Home > Old Second National Bank > Derivatives
Old Second National Bank, Derivatives
2023-12-31 | Rank | |
Derivatives | $587,430,000 | 215 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $12,515,000 | 86 |
Bank is beneficiary | $32,275,000 | 101 |
Interest rate contracts | $542,640,000 | 220 |
Notional value of interest rate swaps | $535,328,000 | 196 |
Futures and forward contracts | $6,000,000 | 165 |
Written option contracts | $1,312,000 | 273 |
Purchased option contracts | $0 | 175 |
Foreign exchange rate contracts | $0 | 126 |
Notional value of exchange swaps | $0 | 76 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 27 |
Purchased option contracts | $0 | 27 |
Contracts on other commodities and equities. | $0 | 82 |
Notional value of other swaps | $0 | 79 |
Futures and forward contracts | $0 | 31 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 46 |
2023-09-30 | Rank | |
Derivatives | $589,394,000 | 211 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $12,617,000 | 83 |
Bank is beneficiary | $32,275,000 | 97 |
Interest rate contracts | $544,502,000 | 216 |
Notional value of interest rate swaps | $536,889,000 | 190 |
Futures and forward contracts | $4,500,000 | 206 |
Written option contracts | $3,113,000 | 249 |
Purchased option contracts | $0 | 171 |
Foreign exchange rate contracts | $0 | 130 |
Notional value of exchange swaps | $0 | 78 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
Contracts on other commodities and equities. | $0 | 78 |
Notional value of other swaps | $0 | 81 |
Futures and forward contracts | $0 | 31 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 39 |
2023-06-30 | Rank | |
Derivatives | $592,555,000 | 198 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $12,719,000 | 78 |
Bank is beneficiary | $31,275,000 | 97 |
Interest rate contracts | $548,561,000 | 201 |
Notional value of interest rate swaps | $538,532,000 | 177 |
Futures and forward contracts | $6,250,000 | 199 |
Written option contracts | $3,779,000 | 252 |
Purchased option contracts | $0 | 173 |
Foreign exchange rate contracts | $0 | 127 |
Notional value of exchange swaps | $0 | 78 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 26 |
Contracts on other commodities and equities. | $0 | 79 |
Notional value of other swaps | $0 | 81 |
Futures and forward contracts | $0 | 36 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 42 |
2023-03-31 | Rank | |
Derivatives | $597,102,000 | 197 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $12,822,000 | 80 |
Bank is beneficiary | $31,275,000 | 58 |
Interest rate contracts | $553,005,000 | 198 |
Notional value of interest rate swaps | $542,075,000 | 176 |
Futures and forward contracts | $6,500,000 | 179 |
Written option contracts | $4,430,000 | 241 |
Purchased option contracts | $0 | 150 |
Foreign exchange rate contracts | $0 | 79 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 52 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
2022-12-31 | Rank | |
Derivatives | $546,066,000 | 200 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $12,924,000 | 82 |
Bank is beneficiary | $30,775,000 | 53 |
Interest rate contracts | $502,367,000 | 203 |
Notional value of interest rate swaps | $497,069,000 | 181 |
Futures and forward contracts | $2,750,000 | 210 |
Written option contracts | $2,548,000 | 250 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $0 | 82 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 31 |
2022-09-30 | Rank | |
Derivatives | $548,875,000 | 205 |
Notional amount of credit derivatives | NA | NA |
Bank is guarantor | $13,026,000 | 79 |
Bank is beneficiary | $15,500,000 | 61 |
Interest rate contracts | $520,349,000 | 205 |
Notional value of interest rate swaps | $504,797,000 | 182 |
Futures and forward contracts | $9,500,000 | 163 |
Written option contracts | $6,052,000 | 229 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $0 | 84 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 27 |
Purchased option contracts | $0 | 30 |
2022-06-30 | Rank | |
Derivatives | $285,639,000 | 266 |
Notional amount of credit derivatives | $16,927,000 | 81 |
Bank is guarantor | $16,927,000 | 72 |
Bank is beneficiary | $0 | 75 |
Interest rate contracts | $268,712,000 | 265 |
Notional value of interest rate swaps | $257,624,000 | 216 |
Futures and forward contracts | $6,500,000 | 222 |
Written option contracts | $4,588,000 | 267 |
Purchased option contracts | $0 | 133 |
Foreign exchange rate contracts | $0 | 83 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
2022-03-31 | Rank | |
Derivatives | $302,304,000 | 262 |
Notional amount of credit derivatives | $17,050,000 | 81 |
Bank is guarantor | $17,050,000 | 73 |
Bank is beneficiary | $0 | 75 |
Interest rate contracts | $285,254,000 | 268 |
Notional value of interest rate swaps | $252,260,000 | 220 |
Futures and forward contracts | $22,000,000 | 160 |
Written option contracts | $10,994,000 | 232 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $0 | 83 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 28 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
2021-12-31 | Rank | |
Derivatives | $318,140,000 | 265 |
Notional amount of credit derivatives | $17,173,000 | 80 |
Bank is guarantor | $17,173,000 | 72 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $300,967,000 | 269 |
Notional value of interest rate swaps | $266,553,000 | 219 |
Futures and forward contracts | $20,000,000 | 184 |
Written option contracts | $14,414,000 | 227 |
Purchased option contracts | $0 | 140 |
Foreign exchange rate contracts | $0 | 86 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 54 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 34 |
2021-09-30 | Rank | |
Derivatives | $332,816,000 | 275 |
Notional amount of credit derivatives | $17,297,000 | 81 |
Bank is guarantor | $17,297,000 | 71 |
Bank is beneficiary | $0 | 79 |
Interest rate contracts | $315,519,000 | 276 |
Notional value of interest rate swaps | $268,766,000 | 220 |
Futures and forward contracts | $26,000,000 | 192 |
Written option contracts | $20,753,000 | 235 |
Purchased option contracts | $0 | 144 |
Foreign exchange rate contracts | $0 | 88 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 35 |
2021-06-30 | Rank | |
Derivatives | $348,100,000 | 273 |
Notional amount of credit derivatives | $18,735,000 | 81 |
Bank is guarantor | $18,735,000 | 71 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $329,365,000 | 275 |
Notional value of interest rate swaps | $277,080,000 | 220 |
Futures and forward contracts | $33,000,000 | 173 |
Written option contracts | $19,285,000 | 249 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $0 | 91 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2021-03-31 | Rank | |
Derivatives | $355,609,000 | 285 |
Notional amount of credit derivatives | $18,857,000 | 83 |
Bank is guarantor | $18,857,000 | 72 |
Bank is beneficiary | $0 | 78 |
Interest rate contracts | $336,752,000 | 285 |
Notional value of interest rate swaps | $279,258,000 | 216 |
Futures and forward contracts | $32,000,000 | 202 |
Written option contracts | $25,494,000 | 237 |
Purchased option contracts | $0 | 144 |
Foreign exchange rate contracts | $0 | 89 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 38 |
2020-12-31 | Rank | |
Derivatives | $401,669,000 | 268 |
Notional amount of credit derivatives | $26,523,000 | 78 |
Bank is guarantor | $26,523,000 | 66 |
Bank is beneficiary | $0 | 78 |
