Derivatives Q1-06
Larrañaga
Emily.Abramsky
2007-12-12T20:38:57Z
2000-03-06T16:40:40Z
2010-12-20T18:41:58Z
11.9999
2805
14835
-15
2745
797
False
False
| TABLE 1 |
| NOTIONAL AMOUNT OF DERIVATIVE CONTRACTS |
| TOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
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TOTAL |
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TOTAL |
TOTAL |
TOTAL |
TOTAL |
TOTAL |
CREDIT |
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|
TOTAL |
TOTAL |
FUTURES |
OPTIONS |
FORWARDS |
SWAPS |
OPTIONS |
DERIVATIVES |
SPOT |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
(EXCH TR) |
(EXCH TR) |
(OTC) |
(OTC) |
(OTC) |
(OTC) |
FX |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1244049 |
91734451 |
1460872 |
2908687 |
5499315 |
61527018 |
12560286 |
7778273 |
295174 |
|
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1233325 |
34004072 |
384011 |
589796 |
3516958 |
19922421 |
6553824 |
3037062 |
380565 |
|
| 3 |
BANK OF AMERICA NA |
NC |
1290376.2290000001 |
32074526.608000003 |
912444.49899999995 |
678121.83700000006 |
2343730.7140000002 |
23033033.482999999 |
3531886.111 |
1575309.9639999999 |
198568.851 |
|
| 4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
557018 |
5165545 |
330164 |
541832 |
112140 |
3102003 |
678091 |
401315 |
21156 |
|
| 5 |
HSBC BANK USA NATIONAL ASSN |
DE |
181810.86300000001 |
4439683.91 |
101697.23299999999 |
85072.551000000007 |
358545.49400000001 |
2184404.7220000001 |
570483.424 |
1139480.486 |
58570.911 |
|
| 6 |
WELLS FARGO BANK NA |
SD |
445446 |
991484 |
111384 |
84784 |
424539 |
295969 |
72446 |
2362 |
18580 |
|
| 7 |
BANK OF NEW YORK |
NY |
112524 |
953577 |
64404 |
24544 |
136163 |
360317 |
366128 |
2021 |
23832 |
|
| 8 |
STATE STREET BANK&TRUST CO |
MA |
131321.484 |
799571.11700000009 |
332.67 |
0 |
744022.93599999999 |
10723.376 |
44264.635000000002 |
227.5 |
40885.232000000004 |
|
| 9 |
SUNTRUST BANK |
GA |
171510.82199999999 |
264513.71799999999 |
92345.596999999994 |
10106.302 |
31731.047999999999 |
103152.534 |
26103.412 |
1074.825 |
823.96900000000005 |
|
| 10 |
PNC BANK NATIONAL ASSN |
PA |
119504.22 |
260331.27499999999 |
44403.553 |
24702.15 |
4867.46 |
132539.72200000001 |
48322.59 |
5495.8 |
2362.1750000000002 |
|
| 11 |
MELLON BANK NATIONAL ASSN |
PA |
32183.24 |
181823.22200000001 |
8497.848 |
760 |
143974.63 |
26195.003000000001 |
2168.636 |
227.10499999999999 |
23205.096000000001 |
|
| 12 |
NORTHERN TRUST CO |
IL |
54113.351000000002 |
152959.454 |
0 |
0 |
144596.193 |
7532.5110000000004 |
560 |
270.75 |
15939.235000000001 |
|
| 13 |
KEYBANK NATIONAL ASSN |
OH |
93178.474000000002 |
116093.70299999999 |
16546 |
0 |
11265.03 |
72653.264999999999 |
7384.4960000000001 |
8244.9120000000003 |
1518.5050000000001 |
|
| 14 |
NATIONAL CITY BANK |
OH |
141885.48499999999 |
114672.68799999999 |
12425.8 |
1325 |
19763.942999999999 |
33802.313999999998 |
45378.885999999999 |
1976.7449999999999 |
675.51499999999999 |
|
| 15 |
U S BANK NATIONAL ASSN |
OH |
225976.02900000001 |
85750.991999999998 |
6950 |
9330 |
17019.115000000002 |
43700.167999999998 |
7936.3289999999997 |
815.38 |
379.48599999999999 |
|
| 16 |
LASALLE BANK NATIONAL ASSN |
IL |
73156.89 |
60633.57 |
0 |
0 |
15.468 |
45681.599000000002 |
12602.950999999999 |
2333.5520000000001 |
0 |
|
| 17 |
MERRILL LYNCH BANK USA |
UT |
77648.573999999993 |
58885.562999999995 |
26788 |
0 |
950.803 |
22860.199000000001 |
242.86099999999999 |
8043.7 |
0 |
|
| 18 |
REGIONS BANK |
AL |
133920.777 |
51559.41 |
5929 |
2000 |
1270.184 |
38274.41 |
3910.6640000000002 |
175.15200000000002 |
28.085999999999999 |
|
| 19 |
RBS CITIZENS NATIONAL ASSN |
RI |
132408.54699999999 |
49820.155000000006 |
0 |
0 |
3731.6390000000001 |
45351.163 |
577.87699999999995 |
159.476 |
80.061999999999998 |
|
| 20 |
FIFTH THIRD BANK |
OH |
57198.553999999996 |
47060.648999999998 |
39.15 |
0 |
5787.4570000000003 |
30835.057000000001 |
10150.963 |
248.02199999999999 |
371.55700000000002 |
|
| 21 |
BRANCH BANKING&TRUST CO |
NC |
126290.166 |
46455.444000000003 |
6828.7 |
0 |
8000.1109999999999 |
25761.97 |
5736.7579999999998 |
127.905 |
28.940999999999999 |
|
| 22 |
FIRST TENNESSEE BANK NA |
TN |
37158.188000000002 |
33268.74 |
7197.4 |
0 |
6942.527 |
9186.7610000000004 |
9942.0519999999997 |
0 |
2.762 |
|
| 23 |
LEHMAN BROTHERS COML BK |
UT |
6342.866 |
29981.716 |
0 |
0 |
10099.955 |
19881.760999999999 |
0 |
0 |
0 |
|
| 24 |
UNION BANK OF CALIFORNIA NA |
CA |
53685.277000000002 |
28386.077000000001 |
0 |
0 |
4392.1880000000001 |
15995.214 |
7998.6750000000002 |
0 |
1588.3530000000001 |
|
| 25 |
DEUTSCHE BANK TR CO AMERICAS |
NY |
36215 |
26337 |
0 |
0 |
345 |
18343 |
1812 |
5837 |
0 |
|
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| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
6768247.0360000003 |
171771444.01100001 |
3593260.45 |
4961060.84 |
13550166.895000003 |
111127636.23200002 |
24568238.320000008 |
13971081.273999998 |
1084335.7359999998 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
2533219.58 |
403887.83599999989 |
9964.9110000000001 |
3074.8850000000002 |
48814.46399999992 |
271949.78200000024 |
51948.975000000006 |
18134.819 |
1843.7310000000002 |
| TOTAL 937 COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
9301466.6159999911 |
172175331.84700015 |
3603225.3609999996 |
4964135.7250000015 |
13598981.359000007 |
111399586.01399998 |
24620187.294999998 |
13989216.093 |
1086179.4669999997 |
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| Note: Credit derivatives have been included in the sum of total derivatives. Credit derivatives have been included as an "over the counter" category, although the Call Report does not differentiate by market currently. |
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
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| Note: Numbers may not add due to rounding. |
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| Data source: Call Report, schedule RC-L |
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73
600
600
75
False
False
| TABLE 2 |
|
