value of interest rate swaps | $2,567,446,000 | 50 |
| Futures and forward contracts | $159,503,000 | 53 |
| Written option contracts | $109,825,000 | 61 |
| Purchased option contracts | $0 | 143 |
| Foreign exchange rate contracts | $0 | 101 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 93 |
| Spot foreign exchange rate contracts | $0 | 70 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $28,762,000 | 39 |
| Notional value of other swaps | $0 | 39 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $14,381,000 | 30 |
| Purchased option contracts | $14,381,000 | 30 |
| 2011-03-31 | Rank | |
| Derivatives | $2,019,082,000 | 64 |
| Notional amount of credit derivatives | $41,203,000 | 33 |
| Bank is guarantor | $24,603,000 | 26 |
| Bank is beneficiary | $16,600,000 | 28 |
| Interest rate contracts | $1,977,324,000 | 61 |
| Notional value of interest rate swaps | $1,813,251,000 | 56 |
| Futures and forward contracts | $91,682,000 | 64 |
| Written option contracts | $72,391,000 | 71 |
| Purchased option contracts | $0 | 139 |
| Foreign exchange rate contracts | $555,000 | 87 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $555,000 | 79 |
| Spot foreign exchange rate contracts | $0 | 68 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 108 |
| Notional value of other swaps | $0 | 43 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 81 |
| Purchased option contracts | $0 | 65 |
| 2010-12-31 | Rank | |
| Derivatives | $1,569,577,000 | 67 |
| Notional amount of credit derivatives | $31,603,000 | 32 |
| Bank is guarantor | $16,600,000 | 25 |
| Bank is beneficiary | $15,003,000 | 26 |
| Interest rate contracts | $1,536,944,000 | 64 |
| Notional value of interest rate swaps | $1,398,952,000 | 60 |
| Futures and forward contracts | $87,656,000 | 88 |
| Written option contracts | $50,336,000 | 96 |
| Purchased option contracts | $0 | 142 |
| Foreign exchange rate contracts | $1,030,000 | 87 |
| Notional value of exchange swaps | $0 | 35 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,030,000 | 78 |
| Spot foreign exchange rate contracts | $0 | 66 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 106 |
| Notional value of other swaps | $0 | 42 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 79 |
| Purchased option contracts | $0 | 65 |
| 2010-09-30 | Rank | |
| Derivatives | $1,260,097,000 | 80 |
| Notional amount of credit derivatives | $0 | 47 |
| Bank is guarantor | $0 | 36 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $1,258,473,000 | 75 |
| Notional value of interest rate swaps | $1,048,423,000 | 69 |
| Futures and forward contracts | $139,384,000 | 80 |
| Written option contracts | $70,666,000 | 111 |
| Purchased option contracts | $0 | 135 |
| Foreign exchange rate contracts | $1,624,000 | 83 |
| Notional value of exchange swaps | $0 | 36 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,624,000 | 74 |
| Spot foreign exchange rate contracts | $0 | 69 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 114 |
| Notional value of other swaps | $0 | 46 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 86 |
| Purchased option contracts | $0 | 63 |
| 2010-06-30 | Rank | |
| Derivatives | $964,843,000 | 82 |
| Notional amount of credit derivatives | $0 | 47 |
| Bank is guarantor | $0 | 37 |
| Bank is beneficiary | $0 | 33 |
| Interest rate contracts | $964,843,000 | 76 |
| Notional value of interest rate swaps | $774,121,000 | 74 |
| Futures and forward contracts | $142,701,000 | 60 |
| Written option contracts | $48,021,000 | 103 |
| Purchased option contracts | $0 | 143 |
| Foreign exchange rate contracts | $0 | 105 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
| Spot foreign exchange rate contracts | $0 | 67 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 117 |
| Notional value of other swaps | $0 | 49 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 87 |
| Purchased option contracts | $0 | 63 |
| 2010-03-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 50 |
| 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 |
| 2009-12-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 51 |
| 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 |
| 2009-09-30 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 51 |
| 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 |
| 2009-06-30 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 50 |
| 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 |
| 2009-03-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 53 |
| 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 |
| 2008-12-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 50 |
| 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 |
| 2008-09-30 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 54 |
| 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 |
| 2008-06-30 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 52 |
| 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 |
| 2008-03-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 50 |
| 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 |
| 2007-12-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 48 |
| 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 |
| 2007-09-30 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 48 |
| 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 |
| 2007-06-30 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 52 |
| 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 |
| 2007-03-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 54 |
| 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 |
| 2006-12-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 48 |
| 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 |
| 2006-09-30 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 47 |
| 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 |
| 2006-06-30 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 41 |
| 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 |
| 2006-03-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 41 |
