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JPMorgan Chase Bank, Derivatives

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2018-09-30Rank
Derivatives$59,462,319,000,0001
Notional amount of credit derivatives$1,569,659,000,0002
Bank is guarantor$769,765,000,0002
Bank is beneficiary$799,894,000,0002
Interest rate contracts$42,487,764,000,0002
Notional value of interest rate swaps$25,574,917,000,0001
Futures and forward contracts$6,944,013,000,0001
Written option contracts$4,721,378,000,0002
Purchased option contracts$5,247,456,000,0002
Foreign exchange rate contracts$12,680,202,000,0002
Notional value of exchange swaps$3,916,861,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$6,843,379,000,0001
Spot foreign exchange rate contracts$747,038,000,0002
Written option contracts$962,786,000,0002
Purchased option contracts$957,176,000,0002
Contracts on other commodities and equities.$2,724,694,000,0001
Notional value of other swaps$974,860,000,0001
Futures and forward contracts$257,362,000,0001
Written option contracts$769,038,000,0001
Purchased option contracts$723,434,000,0001
2018-06-30Rank
Derivatives$57,843,130,000,0001
Notional amount of credit derivatives$1,499,365,000,0002
Bank is guarantor$737,387,000,0002
Bank is beneficiary$761,978,000,0002
Interest rate contracts$40,736,497,000,0002
Notional value of interest rate swaps$25,651,552,000,0001
Futures and forward contracts$5,971,708,000,0003
Written option contracts$4,406,626,000,0002
Purchased option contracts$4,706,611,000,0002
Foreign exchange rate contracts$12,940,039,000,0002
Notional value of exchange swaps$3,945,660,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$7,183,508,000,0001
Spot foreign exchange rate contracts$751,220,000,0002
Written option contracts$911,838,000,0002
Purchased option contracts$899,033,000,0002
Contracts on other commodities and equities.$2,667,229,000,0001
Notional value of other swaps$963,050,000,0001
Futures and forward contracts$262,900,000,0001
Written option contracts$740,242,000,0001
Purchased option contracts$701,037,000,0001
2018-03-31Rank
Derivatives$56,147,808,000,0001
Notional amount of credit derivatives$1,576,510,000,0002
Bank is guarantor$778,102,000,0002
Bank is beneficiary$798,408,000,0002
Interest rate contracts$38,722,920,000,0002
Notional value of interest rate swaps$23,414,874,000,0001
Futures and forward contracts$6,848,851,000,0001
Written option contracts$4,061,986,000,0003
Purchased option contracts$4,397,209,000,0002
Foreign exchange rate contracts$13,037,936,000,0002
Notional value of exchange swaps$4,219,582,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$7,064,469,000,0001
Spot foreign exchange rate contracts$660,582,000,0002
Written option contracts$874,786,000,0002
Purchased option contracts$879,099,000,0002
Contracts on other commodities and equities.$2,810,442,000,0001
Notional value of other swaps$1,110,721,000,0001
Futures and forward contracts$273,003,000,0001
Written option contracts$737,343,000,0001
Purchased option contracts$689,375,000,0001
2017-12-31Rank
Derivatives$49,008,909,000,0001
Notional amount of credit derivatives$1,498,479,000,0002
Bank is guarantor$735,018,000,0002
Bank is beneficiary$763,461,000,0002
Interest rate contracts$33,474,552,000,0002
Notional value of interest rate swaps$21,370,738,000,0001
Futures and forward contracts$4,518,590,000,0002
Written option contracts$3,581,736,000,0002
Purchased option contracts$4,003,488,000,0002
Foreign exchange rate contracts$11,504,325,000,0001
Notional value of exchange swaps$3,977,583,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$5,961,599,000,0001
Spot foreign exchange rate contracts$457,280,000,0002
Written option contracts$788,220,000,0002
Purchased option contracts$776,923,000,0002
Contracts on other commodities and equities.$2,531,553,000,0001
Notional value of other swaps$1,013,261,000,0001
Futures and forward contracts$248,575,000,0001
Written option contracts$656,068,000,0001
Purchased option contracts$613,649,000,0001
2017-09-30Rank
Derivatives$53,230,755,000,0001
Notional amount of credit derivatives$1,826,975,000,0002
Bank is guarantor$899,093,000,0002
Bank is beneficiary$927,882,000,0002
Interest rate contracts$36,166,109,000,0002
Notional value of interest rate swaps$22,397,711,000,0002
Futures and forward contracts$5,589,682,000,0002
Written option contracts$3,977,876,000,0002
Purchased option contracts$4,200,840,000,0002
Foreign exchange rate contracts$12,627,824,000,0002
Notional value of exchange swaps$4,062,192,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$6,806,059,000,0001
Spot foreign exchange rate contracts$619,798,000,0002
Written option contracts$885,408,000,0002
Purchased option contracts$874,165,000,0002
Contracts on other commodities and equities.$2,609,847,000,0001
Notional value of other swaps$956,465,000,0001
Futures and forward contracts$248,688,000,0001
Written option contracts$719,994,000,0001
Purchased option contracts$684,700,000,0001
2017-06-30Rank
Derivatives$51,656,271,000,0002
Notional amount of credit derivatives$1,799,305,000,0002
Bank is guarantor$880,500,000,0002
Bank is beneficiary$918,805,000,0002
Interest rate contracts$35,474,926,000,0003
Notional value of interest rate swaps$22,422,154,000,0002
Futures and forward contracts$5,372,366,000,0002
Written option contracts$3,618,551,000,0002
Purchased option contracts$4,061,855,000,0002
Foreign exchange rate contracts$11,913,580,000,0002
Notional value of exchange swaps$3,852,421,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$6,415,611,000,0001
Spot foreign exchange rate contracts$680,734,000,0002
Written option contracts$824,926,000,0002
Purchased option contracts$820,622,000,0002
Contracts on other commodities and equities.$2,468,460,000,0001
Notional value of other swaps$915,058,000,0001
Futures and forward contracts$226,032,000,0001
Written option contracts$675,610,000,0001
Purchased option contracts$651,760,000,0001
2017-03-31Rank
Derivatives$49,679,044,000,0002
Notional amount of credit derivatives$1,991,889,000,0002
Bank is guarantor$969,172,000,0002
Bank is beneficiary$1,022,717,000,0001
Interest rate contracts$33,868,566,000,0003
Notional value of interest rate swaps$21,637,761,000,0002
Futures and forward contracts$5,184,476,000,0002
Written option contracts$3,335,997,000,0002
Purchased option contracts$3,710,332,000,0002
Foreign exchange rate contracts$11,436,768,000,0002
Notional value of exchange swaps$3,611,259,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$6,167,402,000,0001
Spot foreign exchange rate contracts$573,586,000,0002
Written option contracts$835,599,000,0002
Purchased option contracts$822,508,000,0002
Contracts on other commodities and equities.$2,381,821,000,0001
Notional value of other swaps$865,410,000,0001
Futures and forward contracts$203,773,000,0001
Written option contracts$708,742,000,0001
Purchased option contracts$603,896,000,0001
2016-12-31Rank
Derivatives$48,025,225,000,0001
Notional amount of credit derivatives$2,007,083,000,0001
Bank is guarantor$992,945,000,0001
Bank is beneficiary$1,014,138,000,0001
Interest rate contracts$33,751,952,000,0001
Notional value of interest rate swaps$22,221,010,000,0001
Futures and forward contracts$4,917,457,000,0001
Written option contracts$3,100,418,000,0002
Purchased option contracts$3,513,067,000,0002
Foreign exchange rate contracts$10,217,012,000,0002
Notional value of exchange swaps$3,370,283,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$5,390,758,000,0001
Spot foreign exchange rate contracts$506,913,000,0002
Written option contracts$734,498,000,0002
Purchased option contracts$721,473,000,0002
Contracts on other commodities and equities.$2,049,178,000,0001
Notional value of other swaps$807,900,000,0001
Futures and forward contracts$177,980,000,0001
Written option contracts$539,910,000,0001
Purchased option contracts$523,388,000,0001
2016-09-30Rank
Derivatives$51,889,916,000,0001
Notional amount of credit derivatives$2,527,124,000,0001
Bank is guarantor$1,239,150,000,0001
Bank is beneficiary$1,287,974,000,0001
Interest rate contracts$35,902,499,000,0001
Notional value of interest rate swaps$23,673,095,000,0001
Futures and forward contracts$5,551,883,000,0001
Written option contracts$3,102,982,000,0002
Purchased option contracts$3,574,539,000,0002
Foreign exchange rate contracts$11,158,522,000,0002
Notional value of exchange swaps$3,505,313,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$6,145,896,000,0001
Spot foreign exchange rate contracts$813,073,000,0002
Written option contracts$756,516,000,0002
Purchased option contracts$750,797,000,0002
Contracts on other commodities and equities.$2,301,771,000,0001
Notional value of other swaps$798,426,000,0001
Futures and forward contracts$205,058,000,0001
Written option contracts$659,298,000,0001
Purchased option contracts$638,989,000,0001
2016-06-30Rank
Derivatives$54,067,444,000,0001
Notional amount of credit derivatives$2,673,767,000,0001
Bank is guarantor$1,307,345,000,0001
Bank is beneficiary$1,366,422,000,0001
Interest rate contracts$38,211,980,000,0002
Notional value of interest rate swaps$25,732,748,000,0001
Futures and forward contracts$5,539,680,000,0002
Written option contracts$3,210,969,000,0002
Purchased option contracts$3,728,583,000,0002
Foreign exchange rate contracts$10,877,551,000,0002
Notional value of exchange swaps$3,481,720,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$5,757,492,000,0001
Spot foreign exchange rate contracts$785,211,000,0002
Written option contracts$816,443,000,0002
Purchased option contracts$821,896,000,0002
Contracts on other commodities and equities.$2,304,146,000,0001
Notional value of other swaps$772,112,000,0001
Futures and forward contracts$167,635,000,0001
Written option contracts$700,765,000,0001
Purchased option contracts$663,634,000,0001
2016-03-31Rank
Derivatives$53,663,371,000,0001
Notional amount of credit derivatives$3,122,495,000,0001
Bank is guarantor$1,535,641,000,0001
Bank is beneficiary$1,586,854,000,0001
Interest rate contracts$37,689,144,000,0003
Notional value of interest rate swaps$25,573,322,000,0003
Futures and forward contracts$5,020,028,000,0002
