Emily.Abramsky Emily.Abramsky 2011-04-28T12:42:46Z 2011-04-28T14:46:24Z OCC 11.9999 7515 18975 0 135 False False TABLE 1 NOTIONAL AMOUNT OF DERIVATIVE CONTRACTS TOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES SEPTEMBER 30, 2010, $ MILLIONS TOTAL TOTAL TOTAL TOTAL TOTAL TOTAL CREDIT 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 1642691 77747170 1053764 2026080 12172226 47387515 9543038 5564547 421651 2 CITIBANK NATIONAL ASSN NV 1209221 51410415 762516 1133535 7061217 32792408 7088089 2572650 687250 3 BANK OF AMERICA NA NC 1489198 50467838 2737593 793862 7842908 30278389 3883873 4931212 384679 4 GOLDMAN SACHS BANK USA NY 96105 42777908 691459 596925 3180533 30908135 6895759 505097 1455 5 HSBC BANK USA NATIONAL ASSN VA 189731 3872488 88129 119425 869497 1925571 129099 740767 86378 6 WELLS FARGO BANK NA SD 1070489 3863602 196502 39859 1111601 1922556 480308 112776 13115 7 BANK OF NEW YORK MELLON NY 190875 1583045 27113 80403 518796 568792 387190 751 46214 8 STATE STREET BANK&TRUST CO MA 167877 767554 30691 0 601103 41469 94137 155 37797 9 PNC BANK NATIONAL ASSN DE 251297 391035 57269 83800 15237 192353 38605 3770 1630 10 SUNTRUST BANK GA 164557 334120 41908 11282 60209 177467 41214 2040 589 11 NORTHERN TRUST CO IL 67513 236903 0 0 229749 6894 126 135 21151 12 REGIONS BANK AL 129068 132933 1525 0 34005 92056 4770 578 92 13 U S BANK NATIONAL ASSN OH 285762 107540 1193 1500 51383 41573 9791 2100 1340 14 KEYBANK NATIONAL ASSN OH 90251 81286 3649 12 5409 58150 10518 3549 793 15 FIFTH THIRD BANK OH 110197 74116 174 899 12187 39445 20487 924 1755 16 BRANCH BANKING&TRUST CO NC 151545 68583 5095 0 19144 35530 8813 0 52 17 TD BANK NATIONAL ASSN DE 167648 58456 0 0 4838 51413 2023 183 2 18 ALLY BANK UT 66152 50396 0 0 22032 12471 15894 0 0 19 RBS CITIZENS NATIONAL ASSN RI 114465 42498 0 0 6658 32251 2600 988 262 20 UNION BANK NATIONAL ASSN CA 79356 41874 1784 0 2041 29232 8816 0 408 21 TD BANK USA NATIONAL ASSN ME 10614 35650 0 0 9196 26454 0 0 0 22 BANK OF OKLAHOMA NA OK 17611 31566 382 919 23028 3814 3423 0 2 23 MORGAN STANLEY BANK NA UT 65518 29818 0 0 0 6701 0 23117 0 24 HUNTINGTON NATIONAL BANK OH 52704 28487 90 0 2138 23028 2910 322 4 25 DEUTSCHE BANK TR CO AMERICAS NY 45915 26890 0 0 303 21777 498 4312 0 TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES 7926361 234262170 5700835 4888500 33855437 146675445 28671981 14469971 1706619 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 2764275 392394 17767 481 62330 267876 41728 2211 951 TOTAL COMMERCIAL BANKS & TCs WITH DERIVATIVES 10690635 234654564 5718602 4888981 33917768 146943321 28713709 14472182 1707570 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. Note: Numbers may not add due to rounding. Data source: Call Reports, schedule RC-L 600 600 3 9 False False TABLE 2 NOTIONAL AMOUNT OF DERIVATIVE CONTRACTS TOP 25 HOLDING COMPANIES IN DERIVATIVES SEPTEMBER 30, 2010, $ MILLIONS CREDIT 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 2141595 78660494 1253180 2139257 12797794 47424907 9483823 5561533 420817 2 BANK OF AMERICA CORPORATION NC 2341160 72310369 3623451 1675520 11950524 44456997 5870800 4733076 298855 3 CITIGROUP INC. NY 1983280 49512642 1006510 