| NOTIONAL AMOUNT OF DERIVATIVE CONTRACTS |
| TOP 25 HOLDING COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
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CREDIT |
|
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|
|
TOTAL |
TOTAL |
FUTURES |
OPTIONS |
FORWARDS |
SWAPS |
OPTIONS |
DERIVATIVES |
SPOT |
| RANK |
HOLDING COMPANY |
STATE |
ASSETS |
DERIVATIVES |
(EXCH TR) |
(EXCH TR) |
(OTC) |
(OTC) |
(OTC) |
(OTC) |
FX |
| 1 |
JPMORGAN CHASE & CO. |
NY |
1479575 |
92304005 |
1551702 |
3207451 |
5761110 |
61467636 |
12541630 |
7774476 |
295174 |
| 2 |
CITIGROUP INC. |
NY |
2358266 |
39451849 |
860520 |
4653371 |
3989610 |
19655355 |
6758066 |
3534927 |
333905 |
|
| 3 |
BANK OF AMERICA CORPORATION |
NC |
1582330.2490000001 |
32733343.064999998 |
956136.86199999996 |
820760.12100000004 |
2925194.3969999999 |
22946420.204 |
3528758.1779999998 |
1556073.3030000001 |
196656.622 |
|
| 4 |
WACHOVIA CORPORATION |
NC |
754168 |
5137123 |
330226 |
544780 |
112455 |
3075761 |
678291 |
395610 |
21156 |
|
| 5 |
HSBC NORTH AMERICA HOLDINGS INC. |
IL |
509865.59 |
4425904.06 |
119043.13 |
116905.55100000001 |
375398.723 |
2102767.0350000001 |
574306.70199999993 |
1137482.9189999998 |
58575.998 |
|
| 6 |
TAUNUS CORPORATION |
NY |
600740 |
1121667 |
115792 |
257732 |
525046 |
177086 |
27668 |
18343 |
703 |
|
| 7 |
BANK OF NEW YORK MELLON CORPORATION, THE |
NY |
184166 |
1107709 |
72905 |
25572 |
257520 |
381168 |
368296 |
2248 |
43893 |
|
| 8 |
WELLS FARGO & COMPANY |
CA |
548727 |
992529 |
112485 |
85844 |
424615 |
291396 |
75810 |
2379 |
18580 |
|
| 9 |
STATE STREET CORPORATION |
MA |
140085.02 |
799021.11699999997 |
332.67 |
0 |
744022.93599999999 |
10173.376 |
44264.635000000002 |
227.5 |
40885.232000000004 |
|
| 10 |
SUNTRUST BANKS, INC. |
GA |
175857.22899999999 |
263912.71799999999 |
92345.596000000005 |
10106.302 |
31731.048999999999 |
102551.534 |
26103.411999999997 |
1074.825 |
823.96900000000005 |
|
| 11 |
PNC FINANCIAL SERVICES GROUP, INC., THE |
PA |
131477.883 |
256758.44600000003 |
44692.154000000002 |
25038.255000000001 |
5309.3850000000002 |
128458.12 |
47996.731999999996 |
5263.8 |
2362.1750000000002 |
|
| 12 |
METLIFE, INC. |
NY |
563077.37800000003 |
187965.45600000001 |
13050.703 |
0 |
7559.634 |
74500.06 |
86167.843000000008 |
6687.2160000000003 |
0 |
|
| 13 |
NORTHERN TRUST CORPORATION |
IL |
63098.902000000002 |
152933.49 |
0 |
0 |
144596.193 |
7505.357 |
561.19 |
270.75 |
15939.235000000001 |
|
| 14 |
KEYCORP |
OH |
96829.722999999998 |
119418.39199999999 |
16646 |
0 |
11265.03 |
74956.191999999995 |
8306.2579999999998 |
8244.9120000000003 |
1518.5050000000001 |
|
| 15 |
NATIONAL CITY CORPORATION |
OH |
154175.761 |
112384.71699999999 |
12425.8 |
1325 |
19763.942999999999 |
31514.343000000001 |
45378.885999999999 |
1976.7449999999999 |
675.51499999999999 |
|
| 16 |
BARCLAYS GROUP US INC. |
DE |
435586.196 |
104672.325 |
40698.937999999995 |
0 |
22254.460999999999 |
24643.075999999997 |
10845.457 |
6230.393 |
0 |
|
| 17 |
U.S. BANCORP |
MN |
227628 |
89512 |
6950 |
9330 |
17019 |
47460 |
7937 |
816 |
379 |
|
| 18 |
ABN AMRO NORTH AMERICA HOLDING COMPANY |
IL |
109063.25 |
75745.104999999981 |
0 |
0 |
15.468 |
52565.561999999998 |
13209.368 |
9954.7070000000003 |
0 |
|
| 19 |
CITIZENS FINANCIAL GROUP, INC. |
RI |
164201.36799999999 |
61566.64 |
0 |
0 |
3731.6390000000001 |
56681.955000000002 |
992.697 |
160.34900000000002 |
80.061999999999998 |
|
| 20 |
REGIONS FINANCIAL CORPORATION |
AL |
138237.24900000001 |
52928.54 |
5929 |
2000 |
1270.184 |
38639.1 |
4915.1040000000003 |
175.15200000000002 |
28.085999999999999 |
|
| 21 |
FIFTH THIRD BANCORP |
OH |
104265.371 |
49351.338000000003 |
39.15 |
0 |
5787.4570000000003 |
32335.056999999997 |
10804.06 |
385.61400000000003 |
371.55700000000002 |
|
| 22 |
BB&T CORPORATION |
NC |
130781.281 |
43022.444000000003 |
7135.7 |
0 |
8000.1110000000008 |
22021.97 |
5736.7579999999998 |
127.905 |
28.940999999999999 |
|
| 23 |
CAPITAL ONE FINANCIAL CORPORATION |
VA |
147154.83499999999 |
41433.117999999995 |
0 |
0 |
829.154 |
40502.635999999999 |
101.328 |
0 |
0.186 |
|
| 24 |
FIRST HORIZON NATIONAL CORPORATION |
TN |
37479.724999999999 |
33668.740999999995 |
7197.4 |
0 |
6942.5280000000002 |
9586.7610000000004 |
9942.0519999999997 |
0 |
2.762 |
|
| 25 |
UNIONBANCAL CORPORATION |
CA |
54343.044999999998 |
27986.077000000001 |
0 |
0 |
4392.1880000000001 |
15595.214 |
7998.6750000000002 |
0 |
1588.3530000000001 |
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| TOP 25 HOLDING COMPANIES WITH DERIVATIVES |
|
|
10891180.055 |
179746409.78899997 |
4366253.1030000001 |
9760215.2290000003 |
15405439.479999999 |
110867279.552 |
24884087.335000005 |
14463135.089999998 |
1033327.1980000001 |
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| Note: Currently, the Y-9 report does not differentiate credit derivatives by contract type. Credit derivatives have been included in the sum of total derivatives. |
|
| Note: Prior to the first quarter of 2005, total derivatives included spot foreign exchange. Beginning in that quarter, spot foreign exchange has been reported separately. |
|
| Note: Numbers may not add due to rounding. |
|
| Data source: Consolidated Financial Statements for Bank Holding Companies, FR Y- 9, schedule HC-L |
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71
600
600
75
3
11
3
R12C4:R38C12
False
False
| TABLE 3 |
|
| DISTRIBUTION OF DERIVATIVE CONTRACTS |
| TOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
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PERCENT |
PERCENT |
PERCENT |
PERCENT |
PERCENT |
PERCENT |
|
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TOTAL |
TOTAL |
EXCH TRADED |
OTC |
INT RATE |
FOREIGN EXCH |
OTHER |
CREDIT |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
CONTRACTS |
CONTRACTS |
CONTRACTS |
CONTRACTS |
CONTRACTS |
DERIVATIVES |
|
|
|
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1244049 |
91734451 |
4.763269363218841 |
95.236730636781161 |
81.970981654427732 |
6.5733308852526955 |
2.9765687484192824 |
8.4791187119002878 |
|