Written option contracts$3,364,130,000,0002
Purchased option contracts$3,731,664,000,0002
Foreign exchange rate contracts$10,727,817,000,0002
Notional value of exchange swaps$3,378,749,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$5,732,114,000,0001
Spot foreign exchange rate contracts$751,937,000,0002
Written option contracts$813,809,000,0002
Purchased option contracts$803,145,000,0002
Contracts on other commodities and equities.$2,123,915,000,0001
Notional value of other swaps$709,923,000,0001
Futures and forward contracts$148,443,000,0001
Written option contracts$653,287,000,0001
Purchased option contracts$612,262,000,0001
2015-12-31Rank
Derivatives$51,229,755,000,0001
Notional amount of credit derivatives$2,893,039,000,0001
Bank is guarantor$1,425,451,000,0001
Bank is beneficiary$1,467,588,000,0001
Interest rate contracts$36,730,210,000,0002
Notional value of interest rate swaps$24,393,805,000,0002
Futures and forward contracts$4,884,795,000,0003
Written option contracts$3,524,168,000,0002
Purchased option contracts$3,927,442,000,0002
Foreign exchange rate contracts$9,692,157,000,0002
Notional value of exchange swaps$3,212,972,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$5,082,711,000,0001
Spot foreign exchange rate contracts$90,307,000,0003
Written option contracts$690,444,000,0002
Purchased option contracts$706,030,000,0002
Contracts on other commodities and equities.$1,914,349,000,0001
Notional value of other swaps$663,120,000,0001
Futures and forward contracts$132,097,000,0001
Written option contracts$575,050,000,0001
Purchased option contracts$544,082,000,0001
2015-09-30Rank
Derivatives$52,583,993,000,0001
Notional amount of credit derivatives$3,499,604,000,0001
Bank is guarantor$1,726,859,000,0001
Bank is beneficiary$1,772,745,000,0001
Interest rate contracts$37,263,663,000,0003
Notional value of interest rate swaps$24,268,047,000,0003
Futures and forward contracts$5,094,712,000,0004
Written option contracts$3,704,887,000,0002
Purchased option contracts$4,196,017,000,0001
Foreign exchange rate contracts$9,606,338,000,0002
Notional value of exchange swaps$3,063,484,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$5,043,164,000,0001
Spot foreign exchange rate contracts$676,598,000,0002
Written option contracts$759,675,000,0002
Purchased option contracts$740,015,000,0002
Contracts on other commodities and equities.$2,214,388,000,0001
Notional value of other swaps$697,125,000,0001
Futures and forward contracts$170,384,000,0001
Written option contracts$687,046,000,0001
Purchased option contracts$659,833,000,0001
2015-06-30Rank
Derivatives$54,069,545,000,0001
Notional amount of credit derivatives$3,681,593,000,0001
Bank is guarantor$1,816,389,000,0001
Bank is beneficiary$1,865,204,000,0001
Interest rate contracts$38,662,252,000,0003
Notional value of interest rate swaps$24,031,779,000,0003
Futures and forward contracts$6,748,333,000,0001
Written option contracts$3,742,759,000,0001
Purchased option contracts$4,139,381,000,0001
Foreign exchange rate contracts$9,598,474,000,0002
Notional value of exchange swaps$3,271,634,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$4,818,382,000,0001
Spot foreign exchange rate contracts$750,090,000,0002
Written option contracts$750,001,000,0002
Purchased option contracts$758,457,000,0002
Contracts on other commodities and equities.$2,127,226,000,0001
Notional value of other swaps$681,279,000,0001
Futures and forward contracts$193,847,000,0001
Written option contracts$665,544,000,0001
Purchased option contracts$586,556,000,0001
2015-03-31Rank
Derivatives$57,096,106,000,0001
Notional amount of credit derivatives$3,990,548,000,0001
Bank is guarantor$1,969,317,000,0001
Bank is beneficiary$2,021,231,000,0001
Interest rate contracts$41,552,050,000,0002
Notional value of interest rate swaps$24,684,298,000,0003
Futures and forward contracts$9,266,893,000,0001
Written option contracts$3,625,419,000,0001
Purchased option contracts$3,975,440,000,0001
Foreign exchange rate contracts$9,620,575,000,0002
Notional value of exchange swaps$3,192,660,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$4,814,024,000,0001
Spot foreign exchange rate contracts$706,637,000,0002
Written option contracts$810,982,000,0002
Purchased option contracts$802,909,000,0002
Contracts on other commodities and equities.$1,932,933,000,0001
Notional value of other swaps$430,377,000,0001
Futures and forward contracts$202,264,000,0001
Written option contracts$676,173,000,0001
Purchased option contracts$624,119,000,0001
2014-12-31Rank
Derivatives$63,746,516,000,0001
Notional amount of credit derivatives$4,247,239,000,0001
Bank is guarantor$2,098,495,000,0001
Bank is beneficiary$2,148,744,000,0001
Interest rate contracts$47,991,818,000,0001
Notional value of interest rate swaps$29,980,441,000,0003
Futures and forward contracts$9,839,863,000,0001
Written option contracts$3,912,771,000,0001
Purchased option contracts$4,258,743,000,0001
Foreign exchange rate contracts$9,601,180,000,0002
Notional value of exchange swaps$3,355,217,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$4,675,451,000,0001
Spot foreign exchange rate contracts$63,207,000,0003
Written option contracts$790,110,000,0002
Purchased option contracts$780,402,000,0002
Contracts on other commodities and equities.$1,906,279,000,0001
Notional value of other swaps$437,372,000,0001
Futures and forward contracts$199,426,000,0001
Written option contracts$660,568,000,0001
Purchased option contracts$608,913,000,0001
2014-09-30Rank
Derivatives$66,155,944,000,0002
Notional amount of credit derivatives$4,659,562,000,0001
Bank is guarantor$2,307,449,000,0001
Bank is beneficiary$2,352,113,000,0001
Interest rate contracts$49,277,754,000,0002
Notional value of interest rate swaps$29,936,967,000,0003
Futures and forward contracts$10,732,819,000,0001
Written option contracts$4,117,463,000,0001
Purchased option contracts$4,490,505,000,0001
Foreign exchange rate contracts$10,334,483,000,0002
Notional value of exchange swaps$3,505,910,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$5,111,760,000,0001
Spot foreign exchange rate contracts$848,109,000,0002
Written option contracts$869,268,000,0002
Purchased option contracts$847,545,000,0002
Contracts on other commodities and equities.$1,884,145,000,0001
Notional value of other swaps$437,203,000,0001
Futures and forward contracts$193,307,000,0001
Written option contracts$672,358,000,0001
Purchased option contracts$581,277,000,0001
2014-06-30Rank
Derivatives$68,701,788,000,0001
Notional amount of credit derivatives$5,096,478,000,0001
Bank is guarantor$2,526,653,000,0001
Bank is beneficiary$2,569,825,000,0001
Interest rate contracts$52,363,975,000,0001
Notional value of interest rate swaps$31,088,647,000,0003
Futures and forward contracts$12,251,461,000,0001
Written option contracts$4,320,057,000,0001
Purchased option contracts$4,703,810,000,0001
Foreign exchange rate contracts$9,447,678,000,0001
Notional value of exchange swaps$3,689,147,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$4,317,472,000,0001
Spot foreign exchange rate contracts$558,512,000,0002
Written option contracts$725,403,000,0002
Purchased option contracts$715,656,000,0002
Contracts on other commodities and equities.$1,793,657,000,0001
Notional value of other swaps$421,168,000,0001
Futures and forward contracts$191,702,000,0001
Written option contracts$639,301,000,0001
Purchased option contracts$541,486,000,0001
2014-03-31Rank
Derivatives$68,204,709,000,0001
Notional amount of credit derivatives$5,291,373,000,0001
Bank is guarantor$2,632,792,000,0001
Bank is beneficiary$2,658,581,000,0001
Interest rate contracts$51,985,725,000,0001
Notional value of interest rate swaps$30,838,680,000,0003
Futures and forward contracts$12,382,551,000,0001
Written option contracts$4,268,398,000,0001
Purchased option contracts$4,496,096,000,0001
Foreign exchange rate contracts$9,157,865,000,0002
Notional value of exchange swaps$3,588,132,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$4,086,481,000,0001
Spot foreign exchange rate contracts$566,393,000,0002
Written option contracts$747,402,000,0002
Purchased option contracts$735,850,000,0002
Contracts on other commodities and equities.$1,769,746,000,0001
Notional value of other swaps$394,610,000,0001
Futures and forward contracts$209,203,000,0001
Written option contracts$615,979,000,0001
Purchased option contracts$549,954,000,0001
2013-12-31Rank
Derivatives$70,096,456,000,0001
Notional amount of credit derivatives$5,334,563,000,0001
Bank is guarantor$2,647,936,000,0001
Bank is beneficiary$2,686,627,000,0001
Interest rate contracts$54,455,924,000,0001
Notional value of interest rate swaps$35,377,966,000,0002
Futures and forward contracts$10,821,906,000,0001
Written option contracts$4,064,860,000,0001
Purchased option contracts$4,191,192,000,0001
Foreign exchange rate contracts$8,588,212,000,0001
Notional value of exchange swaps$3,497,638,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$3,779,207,000,0001
Spot foreign exchange rate contracts$61,085,000,0003
Written option contracts$659,465,000,0002
Purchased option contracts$651,902,000,0002
Contracts on other commodities and equities.$1,717,757,000,0001
Notional value of other swaps$388,915,000,0001
Futures and forward contracts$206,130,000,0001
Written option contracts$590,516,000,0001
Purchased option contracts$532,196,000,0001
2013-09-30Rank
Derivatives$72,772,637,000,0001
Notional amount of credit derivatives$5,890,744,000,0001
Bank is guarantor$2,934,529,000,0001
Bank is beneficiary$2,956,215,000,0001
Interest rate contracts$55,940,154,000,0001
Notional value of interest rate swaps$35,709,096,000,0002
Futures and forward contracts$11,703,457,000,0001
Written option contracts$4,242,304,000,0001
Purchased option contracts$4,285,297,000,0001
Foreign exchange rate contracts$8,960,234,000,0001
Notional value of exchange swaps$3,544,861,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,956,157,000,0001
Spot foreign exchange rate contracts$611,183,000,0002
Written option contracts$732,936,000,0002
Purchased option contracts$726,280,000,0002
Contracts on other commodities and equities.$1,981,505,000,0001