2531247 7596714 28518161 7214524 2645486 632329 4 GOLDMAN SACHS GROUP, INC., THE NY 908860 48458241 1241495 2106866 4604659 27387998 8641808 4475415 251428 5 MORGAN STANLEY NY 841372 41830849 136531 961944 6349774 25589601 3933649 4859350 409555 6 HSBC NORTH AMERICA HOLDINGS INC. NY 350102 3845104 103937 129645 869339 1872308 129319 740557 86354 7 WELLS FARGO & COMPANY CA 1220784 3811249 204289 47349 1121288 1861578 475164 101581 13115 8 BANK OF NEW YORK MELLON CORPORATION, THE NY 254352 1567584 27113 80403 518004 554123 387190 751 46178 9 TAUNUS CORPORATION NY 389993 1146446 86093 273183 524236 188641 19957 54336 787 10 STATE STREET CORPORATION MA 171494 767580 30697 0 601122 41469 94137 155 37797 11 BARCLAYS GROUP US INC. DE 383955 730446 0 213946 457114 43884 15042 460 5 12 ALLY FINANCIAL INC. MI 173191 458040 10143 280 65866 316569 65127 55 0 13 PNC FINANCIAL SERVICES GROUP, INC., THE PA 260174 388211 57592 83800 15446 189075 38528 3770 1630 14 SUNTRUST BANKS, INC. GA 174726 336481 41908 11282 60209 177467 43575 2040 589 15 NORTHERN TRUST CORPORATION IL 80723 237506 0 0 229749 7494 129 135 21151 16 METLIFE, INC. NY 617254 227256 15856 0 37637 70176 93334 10254 0 17 REGIONS FINANCIAL CORPORATION AL 133555 132624 1525 0 34005 90970 5547 578 92 18 U.S. BANCORP MN 290654 110221 1193 1500 51383 44251 9791 2103 1340 19 TD BANK US HOLDING COMPANY ME 174985 94106 0 0 14033 77867 2023 183 2 20 KEYCORP OH 94074 85586 3788 12 5409 60991 11838 3549 793 21 FIFTH THIRD BANCORP OH 112322 78221 174 899 12187 43550 20487 924 1755 22 BB&T CORPORATION NC 157230 67274 5095 0 19144 34581 8453 0 52 23 CITIZENS FINANCIAL GROUP, INC. RI 136118 50950 0 0 6658 40225 2883 1184 262 24 CAPITAL ONE FINANCIAL CORPORATION VA 196933 49165 385 0 2725 46040 15 0 0 25 UNIONBANCAL CORPORATION CA 79828 41874 1784 0 2041 29232 8816 0 408 TOP 25 HOLDING COMPANIES WITH DERIVATIVES 13668715 304998518 7852738 10257133 47947061 179168154 36575959 23197472 2225295 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 600 600 3 3 R4C1:R4C12 False False TABLE 3 DISTRIBUTION OF DERIVATIVE CONTRACTS TOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES SEPTEMBER 30, 2010, $ MILLIONS PERCENT PERCENT PERCENT PERCENT PERCENT PERCENT 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 1642691 77747170 4 96 79.9 10.1 2.8 7.2 2 CITIBANK NATIONAL ASSN NV 1209221 51410415 3.7 96.3 84.4 10.1 0.5 5 3 BANK OF AMERICA NA NC 1489198 50467838 7 93 82.2 7.9 0.2 9.8 4 GOLDMAN SACHS BANK USA NY 96105 42777908 3 97 95 3.7 0 1.2 5 HSBC BANK USA NATIONAL ASSN VA 189731 3872488 5.4 94.6 62 17.1 1.7 19.1 6 WELLS FARGO BANK NA SD 1070489 3863602 6.1 93.9 88.6 4.7 3.8 2.9 7 BANK OF NEW YORK MELLON NY 190875 1583045 6.8 93.2 78.2 21.3 0.5 0 8 STATE STREET BANK&TRUST CO MA 167877 767554 4 96 8 85.6 6.4 0 9 PNC BANK NATIONAL ASSN DE 251297 391035 36.1 63.9 97.1 1.8 0.1 1 10 SUNTRUST BANK GA 164557 334120 15.9 84.1 93.6 1.6 4.1 0.6 11 NORTHERN TRUST CO IL 67513 236903 0 100 2.5 97.5 0 0.1 12 REGIONS BANK AL 129068 132933 1.1 98.9 98.9 0.7 0 0.4 13 U S BANK NATIONAL ASSN OH 285762 107540 2.5 97.5 83.3 14.7 0 2 14 KEYBANK NATIONAL ASSN OH 90251 81286 4.5 95.5 86.2 8.5 0.8 4.4 15 FIFTH THIRD BANK OH 110197 