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1233325 |
34004072 |
2.8637952536978513 |
97.136204746302155 |
76.499011647781472 |
13.555523585528228 |
1.0139991469256977 |
8.9314656197645981 |
|
| 3 |
BANK OF AMERICA NA |
NC |
1290376.2290000001 |
32074526.608000003 |
4.9589705732501201 |
95.041029426749887 |
84.996651072007609 |
8.6952378255970295 |
1.3967059139331568 |
4.9114051884621963 |
|
| 4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
557018 |
5165545 |
16.881006747593911 |
83.118993252406085 |
87.174654368512904 |
2.8204381144680766 |
2.2358337793979146 |
7.7690737376211025 |
|
| 5 |
HSBC BANK USA NATIONAL ASSN |
DE |
181810.86300000001 |
4439683.91 |
4.2068261566846541 |
95.793173843315344 |
57.54467531450905 |
14.749679307687469 |
2.0398432824466548 |
25.665802095356828 |
|
| 6 |
WELLS FARGO BANK NA |
SD |
445446 |
991484 |
19.7852915427783 |
80.214708457221704 |
93.505896212142602 |
4.6076386507497853 |
1.648236381020773 |
0.2382287560868355 |
|
| 7 |
BANK OF NEW YORK |
NY |
112524 |
953577 |
9.3278256501572496 |
90.672174349842749 |
81.209383196113166 |
17.130551596777188 |
1.4481263704976106 |
0.21193883661204077 |
|
| 8 |
STATE STREET BANK&TRUST CO |
MA |
131321.484 |
799571.11700000009 |
4.1606055162195156E-2 |
99.958393944837795 |
2.2037061651390291 |
97.759139916506001 |
8.7011647270395336E-3 |
2.845275362791775E-2 |
|
| 9 |
SUNTRUST BANK |
GA |
171510.82199999999 |
264513.71799999999 |
38.732168514602328 |
61.267831485397679 |
93.104581441783679 |
2.9054428851966008 |
3.5836356887925183 |
0.40633998422720746 |
|
| 10 |
PNC BANK NATIONAL ASSN |
PA |
119504.22 |
260331.27499999999 |
26.54529426016909 |
73.454705739830914 |
92.691312636178651 |
4.4824330077129613 |
0.71517492471851496 |
2.1110794313898706 |
|
| 11 |
MELLON BANK NATIONAL ASSN |
PA |
32183.24 |
181823.22200000001 |
5.0916752536702932 |
94.908324746329711 |
20.359891103458722 |
78.472820154952473 |
1.0423844540605489 |
0.12490428752824542 |
|
| 12 |
NORTHERN TRUST CO |
IL |
54113.351000000002 |
152959.454 |
0 |
100 |
2.9427053263409269 |
96.844782147300293 |
3.55048338496292E-2 |
0.17700769250915344 |
|
| 13 |
KEYBANK NATIONAL ASSN |
OH |
93178.474000000002 |
116093.70299999999 |
14.252280332551715 |
85.74771966744828 |
79.917606728420054 |
12.701987807211216 |
0.27845954745710888 |
7.1019459169116184 |
|
| 14 |
NATIONAL CITY BANK |
OH |
141885.48499999999 |
114672.68799999999 |
11.991347059031179 |
88.008652940968815 |
95.581525044568593 |
2.6946599525076107 |
0 |
1.7238150029238 |
|
| 15 |
U S BANK NATIONAL ASSN |
OH |
225976.02900000001 |
85750.991999999998 |
18.985203109953527 |
81.014796890046469 |
89.051860764479557 |
9.9180333680571291 |
7.9236401136910467E-2 |
0.95086946632640701 |
|
| 16 |
LASALLE BANK NATIONAL ASSN |
IL |
73156.89 |
60633.57 |
0 |
100 |
94.3322073894049 |
2.5510620601755758E-2 |
1.7936680950833011 |
3.8486138949100308 |
|
| 17 |
MERRILL LYNCH BANK USA |
UT |
77648.573999999993 |
58885.562999999995 |
45.491625850635074 |
54.50837414936494 |
81.536518552094009 |
1.6146623239383822 |
3.1889344422163375 |
13.659884681751281 |
|
| 18 |
REGIONS BANK |
AL |
133920.777 |
51559.41 |
15.378376129594965 |
84.621623870405031 |
98.913222629971898 |
0.74706828491637123 |
0 |
0.33970908511171871 |
|
| 19 |
RBS CITIZENS NATIONAL ASSN |
RI |
132408.54699999999 |
49820.155000000006 |
0 |
100 |
92.413624566202159 |
7.2644073467856529 |
1.8647071652025168E-3 |
0.32010337984697151 |
|
| 20 |
FIFTH THIRD BANK |
OH |
57198.553999999996 |
47060.648999999998 |
8.3190522935627176E-2 |
99.916809477064376 |
75.574724861954195 |
23.049835118083475 |
0.84841371397151799 |
0.5270263059908078 |
|
| 21 |
BRANCH BANKING&TRUST CO |
NC |
126290.166 |
46455.444000000003 |
14.699461273042616 |
85.30053872695737 |
99.339035485270571 |
0.38563618076710232 |
0 |
0.27532833396232309 |
|
| 22 |
FIRST TENNESSEE BANK NA |
TN |
37158.188000000002 |
33268.74 |
21.634122602779666 |
78.365877397220345 |
99.962556441873076 |
3.7443558126938385E-2 |
0 |
0 |
|
| 23 |
LEHMAN BROTHERS COML BK |
UT |
6342.866 |
29981.716 |
0 |
100 |
100 |
0 |
0 |
0 |
|
| 24 |
UNION BANK OF CALIFORNIA NA |
CA |
53685.277000000002 |
28386.077000000001 |
0 |
100 |
68.502149839162342 |
20.834950176454463 |
10.662899984383188 |
0 |
|
| 25 |
DEUTSCHE BANK TR CO AMERICAS |
NY |
36215 |
26337 |
0 |
100 |
44.371036944222958 |
6.0902912252724306 |
27.375934996392907 |
22.162736834111705 |
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
6768247.0360000003 |
171771444.01100001 |
8554321.290000001 |
163217122.72100002 |
138433820.76800001 |
15579654.772000005 |
3786887.1969999997 |
13971081.273999998 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
2533219.58 |
403887.83599999989 |
13039.795999999998 |
390848.04 |
342720.69 |
30610.766999999993 |
12421.56 |
18134.819 |
| TOTAL FOR COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
9301466.6159999911 |
172175331.84700015 |
8567361.0860000011 |
163607970.76100016 |
138776541.458 |
15610265.539000006 |
3799308.7570000002 |
13989216.093 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
| TOP 25 COMMERCIAL BANKS & TC: % OF TOTAL COMMERCIAL BKS &TCs WITH DERIVATIVES |
|
|
|
99.765420614168448 |
4.9683779890150648 |
94.797042625153381 |
80.402819197709576 |
9.0487148216124975 |
2.199436560613186 |
8.1144500342331831 |
| OTHER COMMERCIAL BANKS & TCs: % OF TOTAL COMMERCIAL BKs & TCs WITH DERIVATIVES |
|
|
|
0.23457938583147669 |
7.5735564788035536E-3 |
0.22700582935267322 |
0.19905330590827683 |
1.7778834326395595E-2 |
7.2144829731114711E-3 |
1.0532762623692871E-2 |
| TOTAL FOR COMMERCIAL BKs & TCs: % OF TOTAL COMMERCIAL BKs & TCs WITH DERIVATIVES |
|
|
|
100 |
4.975951545493869 |
95.024048454506143 |
80.601872503617855 |
9.0664936559388938 |
2.206651043586298 |
8.1249827968568766 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not differentiate credit derivatives by over the counter or exchange traded. Credit derivatives have been included in the "over the counter" category as well as in the sum of total derivatives here. |
| Note: "Foreign Exchange" does not include spot fx. |
|
|
|
|
|
|
|