Notional value of other swaps$399,254,000,0001
Futures and forward contracts$231,549,000,0001
Written option contracts$706,529,000,0001
Purchased option contracts$644,173,000,0001
2013-06-30Rank
Derivatives$71,961,427,000,0001
Notional amount of credit derivatives$6,235,860,000,0001
Bank is guarantor$3,103,000,000,0001
Bank is beneficiary$3,132,860,000,0001
Interest rate contracts$54,481,398,000,0001
Notional value of interest rate swaps$33,857,851,000,0002
Futures and forward contracts$12,261,396,000,0001
Written option contracts$4,163,686,000,0001
Purchased option contracts$4,198,465,000,0001
Foreign exchange rate contracts$9,233,271,000,0001
Notional value of exchange swaps$3,390,120,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,269,365,000,0001
Spot foreign exchange rate contracts$697,878,000,0002
Written option contracts$791,523,000,0002
Purchased option contracts$782,263,000,0002
Contracts on other commodities and equities.$2,010,898,000,0001
Notional value of other swaps$356,232,000,0001
Futures and forward contracts$262,158,000,0001
Written option contracts$730,550,000,0001
Purchased option contracts$661,958,000,0001
2013-03-31Rank
Derivatives$70,215,250,000,0001
Notional amount of credit derivatives$6,489,328,000,0001
Bank is guarantor$3,271,557,000,0001
Bank is beneficiary$3,217,771,000,0001
Interest rate contracts$52,661,345,000,0001
Notional value of interest rate swaps$32,618,134,000,0002
Futures and forward contracts$12,088,328,000,0001
Written option contracts$3,948,500,000,0001
Purchased option contracts$4,006,383,000,0001
Foreign exchange rate contracts$8,965,270,000,0001
Notional value of exchange swaps$3,343,268,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$4,113,288,000,0001
Spot foreign exchange rate contracts$106,872,000,0003
Written option contracts$751,820,000,0002
Purchased option contracts$756,894,000,0002
Contracts on other commodities and equities.$2,099,307,000,0001
Notional value of other swaps$369,888,000,0001
Futures and forward contracts$293,423,000,0001
Written option contracts$761,341,000,0001
Purchased option contracts$674,655,000,0001
2012-12-31Rank
Derivatives$68,901,061,000,0001
Notional amount of credit derivatives$5,982,888,000,0001
Bank is guarantor$3,022,223,000,0001
Bank is beneficiary$2,960,665,000,0001
Interest rate contracts$52,089,699,000,0001
Notional value of interest rate swaps$33,193,316,000,0001
Futures and forward contracts$11,125,611,000,0001
Written option contracts$3,862,421,000,0001
Purchased option contracts$3,908,351,000,0001
Foreign exchange rate contracts$8,750,081,000,0001
Notional value of exchange swaps$3,420,048,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$4,016,141,000,0001
Spot foreign exchange rate contracts$40,134,000,0005
Written option contracts$651,507,000,0002
Purchased option contracts$662,385,000,0002
Contracts on other commodities and equities.$2,078,393,000,0001
Notional value of other swaps$369,292,000,0001
Futures and forward contracts$311,185,000,0001
Written option contracts$722,649,000,0001
Purchased option contracts$675,267,000,0001
2012-09-30Rank
Derivatives$71,500,037,000,0001
Notional amount of credit derivatives$6,199,575,000,0001
Bank is guarantor$3,109,568,000,0001
Bank is beneficiary$3,090,007,000,0001
Interest rate contracts$53,627,484,000,0001
Notional value of interest rate swaps$34,807,718,000,0001
Futures and forward contracts$10,939,681,000,0001
Written option contracts$3,885,531,000,0001
Purchased option contracts$3,994,554,000,0001
Foreign exchange rate contracts$9,246,168,000,0001
Notional value of exchange swaps$3,444,905,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,447,848,000,0001
Spot foreign exchange rate contracts$579,889,000,0002
Written option contracts$671,858,000,0002
Purchased option contracts$681,557,000,0002
Contracts on other commodities and equities.$2,426,810,000,0001
Notional value of other swaps$358,751,000,0001
Futures and forward contracts$360,131,000,0001
Written option contracts$883,601,000,0001
Purchased option contracts$824,327,000,0001
2012-06-30Rank
Derivatives$70,007,041,000,0001
Notional amount of credit derivatives$6,016,995,000,0001
Bank is guarantor$3,015,482,000,0001
Bank is beneficiary$3,001,513,000,0001
Interest rate contracts$52,404,474,000,0001
Notional value of interest rate swaps$35,227,408,000,0001
Futures and forward contracts$9,208,745,000,0001
Written option contracts$3,899,794,000,0001
Purchased option contracts$4,068,527,000,0001
Foreign exchange rate contracts$9,304,568,000,0001
Notional value of exchange swaps$3,269,378,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,586,906,000,0001
Spot foreign exchange rate contracts$768,692,000,0002
Written option contracts$718,686,000,0002
Purchased option contracts$729,598,000,0002
Contracts on other commodities and equities.$2,281,004,000,0001
Notional value of other swaps$456,513,000,0001
Futures and forward contracts$215,234,000,0001
Written option contracts$832,921,000,0001
Purchased option contracts$776,336,000,0001
2012-03-31Rank
Derivatives$72,236,753,000,0001
Notional amount of credit derivatives$6,165,856,000,0001
Bank is guarantor$3,157,447,000,0001
Bank is beneficiary$3,008,409,000,0001
Interest rate contracts$54,442,161,000,0001
Notional value of interest rate swaps$37,477,318,000,0001
Futures and forward contracts$8,863,036,000,0001
Written option contracts$3,999,533,000,0002
Purchased option contracts$4,102,274,000,0002
Foreign exchange rate contracts$9,369,622,000,0001
Notional value of exchange swaps$3,213,721,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,723,224,000,0001
Spot foreign exchange rate contracts$757,993,000,0002
Written option contracts$711,388,000,0002
Purchased option contracts$721,289,000,0002
Contracts on other commodities and equities.$2,259,114,000,0001
Notional value of other swaps$453,101,000,0001
Futures and forward contracts$193,227,000,0001
Written option contracts$850,517,000,0001
Purchased option contracts$762,269,000,0001
2011-12-31Rank
Derivatives$70,268,497,000,0001
Notional amount of credit derivatives$5,775,740,000,0001
Bank is guarantor$2,920,886,000,0001
Bank is beneficiary$2,854,854,000,0001
Interest rate contracts$53,708,319,000,0001
Notional value of interest rate swaps$38,805,453,000,0001
Futures and forward contracts$7,033,041,000,0002
Written option contracts$3,841,178,000,0002
Purchased option contracts$4,028,647,000,0001
Foreign exchange rate contracts$8,799,379,000,0001
Notional value of exchange swaps$2,934,173,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,521,035,000,0001
Spot foreign exchange rate contracts$116,741,000,0003
Written option contracts$674,276,000,0001
Purchased option contracts$669,895,000,0001
Contracts on other commodities and equities.$1,985,059,000,0001
Notional value of other swaps$453,521,000,0001
Futures and forward contracts$137,101,000,0001
Written option contracts$746,259,000,0001
Purchased option contracts$648,178,000,0001
2011-09-30Rank
Derivatives$76,163,537,000,0001
Notional amount of credit derivatives$6,199,907,000,0001
Bank is guarantor$3,129,969,000,0001
Bank is beneficiary$3,069,938,000,0001
Interest rate contracts$58,130,986,000,0001
Notional value of interest rate swaps$41,969,222,000,0001
Futures and forward contracts$7,771,340,000,0002
Written option contracts$4,107,646,000,0002
Purchased option contracts$4,282,778,000,0002
Foreign exchange rate contracts$9,500,640,000,0001
Notional value of exchange swaps$2,893,262,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$5,147,145,000,0001
Spot foreign exchange rate contracts$811,954,000,0002
Written option contracts$736,782,000,0002
Purchased option contracts$723,451,000,0002
Contracts on other commodities and equities.$2,332,004,000,0001
Notional value of other swaps$473,468,000,0001
Futures and forward contracts$174,899,000,0001
Written option contracts$876,448,000,0001
Purchased option contracts$807,189,000,0001
2011-06-30Rank
Derivatives$78,583,138,000,0001
Notional amount of credit derivatives$6,107,505,000,0001
Bank is guarantor$3,094,729,000,0001
Bank is beneficiary$3,012,776,000,0001
Interest rate contracts$61,352,023,000,0001
Notional value of interest rate swaps$44,297,704,000,0001
Futures and forward contracts$8,098,366,000,0002
Written option contracts$4,345,473,000,0002
Purchased option contracts$4,610,480,000,0001
Foreign exchange rate contracts$8,939,983,000,0001
Notional value of exchange swaps$2,878,788,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,630,704,000,0001
Spot foreign exchange rate contracts$469,385,000,0003
Written option contracts$718,785,000,0001
Purchased option contracts$711,706,000,0001
Contracts on other commodities and equities.$2,183,627,000,0001
Notional value of other swaps$488,631,000,0001
Futures and forward contracts$171,228,000,0001
Written option contracts$798,230,000,0001
Purchased option contracts$725,538,000,0001
2011-03-31Rank
Derivatives$79,908,179,000,0001
Notional amount of credit derivatives$5,847,678,000,0001
Bank is guarantor$2,947,693,000,0001
Bank is beneficiary$2,899,985,000,0001
Interest rate contracts$63,121,219,000,0001
Notional value of interest rate swaps$45,716,978,000,0001
Futures and forward contracts$8,667,748,000,0001
Written option contracts$4,251,688,000,0001
Purchased option contracts$4,484,805,000,0001
Foreign exchange rate contracts$8,875,826,000,0001
Notional value of exchange swaps$2,764,111,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,708,321,000,0001
Spot foreign exchange rate contracts$448,420,000,0002
Written option contracts$709,244,000,0002
Purchased option contracts$694,150,000,0002
Contracts on other commodities and equities.$2,063,456,000,0001
Notional value of other swaps$508,567,000,0001
Futures and forward contracts$193,450,000,0001
Written option contracts$717,910,000,0001
Purchased option contracts$643,529,000,0001
2010-12-31Rank
Derivatives$78,140,346,000,0001
Notional amount of credit derivatives$5,474,978,000,0001
Bank is guarantor$2,755,306,000,0001
Bank is beneficiary$2,719,672,000,0001
Interest rate contracts$63,004,707,000,0001