Interest rate contracts | $375,146,000 | 279 |
Notional value of interest rate swaps | $290,674,000 | 211 |
Futures and forward contracts | $46,500,000 | 183 |
Written option contracts | $37,972,000 | 221 |
Purchased option contracts | $0 | 143 |
Foreign exchange rate contracts | $0 | 90 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2020-09-30 | Rank | |
Derivatives | $411,726,000 | 280 |
Notional amount of credit derivatives | $26,683,000 | 78 |
Bank is guarantor | $26,683,000 | 64 |
Bank is beneficiary | $0 | 77 |
Interest rate contracts | $385,043,000 | 287 |
Notional value of interest rate swaps | $292,889,000 | 212 |
Futures and forward contracts | $51,000,000 | 193 |
Written option contracts | $41,154,000 | 228 |
Purchased option contracts | $0 | 140 |
Foreign exchange rate contracts | $0 | 84 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 38 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2020-06-30 | Rank | |
Derivatives | $439,681,000 | 258 |
Notional amount of credit derivatives | $27,894,000 | 73 |
Bank is guarantor | $27,894,000 | 61 |
Bank is beneficiary | $0 | 74 |
Interest rate contracts | $411,787,000 | 266 |
Notional value of interest rate swaps | $295,080,000 | 214 |
Futures and forward contracts | $67,000,000 | 168 |
Written option contracts | $49,707,000 | 216 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $0 | 86 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 29 |
Purchased option contracts | $0 | 28 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 38 |
2020-03-31 | Rank | |
Derivatives | $476,176,000 | 244 |
Notional amount of credit derivatives | $28,052,000 | 69 |
Bank is guarantor | $28,052,000 | 58 |
Bank is beneficiary | $0 | 73 |
Interest rate contracts | $448,124,000 | 251 |
Notional value of interest rate swaps | $294,966,000 | 206 |
Futures and forward contracts | $80,500,000 | 154 |
Written option contracts | $72,658,000 | 175 |
Purchased option contracts | $0 | 135 |
Foreign exchange rate contracts | $0 | 90 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 37 |
2019-12-31 | Rank | |
Derivatives | $331,263,000 | 239 |
Notional amount of credit derivatives | $28,176,000 | 67 |
Bank is guarantor | $28,176,000 | 58 |
Bank is beneficiary | $0 | 69 |
Interest rate contracts | $303,087,000 | 246 |
Notional value of interest rate swaps | $279,420,000 | 201 |
Futures and forward contracts | $13,500,000 | 210 |
Written option contracts | $10,167,000 | 247 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $0 | 87 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 56 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 37 |
2019-09-30 | Rank | |
Derivatives | $304,831,000 | 254 |
Notional amount of credit derivatives | $28,232,000 | 70 |
Bank is guarantor | $28,232,000 | 58 |
Bank is beneficiary | $0 | 69 |
Interest rate contracts | $276,599,000 | 260 |
Notional value of interest rate swaps | $226,079,000 | 209 |
Futures and forward contracts | $32,000,000 | 191 |
Written option contracts | $18,520,000 | 244 |
Purchased option contracts | $0 | 123 |
Foreign exchange rate contracts | $0 | 90 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 37 |
2019-06-30 | Rank | |
Derivatives | $310,925,000 | 247 |
Notional amount of credit derivatives | $18,048,000 | 69 |
Bank is guarantor | $18,048,000 | 63 |
Bank is beneficiary | $0 | 66 |
Interest rate contracts | $292,877,000 | 251 |
Notional value of interest rate swaps | $233,581,000 | 211 |
Futures and forward contracts | $36,000,000 | 175 |
Written option contracts | $23,296,000 | 229 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $0 | 91 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 51 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 34 |
2019-03-31 | Rank | |
Derivatives | $287,020,000 | 238 |
Notional amount of credit derivatives | $18,101,000 | 69 |
Bank is guarantor | $18,101,000 | 62 |
Bank is beneficiary | $0 | 65 |
Interest rate contracts | $268,919,000 | 239 |
Notional value of interest rate swaps | $235,734,000 | 205 |
Futures and forward contracts | $19,000,000 | 189 |
Written option contracts | $14,185,000 | 247 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $0 | 99 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 36 |
2018-12-31 | Rank | |
Derivatives | $276,765,000 | 227 |
Notional amount of credit derivatives | $18,155,000 | 69 |
Bank is guarantor | $18,155,000 | 61 |
Bank is beneficiary | $0 | 66 |
Interest rate contracts | $258,610,000 | 234 |
Notional value of interest rate swaps | $240,479,000 | 205 |
Futures and forward contracts | $9,316,000 | 217 |
Written option contracts | $8,815,000 | 248 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $0 | 97 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 51 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 38 |
Purchased option contracts | $0 | 35 |
2018-09-30 | Rank | |
Derivatives | $257,148,000 | 239 |
Notional amount of credit derivatives | $11,958,000 | 72 |
Bank is guarantor | $11,958,000 | 64 |
Bank is beneficiary | $0 | 61 |
Interest rate contracts | $245,190,000 | 242 |
Notional value of interest rate swaps | $219,940,000 | 206 |
Futures and forward contracts | $13,500,000 | 209 |
Written option contracts | $11,750,000 | 248 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $0 | 100 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 54 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 36 |
2018-06-30 | Rank | |
Derivatives | $276,983,000 | 233 |
Notional amount of credit derivatives | $15,857,000 | 70 |
Bank is guarantor | $15,857,000 | 61 |
Bank is beneficiary | $0 | 61 |
Interest rate contracts | $261,126,000 | 240 |
Notional value of interest rate swaps | $221,877,000 | 203 |
Futures and forward contracts | $21,500,000 | 188 |
Written option contracts | $17,749,000 | 226 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $0 | 100 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 32 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2018-03-31 | Rank | |
Derivatives | $243,715,000 | 247 |
Notional amount of credit derivatives | $15,908,000 | 67 |
Bank is guarantor | $15,908,000 | 58 |
Bank is beneficiary | $0 | 58 |
Interest rate contracts | $227,807,000 | 255 |
Notional value of interest rate swaps | $198,560,000 | 209 |
Futures and forward contracts | $14,500,000 | 210 |
Written option contracts | $14,747,000 | 234 |
Purchased option contracts | $0 | 129 |
Foreign exchange rate contracts | $0 | 117 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 111 |
Spot foreign exchange rate contracts | $0 | 85 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 31 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2017-12-31 | Rank | |
Derivatives | $247,918,000 | 231 |
Notional amount of credit derivatives | $15,959,000 | 63 |
Bank is guarantor | $15,959,000 | 53 |
Bank is beneficiary | $0 | 60 |
Interest rate contracts | $231,959,000 | 234 |
Notional value of interest rate swaps | $204,981,000 | 205 |
Futures and forward contracts | $16,500,000 | 195 |
Written option contracts | $10,478,000 | 246 |
Purchased option contracts | $0 | 124 |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 110 |
Spot foreign exchange rate contracts | $0 | 85 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 30 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 38 |
2017-09-30 | Rank | |
Derivatives | $245,059,000 | 236 |