|
|
|
| Note: "Other" is defined as the sum of commodity and equity contracts. |
|
|
|
|
|
|
|
|
|
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
|
|
|
|
|
|
|
|
|
| Note: Numbers may not add due to rounding. |
|
|
|
|
|
|
|
|
|
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
|
|
65
600
600
75
3
3
12
3
R13C4:R46C11
False
False
| TABLE 4 |
|
| CREDIT EQUIVALENT EXPOSURES |
| TOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
BILATERALLY |
|
TOTAL CREDIT |
TOTAL CREDIT |
|
|
|
|
|
NETTED |
POTENTIAL |
EXPOSURE |
EXPOSURE |
|
|
|
TOTAL |
TOTAL |
CURRENT |
FUTURE |
FROM ALL |
TO CAPITAL |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
CREDIT EXPOSURE |
EXPOSURE |
CONTRACTS* |
RATIO |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1244049 |
91734451 |
83415 |
367577 |
450992 |
416.40536997026942 |
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1233325 |
34004072 |
68011 |
209251 |
277262 |
252.88167747466733 |
| 3 |
BANK OF AMERICA NA |
NC |
1290376.2290000001 |
32074526.608000003 |
34728.231 |
78005.819000000003 |
112734.05 |
112.43248583514271 |
| 4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
557018 |
5165545 |
11113 |
32471 |
43584 |
83.291608538612948 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
DE |
181810.86300000001 |
4439683.91 |
21688.584999999999 |
46286.981000000007 |
67975.566000000006 |
436.44914226820168 |
| 6 |
WELLS FARGO BANK NA |
SD |
445446 |
991484 |
6462 |
5105 |
11567 |
27.848802214999399 |
| 7 |
BANK OF NEW YORK |
NY |
112524 |
953577 |
3837 |
4765 |
8602 |
107.48469324003499 |
| 8 |
STATE STREET BANK&TRUST CO |
MA |
131321.484 |
799571.11700000009 |
6864.5240000000003 |
6509.3550000000005 |
13373.879000000001 |
182.97129798200288 |
| 9 |
SUNTRUST BANK |
GA |
171510.82199999999 |
264513.71799999999 |
2480.9929999999999 |
1286.826 |
3767.819 |
22.292595976217957 |
| 10 |
PNC BANK NATIONAL ASSN |
PA |
119504.22 |
260331.27499999999 |
1624.538 |
1325.4769999999999 |
2950.0149999999999 |
28.601003104792767 |
| 11 |
MELLON BANK NATIONAL ASSN |
PA |
32183.24 |
181823.22200000001 |
1496.7739999999999 |
1270.3589999999999 |
2767.1329999999998 |
92.977401898771376 |
| 12 |
NORTHERN TRUST CO |
IL |
54113.351000000002 |
152959.454 |
2445.308 |
1753.6 |
4198.9080000000004 |
111.68939294593812 |
| 13 |
KEYBANK NATIONAL ASSN |
OH |
93178.474000000002 |
116093.70299999999 |
1330.81 |
626.43700000000013 |
1957.2470000000001 |
17.666562383618043 |
| 14 |
NATIONAL CITY BANK |
OH |
141885.48499999999 |
114672.68799999999 |
524.69500000000005 |
519.14700000000005 |
1043.8420000000001 |
7.5739344948505778 |
| 15 |
U S BANK NATIONAL ASSN |
OH |
225976.02900000001 |
85750.991999999998 |
523.66499999999996 |
313.35599999999999 |
837.02099999999996 |
3.9621731306929071 |
| 16 |
LASALLE BANK NATIONAL ASSN |
IL |
73156.89 |
60633.57 |
182.47399999999999 |
447.29800000000006 |
629.77200000000005 |
8.3079376784627126 |
| 17 |
MERRILL LYNCH BANK USA |
UT |
77648.573999999993 |
58885.562999999995 |
320.84199999999998 |
324.19900000000007 |
645.04100000000005 |
8.5484829858894074 |
| 18 |
REGIONS BANK |
AL |
133920.777 |
51559.41 |
367.63400000000001 |
321.03200000000004 |
688.66600000000005 |
5.2132255471412945 |
| 19 |
RBS CITIZENS NATIONAL ASSN |
RI |
132408.54699999999 |
49820.155000000006 |
254.71199999999999 |
401.36199999999997 |
656.07399999999996 |
6.6987859003194217 |
| 20 |
FIFTH THIRD BANK |
OH |
57198.553999999996 |
47060.648999999998 |
590.827 |
410.67200000000003 |
1001.499 |
15.119866769911631 |
| 21 |
BRANCH BANKING&TRUST CO |
NC |
126290.166 |
46455.444000000003 |
303.61099999999999 |
248.46699999999998 |
552.07799999999997 |
5.2485587754104399 |
| 22 |
FIRST TENNESSEE BANK NA |
TN |
37158.188000000002 |
33268.74 |
272.11700000000002 |
99.484999999999999 |
371.60199999999998 |
10.403794396819748 |
| 23 |
LEHMAN BROTHERS COML BK |
UT |
6342.866 |
29981.716 |
595.27800000000002 |
235.77699999999993 |
831.05499999999995 |
92.365409387305547 |
| 24 |
UNION BANK OF CALIFORNIA NA |
CA |
53685.277000000002 |
28386.077000000001 |
276.303 |
503.9 |
780.20299999999997 |
14.245620428893409 |
| 25 |
DEUTSCHE BANK TR CO AMERICAS |
NY |
36215 |
26337 |
168 |
435 |
603 |
7.2729465685683268 |
|
|
|
|
|
|
Average % |
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
6768247.0360000003 |
171771444.01100001 |
249877.92099999997 |
760493.549 |
1010371.47 |
83.118110795901416 |
|
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2533219.58 |
403887.83599999989 |
2614.4729999999963 |
3432.8919999999994 |
6047.3650000000052 |
0.90591356840686443 |
| TOTAL AMOUNT FOR COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
9301466.6159999911 |
172175331.84700015 |
252492.39400000015 |
763926.44100000022 |
1016418.8350000002 |
3.0994086918756731 |
|
|
|
|
|
|
|
|
|
| *Total Credit Exposure is the sum of Bilaterally Netted Current Credit Exposure and Potential Future Exposure. |
|
|
|
|
Commercial banks also hold on-balance sheet assets in volumes that are multiples of bank capital. For example: |
|
|
|
|
|
|
EXPOSURES FROM OTHER ASSETS |
EXPOSURE TO RISK |
|
|
ALL COMMERCIAL BANKS |
|
BASED CAPITAL |
|
|
|
1-4 FAMILY MORTGAGES |
1.8926409181186403 |
|
|
C&I LOANS |
1.2854036256003669 |
|
|
SECURITIES NOT IN TRADING ACCOUNT |
1.5894749311527141 |
|
|
|
|
| Note: The numbers reported above for future credit exposures reflect gross add-ons. Further, potential future credit exposure may be adjusted using the "net to gross" ratio. |
| Note: Total credit exposure is defined as the credit equivalent amount from derivative contracts (RC-R line 54) or the sum of Net Current Credit Exposure and PFE. |
|
| Note: The total credit exposure to capital ratio is calculated using risk based capital (tier one plus tier two capital). |
|
| Note: Currently, the Call Report does not differentiate credit derivatives by contract type. Credit derivatives have been included in the sum of total derivatives here. |
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
| Note: Numbers may not add due to rounding. |
|
| Source: Call Report Schedule RC-R. |
|