Notional value of interest rate swaps$46,370,780,000,0001
Futures and forward contracts$8,606,420,000,0001
Written option contracts$4,068,568,000,0001
Purchased option contracts$3,958,939,000,0002
Foreign exchange rate contracts$7,796,489,000,0001
Notional value of exchange swaps$2,566,209,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,906,529,000,0001
Spot foreign exchange rate contracts$241,698,000,0002
Written option contracts$674,650,000,0001
Purchased option contracts$649,101,000,0001
Contracts on other commodities and equities.$1,864,172,000,0001
Notional value of other swaps$455,302,000,0001
Futures and forward contracts$163,798,000,0001
Written option contracts$663,664,000,0001
Purchased option contracts$581,408,000,0001
2010-09-30Rank
Derivatives$78,254,998,000,0001
Notional amount of credit derivatives$5,650,724,000,0001
Bank is guarantor$2,834,121,000,0001
Bank is beneficiary$2,816,603,000,0001
Interest rate contracts$62,149,363,000,0001
Notional value of interest rate swaps$44,484,742,000,0001
Futures and forward contracts$9,150,335,000,0001
Written option contracts$4,321,355,000,0001
Purchased option contracts$4,192,931,000,0001
Foreign exchange rate contracts$8,303,492,000,0001
Notional value of exchange swaps$2,532,757,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,344,319,000,0001
Spot foreign exchange rate contracts$421,651,000,0002
Written option contracts$720,456,000,0001
Purchased option contracts$705,960,000,0001
Contracts on other commodities and equities.$2,151,419,000,0001
Notional value of other swaps$370,016,000,0001
Futures and forward contracts$152,987,000,0001
Written option contracts$835,117,000,0001
Purchased option contracts$793,299,000,0001
2010-06-30Rank
Derivatives$76,120,643,000,0001
Notional amount of credit derivatives$5,447,315,000,0001
Bank is guarantor$2,748,311,000,0001
Bank is beneficiary$2,699,004,000,0001
Interest rate contracts$60,731,170,000,0001
Notional value of interest rate swaps$43,555,882,000,0001
Futures and forward contracts$9,046,782,000,0001
Written option contracts$4,133,701,000,0001
Purchased option contracts$3,994,805,000,0001
Foreign exchange rate contracts$7,896,280,000,0001
Notional value of exchange swaps$2,252,202,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,171,945,000,0001
Spot foreign exchange rate contracts$775,318,000,0001
Written option contracts$741,973,000,0001
Purchased option contracts$730,160,000,0001
Contracts on other commodities and equities.$2,045,878,000,0001
Notional value of other swaps$347,083,000,0001
Futures and forward contracts$160,493,000,0001
Written option contracts$835,688,000,0001
Purchased option contracts$702,614,000,0001
2010-03-31Rank
Derivatives$77,061,198,000,0001
Notional amount of credit derivatives$5,733,076,000,0001
Bank is guarantor$2,878,515,000,0001
Bank is beneficiary$2,854,561,000,0001
Interest rate contracts$61,753,238,000,0001
Notional value of interest rate swaps$44,019,309,000,0001
Futures and forward contracts$8,805,924,000,0001
Written option contracts$4,510,101,000,0001
Purchased option contracts$4,417,904,000,0001
Foreign exchange rate contracts$7,724,388,000,0001
Notional value of exchange swaps$2,217,126,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,209,829,000,0001
Spot foreign exchange rate contracts$505,745,000,0002
Written option contracts$648,220,000,0001
Purchased option contracts$649,213,000,0001
Contracts on other commodities and equities.$1,850,496,000,0001
Notional value of other swaps$316,353,000,0001
Futures and forward contracts$118,919,000,0001
Written option contracts$754,115,000,0001
Purchased option contracts$661,109,000,0001
2009-12-31Rank
Derivatives$78,690,565,000,0001
Notional amount of credit derivatives$6,079,453,000,0001
Bank is guarantor$3,032,387,000,0001
Bank is beneficiary$3,047,066,000,0001
Interest rate contracts$63,450,099,000,0001
Notional value of interest rate swaps$47,762,053,000,0001
Futures and forward contracts$6,574,669,000,0001
Written option contracts$4,550,171,000,0001
Purchased option contracts$4,563,206,000,0001
Foreign exchange rate contracts$7,183,031,000,0001
Notional value of exchange swaps$2,212,602,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,587,182,000,0001
Spot foreign exchange rate contracts$63,281,000,0003
Written option contracts$684,895,000,0001
Purchased option contracts$698,352,000,0001
Contracts on other commodities and equities.$1,977,982,000,0001
Notional value of other swaps$311,431,000,0001
Futures and forward contracts$126,074,000,0001
Written option contracts$880,439,000,0001
Purchased option contracts$660,038,000,0001
2009-09-30Rank
Derivatives$80,033,692,000,0001
Notional amount of credit derivatives$6,380,266,000,0001
Bank is guarantor$3,134,157,000,0001
Bank is beneficiary$3,246,109,000,0001
Interest rate contracts$63,809,105,000,0001
Notional value of interest rate swaps$48,982,052,000,0001
Futures and forward contracts$5,469,744,000,0001
Written option contracts$4,753,669,000,0001
Purchased option contracts$4,603,640,000,0001
Foreign exchange rate contracts$7,413,255,000,0001
Notional value of exchange swaps$2,042,897,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,985,888,000,0001
Spot foreign exchange rate contracts$1,061,922,000,0001
Written option contracts$685,068,000,0001
Purchased option contracts$699,402,000,0001
Contracts on other commodities and equities.$2,431,066,000,0001
Notional value of other swaps$324,793,000,0001
Futures and forward contracts$130,606,000,0001
Written option contracts$1,111,372,000,0001
Purchased option contracts$864,295,000,0001
2009-06-30Rank
Derivatives$80,674,318,000,0001
Notional amount of credit derivatives$6,817,788,000,0001
Bank is guarantor$3,329,164,000,0001
Bank is beneficiary$3,488,624,000,0001
Interest rate contracts$64,563,251,000,0001
Notional value of interest rate swaps$48,996,614,000,0001
Futures and forward contracts$6,049,350,000,0001
Written option contracts$4,775,072,000,0001
Purchased option contracts$4,742,215,000,0001
Foreign exchange rate contracts$7,003,867,000,0001
Notional value of exchange swaps$1,847,594,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,677,614,000,0001
Spot foreign exchange rate contracts$733,099,000,0001
Written option contracts$726,073,000,0001
Purchased option contracts$752,586,000,0001
Contracts on other commodities and equities.$2,289,412,000,0001
Notional value of other swaps$311,981,000,0001
Futures and forward contracts$129,430,000,0001
Written option contracts$1,035,726,000,0001
Purchased option contracts$812,275,000,0001
2009-03-31Rank
Derivatives$81,887,407,000,0001
Notional amount of credit derivatives$7,499,964,000,0001
Bank is guarantor$3,665,377,000,0001
Bank is beneficiary$3,834,587,000,0001
Interest rate contracts$65,108,123,000,0001
Notional value of interest rate swaps$49,411,971,000,0001
Futures and forward contracts$6,325,001,000,0001
Written option contracts$4,760,161,000,0001
Purchased option contracts$4,610,990,000,0001
Foreign exchange rate contracts$7,082,279,000,0001
Notional value of exchange swaps$1,662,543,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,571,403,000,0001
Spot foreign exchange rate contracts$725,944,000,0001
Written option contracts$924,957,000,0001
Purchased option contracts$923,376,000,0001
Contracts on other commodities and equities.$2,197,041,000,0001
Notional value of other swaps$308,888,000,0001
Futures and forward contracts$131,070,000,0001
Written option contracts$948,866,000,0001
Purchased option contracts$808,217,000,0001
2008-12-31Rank
Derivatives$87,751,546,000,0001
Notional amount of credit derivatives$8,391,629,000,0001
Bank is guarantor$4,107,265,000,0001
Bank is beneficiary$4,284,364,000,0001
Interest rate contracts$69,897,682,000,0001
Notional value of interest rate swaps$54,460,885,000,0001
Futures and forward contracts$6,120,290,000,0001
Written option contracts$4,791,187,000,0001
Purchased option contracts$4,525,320,000,0001
Foreign exchange rate contracts$7,205,672,000,0001
Notional value of exchange swaps$1,619,257,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,655,423,000,0001
Spot foreign exchange rate contracts$388,874,000,0001
Written option contracts$971,668,000,0001
Purchased option contracts$959,324,000,0001
Contracts on other commodities and equities.$2,256,563,000,0001
Notional value of other swaps$354,705,000,0001
Futures and forward contracts$159,816,000,0001
Written option contracts$920,719,000,0001
Purchased option contracts$821,323,000,0001
2008-09-30Rank
Derivatives$87,906,741,000,0001
Notional amount of credit derivatives$9,177,731,000,0001
Bank is guarantor$4,488,910,000,0001
Bank is beneficiary$4,688,821,000,0001
Interest rate contracts$67,502,845,000,0001
Notional value of interest rate swaps$52,410,446,000,0001
Futures and forward contracts$5,802,264,000,0001
Written option contracts$4,629,356,000,0001
Purchased option contracts$4,660,779,000,0001
Foreign exchange rate contracts$8,451,011,000,0001
Notional value of exchange swaps$1,590,922,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,648,736,000,0001
Spot foreign exchange rate contracts$218,733,000,0003
Written option contracts$1,107,250,000,0001
Purchased option contracts$1,104,103,000,0001
Contracts on other commodities and equities.$2,775,154,000,0001
Notional value of other swaps$383,879,000,0001
Futures and forward contracts$158,929,000,0001
Written option contracts$1,172,142,000,0001
Purchased option contracts$1,060,204,000,0001
2008-06-30Rank
Derivatives$91,630,939,000,0001
Notional amount of credit derivatives$7,850,264,000,0001
Bank is guarantor$3,821,391,000,0001
Bank is beneficiary$4,028,873,000,0001
Interest rate contracts$73,180,022,000,0001
Notional value of interest rate swaps$56,985,936,000,0001
Futures and forward contracts$5,495,370,000,0001
Written option contracts$5,514,779,000,0001
Purchased option contracts$5,183,937,000,0001
Foreign exchange rate contracts$8,270,665,000,0001
Notional value of exchange swaps$1,626,655,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,140,952,000,0001
Spot foreign exchange rate contracts$342,892,000,0002
Written option contracts$1,261,617,000,0001