Notional amount of credit derivatives | $16,010,000 | 61 |
Bank is guarantor | $16,010,000 | 51 |
Bank is beneficiary | $0 | 57 |
Interest rate contracts | $229,049,000 | 241 |
Notional value of interest rate swaps | $200,458,000 | 201 |
Futures and forward contracts | $15,000,000 | 217 |
Written option contracts | $13,591,000 | 256 |
Purchased option contracts | $0 | 124 |
Foreign exchange rate contracts | $0 | 119 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 112 |
Spot foreign exchange rate contracts | $0 | 84 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 29 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2017-06-30 | Rank | |
Derivatives | $194,151,000 | 268 |
Notional amount of credit derivatives | $3,848,000 | 64 |
Bank is guarantor | $3,848,000 | 59 |
Bank is beneficiary | $0 | 54 |
Interest rate contracts | $190,303,000 | 270 |
Notional value of interest rate swaps | $153,161,000 | 214 |
Futures and forward contracts | $21,000,000 | 198 |
Written option contracts | $16,142,000 | 252 |
Purchased option contracts | $0 | 129 |
Foreign exchange rate contracts | $0 | 118 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 111 |
Spot foreign exchange rate contracts | $0 | 88 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 53 |
Notional value of other swaps | $0 | 29 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 39 |
2017-03-31 | Rank | |
Derivatives | $183,279,000 | 268 |
Notional amount of credit derivatives | $3,848,000 | 62 |
Bank is guarantor | $3,848,000 | 56 |
Bank is beneficiary | $0 | 55 |
Interest rate contracts | $179,431,000 | 270 |
Notional value of interest rate swaps | $148,699,000 | 214 |
Futures and forward contracts | $16,500,000 | 212 |
Written option contracts | $14,232,000 | 253 |
Purchased option contracts | $0 | 131 |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
Spot foreign exchange rate contracts | $0 | 85 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 55 |
Notional value of other swaps | $0 | 29 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 41 |
Purchased option contracts | $0 | 40 |
2016-12-31 | Rank | |
Derivatives | $173,184,000 | 265 |
Notional amount of credit derivatives | $3,849,000 | 60 |
Bank is guarantor | $3,849,000 | 54 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $169,335,000 | 266 |
Notional value of interest rate swaps | $137,355,000 | 219 |
Futures and forward contracts | $19,500,000 | 226 |
Written option contracts | $12,480,000 | 309 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $0 | 115 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
Spot foreign exchange rate contracts | $0 | 83 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 62 |
Notional value of other swaps | $0 | 30 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 45 |
Purchased option contracts | $0 | 44 |
2016-09-30 | Rank | |
Derivatives | $167,745,000 | 285 |
Notional amount of credit derivatives | $0 | 68 |
Bank is guarantor | $0 | 60 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $167,745,000 | 280 |
Notional value of interest rate swaps | $118,429,000 | 221 |
Futures and forward contracts | $27,000,000 | 244 |
Written option contracts | $22,316,000 | 293 |
Purchased option contracts | $0 | 159 |
Foreign exchange rate contracts | $0 | 115 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 110 |
Spot foreign exchange rate contracts | $0 | 84 |
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 | $140,419,000 | 305 |
Notional amount of credit derivatives | $0 | 71 |
Bank is guarantor | $0 | 61 |
Bank is beneficiary | $0 | 52 |
Interest rate contracts | $140,419,000 | 299 |
Notional value of interest rate swaps | $87,248,000 | 247 |
Futures and forward contracts | $27,000,000 | 238 |
Written option contracts | $26,171,000 | 264 |
Purchased option contracts | $0 | 174 |
Foreign exchange rate contracts | $0 | 119 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 114 |
Spot foreign exchange rate contracts | $0 | 90 |
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 | $119,104,000 | 309 |
Notional amount of credit derivatives | $0 | 66 |
Bank is guarantor | $0 | 56 |
Bank is beneficiary | $0 | 51 |
Interest rate contracts | $119,104,000 | 303 |
Notional value of interest rate swaps | $78,410,000 | 243 |
Futures and forward contracts | $22,000,000 | 231 |
Written option contracts | $18,694,000 | 290 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 111 |
Spot foreign exchange rate contracts | $0 | 85 |
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 | $98,729,000 | 312 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 55 |
Bank is beneficiary | $0 | 48 |
Interest rate contracts | $98,729,000 | 306 |
Notional value of interest rate swaps | $72,256,000 | 247 |
Futures and forward contracts | $15,500,000 | 237 |
Written option contracts | $10,973,000 | 304 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $0 | 114 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
Spot foreign exchange rate contracts | $0 | 82 |
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 | $105,290,000 | 314 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 54 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $105,290,000 | 308 |
Notional value of interest rate swaps | $69,218,000 | 246 |
Futures and forward contracts | $19,000,000 | 235 |
Written option contracts | $17,072,000 | 278 |
Purchased option contracts | $0 | 175 |
Foreign exchange rate contracts | $0 | 122 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 118 |
Spot foreign exchange rate contracts | $0 | 88 |
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 | $45,960,000 | 440 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 53 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $45,960,000 | 434 |
Notional value of interest rate swaps | $9,765,000 | 407 |
Futures and forward contracts | $20,500,000 | 235 |
Written option contracts | $15,695,000 | 308 |
Purchased option contracts | $0 | 173 |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 113 |
Spot foreign exchange rate contracts | $0 | 84 |
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 | $65,825,000 | 380 |
Notional amount of credit derivatives | $0 | 65 |
Bank is guarantor | $0 | 52 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $65,825,000 | 371 |
Notional value of interest rate swaps | $13,123,000 | 387 |
Futures and forward contracts | $28,654,000 | 209 |
Written option contracts | $24,048,000 | 243 |
Purchased option contracts | $0 | 170 |
Foreign exchange rate contracts | $0 | 123 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 120 |
Spot foreign exchange rate contracts | $0 | 87 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 34 |
Contracts on other commodities and equities. | $0 | 80 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 61 |
Purchased option contracts | $0 | 45 |
2014-12-31 | Rank | |
Derivatives | $41,210,000 | 407 |
Notional amount of credit derivatives | $0 | 63 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $41,210,000 | 396 |
Notional value of interest rate swaps | $16,334,000 | 355 |
Futures and forward contracts | $14,000,000 | 227 |
Written option contracts | $10,876,000 | 275 |
Purchased option contracts | $0 | 171 |
Foreign exchange rate contracts | $0 | 120 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 117 |
Spot foreign exchange rate contracts | $0 | 84 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 34 |