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|
|
72
600
600
4
3
12
3
R13C4:R41C9
False
False
| TABLE 5 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS HELD FOR TRADING |
| TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
TOTAL |
% |
TOTAL |
% |
|
|
|
|
|
HELD FOR |
HELD FOR |
NOT FOR |
NOT FOR |
|
|
|
TOTAL |
TOTAL |
TRADING |
TRADING |
TRADING |
TRADING |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
& MTM |
& MTM |
MTM |
MTM |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1244049 |
83956178 |
83867739 |
99.894660521587824 |
88439 |
0.10533947841217832 |
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1233325 |
30967010 |
30086889 |
97.157875429368218 |
880121 |
2.8421245706317788 |
| 3 |
BANK OF AMERICA NA |
NC |
1290376.2290000001 |
30499216.644000001 |
30141713.706999999 |
98.827829117144447 |
357502.93599999999 |
1.1721708795767718 |
| 4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
557018 |
4764230 |
4593239 |
96.410941537247368 |
170991 |
3.5890584627526381 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
DE |
181810.86300000001 |
3300203.4240000001 |
3278856.3369999998 |
99.353158449422892 |
21347.087 |
0.64684155057709558 |
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4506579.0920000002 |
153486838.06799999 |
151968437.044 |
99.010728839610806 |
1518401.023 |
0.98927115973768109 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4794887.524000003 |
4699277.6860000035 |
3377876.6949999984 |
71.880763825966341 |
1321400.982999997 |
28.119236003794562 |
| TOTAL AMOUNT FOR COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
9301466.6159999911 |
158186115.75400007 |
155346313.73899999 |
98.204771637849475 |
2839802.0060000001 |
1.7952283564609808 |
|
|
|
|
| |
|
| Note: Currently, the Call Report does not differentiate between traded and not-traded credit derivatives. Credit derivatives have been excluded from the sum of total derivatives here. |
|
| Note: Prior to the first quarter of 1995, total derivatives included spot foreign exchange. Beginning in that quarter, spot foreign exchange has been reported separately. |
|
| Note: Numbers may not add due to rounding. |
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
80
600
600
75
3
12
3
R13C4:R21C9
False
False
| TABLE 6 |
|
| GROSS FAIR VALUES OF DERIVATIVE CONTRACTS |
| TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
TRADING |
NOT FOR TRADING |
CREDIT DERIVATIVES |
|
|
|
|
|
GROSS |
GROSS |
GROSS |
GROSS |
GROSS |
GROSS |
|
|
|
TOTAL |
TOTAL |
POSITIVE |
NEGATIVE |
POSITIVE |
NEGATIVE |
POSITIVE |
NEGATIVE |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
FAIR VALUE* |
FAIR VALUE** |
FAIR VALUE* |
FAIR VALUE** |
FAIR VALUE* |
FAIR VALUE** |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1244049 |
91734451 |
649895 |
656199 |
1917 |
1420 |
91989 |
91633 |
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1233325 |
34004072 |
312675 |
301260 |
2076 |
3580 |
49495 |
46626 |
| 3 |
BANK OF AMERICA NA |
NC |
1290376.2290000001 |
32074526.608000003 |
279922.36 |
271950.84899999999 |
1063.165 |
1059.826 |
36174.409 |
33639.781000000003 |
| 4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
557018 |
5165545 |
36689 |
35960 |
1416 |
1426 |
8144 |
7550 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
DE |
181810.86300000001 |
4439683.91 |
48643.142999999996 |
47854.063999999998 |
45.784999999999997 |
162.304 |
11711.672 |
11461.463 |
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4506579.0920000002 |
167418278.51800001 |
1327824.5029999998 |
1313223.9129999999 |
6517.95 |
7648.13 |
197514.08099999998 |
190910.24400000001 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4794887.524000003 |
4757053.328999999 |
33842.55 |
32425.785000000011 |
6351.7290000000148 |
6592.1170000000066 |
429.72699999999992 |
255.51699999999991 |
| TOTAL AMOUNT FOR COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
9301466.6159999911 |
172175331.84700015 |
1361667.0530000003 |
1345649.6980000008 |
12869.679000000036 |
14240.247000000005 |
197943.80799999999 |
191165.76099999994 |
|
|
| |
|
| Note: Currently, the Call Report does not differentiate between traded and non-traded credit derivatives. Credit derivatives have been included in the sum of total derivatives here. |
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
| *Market value of contracts that have a positive fair value as of the end of the quarter. |
|
| **Market value of contracts that have a negative fair value as of the end of the quarter. |
|
| Note: Numbers may not sum due to rounding. |
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
|
|
70
600
600
75
3
12
3
R13C4:R21C11
False
False
| TABLE 7 |
|
| TRADING REVENUES FROM CASH INSTRUMENTS AND DERIVATIVES |
| TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2007, $ MILLIONS |
| NOTE: REVENUE FIGURES ARE FOR THE QUARTER (NOT YEAR-TO-DATE) |
| DATA ARE PRELIMINARY |
|
|
|
|
|
TOTAL TRADING |
TRADING REV |
TRADING REV |
TRADING REV |
TRADING REV |
TRADING REV |
|
|
|
REV FROM CASH & |
FROM |
FROM |
FROM |
FROM |
FROM |
|
TOTAL |
TOTAL |
OFF BAL SHEET |
INT RATE |
FOREIGN EXCH |
EQUITY |
COMMOD & OTH |
CREDIT |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1244049 |
91734451 |
732 |
1386 |
602 |
26 |
-39 |
-1243 |
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1233325 |
34004072 |
1833 |
1504 |
350 |
-18 |
33 |
-36 |
| 3 |
BANK OF AMERICA NA |
NC |
1290376.2290000001 |
32074526.608000003 |
-683.51200000000006 |
206.33600000000001 |
226.43700000000001 |
80.024000000000001 |
-34.052 |
-1162.2570000000001 |
|
| 4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
557018 |
5165545 |
-90 |
124 |
37 |
-1 |
62 |
-312 |
|
| 5 |
HSBC BANK USA NATIONAL ASSN |
DE |
181810.86300000001 |
4439683.91 |
21.47 |
-262.99400000000003 |
119.526 |
19.135999999999999 |
11.188000000000001 |
134.614 |
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4506579.0920000002 |
167418278.51800001 |
1812.9579999999999 |
2957.3420000000001 |
1334.963 |
106.16 |
33.136000000000003 |
-2618.643 |
|
|