Purchased option contracts$1,241,441,000,0001
Contracts on other commodities and equities.$2,329,988,000,0001
Notional value of other swaps$343,068,000,0001
Futures and forward contracts$208,583,000,0001
Written option contracts$862,755,000,0001
Purchased option contracts$915,582,000,0001
2008-03-31Rank
Derivatives$90,409,356,000,0001
Notional amount of credit derivatives$8,121,236,000,0001
Bank is guarantor$3,977,620,000,0001
Bank is beneficiary$4,143,616,000,0001
Interest rate contracts$71,606,232,000,0001
Notional value of interest rate swaps$55,588,615,000,0001
Futures and forward contracts$5,207,659,000,0001
Written option contracts$5,746,622,000,0001
Purchased option contracts$5,063,336,000,0001
Foreign exchange rate contracts$8,214,684,000,0001
Notional value of exchange swaps$1,528,035,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$4,216,167,000,0001
Spot foreign exchange rate contracts$411,173,000,0002
Written option contracts$1,239,346,000,0001
Purchased option contracts$1,231,136,000,0001
Contracts on other commodities and equities.$2,467,204,000,0001
Notional value of other swaps$423,984,000,0001
Futures and forward contracts$189,509,000,0001
Written option contracts$941,820,000,0001
Purchased option contracts$911,891,000,0001
2007-12-31Rank
Derivatives$84,830,944,000,0001
Notional amount of credit derivatives$7,900,570,000,0001
Bank is guarantor$3,866,701,000,0001
Bank is beneficiary$4,033,869,000,0001
Interest rate contracts$67,622,041,000,0001
Notional value of interest rate swaps$52,170,880,000,0001
Futures and forward contracts$4,360,769,000,0001
Written option contracts$5,744,289,000,0001
Purchased option contracts$5,346,103,000,0001
Foreign exchange rate contracts$6,644,179,000,0001
Notional value of exchange swaps$1,363,062,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,465,999,000,0001
Spot foreign exchange rate contracts$40,312,000,0003
Written option contracts$909,076,000,0001
Purchased option contracts$906,042,000,0001
Contracts on other commodities and equities.$2,664,154,000,0001
Notional value of other swaps$400,449,000,0001
Futures and forward contracts$162,644,000,0001
Written option contracts$1,041,457,000,0001
Purchased option contracts$1,059,604,000,0001
2007-09-30Rank
Derivatives$92,030,670,000,0001
Notional amount of credit derivatives$7,778,273,000,0001
Bank is guarantor$3,824,034,000,0001
Bank is beneficiary$3,954,239,000,0001
Interest rate contracts$75,195,630,000,0001
Notional value of interest rate swaps$59,969,864,000,0001
Futures and forward contracts$3,801,178,000,0001
Written option contracts$5,992,930,000,0001
Purchased option contracts$5,431,658,000,0001
Foreign exchange rate contracts$6,325,183,000,0001
Notional value of exchange swaps$1,238,366,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$3,286,813,000,0001
Spot foreign exchange rate contracts$295,174,000,0002
Written option contracts$904,007,000,0001
Purchased option contracts$895,997,000,0001
Contracts on other commodities and equities.$2,731,584,000,0001
Notional value of other swaps$318,788,000,0001
Futures and forward contracts$167,370,000,0001
Written option contracts$1,172,891,000,0001
Purchased option contracts$1,072,535,000,0001
2007-06-30Rank
Derivatives$79,526,540,000,0001
Notional amount of credit derivatives$6,523,188,000,0001
Bank is guarantor$3,233,204,000,0001
Bank is beneficiary$3,289,984,000,0001
Interest rate contracts$65,235,334,000,0001
Notional value of interest rate swaps$49,432,089,000,0001
Futures and forward contracts$4,035,056,000,0001
Written option contracts$6,270,058,000,0001
Purchased option contracts$5,498,131,000,0001
Foreign exchange rate contracts$5,324,318,000,0001
Notional value of exchange swaps$1,130,890,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$2,618,702,000,0002
Spot foreign exchange rate contracts$428,311,000,0002
Written option contracts$788,883,000,0001
Purchased option contracts$785,843,000,0001
Contracts on other commodities and equities.$2,443,700,000,0001
Notional value of other swaps$319,875,000,0001
Futures and forward contracts$143,799,000,0001
Written option contracts$1,040,174,000,0001
Purchased option contracts$939,852,000,0001
2007-03-31Rank
Derivatives$71,228,513,000,0001
Notional amount of credit derivatives$5,659,483,000,0001
Bank is guarantor$2,826,173,000,0001
Bank is beneficiary$2,833,310,000,0001
Interest rate contracts$58,361,344,000,0001
Notional value of interest rate swaps$43,394,020,000,0001
Futures and forward contracts$3,590,681,000,0001
Written option contracts$5,794,278,000,0001
Purchased option contracts$5,582,365,000,0001
Foreign exchange rate contracts$5,033,634,000,0001
Notional value of exchange swaps$1,137,780,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$2,354,597,000,0002
Spot foreign exchange rate contracts$411,173,000,0002
Written option contracts$766,308,000,0001
Purchased option contracts$774,949,000,0001
Contracts on other commodities and equities.$2,174,052,000,0001
Notional value of other swaps$316,112,000,0001
Futures and forward contracts$134,980,000,0001
Written option contracts$900,555,000,0001
Purchased option contracts$822,405,000,0001
2006-12-31Rank
Derivatives$65,535,873,000,0001
Notional amount of credit derivatives$4,654,282,000,0001
Bank is guarantor$2,303,579,000,0001
Bank is beneficiary$2,350,703,000,0001
Interest rate contracts$53,907,394,000,0001
Notional value of interest rate swaps$39,549,368,000,0001
Futures and forward contracts$4,052,232,000,0001
Written option contracts$5,151,204,000,0001
Purchased option contracts$5,154,590,000,0001
Foreign exchange rate contracts$4,512,618,000,0001
Notional value of exchange swaps$1,105,119,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$2,015,937,000,0002
Spot foreign exchange rate contracts$188,534,000,0002
Written option contracts$695,839,000,0001
Purchased option contracts$695,723,000,0001
Contracts on other commodities and equities.$2,461,579,000,0001
Notional value of other swaps$313,576,000,0001
Futures and forward contracts$132,241,000,0001
Written option contracts$1,149,401,000,0001
Purchased option contracts$866,361,000,0001
2006-09-30Rank
Derivatives$62,868,134,000,0001
Notional amount of credit derivatives$4,288,842,000,0001
Bank is guarantor$2,135,445,000,0001
Bank is beneficiary$2,153,397,000,0001
Interest rate contracts$51,061,159,000,0001
Notional value of interest rate swaps$37,125,984,000,0001
Futures and forward contracts$3,777,611,000,0001
Written option contracts$5,022,772,000,0001
Purchased option contracts$5,134,792,000,0001
Foreign exchange rate contracts$4,441,006,000,0001
Notional value of exchange swaps$1,075,174,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$1,948,952,000,0002
Spot foreign exchange rate contracts$233,173,000,0002
Written option contracts$713,705,000,0001
Purchased option contracts$703,175,000,0001
Contracts on other commodities and equities.$3,077,127,000,0001
Notional value of other swaps$352,737,000,0001
Futures and forward contracts$253,337,000,0001
Written option contracts$1,309,214,000,0001
Purchased option contracts$1,161,839,000,0001
2006-06-30Rank
Derivatives$57,649,044,000,0001
Notional amount of credit derivatives$3,586,876,000,0001
Bank is guarantor$1,794,975,000,0001
Bank is beneficiary$1,791,901,000,0001
Interest rate contracts$47,502,519,000,0001
Notional value of interest rate swaps$33,980,039,000,0001
Futures and forward contracts$3,708,927,000,0001
Written option contracts$4,817,110,000,0001
Purchased option contracts$4,996,443,000,0001
Foreign exchange rate contracts$4,590,764,000,0001
Notional value of exchange swaps$1,089,163,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$2,126,611,000,0002
Spot foreign exchange rate contracts$318,820,000,0001
Written option contracts$700,660,000,0001
Purchased option contracts$674,330,000,0001
Contracts on other commodities and equities.$1,968,885,000,0001
Notional value of other swaps$219,853,000,0001
Futures and forward contracts$111,739,000,0001
Written option contracts$847,723,000,0001
Purchased option contracts$789,570,000,0001
2006-03-31Rank
Derivatives$53,326,041,000,0001
Notional amount of credit derivatives$2,940,784,000,0001
Bank is guarantor$1,458,571,000,0001
Bank is beneficiary$1,482,213,000,0001
Interest rate contracts$44,494,706,000,0001
Notional value of interest rate swaps$31,516,819,000,0001
Futures and forward contracts$3,576,400,000,0001
Written option contracts$4,584,584,000,0001
Purchased option contracts$4,816,903,000,0001
Foreign exchange rate contracts$4,392,573,000,0001
Notional value of exchange swaps$1,020,991,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$1,887,487,000,0002
Spot foreign exchange rate contracts$279,618,000,0002
Written option contracts$755,678,000,0001
Purchased option contracts$728,417,000,0001
Contracts on other commodities and equities.$1,497,978,000,0001
Notional value of other swaps$175,204,000,0001
Futures and forward contracts$101,080,000,0001
Written option contracts$636,128,000,0001
Purchased option contracts$585,566,000,0001
2005-12-31Rank
Derivatives$48,382,320,000,0001
Notional amount of credit derivatives$2,301,064,000,0001
Bank is guarantor$1,144,264,000,0001
Bank is beneficiary$1,156,800,000,0002
Interest rate contracts$40,887,609,000,0001
Notional value of interest rate swaps$30,038,231,000,0001
Futures and forward contracts$3,263,110,000,0001
Written option contracts$3,670,081,000,0001
Purchased option contracts$3,916,187,000,0001
Foreign exchange rate contracts$3,904,926,000,0001
Notional value of exchange swaps$1,005,475,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$1,644,055,000,0002
Spot foreign exchange rate contracts$121,479,000,0002
Written option contracts$639,616,000,0001
Purchased option contracts$615,780,000,0001
Contracts on other commodities and equities.$1,288,721,000,0001
Notional value of other swaps$148,536,000,0001
Futures and forward contracts$100,240,000,0001
Written option contracts$564,302,000,0001
Purchased option contracts$475,643,000,0001
2005-09-30Rank
Derivatives$47,693,567,000,0001
Notional amount of credit derivatives$2,094,558,000,0001
Bank is guarantor$1,044,040,000,0001