Contracts on other commodities and equities. | $0 | 80 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 22 |
Written option contracts | $0 | 61 |
Purchased option contracts | $0 | 46 |
2014-09-30 | Rank | |
Derivatives | $44,351,000 | 389 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 50 |
Bank is beneficiary | $0 | 46 |
Interest rate contracts | $44,351,000 | 381 |
Notional value of interest rate swaps | $19,018,000 | 333 |
Futures and forward contracts | $15,000,000 | 234 |
Written option contracts | $10,333,000 | 302 |
Purchased option contracts | $0 | 169 |
Foreign exchange rate contracts | $0 | 125 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 121 |
Spot foreign exchange rate contracts | $0 | 87 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 34 |
Contracts on other commodities and equities. | $0 | 88 |
Notional value of other swaps | $0 | 32 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 68 |
Purchased option contracts | $0 | 51 |
2014-06-30 | Rank | |
Derivatives | $48,955,000 | 375 |
Notional amount of credit derivatives | $0 | 64 |
Bank is guarantor | $0 | 49 |
Bank is beneficiary | $0 | 47 |
Interest rate contracts | $48,955,000 | 368 |
Notional value of interest rate swaps | $21,261,000 | 328 |
Futures and forward contracts | $15,500,000 | 240 |
Written option contracts | $12,194,000 | 292 |
Purchased option contracts | $0 | 174 |
Foreign exchange rate contracts | $0 | 120 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 114 |
Spot foreign exchange rate contracts | $0 | 80 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 92 |
Notional value of other swaps | $0 | 33 |
Futures and forward contracts | $0 | 23 |
Written option contracts | $0 | 72 |
Purchased option contracts | $0 | 51 |
2014-03-31 | Rank | |
Derivatives | $67,383,000 | 311 |
Notional amount of credit derivatives | $0 | 62 |
Bank is guarantor | $0 | 47 |
Bank is beneficiary | $0 | 45 |
Interest rate contracts | $67,383,000 | 302 |
Notional value of interest rate swaps | $41,707,000 | 249 |
Futures and forward contracts | $13,000,000 | 227 |
Written option contracts | $12,676,000 | 253 |
Purchased option contracts | $0 | 172 |
Foreign exchange rate contracts | $0 | 117 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 110 |
Spot foreign exchange rate contracts | $0 | 80 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 94 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 25 |
Written option contracts | $0 | 73 |
Purchased option contracts | $0 | 50 |
2013-12-31 | Rank | |
Derivatives | $72,556,000 | 290 |
Notional amount of credit derivatives | $0 | 59 |
Bank is guarantor | $0 | 44 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $72,556,000 | 279 |
Notional value of interest rate swaps | $51,878,000 | 231 |
Futures and forward contracts | $11,500,000 | 216 |
Written option contracts | $9,178,000 | 261 |
Purchased option contracts | $0 | 164 |
Foreign exchange rate contracts | $0 | 114 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 106 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 90 |
Notional value of other swaps | $0 | 34 |
Futures and forward contracts | $0 | 25 |
Written option contracts | $0 | 70 |
Purchased option contracts | $0 | 50 |
2013-09-30 | Rank | |
Derivatives | $103,134,000 | 261 |
Notional amount of credit derivatives | $0 | 58 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 43 |
Interest rate contracts | $103,134,000 | 249 |
Notional value of interest rate swaps | $80,323,000 | 195 |
Futures and forward contracts | $12,573,000 | 246 |
Written option contracts | $10,238,000 | 301 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
Spot foreign exchange rate contracts | $0 | 79 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 95 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 72 |
Purchased option contracts | $0 | 49 |
2013-06-30 | Rank | |
Derivatives | $134,655,000 | 249 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $134,655,000 | 238 |
Notional value of interest rate swaps | $90,986,000 | 186 |
Futures and forward contracts | $24,000,000 | 229 |
Written option contracts | $19,669,000 | 264 |
Purchased option contracts | $0 | 152 |
Foreign exchange rate contracts | $0 | 122 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 114 |
Spot foreign exchange rate contracts | $0 | 81 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 97 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 26 |
Written option contracts | $0 | 75 |
Purchased option contracts | $0 | 52 |
2013-03-31 | Rank | |
Derivatives | $144,828,000 | 244 |
Notional amount of credit derivatives | $0 | 56 |
Bank is guarantor | $0 | 42 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $144,828,000 | 234 |
Notional value of interest rate swaps | $91,879,000 | 181 |
Futures and forward contracts | $27,000,000 | 208 |
Written option contracts | $25,949,000 | 219 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $0 | 116 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 108 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 101 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 78 |
Purchased option contracts | $0 | 56 |
2012-12-31 | Rank | |
Derivatives | $130,952,000 | 251 |
Notional amount of credit derivatives | $0 | 53 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $130,952,000 | 244 |
Notional value of interest rate swaps | $82,097,000 | 179 |
Futures and forward contracts | $28,000,000 | 227 |
Written option contracts | $20,855,000 | 263 |
Purchased option contracts | $0 | 156 |
Foreign exchange rate contracts | $0 | 110 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 103 |
Spot foreign exchange rate contracts | $0 | 74 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 98 |
Notional value of other swaps | $0 | 35 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 76 |
Purchased option contracts | $0 | 55 |
2012-09-30 | Rank | |
Derivatives | $195,998,000 | 230 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $195,998,000 | 222 |
Notional value of interest rate swaps | $114,694,000 | 154 |
Futures and forward contracts | $44,500,000 | 186 |
Written option contracts | $36,804,000 | 209 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $0 | 112 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 35 |
Contracts on other commodities and equities. | $0 | 106 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 22 |
Written option contracts | $0 | 80 |
Purchased option contracts | $0 | 58 |
2012-06-30 | Rank | |
Derivatives | $189,529,000 | 226 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 41 |
Bank is beneficiary | $0 | 34 |
Interest rate contracts | $189,529,000 | 218 |
Notional value of interest rate swaps | $115,728,000 | 151 |
Futures and forward contracts | $40,500,000 | 185 |
Written option contracts | $33,301,000 | 205 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $0 | 109 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 102 |
Spot foreign exchange rate contracts | $0 | 74 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 35 |
Contracts on other commodities and equities. | $0 | 100 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 74 |
Purchased option contracts | $0 | 57 |
2012-03-31 | Rank | |
Derivatives | $169,916,000 | 224 |
Notional amount of credit derivatives | $0 | 51 |