| 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 |
| 2005-12-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 38 |
| 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 |
| 2005-09-30 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 39 |
| 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 |
| 2005-06-30 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 38 |
| 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 |
| 2005-03-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 35 |
| 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 |
| 2004-12-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 35 |
| 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 |
| 2004-09-30 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 36 |
| 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 |
| 2004-06-30 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 37 |
| 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 |
| 2004-03-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 37 |
| 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 |
| 2003-12-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 32 |
| 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 |
| 2003-09-30 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 32 |
| 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 |
| 2003-06-30 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 30 |
| 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 |
| 2003-03-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 33 |
| 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 |
| 2002-12-31 | Rank | |
| Derivatives | NA | NA |
| Notional amount of credit derivatives | $0 | 30 |
| 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 |
| 2001-12-31 | Rank | |
| Derivatives | $23,804,000 | 264 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 24 |
| Interest rate contracts | $22,095,000 | 256 |
| Notional value of interest rate swaps | $20,000,000 | 184 |
| Futures and forward contracts | $2,095,000 | 119 |
| Written option contracts | $0 | 91 |
| Purchased option contracts | $0 | 176 |
| 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. | $1,709,000 | 46 |
| Notional value of other swaps | $0 | 28 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $1,709,000 | 28 |
| Purchased option contracts | $0 | 38 |
| 2000-12-31 | Rank | |
| Derivatives | $64,161,000 | 205 |
| Notional amount of credit derivatives | $0 | 31 |
| Bank is guarantor | $0 | 24 |
| Bank is beneficiary | $0 | 19 |
| Interest rate contracts | $60,261,000 | 200 |
| Notional value of interest rate swaps | $50,000,000 | 167 |
| Futures and forward contracts | $10,261,000 | 79 |
| Written option contracts | $0 | 98 |
| Purchased option contracts | $0 | 204 |
| 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. | $3,900,000 | 38 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $3,900,000 | 25 |
| Purchased option contracts | $0 | 31 |
| 1999-12-31 | Rank | |
| Derivatives | $31,935,000 | 270 |
| Notional amount of credit derivatives | $0 | 27 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 15 |
| Interest rate contracts | $31,935,000 | 259 |
| Notional value of interest rate swaps | $30,000,000 | 214 |
| Futures and forward contracts | $1,935,000 | 109 |
| 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 | $4,300,000 | 452 |
| Notional amount of credit derivatives | $0 | 24 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 16 |
| Interest rate contracts | $4,225,000 | 443 |
| Notional value of interest rate swaps | $0 | 331 |
| Futures and forward contracts | $4,225,000 | 128 |
| 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. | $75,000 | 54 |
| Notional value of other swaps | $0 | 22 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $75,000 | 37 |
| Purchased option contracts | $0 | 27 |
| 1997-12-31 | Rank | |
| Derivatives | $9,587,000 | 409 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $9,587,000 | 400 |
| Notional value of interest rate swaps | $0 | 323 |
| Futures and forward contracts | $9,587,000 | 114 |
| 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 | $0 | 549 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $0 | 508 |
| Notional value of interest rate swaps | $0 | 389 |
| 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 | $0 | 628 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $0 | 577 |
| Notional value of interest rate swaps | $0 | 470 |
| 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 | $0 | 687 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $0 | 630 |
| Notional value of interest rate swaps | $0 | 530 |
| 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 | $0 | 714 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $0 | 646 |
| Notional value of interest rate swaps | $0 | 543 |
| Futures and forward contracts | $0 | 179 |
| Written option contracts | $0 | 121 |
| Purchased option contracts | $0 | 236 |
| Foreign exchange rate contracts | $0 | 204 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 212 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $0 | 39 |
| Purchased option contracts | $0 | 40 |
| Contracts on other commodities and equities. | $0 | 46 |
| Notional value of other swaps | $0 | 15 |
| Futures and forward contracts | $0 | 20 |
| Written option contracts | $0 | 15 |
| Purchased option contracts | $0 | 24 |
| 1992-12-31 | Rank | |
| Derivatives | $0 | 651 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $0 | 574 |
| Notional value of interest rate swaps | $0 | 497 |
| Futures and forward contracts | $0 | 150 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $0 | 202 |
| Foreign exchange rate contracts | $0 | 229 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 237 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $0 | 43 |
| Purchased option contracts | $0 | 41 |
| Contracts on other commodities and equities. | $0 | 32 |
| Notional value of other swaps | $0 | 12 |
| Futures and forward contracts | $0 | 19 |
| Written option contracts | $0 | 15 |
| Purchased option contracts | $0 | 13 |