Bank is beneficiary$1,050,518,000,0001
Interest rate contracts$40,814,959,000,0001
Notional value of interest rate swaps$29,531,938,000,0001
Futures and forward contracts$3,217,167,000,0001
Written option contracts$3,980,854,000,0001
Purchased option contracts$4,085,000,000,0001
Foreign exchange rate contracts$3,457,744,000,0001
Notional value of exchange swaps$1,033,238,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$1,524,393,000,0002
Spot foreign exchange rate contracts$201,335,000,0002
Written option contracts$461,351,000,0001
Purchased option contracts$438,762,000,0001
Contracts on other commodities and equities.$1,326,306,000,0001
Notional value of other swaps$123,961,000,0001
Futures and forward contracts$86,399,000,0001
Written option contracts$570,122,000,0001
Purchased option contracts$545,824,000,0001
2005-06-30Rank
Derivatives$46,826,598,000,0001
Notional amount of credit derivatives$1,660,822,000,0001
Bank is guarantor$834,368,000,0001
Bank is beneficiary$826,454,000,0001
Interest rate contracts$40,703,983,000,0001
Notional value of interest rate swaps$29,446,082,000,0001
Futures and forward contracts$3,493,312,000,0001
Written option contracts$3,861,665,000,0001
Purchased option contracts$3,902,924,000,0001
Foreign exchange rate contracts$3,337,040,000,0001
Notional value of exchange swaps$1,053,605,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$1,510,325,000,0002
Spot foreign exchange rate contracts$214,841,000,0002
Written option contracts$394,738,000,0001
Purchased option contracts$378,372,000,0001
Contracts on other commodities and equities.$1,124,753,000,0001
Notional value of other swaps$93,252,000,0001
Futures and forward contracts$77,337,000,0001
Written option contracts$488,949,000,0001
Purchased option contracts$465,215,000,0001
2005-03-31Rank
Derivatives$45,660,889,000,0001
Notional amount of credit derivatives$1,329,167,000,0001
Bank is guarantor$669,772,000,0001
Bank is beneficiary$659,395,000,0001
Interest rate contracts$39,794,454,000,0001
Notional value of interest rate swaps$29,266,084,000,0001
Futures and forward contracts$3,275,362,000,0001
Written option contracts$3,629,185,000,0001
Purchased option contracts$3,623,823,000,0001
Foreign exchange rate contracts$3,495,207,000,0001
Notional value of exchange swaps$1,107,024,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$1,475,771,000,0002
Spot foreign exchange rate contracts$217,308,000,0002
Written option contracts$457,218,000,0001
Purchased option contracts$455,194,000,0001
Contracts on other commodities and equities.$1,042,061,000,0001
Notional value of other swaps$74,096,000,0001
Futures and forward contracts$75,209,000,0001
Written option contracts$482,011,000,0001
Purchased option contracts$410,745,000,0001
2004-12-31Rank
Derivatives$44,944,124,000,0001
Notional amount of credit derivatives$1,066,160,000,0001
Bank is guarantor$530,612,000,0001
Bank is beneficiary$535,548,000,0001
Interest rate contracts$39,417,975,000,0001
Notional value of interest rate swaps$28,863,736,000,0001
Futures and forward contracts$3,253,633,000,0001
Written option contracts$3,628,610,000,0001
Purchased option contracts$3,671,996,000,0001
Foreign exchange rate contracts$3,483,333,000,0001
Notional value of exchange swaps$1,151,553,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$1,584,156,000,0002
Spot foreign exchange rate contracts$67,608,000,0003
Written option contracts$371,137,000,0001
Purchased option contracts$376,487,000,0001
Contracts on other commodities and equities.$976,656,000,0001
Notional value of other swaps$66,552,000,0001
Futures and forward contracts$70,671,000,0001
Written option contracts$441,120,000,0001
Purchased option contracts$398,313,000,0001
2004-09-30Rank
Derivatives$43,238,226,000,0001
Notional amount of credit derivatives$926,695,000,0001
Bank is guarantor$455,090,000,0001
Bank is beneficiary$471,605,000,0001
Interest rate contracts$38,269,663,000,0001
Notional value of interest rate swaps$27,028,176,000,0001
Futures and forward contracts$3,420,171,000,0001
Written option contracts$3,827,804,000,0001
Purchased option contracts$3,993,512,000,0001
Foreign exchange rate contracts$3,127,170,000,0001
Notional value of exchange swaps$1,041,111,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$1,403,381,000,0002
Spot foreign exchange rate contracts$183,129,000,0002
Written option contracts$342,027,000,0001
Purchased option contracts$340,651,000,0001
Contracts on other commodities and equities.$914,698,000,0001
Notional value of other swaps$55,679,000,0001
Futures and forward contracts$66,416,000,0001
Written option contracts$406,772,000,0001
Purchased option contracts$385,831,000,0001
2004-06-30Rank
Derivatives$41,743,831,000,0001
Notional amount of credit derivatives$743,608,000,0001
Bank is guarantor$361,649,000,0001
Bank is beneficiary$381,959,000,0001
Interest rate contracts$37,266,151,000,0001
Notional value of interest rate swaps$25,640,847,000,0001
Futures and forward contracts$3,845,457,000,0001
Written option contracts$3,917,516,000,0001
Purchased option contracts$3,862,331,000,0001
Foreign exchange rate contracts$2,954,258,000,0001
Notional value of exchange swaps$970,706,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$1,345,478,000,0002
Spot foreign exchange rate contracts$180,275,000,0002
Written option contracts$325,954,000,0001
Purchased option contracts$312,120,000,0001
Contracts on other commodities and equities.$779,814,000,0001
Notional value of other swaps$49,773,000,0001
Futures and forward contracts$58,002,000,0001
Written option contracts$333,949,000,0001
Purchased option contracts$338,090,000,0001
2004-03-31Rank
Derivatives$39,622,611,000,0001
Notional amount of credit derivatives$622,846,000,0001
Bank is guarantor$292,791,000,0001
Bank is beneficiary$330,055,000,0001
Interest rate contracts$35,043,224,000,0001
Notional value of interest rate swaps$24,876,444,000,0001
Futures and forward contracts$3,486,781,000,0001
Written option contracts$3,343,685,000,0001
Purchased option contracts$3,336,314,000,0001
Foreign exchange rate contracts$3,139,634,000,0001
Notional value of exchange swaps$962,848,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$1,492,972,000,0002
Spot foreign exchange rate contracts$217,970,000,0002
Written option contracts$348,925,000,0001
Purchased option contracts$334,889,000,0001
Contracts on other commodities and equities.$816,907,000,0001
Notional value of other swaps$47,897,000,0001
Futures and forward contracts$65,266,000,0001
Written option contracts$360,828,000,0001
Purchased option contracts$342,916,000,0001
2003-12-31Rank
Derivatives$36,834,513,000,0001
Notional amount of credit derivatives$577,693,000,0001
Bank is guarantor$275,955,000,0001
Bank is beneficiary$301,738,000,0001
Interest rate contracts$32,764,534,000,0001
Notional value of interest rate swaps$23,368,325,000,0001
Futures and forward contracts$3,353,961,000,0001
Written option contracts$2,954,302,000,0001
Purchased option contracts$3,087,946,000,0001
Foreign exchange rate contracts$2,787,782,000,0001
Notional value of exchange swaps$957,361,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$1,317,748,000,0002
Spot foreign exchange rate contracts$21,915,000,0004
Written option contracts$258,784,000,0001
Purchased option contracts$253,889,000,0001
Contracts on other commodities and equities.$704,504,000,0001
Notional value of other swaps$46,172,000,0002
Futures and forward contracts$61,594,000,0001
Written option contracts$304,483,000,0001
Purchased option contracts$292,255,000,0001
2003-09-30Rank
Derivatives$34,349,853,000,0001
Notional amount of credit derivatives$496,561,000,0001
Bank is guarantor$240,134,000,0001
Bank is beneficiary$256,427,000,0001
Interest rate contracts$30,358,003,000,0001
Notional value of interest rate swaps$21,553,749,000,0001
Futures and forward contracts$2,985,971,000,0001
Written option contracts$2,884,335,000,0001
Purchased option contracts$2,933,948,000,0001
Foreign exchange rate contracts$2,779,820,000,0001
Notional value of exchange swaps$862,908,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$1,381,843,000,0002
Spot foreign exchange rate contracts$193,596,000,0002
Written option contracts$260,434,000,0001
Purchased option contracts$274,635,000,0001
Contracts on other commodities and equities.$715,469,000,0001
Notional value of other swaps$42,431,000,0002
Futures and forward contracts$58,991,000,0001
Written option contracts$311,897,000,0001
Purchased option contracts$302,150,000,0001
2003-06-30Rank
Derivatives$32,982,642,000,0001
Notional amount of credit derivatives$460,839,000,0001
Bank is guarantor$218,450,000,0001
Bank is beneficiary$242,389,000,0001
Interest rate contracts$29,187,204,000,0001
Notional value of interest rate swaps$19,722,400,000,0001
Futures and forward contracts$3,426,438,000,0001
Written option contracts$3,129,545,000,0001
Purchased option contracts$2,908,821,000,0001
Foreign exchange rate contracts$2,655,984,000,0001
Notional value of exchange swaps$763,559,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$1,437,905,000,0002
Spot foreign exchange rate contracts$186,214,000,0002
Written option contracts$232,092,000,0001
Purchased option contracts$222,428,000,0001
Contracts on other commodities and equities.$678,615,000,0001
Notional value of other swaps$43,329,000,0002
Futures and forward contracts$47,885,000,0001
Written option contracts$305,160,000,0001
Purchased option contracts$282,241,000,0001
2003-03-31Rank
Derivatives$30,901,590,000,0001
Notional amount of credit derivatives$408,796,000,0001
Bank is guarantor$191,623,000,0001
Bank is beneficiary$217,173,000,0001
Interest rate contracts$27,378,585,000,0001
Notional value of interest rate swaps$18,533,943,000,0001
Futures and forward contracts$3,162,973,000,0001
Written option contracts$2,978,657,000,0001
Purchased option contracts$2,703,012,000,0001
Foreign exchange rate contracts$2,432,322,000,0001
Notional value of exchange swaps$732,150,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$1,301,300,000,0002
Spot foreign exchange rate contracts$130,457,000,0002
Written option contracts$203,261,000,0001