Bank is guarantor | $0 | 43 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $169,916,000 | 216 |
Notional value of interest rate swaps | $116,742,000 | 144 |
Futures and forward contracts | $28,645,000 | 198 |
Written option contracts | $24,529,000 | 208 |
Purchased option contracts | $0 | 154 |
Foreign exchange rate contracts | $0 | 103 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
Spot foreign exchange rate contracts | $0 | 72 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 105 |
Notional value of other swaps | $0 | 36 |
Futures and forward contracts | $0 | 23 |
Written option contracts | $0 | 77 |
Purchased option contracts | $0 | 60 |
2011-12-31 | Rank | |
Derivatives | $165,022,000 | 189 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $165,022,000 | 184 |
Notional value of interest rate swaps | $117,756,000 | 134 |
Futures and forward contracts | $26,000,000 | 164 |
Written option contracts | $21,266,000 | 180 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
Spot foreign exchange rate contracts | $0 | 71 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 95 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 72 |
Purchased option contracts | $0 | 59 |
2011-09-30 | Rank | |
Derivatives | $162,035,000 | 193 |
Notional amount of credit derivatives | $0 | 46 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $162,035,000 | 189 |
Notional value of interest rate swaps | $118,752,000 | 136 |
Futures and forward contracts | $24,500,000 | 181 |
Written option contracts | $18,783,000 | 238 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
Spot foreign exchange rate contracts | $0 | 74 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 102 |
Notional value of other swaps | $0 | 37 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 77 |
Purchased option contracts | $0 | 61 |
2011-06-30 | Rank | |
Derivatives | $166,797,000 | 160 |
Notional amount of credit derivatives | $0 | 45 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $166,797,000 | 156 |
Notional value of interest rate swaps | $128,132,000 | 133 |
Futures and forward contracts | $23,799,000 | 139 |
Written option contracts | $14,866,000 | 188 |
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. | $0 | 104 |
Notional value of other swaps | $0 | 39 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 77 |
Purchased option contracts | $0 | 63 |
2011-03-31 | Rank | |
Derivatives | $175,484,000 | 155 |
Notional amount of credit derivatives | $7,000,000 | 39 |
Bank is guarantor | $7,000,000 | 30 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $168,484,000 | 151 |
Notional value of interest rate swaps | $130,270,000 | 130 |
Futures and forward contracts | $19,566,000 | 139 |
Written option contracts | $18,648,000 | 153 |
Purchased option contracts | $0 | 139 |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 92 |
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 | $213,243,000 | 154 |
Notional amount of credit derivatives | $7,000,000 | 38 |
Bank is guarantor | $7,000,000 | 29 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $206,243,000 | 150 |
Notional value of interest rate swaps | $131,399,000 | 126 |
Futures and forward contracts | $39,673,000 | 117 |
Written option contracts | $35,171,000 | 127 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 35 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 94 |
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 | $292,366,000 | 150 |
Notional amount of credit derivatives | $7,000,000 | 37 |
Bank is guarantor | $7,000,000 | 28 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $285,366,000 | 147 |
Notional value of interest rate swaps | $148,952,000 | 124 |
Futures and forward contracts | $72,298,000 | 113 |
Written option contracts | $64,116,000 | 123 |
Purchased option contracts | $0 | 135 |
Foreign exchange rate contracts | $0 | 105 |
Notional value of exchange swaps | $0 | 36 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
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 | $221,803,000 | 153 |
Notional amount of credit derivatives | $7,000,000 | 36 |
Bank is guarantor | $7,000,000 | 28 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $214,803,000 | 151 |
Notional value of interest rate swaps | $150,148,000 | 127 |
Futures and forward contracts | $27,018,000 | 143 |
Written option contracts | $37,637,000 | 117 |
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 | $342,321,000 | 130 |
Notional amount of credit derivatives | $7,000,000 | 36 |
Bank is guarantor | $7,000,000 | 28 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $335,321,000 | 122 |
Notional value of interest rate swaps | $290,940,000 | 108 |
Futures and forward contracts | $42,617,000 | 93 |
Written option contracts | $1,764,000 | 455 |
Purchased option contracts | $0 | 142 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
Spot foreign exchange rate contracts | $0 | 70 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 122 |
Notional value of other swaps | $0 | 53 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 91 |
Purchased option contracts | $0 | 66 |
2009-12-31 | Rank | |
Derivatives | $331,718,000 | 135 |
Notional amount of credit derivatives | $7,000,000 | 40 |
Bank is guarantor | $7,000,000 | 30 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $324,718,000 | 127 |
Notional value of interest rate swaps | $288,005,000 | 111 |
Futures and forward contracts | $31,820,000 | 111 |
Written option contracts | $4,893,000 | 301 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $0 | 100 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 94 |
Spot foreign exchange rate contracts | $0 | 67 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 118 |
Notional value of other swaps | $0 | 53 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 90 |
Purchased option contracts | $0 | 65 |
2009-09-30 | Rank | |
Derivatives | $131,289,000 | 184 |
Notional amount of credit derivatives | $7,000,000 | 40 |
Bank is guarantor | $7,000,000 | 32 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $124,289,000 | 181 |
Notional value of interest rate swaps | $85,516,000 | 144 |
Futures and forward contracts | $36,118,000 | 102 |
Written option contracts | $2,655,000 | 407 |
Purchased option contracts | $0 | 147 |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
Spot foreign exchange rate contracts | $0 | 70 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 130 |
Notional value of other swaps | $0 | 58 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 98 |
Purchased option contracts | $0 | 67 |
2009-06-30 | Rank | |
Derivatives | $140,743,000 | 185 |
Notional amount of credit derivatives | $7,000,000 | 42 |
Bank is guarantor | $7,000,000 | 33 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $133,743,000 | 186 |
Notional value of interest rate swaps | $82,844,000 | 145 |
Futures and forward contracts | $27,294,000 | 143 |
Written option contracts | $23,605,000 | 160 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $0 | 102 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
Spot foreign exchange rate contracts | $0 | 69 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 135 |
Notional value of other swaps | $0 | 65 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 100 |
Purchased option contracts | $0 | 75 |
2009-03-31 | Rank | |
Derivatives | $148,473,000 | 198 |
Notional amount of credit derivatives | $7,000,000 | 43 |