74116 1.4 98.6 72.4 22.3 4 1.2 16 BRANCH BANKING&TRUST CO NC 151545 68583 7.4 92.6 99.3 0.7 0 0 17 TD BANK NATIONAL ASSN DE 167648 58456 0 100 87.6 12.1 0 0.3 18 ALLY BANK UT 66152 50396 0 100 95.8 0 4.2 0 19 RBS CITIZENS NATIONAL ASSN RI 114465 42498 0 100 85.8 11.9 0 2.3 20 UNION BANK NATIONAL ASSN CA 79356 41874 4.3 95.7 84 5.1 10.9 0 21 TD BANK USA NATIONAL ASSN ME 10614 35650 0 100 70.8 29.2 0 0 22 BANK OF OKLAHOMA NA OK 17611 31566 4.1 95.9 83.5 0.3 16.2 0 23 MORGAN STANLEY BANK NA UT 65518 29818 0 100 22.3 0 0.2 77.5 24 HUNTINGTON NATIONAL BANK OH 52704 28487 0.3 99.7 97.9 0.8 0.1 1.1 25 DEUTSCHE BANK TR CO AMERICAS NY 45915 26890 0 100 63.3 20.7 0 16 TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES 7926361 234262170 10589335 223672835 196172522 20796971 2822707 14469971 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 2764275 392394 18248 374146 353626 26950 9606 2211 TOTAL FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10690635 234654564 10607583 224046981 196526148 20823921 2832313 14472182 (%) (%) (%) (%) (%) (%) (%) TOP 25 COMMERCIAL BANKS & TC: % OF TOTAL COMMERCIAL BKS &TCs WITH DERIVATIVES 99.8 4.5 95.3 83.6 8.9 1.2 6.2 OTHER COMMERCIAL BANKS & TCs: % OF TOTAL COMMERCIAL BKs & TCs WITH DERIVATIVES 0.2 0 0.2 0.2 0 0 0 TOTAL FOR COMMERCIAL BANKs & TCs: % OF TOTAL COMMERCIAL BANKs & TCs WITH DERIVATIVES 100 4.5 95.5 83.8 8.9 1.2 6.2 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: Numbers may not add due to rounding. Data source: Call Reports, schedule RC-L 3 6 3 False False TABLE 4 CREDIT EQUIVALENT EXPOSURES TOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES SEPTEMBER 30, 2010, $ MILLIONS BILATERALLY TOTAL CREDIT (%) TOTAL NETTED CURRENT POTENTIAL EXPOSURE TOTAL CREDIT TOTAL TOTAL RISK-BASED CREDIT FUTURE FROM ALL EXPOSURE RANK BANK NAME STATE ASSETS DERIVATIVES CAPITAL EXPOSURE EXPOSURE CONTRACTS TO CAPITAL 1 JPMORGAN CHASE BANK NA OH 1642691 77747170 137745 175789 191860 367649 267 2 CITIBANK NATIONAL ASSN NV 1209221 51410415 117860 76374 152063 228437 194 3 BANK OF AMERICA NA NC 1489198 50467838 152522 68081 194514 262595 172 4 GOLDMAN SACHS BANK USA NY 96105 42777908 23453 26844 122718 149562 638 5 HSBC BANK USA NATIONAL ASSN VA 189731 3872488 21853 10249 27342 37591 172 6 WELLS FARGO BANK NA SD 1070489 3863602 117824 24780 41719 66499 56 7 BANK OF NEW YORK MELLON NY 190875 1583045 12956 7037 5167 12204 94 8 STATE STREET BANK&TRUST CO MA 167877 767554 12662 7050 6126 13176 104 9 PNC BANK NATIONAL ASSN DE 251297 391035 33705 4224 1094 5319 16 10 SUNTRUST BANK GA 164557 334120 16459 3553 1209 4763 29 11 NORTHERN TRUST CO IL 67513 236903 6333 6847 2387 9234 146 12 REGIONS BANK AL 129068 132933 14012 1251 305 1556 11 13 U S BANK NATIONAL ASSN OH 285762 107540 27169 1816 -5 1811 7 14 KEYBANK NATIONAL ASSN OH 90251 81286 11798 1510 159 1668 14 15 FIFTH THIRD BANK OH 110197 74116 15895 1926 579 2505 16 16 BRANCH BANKING&TRUST CO NC 151545 68583 16987 1535 351 1886 11 17 TD BANK NATIONAL ASSN DE 167648 58456 12604 2085 621 2706 21 18 ALLY BANK UT 66152 50396 9974 188 263 451 5 19 RBS CITIZENS NATIONAL ASSN RI 114465 42498 10121 1258 311 1569 15 20 UNION BANK NATIONAL ASSN CA 79356 41874 8737 