Purchased option contracts$195,611,000,0002
Contracts on other commodities and equities.$681,887,000,0001
Notional value of other swaps$44,115,000,0002
Futures and forward contracts$50,236,000,0001
Written option contracts$302,032,000,0001
Purchased option contracts$285,504,000,0001
2002-12-31Rank
Derivatives$28,581,838,000,0001
Notional amount of credit derivatives$366,050,000,0001
Bank is guarantor$172,994,000,0001
Bank is beneficiary$193,056,000,0001
Interest rate contracts$25,131,038,000,0001
Notional value of interest rate swaps$17,260,253,000,0001
Futures and forward contracts$3,009,574,000,0001
Written option contracts$2,552,232,000,0001
Purchased option contracts$2,308,979,000,0001
Foreign exchange rate contracts$2,403,112,000,0001
Notional value of exchange swaps$738,723,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$1,322,844,000,0002
Spot foreign exchange rate contracts$19,880,000,0003
Written option contracts$174,506,000,0001
Purchased option contracts$167,039,000,0001
Contracts on other commodities and equities.$681,638,000,0001
Notional value of other swaps$47,289,000,0001
Futures and forward contracts$45,480,000,0002
Written option contracts$295,144,000,0001
Purchased option contracts$293,725,000,0001
2001-12-31Rank
Derivatives$23,542,913,000,0001
Notional amount of credit derivatives$271,673,000,0001
Bank is guarantor$147,822,000,0001
Bank is beneficiary$123,851,000,0001
Interest rate contracts$20,199,386,000,0001
Notional value of interest rate swaps$14,107,820,000,0001
Futures and forward contracts$2,054,444,000,0001
Written option contracts$2,120,718,000,0001
Purchased option contracts$1,916,404,000,0001
Foreign exchange rate contracts$2,460,961,000,0001
Notional value of exchange swaps$677,821,000,0001
Commitments to purchase foreign currencies & U.S. dollar exchange$1,455,575,000,0001
Spot foreign exchange rate contracts$12,659,000,0002
Written option contracts$171,184,000,0001
Purchased option contracts$156,381,000,0001
Contracts on other commodities and equities.$610,893,000,0001
Notional value of other swaps$56,310,000,0001
Futures and forward contracts$57,139,000,0001
Written option contracts$252,087,000,0001
Purchased option contracts$245,357,000,0001
2000-12-31Rank
Derivatives$14,477,870,000,0001
Notional amount of credit derivatives$27,236,000,0004
Bank is guarantor$12,161,000,0004
Bank is beneficiary$15,075,000,0004
Interest rate contracts$12,518,152,000,0001
Notional value of interest rate swaps$8,878,312,000,0001
Futures and forward contracts$2,109,974,000,0001
Written option contracts$717,138,000,0002
Purchased option contracts$812,728,000,0002
Foreign exchange rate contracts$1,758,010,000,0002
Notional value of exchange swaps$270,641,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,290,758,000,0002
Spot foreign exchange rate contracts$13,565,000,0003
Written option contracts$100,860,000,0002
Purchased option contracts$95,751,000,0002
Contracts on other commodities and equities.$174,472,000,0003
Notional value of other swaps$35,265,000,0002
Futures and forward contracts$14,668,000,0003
Written option contracts$60,985,000,0002
Purchased option contracts$63,554,000,0003
1999-12-31Rank
Derivatives$12,725,173,000,0001
Notional amount of credit derivatives$28,024,000,0003
Bank is guarantor$15,086,000,0002
Bank is beneficiary$12,938,000,0003
Interest rate contracts$10,918,667,000,0001
Notional value of interest rate swaps$7,202,663,000,0001
Futures and forward contracts$2,536,162,000,0001
Written option contracts$603,036,000,0003
Purchased option contracts$576,806,000,0003
Foreign exchange rate contracts$1,649,795,000,0002
Notional value of exchange swaps$218,809,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,240,338,000,0002
Spot foreign exchange rate contracts$5,578,000,0003
Written option contracts$97,164,000,0003
Purchased option contracts$93,484,000,0003
Contracts on other commodities and equities.$128,687,000,0002
Notional value of other swaps$20,340,000,0003
Futures and forward contracts$19,445,000,0003
Written option contracts$42,233,000,0002
Purchased option contracts$46,669,000,0002
1998-12-31Rank
Derivatives$10,275,389,000,0001
Notional amount of credit derivatives$24,299,000,0003
Bank is guarantor$13,445,000,0002
Bank is beneficiary$10,854,000,0003
Interest rate contracts$8,097,527,000,0001
Notional value of interest rate swaps$4,968,057,000,0001
Futures and forward contracts$2,134,307,000,0001
Written option contracts$514,164,000,0002
Purchased option contracts$480,999,000,0003
Foreign exchange rate contracts$2,038,734,000,0002
Notional value of exchange swaps$178,639,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,585,193,000,0002
Spot foreign exchange rate contracts$13,896,000,0006
Written option contracts$137,864,000,0003
Purchased option contracts$137,038,000,0003
Contracts on other commodities and equities.$114,829,000,0002
Notional value of other swaps$15,174,000,0002
Futures and forward contracts$13,332,000,0003
Written option contracts$42,766,000,0002
Purchased option contracts$43,557,000,0003
1997-12-31Rank
Derivatives$7,688,623,000,0001
Notional amount of credit derivatives$7,526,000,0002
Bank is guarantor$3,696,000,0002
Bank is beneficiary$3,830,000,0003
Interest rate contracts$5,666,576,000,0001
Notional value of interest rate swaps$3,310,883,000,0001
Futures and forward contracts$1,643,066,000,0001
Written option contracts$383,137,000,0003
Purchased option contracts$329,490,000,0003
Foreign exchange rate contracts$1,957,950,000,0001
Notional value of exchange swaps$113,779,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,593,617,000,0001
Spot foreign exchange rate contracts$74,005,000,0002
Written option contracts$126,687,000,0003
Purchased option contracts$123,867,000,0003
Contracts on other commodities and equities.$56,571,000,0004
Notional value of other swaps$10,846,000,0003
Futures and forward contracts$13,565,000,0003
Written option contracts$17,280,000,0004
Purchased option contracts$14,880,000,0004
1996-12-31Rank
Derivatives$5,676,609,000,0001
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$3,990,527,000,0001
Notional value of interest rate swaps$2,401,867,000,0001
Futures and forward contracts$1,205,407,000,0001
Written option contracts$201,851,000,0003
Purchased option contracts$181,402,000,0003
Foreign exchange rate contracts$1,640,500,000,0001
Notional value of exchange swaps$88,686,000,0002
Commitments to purchase foreign currencies & U.S. dollar exchange$1,367,947,000,0001
Spot foreign exchange rate contracts$65,650,000,0002
Written option contracts$94,207,000,0003
Purchased option contracts$89,660,000,0003
Contracts on other commodities and equities.$45,582,000,0003
Notional value of other swaps$9,869,000,0003
Futures and forward contracts$13,271,000,0003
Written option contracts$11,657,000,0005
Purchased option contracts$10,785,000,0004
1995-12-31Rank
Derivatives$3,411,543,000,0002
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$2,446,205,000,0002
Notional value of interest rate swaps$1,443,824,000,0001
Futures and forward contracts$877,448,000,0001
Written option contracts$56,969,000,0006
Purchased option contracts$67,964,000,0006
Foreign exchange rate contracts$954,219,000,0002
Notional value of exchange swaps$32,935,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$833,141,000,0002
Spot foreign exchange rate contracts$40,075,000,0004
Written option contracts$46,131,000,0004
Purchased option contracts$42,012,000,0005
Contracts on other commodities and equities.$11,119,000,0007
Notional value of other swaps$2,943,000,0005
Futures and forward contracts$782,000,0008
Written option contracts$3,753,000,0006
Purchased option contracts$3,641,000,0006
1994-12-31Rank
Derivatives$3,185,185,000,0001
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$2,280,070,000,0001
Notional value of interest rate swaps$1,167,567,000,0001
Futures and forward contracts$968,933,000,0001
Written option contracts$71,706,000,0006
Purchased option contracts$71,864,000,0005
Foreign exchange rate contracts$900,610,000,0002
Notional value of exchange swaps$22,235,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$805,793,000,0002
Spot foreign exchange rate contractsNANA
Written option contracts$38,369,000,0004
Purchased option contracts$34,213,000,0004
Contracts on other commodities and equities.$4,505,000,0007
Notional value of other swaps$1,298,000,0005
Futures and forward contracts$8,000,00015
Written option contracts$1,682,000,0006
Purchased option contracts$1,517,000,0006
1993-12-31Rank
Derivatives$2,475,336,000,0001
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$1,738,286,000,0001
Notional value of interest rate swaps$667,970,000,0001
Futures and forward contracts$791,811,000,0001
Written option contracts$164,878,000,0002
Purchased option contracts$113,627,000,0003
Foreign exchange rate contracts$731,299,000,0002
Notional value of exchange swaps$18,672,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$667,063,000,0002
Spot foreign exchange rate contractsNANA
Written option contracts$23,688,000,0006
Purchased option contracts$21,876,000,0006
Contracts on other commodities and equities.$5,751,000,0007
Notional value of other swaps$296,000,0008
Futures and forward contracts$139,000,0009
Written option contracts$2,718,000,0005
Purchased option contracts$2,598,000,0005
1992-12-31Rank
Derivatives$1,614,759,000,0001
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$1,061,047,000,0001
Notional value of interest rate swaps$389,366,000,0001
Futures and forward contracts$541,806,000,0001
Written option contracts$69,683,000,0003
Purchased option contracts$60,192,000,0003
Foreign exchange rate contracts$548,210,000,0002
Notional value of exchange swaps$22,097,000,0005
Commitments to purchase foreign currencies & U.S. dollar exchange$490,689,000,0002
Spot foreign exchange rate contractsNANA
Written option contracts$18,184,000,0006
Purchased option contracts$17,240,000,0007
Contracts on other commodities and equities.$5,502,000,0005
Notional value of other swaps$194,000,0006
Futures and forward contracts$125,000,0007
Written option contracts$2,316,000,0004
Purchased option contracts$2,867,000,0004