Bank is guarantor | $7,000,000 | 31 |
Bank is beneficiary | $0 | 38 |
Interest rate contracts | $141,473,000 | 195 |
Notional value of interest rate swaps | $61,448,000 | 158 |
Futures and forward contracts | $64,441,000 | 110 |
Written option contracts | $15,584,000 | 245 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $0 | 106 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 100 |
Spot foreign exchange rate contracts | $0 | 71 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 135 |
Notional value of other swaps | $0 | 62 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 104 |
Purchased option contracts | $0 | 79 |
2008-12-31 | Rank | |
Derivatives | $146,862,000 | 176 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 40 |
Interest rate contracts | $146,862,000 | 173 |
Notional value of interest rate swaps | $97,607,000 | 146 |
Futures and forward contracts | $49,255,000 | 92 |
Written option contracts | $0 | 636 |
Purchased option contracts | $0 | 145 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
Spot foreign exchange rate contracts | $0 | 71 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 134 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 16 |
Written option contracts | $0 | 102 |
Purchased option contracts | $0 | 76 |
2008-09-30 | Rank | |
Derivatives | $56,814,000 | 230 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 41 |
Interest rate contracts | $56,814,000 | 221 |
Notional value of interest rate swaps | $35,640,000 | 187 |
Futures and forward contracts | $21,174,000 | 103 |
Written option contracts | $0 | 604 |
Purchased option contracts | $0 | 153 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
Spot foreign exchange rate contracts | $0 | 73 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 149 |
Notional value of other swaps | $0 | 73 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 112 |
Purchased option contracts | $0 | 82 |
2008-06-30 | Rank | |
Derivatives | $41,993,000 | 270 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 37 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $41,993,000 | 257 |
Notional value of interest rate swaps | $19,874,000 | 232 |
Futures and forward contracts | $22,119,000 | 100 |
Written option contracts | $0 | 598 |
Purchased option contracts | $0 | 152 |
Foreign exchange rate contracts | $0 | 102 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
Spot foreign exchange rate contracts | $0 | 73 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 156 |
Notional value of other swaps | $0 | 75 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 114 |
Purchased option contracts | $0 | 87 |
2008-03-31 | Rank | |
Derivatives | $43,606,000 | 280 |
Notional amount of credit derivatives | $0 | 50 |
Bank is guarantor | $0 | 38 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $43,606,000 | 272 |
Notional value of interest rate swaps | $0 | 344 |
Futures and forward contracts | $43,606,000 | 81 |
Written option contracts | $0 | 632 |
Purchased option contracts | $0 | 158 |
Foreign exchange rate contracts | $0 | 105 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
Spot foreign exchange rate contracts | $0 | 71 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 157 |
Notional value of other swaps | $0 | 76 |
Futures and forward contracts | $0 | 18 |
Written option contracts | $0 | 113 |
Purchased option contracts | $0 | 83 |
2007-12-31 | Rank | |
Derivatives | $16,585,000 | 400 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 36 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $16,585,000 | 390 |
Notional value of interest rate swaps | $0 | 335 |
Futures and forward contracts | $16,585,000 | 104 |
Written option contracts | $0 | 590 |
Purchased option contracts | $0 | 169 |
Foreign exchange rate contracts | $0 | 100 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 94 |
Spot foreign exchange rate contracts | $0 | 70 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 29 |
Contracts on other commodities and equities. | $0 | 157 |
Notional value of other swaps | $0 | 79 |
Futures and forward contracts | $0 | 22 |
Written option contracts | $0 | 111 |
Purchased option contracts | $0 | 82 |
2007-09-30 | Rank | |
Derivatives | $12,591,000 | 435 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 35 |
Bank is beneficiary | $0 | 39 |
Interest rate contracts | $12,591,000 | 422 |
Notional value of interest rate swaps | $0 | 326 |
Futures and forward contracts | $12,591,000 | 114 |
Written option contracts | $0 | 558 |
Purchased option contracts | $0 | 177 |
Foreign exchange rate contracts | $0 | 100 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
Spot foreign exchange rate contracts | $0 | 72 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 170 |
Notional value of other swaps | $0 | 83 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 124 |
Purchased option contracts | $0 | 86 |
2007-06-30 | Rank | |
Derivatives | $12,111,000 | 473 |
Notional amount of credit derivatives | $0 | 52 |
Bank is guarantor | $0 | 39 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $12,111,000 | 459 |
Notional value of interest rate swaps | $0 | 350 |
Futures and forward contracts | $12,111,000 | 135 |
Written option contracts | $0 | 570 |
Purchased option contracts | $0 | 190 |
Foreign exchange rate contracts | $0 | 105 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
Spot foreign exchange rate contracts | $0 | 72 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 163 |
Notional value of other swaps | $0 | 82 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 118 |
Purchased option contracts | $0 | 83 |
2007-03-31 | Rank | |
Derivatives | $11,940,000 | 466 |
Notional amount of credit derivatives | $0 | 54 |
Bank is guarantor | $0 | 40 |
Bank is beneficiary | $0 | 37 |
Interest rate contracts | $11,940,000 | 454 |
Notional value of interest rate swaps | $0 | 345 |
Futures and forward contracts | $11,940,000 | 139 |
Written option contracts | $0 | 548 |
Purchased option contracts | $0 | 191 |
Foreign exchange rate contracts | $0 | 101 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
Spot foreign exchange rate contracts | $0 | 72 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 169 |
Notional value of other swaps | $0 | 83 |
Futures and forward contracts | $0 | 26 |
Written option contracts | $0 | 123 |
Purchased option contracts | $0 | 88 |
2006-12-31 | Rank | |
Derivatives | $8,122,000 | 517 |
Notional amount of credit derivatives | $0 | 48 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 36 |
Interest rate contracts | $8,122,000 | 497 |
Notional value of interest rate swaps | $0 | 345 |
Futures and forward contracts | $8,122,000 | 155 |
Written option contracts | $0 | 518 |
Purchased option contracts | $0 | 188 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 98 |
Spot foreign exchange rate contracts | $0 | 73 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 165 |
Notional value of other swaps | $0 | 84 |
Futures and forward contracts | $0 | 26 |
Written option contracts | $0 | 122 |
Purchased option contracts | $0 | 86 |
2006-09-30 | Rank | |
Derivatives | $9,119,000 | 516 |
Notional amount of credit derivatives | $0 | 47 |
Bank is guarantor | $0 | 34 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $9,119,000 | 500 |
Notional value of interest rate swaps | $0 | 353 |
Futures and forward contracts | $9,119,000 | 155 |