1030 625 1655 19 21 TD BANK USA NATIONAL ASSN ME 10614 35650 1225 819 438 1257 103 22 BANK OF OKLAHOMA NA OK 17611 31566 1681 223 327 550 33 23 MORGAN STANLEY BANK NA UT 65518 29818 9410 166 22 188 2 24 HUNTINGTON NATIONAL BANK OH 52704 28487 5394 565 118 682 13 25 DEUTSCHE BANK TR CO AMERICAS NY 45915 26890 8821 2115 754 2869 33 TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES 7926361 234262170 807202 427315 751065 1178380 146 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 2764275 392394 301776 12682 2280 14962 5 TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10690635 234654564 1108977 439997 753345 1193342 108 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 1.67 C&I LOANS 0.88 SECURITIES NOT IN TRADING ACCOUNT 1.85 Note: Total credit exposure is defined as the credit equivalent amount from derivative contracts (RC-R line 54), which is the sum of netted 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: Numbers may not add due to rounding. Note: Beginning in 2Q09, the methodology to calculate the Credit Risk Exposure to Capital ratio for the aggregated categories (Top 25, Other and Overall Total) was adjusted to a summing methodology. Data source: Call Reports, Schedule RC-R. 3 6 6 False False TABLE 5 NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS HELD FOR TRADING TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES SEPTEMBER 30, 2010, $ MILLIONS 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 1642691 72182623 72073563 99.8 109060 0.2 2 CITIBANK NATIONAL ASSN NV 1209221 48837765 48588148 99.5 249617 0.5 3 BANK OF AMERICA NA NC 1489198 45536625 45416817 99.7 119808 0.3 4 GOLDMAN SACHS BANK USA NY 96105 42272811 42265071 100 7740 0 5 HSBC BANK USA NATIONAL ASSN VA 189731 3131720 3115627 99.5 16093 0.5 TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES 4626946 211961545 211459227 99.8 502318 0.2 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 6063689 8220837 6628685 80.6 1592152 19.4 TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10690635 220182382 218087912 99 2094470 1 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: Numbers may not add due to rounding. Note: Beginning in 2Q10, HSBC replaced Wells Fargo as one of the top five commerical banks in derivatives. See Table 1. Data source: Call Reports, schedule RC-L 600 600 3 22 R23C1:R23C9 False False TABLE 6 GROSS FAIR VALUES OF DERIVATIVE CONTRACTS TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES SEPTEMBER 30, 2010, $ MILLIONS 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 1642691 77747170 1834399 1808281 2031 2765 138057 132439 2 CITIBANK NATIONAL ASSN NV 1209221 51410415 921163 910074 4055 8302 72301 64779 3 BANK OF AMERICA NA NC 1489198 50467838 1346411 1336716 924 3461 108003 105699 4 GOLDMAN SACHS BANK USA NY 96105 42777908 841989 798377 753 0 13891 12539 5 HSBC BANK USA NATIONAL ASSN VA 189731 3872488 68480 68578 672 423 15558 15132 TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES 4626946 226275818 5012441 4922027 8434 14951 347809 330588 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 6063689 8378745 165566 165225 29152 16088 8628 6377 TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10690635 