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4794887.524000003 |
4757053.328999999 |
524.02600000000018 |
-4.6389999999999816 |
670.25200000000029 |
-79.38900000000001 |
-26.272999999999996 |
-35.924999999999997 |
| TOTAL AMOUNT FOR COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
9301466.6159999911 |
172175331.84700015 |
2336.9840000000008 |
3063.1031509999998 |
2005.2149999999999 |
-83.229000000000013 |
6.863000000000004 |
-2655.218699 |
|
|
|
|
|
|
| Note: Effective in the first quarter of 2007, trading revenues from credit exposures are reported separately, along with the four other types of exposures. The total derivatives column includes credit exposures. |
| Note: Trading revenue is defined here as "trading revenue from cash instruments and off balance sheet derivative instruments." |
|
| Note: Before the first quarter of 1995, total derivatives included spot foreign exchange. Beginning in that quarter, spot foreign exchange has been reported separately. |
|
| Note: Numbers may not sum due to rounding. |
|
| Data source: Call Report, schedule RI. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
66
600
600
75
3
13
3
R14C4:R22C11
False
False
| TABLE 8 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY |
| TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
INT RATE |
INT RATE |
INT RATE |
INT RATE |
FOREIGN EXCH |
FOREIGN EXCH |
FOREIGN EXCH |
FOREIGN EXCH |
|
|
|
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1244049 |
91734451 |
32805846 |
18460879 |
15124053 |
66390778 |
3847804 |
645256 |
169743 |
4662803 |
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1233325 |
34004072 |
8836827 |
7679289 |
5599682 |
22115798 |
2955755 |
602908 |
254073 |
3812736 |
| 3 |
BANK OF AMERICA NA |
NC |
1290376.2290000001 |
32074526.608000003 |
5171037.0429999996 |
6652686.6749999998 |
4894557.9510000004 |
16718281.669 |
1793533.9010000001 |
379816.71500000003 |
176137.66699999999 |
2349488.2829999998 |
| 4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
557018 |
5165545 |
687461 |
1580744 |
1079062 |
3347267 |
93568 |
27731 |
16423 |
137722 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
DE |
181810.86300000001 |
4439683.91 |
494848.32299999997 |
1000331.1629999999 |
633057.6 |
2128237.0860000001 |
340074.88400000002 |
122727.376 |
84761.784 |
547564.04399999999 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
4506579.0920000002 |
167418278.51800001 |
47996019.365999997 |
35373929.838 |
27330412.551000003 |
110700361.755 |
9030735.7850000001 |
1778439.091 |
701138.451 |
11510313.327 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
4794887.524000003 |
4757053.328999999 |
919433.24299999967 |
929472.82900000014 |
542186.92599999963 |
2391092.998000002 |
1063865.2660000005 |
52781.25 |
17251.958999999999 |
1133898.4749999996 |
| TOTAL AMOUNT FOR COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
9301466.6159999911 |
172175331.84700015 |
48915452.60899999 |
36303402.667000048 |
27872599.477000017 |
113091454.75300001 |
10094601.050999999 |
1831220.341 |
718390.41 |
12644211.801999999 |
|
|
|
|
| Note: Before the first quarter of 1995, total derivatives included spot foreign exchange. Beginning in that quarter, spot foreign exchange has been reported separately. |
|
| Note: Figures above exclude any contracts not subject to risk-based capital requirements, such as foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, and basis swaps. |
|
| Therefore, the total notional amount of derivatives by maturity will not add to the total derivatives figure in this table. |
|
| Note: Numbers may not add due to rounding. |
|
|
|
|
|
|
|
|
|
|
|
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
59
600
600
85
3
11
3
R12C4:R20C13
False
False
| TABLE 9 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY |
| TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
GOLD |
GOLD |
GOLD |
GOLD |
PREC METALS |
PREC METALS |
PREC METALS |
PREC METALS |
|
|
|
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1244049 |
91734451 |
40645 |
18518 |
1789 |
60952 |
4500 |
848 |
39 |
5387 |
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1233325 |
34004072 |
12912 |
5402 |
538 |
18852 |
279 |
77 |
0 |
356 |
| 3 |
BANK OF AMERICA NA |
NC |
1290376.2290000001 |
32074526.608000003 |
9875.3389999999999 |
85.644999999999996 |
0 |
9960.9840000000004 |
8038.4380000000001 |
51.997999999999998 |
0 |
8090.4359999999997 |
| 4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
557018 |
5165545 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
DE |
181810.86300000001 |
4439683.91 |
17231.75 |
4757.0010000000002 |
0 |
21988.751 |
6486.7219999999998 |
882.53200000000004 |
0 |
7369.2539999999999 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
4506579.0920000002 |
167418278.51800001 |
80664.089000000007 |
28762.646000000001 |
2327 |
111753.735 |
19304.16 |
1859.53 |
39 |
21202.69 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
4794887.524000003 |
4757053.328999999 |
84.253 |
0 |
0 |
84.253 |
0 |
0 |
0 |
0 |
| TOTAL FOR COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
9301466.6159999911 |
172175331.84700015 |
80748.342000000004 |
28762.646000000001 |
2327 |
111837.988 |
19304.16 |
1859.53 |
39 |
21202.69 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Before the first quarter of 1995, total derivatives included spot foreign exchange. Beginning in that quarter, spot foreign exchange has been reported separately. |
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Figures above exclude any contracts not subject to risk-based capital requirements, such as foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, and basis swaps. |
|
|
|
|
|
|
|
|
|
|
|
|
| Therefore, the total notional amount of derivatives by maturity will not add to the total derivatives figure in this table. |
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Numbers may not add due to rounding. |
|
|
|
|
|
|
|
|
|
|
|
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
61
600
600
85
3
11
3
R12C4:R21C13
False
False
| TABLE 10 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY |
| TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
OTHER COMM |
OTHER COMM |
OTHER COMM |
OTHER COMM |
EQUITY |
EQUITY |
EQUITY |
EQUITY |
|
|
|
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1244049 |
91734451 |
141447 |
235927 |
21904 |
399278 |
262198 |
192679 |
39956 |
494833 |
|
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1233325 |
34004072 |
14648 |
6313 |
1594 |
22555 |
99002 |
50093 |
35723 |
184818 |
| 3 |
BANK OF AMERICA NA |
NC |
1290376.2290000001 |
32074526.608000003 |
7198.1779999999999 |
3420.6550000000002 |
120.752 |
10739.585000000001 |
66403.888000000006 |
48547.404000000002 |
14982.412 |
129933.70400000001 |
| 4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
557018 |
5165545 |
3968 |
15930 |
1355 |
21253 |
21679 |
9708 |
2392 |
33779 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
DE |
181810.86300000001 |
4439683.91 |
2312.4340000000002 |
912.79300000000001 |
0 |
3225.2270000000003 |
8170.6480000000001 |
18960.804 |
1598.2619999999999 |
28729.714 |
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4506579.0920000002 |
167418278.51800001 |
169573.61200000002 |
262503.44799999997 |
24973.752 |
457050.81200000003 |
457453.53600000002 |
319988.20799999998 |
94651.673999999999 |
872093.41800000006 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4794887.524000003 |
4757053.328999999 |
8815.8239999999987 |
15172.023000000003 |
276.904 |
24264.750999999997 |
7317.7169999999987 |
10224.286000000002 |
1248.1290000000001 |
18790.131999999998 |
| TOTAL FOR COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
9301466.6159999911 |
172175331.84700015 |
178389.43600000005 |
277675.47099999979 |
25250.655999999999 |
481315.56299999997 |
464771.25300000032 |
330212.49400000001 |
95899.803000000014 |
890883.55 |
|
|
|
| |
|
|
| Note: Before the first quarter of 1995, total derivatives included spot foreign exchange. Beginning in that quarter, spot foreign exchange has been reported separately. |
|
|
| Note: Figures above exclude any contracts not subject to risk-based capital requirements, such as foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, and basis swaps. |
|
|
| Therefore, the total notional amount of derivatives by maturity will not add to the total derivatives figure in this table. |
|
|
| Note: Numbers may not add due to rounding. |
|
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
61
600
600
90
3
11
3
R12C4:R20C13
False
False
| TABLE 11 |
|
| NOTIONAL AMOUNTS OF CREDIT DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY |
| TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
CREDIT DERIVATIVES |
CREDIT DERIVATIVES |
|
|
|
|
INVESTMENT GRADE |
SUB-INVESTMENT GRADE |
|
TOTAL |
TOTAL |
TOTAL CREDIT |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1244049 |
91734451 |
7778273 |
124344 |
1618261 |
1162881 |
2905486 |
69701 |
846769 |
324227 |
1240697 |
|
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1233325 |
34004072 |
3037062 |
69069 |
670043 |
471230 |
1210342 |
45705 |
289032 |
77626 |
412363 |
|
| 3 |
BANK OF AMERICA NA |
NC |
1290376.2290000001 |
32074526.608000003 |
1575309.9639999999 |
30207.324000000001 |
947827.22600000002 |
335652.06900000002 |
1313686.6189999999 |
31937.305 |
136683.356 |
93002.683999999994 |
261623.34499999997 |
|
| 4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
557018 |
5165545 |
401315 |
71401 |
135148 |
51031 |
257580 |
2881 |
67752 |
73101 |
143734 |
|
| 5 |
HSBC BANK USA NATIONAL ASSN |
DE |
181810.86300000001 |
4439683.91 |
1139480.486 |
9621.7620000000006 |
145062.826 |
121440.356 |
276124.94400000002 |
6763.1189999999997 |
67502.156000000003 |
51995.97 |
126261.24500000001 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4506579.0920000002 |
167418278.51800001 |
13931440.449999999 |
304643.08600000001 |
3516342.0519999997 |
2142234.4250000003 |
5963219.5630000001 |
156987.424 |
1407738.5119999999 |
619952.65399999998 |
2184678.59 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4794887.524000003 |
4757053.328999999 |
57775.643000000018 |
2620.2969999999996 |
28588.850999999999 |
11448.175999999999 |
42657.324000000008 |
814.351 |
8588.5760000000009 |
1104.4670000000003 |
10507.394 |
| TOTAL AMOUNT FOR COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
9301466.6159999911 |
172175331.84700015 |
13989216.093 |
307263.38299999997 |
3544930.9030000004 |
2153682.6009999998 |
6005876.8869999992 |
157801.77499999999 |
1416327.0880000002 |
621057.12099999981 |
2195185.9839999988 |
|
|
|
|
| Note: Figures above exclude any contracts not subject to risk-based capital requirements, such as foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, and basis swaps. |
|
| Therefore, the total notional amount of derivatives by maturity will not add to the total derivatives figure in this table. |
|
| Note: Numbers may not add due to rounding. |
|
| Data source: Call Report, schedule RC-R |
|
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|
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|
|
|
|
|
|
56
600
600
2
3
12
3
R13C4:R21C14
False
False
| TABLE 12 |
|
|
|
| DISTRIBUTION OF CREDIT DERIVATIVE CONTRACTS |
| TOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
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|
|
TOTAL CREDIT |
BOUGHT |
SOLD |
|
|
|
TOTAL |
TOTAL |
TOTAL |
DERIVATIVES |
CREDIT |
TOTAL |
|
OTHER |
CREDIT |
TOTAL |
|
OTHER |
|
|
|
|
|
CREDIT |
|
|
DEFAULT |
RETURN |
CREDIT |
CREDIT |
DEFAULT |
RETURN |
CREDIT |
CREDIT |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
DERVATIVES |
BOUGHT |
SOLD |
SWAPS |
SWAPS |
OPTIONS |
DERIVATIVES |
SWAPS |
SWAPS |
OPTIONS |
DERIVATIVES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1244049 |
83956178 |
7778273 |
3954239 |
3824034 |
3920948 |
13370 |
11553 |
8368 |
3798768 |
9067 |
14709 |
1490 |
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1233325 |
30967010 |
3037062 |
1603376 |
1433686 |
1582420 |
20488 |
468 |
0 |
1411020 |
22045 |
621 |
0 |
| 3 |
BANK OF AMERICA NA |
NC |
1290376.2290000001 |
30499216.644000001 |
1575309.9639999999 |
1460247.493 |