Written option contracts | $0 | 512 |
Purchased option contracts | $0 | 185 |
Foreign exchange rate contracts | $0 | 109 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 173 |
Notional value of other swaps | $0 | 85 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 130 |
Purchased option contracts | $0 | 92 |
2006-06-30 | Rank | |
Derivatives | $12,656,000 | 464 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 26 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $12,656,000 | 447 |
Notional value of interest rate swaps | $0 | 353 |
Futures and forward contracts | $12,656,000 | 146 |
Written option contracts | $0 | 505 |
Purchased option contracts | $0 | 168 |
Foreign exchange rate contracts | $0 | 105 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 98 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 36 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 172 |
Notional value of other swaps | $0 | 88 |
Futures and forward contracts | $0 | 29 |
Written option contracts | $0 | 124 |
Purchased option contracts | $0 | 90 |
2006-03-31 | Rank | |
Derivatives | $21,289,000 | 371 |
Notional amount of credit derivatives | $0 | 41 |
Bank is guarantor | $0 | 27 |
Bank is beneficiary | $0 | 35 |
Interest rate contracts | $21,289,000 | 360 |
Notional value of interest rate swaps | $0 | 347 |
Futures and forward contracts | $21,289,000 | 117 |
Written option contracts | $0 | 497 |
Purchased option contracts | $0 | 163 |
Foreign exchange rate contracts | $0 | 104 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
Spot foreign exchange rate contracts | $0 | 78 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 177 |
Notional value of other swaps | $0 | 87 |
Futures and forward contracts | $0 | 30 |
Written option contracts | $0 | 127 |
Purchased option contracts | $0 | 93 |
2005-12-31 | Rank | |
Derivatives | $8,313,000 | 472 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 33 |
Interest rate contracts | $8,313,000 | 452 |
Notional value of interest rate swaps | $0 | 340 |
Futures and forward contracts | $8,313,000 | 151 |
Written option contracts | $0 | 465 |
Purchased option contracts | $0 | 157 |
Foreign exchange rate contracts | $0 | 103 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
Spot foreign exchange rate contracts | $0 | 72 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 31 |
Contracts on other commodities and equities. | $0 | 170 |
Notional value of other swaps | $0 | 84 |
Futures and forward contracts | $0 | 29 |
Written option contracts | $0 | 117 |
Purchased option contracts | $0 | 94 |
2005-09-30 | Rank | |
Derivatives | $8,797,000 | 479 |
Notional amount of credit derivatives | $0 | 39 |
Bank is guarantor | $0 | 28 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $8,797,000 | 462 |
Notional value of interest rate swaps | $0 | 336 |
Futures and forward contracts | $8,797,000 | 159 |
Written option contracts | $0 | 439 |
Purchased option contracts | $0 | 141 |
Foreign exchange rate contracts | $0 | 111 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
Spot foreign exchange rate contracts | $0 | 79 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 166 |
Notional value of other swaps | $0 | 76 |
Futures and forward contracts | $0 | 27 |
Written option contracts | $0 | 118 |
Purchased option contracts | $0 | 91 |
2005-06-30 | Rank | |
Derivatives | $16,313,000 | 384 |
Notional amount of credit derivatives | $0 | 38 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $16,313,000 | 370 |
Notional value of interest rate swaps | $0 | 331 |
Futures and forward contracts | $16,313,000 | 136 |
Written option contracts | $0 | 424 |
Purchased option contracts | $0 | 117 |
Foreign exchange rate contracts | $0 | 109 |
Notional value of exchange swaps | $0 | 28 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
Spot foreign exchange rate contracts | $0 | 78 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 163 |
Notional value of other swaps | $0 | 79 |
Futures and forward contracts | $0 | 24 |
Written option contracts | $0 | 117 |
Purchased option contracts | $0 | 88 |
2005-03-31 | Rank | |
Derivatives | $14,562,000 | 366 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $14,562,000 | 351 |
Notional value of interest rate swaps | $0 | 328 |
Futures and forward contracts | $14,562,000 | 119 |
Written option contracts | $0 | 342 |
Purchased option contracts | $0 | 119 |
Foreign exchange rate contracts | $0 | 112 |
Notional value of exchange swaps | $0 | 29 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
Spot foreign exchange rate contracts | $0 | 81 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 152 |
Notional value of other swaps | $0 | 80 |
Futures and forward contracts | $0 | 15 |
Written option contracts | $0 | 113 |
Purchased option contracts | $0 | 84 |
2004-12-31 | Rank | |
Derivatives | $20,061,000 | 307 |
Notional amount of credit derivatives | $0 | 35 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $20,061,000 | 295 |
Notional value of interest rate swaps | $0 | 335 |
Futures and forward contracts | $20,061,000 | 103 |
Written option contracts | $0 | 340 |
Purchased option contracts | $0 | 114 |
Foreign exchange rate contracts | $0 | 109 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
Spot foreign exchange rate contracts | $0 | 74 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 147 |
Notional value of other swaps | $0 | 78 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 110 |
Purchased option contracts | $0 | 79 |
2004-09-30 | Rank | |
Derivatives | $24,094,000 | 307 |
Notional amount of credit derivatives | $0 | 36 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 32 |
Interest rate contracts | $24,094,000 | 296 |
Notional value of interest rate swaps | $0 | 341 |
Futures and forward contracts | $24,094,000 | 105 |
Written option contracts | $0 | 334 |
Purchased option contracts | $0 | 120 |
Foreign exchange rate contracts | $0 | 111 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
Spot foreign exchange rate contracts | $0 | 80 |
Written option contracts | $0 | 34 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 148 |
Notional value of other swaps | $0 | 75 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 112 |
Purchased option contracts | $0 | 76 |
2004-06-30 | Rank | |
Derivatives | $54,637,000 | 236 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 31 |
Interest rate contracts | $54,637,000 | 223 |
Notional value of interest rate swaps | $0 | 338 |
Futures and forward contracts | $54,637,000 | 77 |
Written option contracts | $0 | 309 |
Purchased option contracts | $0 | 123 |
Foreign exchange rate contracts | $0 | 110 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 106 |
Spot foreign exchange rate contracts | $0 | 81 |
Written option contracts | $0 | 33 |
Purchased option contracts | $0 | 33 |
Contracts on other commodities and equities. | $0 | 141 |
Notional value of other swaps | $0 | 74 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 108 |
Purchased option contracts | $0 | 75 |
2004-03-31 | Rank | |
Derivatives | $56,054,000 | 239 |
Notional amount of credit derivatives | $0 | 37 |
Bank is guarantor | $0 | 25 |
Bank is beneficiary | $0 | 30 |
Interest rate contracts | $56,054,000 | 225 |
Notional value of interest rate swaps | $0 | 325 |
Futures and forward contracts | $56,054,000 | 94 |
Written option contracts | $0 | 273 |
Purchased option contracts | $0 | 122 |