234654564 5178008 5087252 37586 31039 356437 336965 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. Numbers may not sum due to rounding. *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: Beginning in 2Q10, HSBC replaced Wells Fargo as one of the top five commerical banks in derivatives. See Table 1. Data source: Call Reports, schedule RC-L 3 5 5 R6C6:R6C7 False False TABLE 7 TRADING REVENUES FROM CASH INSTRUMENTS AND DERIVATIVES TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES SEPTEMBER 30, 2010, $ MILLIONS NOTE: REVENUE FIGURES ARE FOR THE QUARTER (NOT YEAR-TO-DATE) 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 1642691 77747170 996 -290 463 293 123 407 2 CITIBANK NATIONAL ASSN NV 1209221 51410415 649 417 614 73 -87 -368 3 BANK OF AMERICA NA NC 1489198 50467838 937 330 255 68 21 263 4 GOLDMAN SACHS BANK USA NY 96105 42777908 559 3338 -3175 0 0 396 5 HSBC BANK USA NATIONAL ASSN VA 189731 3872488 253 100 211 -13 2 -47 TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES 4626946 226275818 3394 3895 -1632 420 60 651 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 6063689 8378745 782 320 584 -50 35 -108 TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10690635 234654564 4176 4215 -1047 371 94 543 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: Numbers may not sum due to rounding. Note: Beginning in 2Q10, HSBC replaced Wells Fargo as one of the top five commerical banks in derivatives. See Table 1. Data source: Call Reports, schedule RI 3 20 3 False False TABLE 8 NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES SEPTEMBER 30, 2010, $ MILLIONS 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 1642691 77747170 36716328 10197149 7047599 53961076 5238101 885607 335236 6458944 2 CITIBANK NATIONAL ASSN NV 1209221 51410415 23291415 7852979 4765914 35910308 3433986 436656 198377 4069019 3 BANK OF AMERICA NA NC 1489198 50467838 7243001 6302329 4770324 18315653 2751217 432327 236809 3420354 4 GOLDMAN SACHS BANK USA NY 96105 42777908 20991924 8328043 6837069 36157036 294860 634836 591841 1521537 5 HSBC BANK USA NATIONAL ASSN VA 189731 3872488 768417 1040336 236670 2045424 424367 109559 40084 574009 TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES 4626946 226275818 89011085 33720835 23657576 146389497 12142531 2498985 1402346 16043863 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 6063689 8378745 1900982 1412367 889404 4202753 1220128 83295 29197 1332620 TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10690635 234654564 90912067 35133202 24546981 150592250 13362659 2582280 1431543 17376482 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. Note: Beginning in 2Q10, HSBC replaced Wells Fargo as one of the top five commerical banks in derivatives. See Table 1. Data source: Call Reports, schedule RC-R 3 13 4 False False TABLE 9 NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES SEPTEMBER 30, 2010, $ MILLIONS 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 1642691 77747170 73324 24601 978 98903 9045 770 2 9817 2 CITIBANK NATIONAL ASSN NV 1209221 51410415 662 3 0 665 18 8 0 26 3 BANK OF AMERICA NA NC 1489198 50467838 29 0 0 29 26 37 0 63 4 