JPMorgan Chase ‘London Whale’ FRAUD

JPMorgan Traders Charged with ‘London Whale’ Fraud

REUTERS/Eduardo Munoz

By Reuters 

August 14, 2013

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Two former JPMorgan Chase & Co employees are facing criminal charges related to the trading scandal that cost the bank $6.2 billion last year, but the trader who earned the nickname “the London Whale” and was at first most closely tied to the scandal is not one of them.

In fact, Bruno Iksil, who is cooperating with federal prosecutors, pushed back against the efforts of his former colleagues Javier Martin-Artajo and Julien Grout to hide the mounting losses, according to court filings. Federal prosecutors in Manhattan on Wednesday charged Martin-Artajo and Grout, who both worked for JPMorgan’s chief investment office in London, with wire fraud and a conspiracy to falsify books and records related to the trading losses.

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The charges, the first to arise from the Whale scandal, say the two deliberately tried to hide hundreds of millions of dollars in losses on trades in a portfolio of synthetic credit derivatives tied to corporate debt. It is not clear when Martin-Artajo and Grout, who are both living in Europe, will be arrested and brought to the U.S. to be formally arraigned. Lawyers for Grout and Martin-Artajo, who could not be immediately reached for comment, have previously said that their clients did nothing wrong.

Iksil earned the nickname “the London Whale” for the size of the derivatives trades he made in late 2011 and early 2012. Though initially blamed for the bad decisions leading to the losses, the charges against his former colleagues are now casting him in a more heroic light, at least according to federal authorities.

Iksil emerges in the criminal complaints as a pivotal voice during the escalating scandal, a dissenter who wanted to quickly exit the unwieldy trading positions and who at times tried to argue against hiding the group’s mounting losses. The criminal complaints include references to several conversations and email exchanges in which Iksil tells Grout he takes issue with Martin-Artajo’s instructions to take steps to value the portfolio in such a way to minimize losses. In a conversation on March 16, 2012, authorities quote Iksil as telling Grout: “I don’t know where he (Martin-Artajo) wants to stop, but it’s getting idiotic.”

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The charges are the result of an investigation into events surrounding the losses in the London division of JPMorgan’s chief investment office. The losses first became public in April 2012 when it was revealed Iksil’s group made outsized bets in an illiquid derivatives market and found themselves squeezed by competitors in the market.

Grout, 35, was Iksil’s deputy and was in charge of marking the values of the trades in the group’s books. Martin-Artajo, 49, was Iksil’s direct boss in the chief investment office. Prosecutors accuse him of pressuring Iksil and Grout to report prices at more favorable levels, according to the court papers.

The complaint against Martin-Artajo alleges he also manipulated the single person whose role it was to independently review the prices of trading positions marked in the chief investment office’s books. “The defendant and his co-conspirators took full advantage of the freedom” offered by the unnamed person’s flimsily structured office, called the “valuation control group,” the complaint said.

The complaint said Martin-Artajo and his team did this by talking to the valuation control group employee and sharing with him only selected price quotes they had received “with the result that the CIO VCG ultimately did not perform a meaningful check on the trader valuations.”

The two men each face charges of conspiracy, falsifying books and records, wire fraud, and causing false statements to be made to the U.S. Securities and Exchange Commission. They may face up to 25 years each in prison.

The maximum fines for their charges are $250,000 each, or twice the gross gain or loss from the offenses. The U.S. Securities and Exchange Commission filed a related civil complaint against Martin-Artajo and Grout. It said the defendants hid losses to make the portfolio’s performance look better, and as a result curry favor with supervisors and improve their bonuses and promotion prospects.

The SEC said Martin-Artajo also hoped to stop JPMorgan from moving the portfolio, one of his main responsibilities, to another division. U.S. Attorney Preet Bharara will hold a news conference on the charges Wednesday afternoon, his office said in a statement to the media. A spokesman for JPMorgan declined to comment.

Iksil will not face criminal charges, according to the cooperation agreement, which was signed on June 20. His testimony helped build the cases against his former colleagues; he appears in both sets of charges as “cw-1,” an unnamed cooperating witness. Iksil was fired along with Martin-Artajo last year, as the scandal surrounding the bank’s losses escalated.

It was not clear when Grout and Martin-Artajo would appear in U.S. court to face the charges against them. They were both based in London when they worked for JPMorgan. Martin-Artajo, who is Spanish, still lives in London but is traveling abroad on a summer vacation. Grout, who is French but has an American wife and two children who are U.S. citizens, was forced to resign from JPMorgan in December. He and his family are living in France with his parents.

This article by Emily Flitter with additional reporting by Bernard Vaughan, Jonathan Stempel, and David Henry from Reuters.

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