Foreign exchange rate contracts | $0 | 107 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 102 |
Spot foreign exchange rate contracts | $0 | 78 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 134 |
Notional value of other swaps | $0 | 71 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 102 |
Purchased option contracts | $0 | 71 |
2003-12-31 | Rank | |
Derivatives | $17,491,000 | 335 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 29 |
Interest rate contracts | $17,491,000 | 325 |
Notional value of interest rate swaps | $0 | 330 |
Futures and forward contracts | $17,491,000 | 108 |
Written option contracts | $0 | 251 |
Purchased option contracts | $0 | 125 |
Foreign exchange rate contracts | $0 | 109 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 100 |
Spot foreign exchange rate contracts | $0 | 77 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 131 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 99 |
Purchased option contracts | $0 | 71 |
2003-09-30 | Rank | |
Derivatives | $43,016,000 | 250 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 28 |
Interest rate contracts | $43,016,000 | 240 |
Notional value of interest rate swaps | $0 | 328 |
Futures and forward contracts | $43,016,000 | 88 |
Written option contracts | $0 | 233 |
Purchased option contracts | $0 | 130 |
Foreign exchange rate contracts | $0 | 112 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
Spot foreign exchange rate contracts | $0 | 78 |
Written option contracts | $0 | 32 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 134 |
Notional value of other swaps | $0 | 70 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 101 |
Purchased option contracts | $0 | 70 |
2003-06-30 | Rank | |
Derivatives | $83,935,000 | 210 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 20 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $83,935,000 | 201 |
Notional value of interest rate swaps | $0 | 315 |
Futures and forward contracts | $83,935,000 | 84 |
Written option contracts | $0 | 209 |
Purchased option contracts | $0 | 134 |
Foreign exchange rate contracts | $0 | 111 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
Spot foreign exchange rate contracts | $0 | 78 |
Written option contracts | $0 | 31 |
Purchased option contracts | $0 | 32 |
Contracts on other commodities and equities. | $0 | 130 |
Notional value of other swaps | $0 | 68 |
Futures and forward contracts | $0 | 14 |
Written option contracts | $0 | 96 |
Purchased option contracts | $0 | 64 |
2003-03-31 | Rank | |
Derivatives | $0 | 578 |
Notional amount of credit derivatives | $0 | 33 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $0 | 481 |
Notional value of interest rate swaps | $0 | 307 |
Futures and forward contracts | $0 | 175 |
Written option contracts | $0 | 168 |
Purchased option contracts | $0 | 139 |
Foreign exchange rate contracts | $0 | 110 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
Spot foreign exchange rate contracts | $0 | 81 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
Contracts on other commodities and equities. | $0 | 123 |
Notional value of other swaps | $0 | 65 |
Futures and forward contracts | $0 | 12 |
Written option contracts | $0 | 86 |
Purchased option contracts | $0 | 62 |
2002-12-31 | Rank | |
Derivatives | $0 | 527 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 21 |
Interest rate contracts | $0 | 444 |
Notional value of interest rate swaps | $0 | 294 |
Futures and forward contracts | $0 | 158 |
Written option contracts | $0 | 138 |
Purchased option contracts | $0 | 146 |
Foreign exchange rate contracts | $0 | 110 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 103 |
Spot foreign exchange rate contracts | $0 | 81 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 109 |
Notional value of other swaps | $0 | 53 |
Futures and forward contracts | $0 | 11 |
Written option contracts | $0 | 75 |
Purchased option contracts | $0 | 59 |
2001-12-31 | Rank | |
Derivatives | $0 | 450 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 24 |
Interest rate contracts | $0 | 395 |
Notional value of interest rate swaps | $0 | 263 |
Futures and forward contracts | $0 | 140 |
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. | $0 | 73 |
Notional value of other swaps | $0 | 28 |
Futures and forward contracts | $0 | 11 |
Written option contracts | $0 | 44 |
Purchased option contracts | $0 | 38 |
2000-12-31 | Rank | |
Derivatives | $0 | 481 |
Notional amount of credit derivatives | $0 | 31 |
Bank is guarantor | $0 | 24 |
Bank is beneficiary | $0 | 19 |
Interest rate contracts | $0 | 427 |
Notional value of interest rate swaps | $0 | 286 |
Futures and forward contracts | $0 | 127 |
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. | $0 | 66 |
Notional value of other swaps | $0 | 24 |
Futures and forward contracts | $0 | 12 |
Written option contracts | $0 | 49 |
Purchased option contracts | $0 | 31 |
1999-12-31 | Rank | |
Derivatives | $0 | 488 |
Notional amount of credit derivatives | $0 | 27 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 15 |
Interest rate contracts | $0 | 447 |
Notional value of interest rate swaps | $0 | 316 |
Futures and forward contracts | $0 | 135 |
Written option contracts | $0 | 99 |
Purchased option contracts | $0 | 208 |
Foreign exchange rate contracts | $0 | 125 |
Notional value of exchange swaps | $0 | 38 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 120 |
Spot foreign exchange rate contracts | $0 | 87 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 36 |
Contracts on other commodities and equities. | $0 | 60 |
Notional value of other swaps | $0 | 24 |
Futures and forward contracts | $0 | 10 |
Written option contracts | $0 | 47 |
Purchased option contracts | $0 | 32 |
1998-12-31 | Rank | |
Derivatives | $0 | 527 |
Notional amount of credit derivatives | $0 | 24 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 16 |
Interest rate contracts | $0 | 487 |
Notional value of interest rate swaps | $0 | 331 |
Futures and forward contracts | $0 | 151 |
Written option contracts | $0 | 98 |
Purchased option contracts | $0 | 228 |
Foreign exchange rate contracts | $0 | 135 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 127 |
Spot foreign exchange rate contracts | $0 | 101 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 39 |
Contracts on other commodities and equities. | $0 | 57 |
Notional value of other swaps | $0 | 22 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 40 |
Purchased option contracts | $0 | 27 |
1997-12-31 | Rank | |
Derivatives | $0 | 533 |
Notional amount of credit derivatives | $0 | 18 |
Bank is guarantor | $0 | 16 |
Bank is beneficiary | $0 | 11 |
Interest rate contracts | $0 | 492 |
Notional value of interest rate swaps | $0 | 323 |
Futures and forward contracts | $0 | 177 |
Written option contracts | $0 | 109 |
Purchased option contracts | $0 | 240 |
Foreign exchange rate contracts | $0 | 150 |
Notional value of exchange swaps | $0 | 37 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 140 |
Spot foreign exchange rate contracts | $0 | 110 |
Written option contracts | $0 | 41 |
Purchased option contracts | $0 | 43 |
Contracts on other commodities and equities. | $0 | 44 |
Notional value of other swaps | $0 | 18 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
1996-12-31 | Rank | |
Derivatives | $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 |