115062.47100000001 |
1441627.2409999999 |
17906.702000000001 |
713.55 |
0 |
75183.626000000004 |
39731.135000000002 |
147.71 |
0 |
| 4 |
WACHOVIA BANK NATIONAL ASSN |
NC |
557018 |
4764230 |
401315 |
197329 |
203986 |
155296 |
42033 |
0 |
0 |
172124 |
31862 |
0 |
0 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
DE |
181810.86300000001 |
3300203.4240000001 |
1139480.486 |
547280.17500000005 |
592200.31099999999 |
531553.87899999996 |
15576.296 |
150 |
0 |
579998.97600000002 |
12201.334999999999 |
0 |
0 |
| 6 |
WELLS FARGO BANK NA |
SD |
445446 |
989122 |
2362 |
1529 |
833 |
1529 |
0 |
0 |
0 |
833 |
0 |
0 |
0 |
| 7 |
BANK OF NEW YORK |
NY |
112524 |
951556 |
2021 |
2019 |
2 |
1849 |
170 |
0 |
0 |
2 |
0 |
0 |
0 |
| 8 |
STATE STREET BANK&TRUST CO |
MA |
131321.484 |
799343.61700000009 |
227.5 |
227.5 |
0 |
227.5 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 9 |
SUNTRUST BANK |
GA |
171510.82199999999 |
263438.89299999998 |
1074.825 |
765.41899999999998 |
309.40600000000001 |
765.41899999999998 |
0 |
0 |
0 |
303.41899999999998 |
0 |
0 |
5.9870000000000001 |
| 10 |
PNC BANK NATIONAL ASSN |
PA |
119504.22 |
254835.47500000001 |
5495.8 |
3433.8 |
2062 |
3433.8 |
0 |
0 |
0 |
2062 |
0 |
0 |
0 |
| 11 |
MELLON BANK NATIONAL ASSN |
PA |
32183.24 |
181596.117 |
227.10499999999999 |
227.10499999999999 |
0 |
227.10499999999999 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 12 |
NORTHERN TRUST CO |
IL |
54113.351000000002 |
152688.704 |
270.75 |
270.75 |
0 |
270.75 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 13 |
KEYBANK NATIONAL ASSN |
OH |
93178.474000000002 |
107848.791 |
8244.9120000000003 |
4441.7060000000001 |
3803.2060000000001 |
4441.7060000000001 |
0 |
0 |
0 |
3353.2060000000001 |
450 |
0 |
0 |
| 14 |
NATIONAL CITY BANK |
OH |
141885.48499999999 |
112695.943 |
1976.7449999999999 |
1265.239 |
711.50599999999997 |
1265.239 |
0 |
0 |
0 |
711.50599999999997 |
0 |
0 |
0 |
| 15 |
U S BANK NATIONAL ASSN |
OH |
225976.02900000001 |
84935.611999999994 |
815.38 |
290.85700000000003 |
524.52300000000002 |
45.5 |
0 |
0 |
245.357 |
0 |
0 |
0 |
524.52300000000002 |
| 16 |
LASALLE BANK NATIONAL ASSN |
IL |
73156.89 |
58300.018000000004 |
2333.5520000000001 |
744.72900000000004 |
1588.8230000000001 |
0 |
0 |
744.72900000000004 |
0 |
0 |
0 |
1588.8230000000001 |
0 |
| 17 |
MERRILL LYNCH BANK USA |
UT |
77648.573999999993 |
50841.862999999998 |
8043.7 |
8043.7 |
0 |
8043.7 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 18 |
REGIONS BANK |
AL |
133920.777 |
51384.258000000002 |
175.15200000000002 |
62.276000000000003 |
112.876 |
62.276000000000003 |
0 |
0 |
0 |
112.876 |
0 |
0 |
0 |
| 19 |
RBS CITIZENS NATIONAL ASSN |
RI |
132408.54699999999 |
49660.679000000004 |
159.476 |
0.153 |
159.32300000000001 |
0.153 |
0 |
0 |
0 |
5.0350000000000001 |
0 |
0 |
154.28800000000001 |
| 20 |
FIFTH THIRD BANK |
OH |
57198.553999999996 |
46812.627 |
248.02199999999999 |
68.2 |
179.822 |
0 |
0 |
0 |
68.2 |
0 |
0 |
0 |
179.822 |
| 21 |
BRANCH BANKING&TRUST CO |
NC |
126290.166 |
46327.539000000004 |
127.905 |
15.003 |
112.902 |
15.003 |
0 |
0 |
0 |
60.073999999999998 |
52.828000000000003 |
0 |
0 |
| 22 |
FIRST TENNESSEE BANK NA |
TN |
37158.188000000002 |
33268.74 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 23 |
LEHMAN BROTHERS COML BK |
UT |
6342.866 |
29981.716 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 24 |
UNION BANK OF CALIFORNIA NA |
CA |
53685.277000000002 |
28386.077000000001 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 25 |
DEUTSCHE BANK TR CO AMERICAS |
NY |
36215 |
20500 |
5837 |
5837 |
0 |
0 |
5837 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
6768247.0360000003 |
157800362.73699999 |
13971081.273999998 |
7791713.1049999995 |
6179368.1689999998 |
7654021.2709999997 |
115380.99800000001 |
13629.278999999999 |
8681.5570000000007 |
6044537.7180000003 |
115409.298 |
17066.532999999999 |
2354.62 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
2533219.58 |
385753.01699999982 |
18134.819 |
16823.009000000002 |
1311.81 |
9382.3310000000001 |
34.46 |
61.609000000000002 |
7344.6089999999995 |
257.66399999999999 |
0 |
232.58099999999999 |
821.56500000000005 |
| TOTAL AMOUNT FOR COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
9301466.6159999911 |
158186115.75400007 |
13989216.093 |
7808536.114000001 |
6180679.9789999984 |
7663403.602 |
115415.458 |
13690.887999999999 |
16026.166000000001 |
6044795.3820000002 |
115409.298 |
17299.113999999998 |
3176.1850000000004 |
|
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|
|
|
|
|
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
| TOP 25 COMMERCIAL BANKS & TC: % OF TOTAL COMMERCIAL BKS &TCs WITH DERIVATIVES |
|
|
|
|
99.870365724001672 |
55.697996608250691 |
44.172369115750989 |
54.71372534469576 |
0.82478530056973653 |
9.742703886617271E-2 |
6.2058924119015688E-2 |
43.20855205764245 |
0.82498759925332144 |
0.12199777947915068 |
1.683167937607467E-2 |
| OTHER COMMERCIAL BANKS & TCs: % OF TOTAL COMMERCIAL BKs & TCs WITH DERIVATIVES |
|
|
|
|
0.12963427599831273 |
0.12025698143599334 |
9.3772945623194024E-3 |
6.7068311316563212E-2 |
2.4633260199078121E-4 |
4.4040351932820768E-4 |
5.2501933998111122E-2 |
1.8418759013160953E-3 |
0 |
1.6625735027167112E-3 |
5.8728451582865972E-3 |
| TOTAL AMOUNT FOR COMMERCIAL BKs & TCs: % OF TOTAL COMMERCIAL BKs & TCs WITH DERIVATIVES |
|
|
|
|
100 |
55.818253589686698 |
44.181746410313302 |
54.780793656012328 |
0.82503163317172723 |
9.7867442385500922E-2 |
0.1145608581171268 |
43.21039393354377 |
0.82498759925332144 |
0.12366035298186739 |
2.2704524534361271E-2 |
|
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|
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|
|
| Note: Credit derivatives have been excluded from the sum of total derivatives here. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Numbers may not add due to rounding. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
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|
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|
|
|
56
600
600
75
3
38
3
False
False