GOLDMAN SACHS BANK USA NY 96105 42777908 0 0 0 0 0 0 0 0 5 HSBC BANK USA NATIONAL ASSN VA 189731 3872488 32024 127 0 32151 4986 468 0 5454 TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES 4626946 226275818 106039 24731 978 131747 14074 1283 2 15359 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 6063689 8378745 74 93 0 167 0 0 0 0 TOTAL FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10690635 234654564 106113 24824 978 131915 14074 1283 2 15359 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. Note: Beginning in 2Q10, HSBC replaced Wells Fargo as one of the top five commerical banks in derivatives. See Table 1. Data source: Call Reports, schedule RC-R 3 12 1 False False TABLE 10 NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES SEPTEMBER 30, 2010, $ MILLIONS 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 1642691 77747170 138344 188653 30172 357169 241642 132147 46245 420034 2 CITIBANK NATIONAL ASSN NV 1209221 51410415 21264 7789 520 29573 67827 36294 16734 120855 3 BANK OF AMERICA NA NC 1489198 50467838 710 293 0 1004 15765 23880 16326 55970 4 GOLDMAN SACHS BANK USA NY 96105 42777908 8999 32 0 9031 102 23 217 342 5 HSBC BANK USA NATIONAL ASSN VA 189731 3872488 310 48 0 358 4541 6741 3538 14820 TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES 4626946 226275818 169628 196815 30692 397135 329877 199084 83059 612021 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 6063689 8378745 22082 18366 2164 42612 22124 18447 3645 44216 TOTAL FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10690635 234654564 191710 215181 32856 439747 352001 217531 86705 656237 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. Note: Beginning in 2Q10, HSBC replaced Wells Fargo as one of the top five commerical banks in derivatives. See Table 1. Data source: Call Reports, schedule RC-R 3 19 R20C1: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, 2010, $ MILLIONS 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 1642691 77747170 5564547 363948 2303521 745992 3413461 317519 1381904 451663 2151086 2 CITIBANK NATIONAL ASSN NV 1209221 51410415 2572650 134081 756558 202970 1093609 152833 1037316 288892 1479041 3 BANK OF AMERICA NA NC 1489198 50467838 4931212 272680 2077423 572675 2922778 194244 1232936 581254 2008434 4 GOLDMAN SACHS BANK USA NY 96105 42777908 505097 21790 163557 36392 221739 51820 214705 16833 283358 5 HSBC BANK USA NATIONAL ASSN VA 189731 3872488 740767 62178 450175 72133 584486 26195 95333 34754 156281 TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES 4626946 226275818 14314274 854676 5751235 1630162 8236073 742611 3962193 1373396 6078201 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 6063689 8378745 157908 15691 48494 14971 79156 10323 41806 26624 78753 TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10690635 234654564 14472182 870367 5799728 1645133 8315229 752934 4003999 1400020 6156953 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. Note: Beginning in 2Q10, HSBC replaced Wells Fargo as one of the top five commerical banks in derivatives. See Table 1. Data source: Call Reports, schedule RC-L and RC-R 3 15 4 False False TABLE 12 DISTRIBUTION OF CREDIT DERIVATIVE CONTRACTS TOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES SEPTEMBER 30, 2010, $ MILLIONS TOTAL CREDIT BOUGHT SOLD TOTAL DERIVATIVES CREDIT TOTAL OTHER CREDIT TOTAL OTHER TOTAL TOTAL 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 1642691 72182623 5564547 2816603 2747944 2761475 18370 17795 18963 2729407 808 16871 858 2 CITIBANK NATIONAL ASSN NV 1209221 48837765 2572650 1336133 1236517 1308322 27761 50 0 1231687 4780 50 0 3 BANK OF AMERICA NA NC 1489198 45536625 4931212 2478296 2452916 2453167 1008 24121 0 2435736 114 17066 0 4 GOLDMAN SACHS BANK USA NY 96105 42272811 505097 297331 207766 217242 4746 9921 65422 194735 5553 7471 7 5 HSBC BANK USA NATIONAL ASSN VA 189731 3131720 740767 365123 375645 351651 13221 250 0 362002 13643 0 0 6 WELLS FARGO BANK NA SD 1070489 3750826 112776 54879 57897 51554 160 0 3165 51366 638 0 5893 7 BANK OF NEW YORK MELLON NY 190875 1582294 751 749 2 749 0 0 0 2 0 0 0 8 STATE STREET BANK&TRUST CO MA 167877 767399 155 155 0 155 0 0 0 0 0 0 0 9 PNC BANK NATIONAL ASSN DE 251297 387264 3770 1876 1894 547 0 0 1329 302 0 0 1593 10 SUNTRUST BANK GA 164557 332081 2040 1131 909 378 752 0 1 147 752 0 10 11 NORTHERN TRUST CO IL 67513 236769 135 135 0 135 0 0 0 0 0 0 0 12 REGIONS BANK AL 129068 132356 578 81 497 0 0 0 81 0 0 0 497 13 U S BANK NATIONAL ASSN OH 285762 105440 2100 826 1274 116 0 0 710 0 0 0 1274 14 KEYBANK NATIONAL ASSN OH 90251 77738 3549 1943 1605 1943 0 0 0 1480 125 0 0 15 FIFTH THIRD BANK OH 110197 73192 924 148 776 0 0 0 148 0 0 0 776 16 BRANCH BANKING&TRUST CO NC 151545 68583 0 0 0 0 0 0 0 0 0 0 0 17 TD BANK NATIONAL ASSN DE 167648 58273 183 113 70 112 1 0 0 70 0 0 0 18 ALLY BANK UT 66152 50396 0 0 0 0 0 0 0 0 0 0 0 19 RBS CITIZENS NATIONAL ASSN RI 114465 41510 988 0 988 0 0 0 0 0 0 0 988 20 UNION BANK NATIONAL ASSN CA 79356 41874 0 0 0 0 0 0 0 0 0 0 0 21 TD BANK USA NATIONAL ASSN ME 10614 35650 0 0 0 0 0 0 0 0 0 0 0 22 BANK OF OKLAHOMA NA OK 17611 31566 0 0 0 0 0 0 0 0 0 0 0 23 MORGAN STANLEY BANK NA UT 65518 6701 23117 23117 0 22748 0 0 369 0 0 0 0 24 HUNTINGTON NATIONAL BANK OH 52704 28165 322 221 100 0 0 0 221 0 0 0 100 25 DEUTSCHE BANK TR CO AMERICAS NY 45915 22578 4312 4312 0 0 4312 0 0 0 0 0 0 TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES 7926361 219792199 14469971 7383171 7086800 7170295 70331 52137 90408 7006934 26412 41458 11996 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 2764275 390183 2211 1578 633 7 57 0 1514 95 0 0 538 TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10690635 220182382 14472182 7384749 7087433 7170303 70387 52137 91922 7007030 26412 41458 12533 (%) (%) (%) (%) (%) (%) (%) (%) (%) (%) (%) TOP 25 COMMERCIAL BANKS & TC: % OF TOTAL COMMERCIAL BANKS &TCs WITH DERIVATIVES 100 51 49 49.5 0.5 0.4 0.6 48.4 0.2 0.3 0.1 OTHER COMMERCIAL BANKS & TCs: % OF TOTAL COMMERCIAL BANKs & TCs WITH DERIVATIVES 0 0 0 0 0 0 0 0 0 0 0 TOTAL AMOUNT FOR COMMERCIAL BANKs & TCs: % OF TOTAL COMMERCIAL BANKs & TCs WITH DERIVATIVES 100 51 49 49.5 0.5 0.4 0.6 48.4 0.2 0.3 0.1 Note: Credit derivatives have been excluded from the sum of total derivatives here. Note: Numbers may not add due to rounding. Data source: Call Reports, schedule RC-L 3 25 7 False False