OCC
Emily.Abramsky
1999-12-07T13:25:38Z
1999-03-09T19:44:29Z
2010-12-20T18:41:59Z
11.9999
5580
11400
0
60
False
False
| TABLE 1 |
| NOTIONAL AMOUNT OF OFF BALANCE SHEET DERIVATIVES CONTRACTS OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE DERIVATIVE CONTRACTS |
| SEPTEMBER 30, 1999, $ 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 |
CHASE MANHATTAN BANK |
NY |
299390 |
12784681 |
631207 |
177125 |
3688114 |
7039499 |
1219920 |
28816 |
180622 |
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
160563.54 |
9020676.1799999997 |
677147.26 |
440671.55 |
942476.3 |
4404561.72 |
2422419.52 |
133399.44 |
47936.480000000003 |
|
3 |
BANK OF AMERICA NA |
NC |
563226 |
5464420 |
261154 |
620305 |
1031084 |
2625292 |
912161 |
14424 |
78658 |
|
4 |
CITIBANK NA |
NY |
312608 |
3841217 |
138104 |
50258 |
2013143 |
996888 |
609856 |
32968 |
195324 |
|
5 |
FIRST NB OF CHICAGO |
IL |
85926.78 |
1124870.72 |
38512.53 |
908.59 |
183594.93 |
654540.34 |
247131.08 |
183.5 |
11002.72 |
|
6 |
BANKERS TRUST CO |
NY |
47804 |
1006070 |
0 |
388 |
37779 |
773988 |
192112 |
1803 |
20611 |
|
7 |
FIRST UNION NATIONAL BANK |
NC |
220674 |
522149 |
77909 |
81026 |
12187 |
211874 |
127167 |
11986 |
4374 |
|
8 |
BANK OF NEW YORK |
NY |
60242.49 |
315681.46 |
20557.1 |
10175.57 |
44140.37 |
72185.95 |
168297.67 |
324.81 |
10776.47 |
|
9 |
BANKBOSTON NATIONAL ASSN |
MA |
71541.32 |
238893.05 |
5087.94 |
65805 |
97029.52 |
37688.58 |
30273.25 |
3008.77 |
9272.84 |
|
10 |
REPUBLIC NB OF NEW YORK |
NY |
49190.23 |
200348.19 |
24812.25 |
1230.15 |
79741.440000000002 |
38883.53 |
55139.839999999997 |
540.99 |
13599.77 |
|
11 |
STATE STREET BANK&TRUST CO |
MA |
50196.39 |
157707.8 |
1870 |
0 |
152855.82 |
1747.53 |
1234.44 |
0 |
4744.14 |
|
12 |
FLEET NATIONAL BANK |
RI |
80475 |
106383 |
1274 |
11 |
5652 |
47688 |
51758 |
0 |
526 |
|
13 |
WELLS FARGO BANK NA |
CA |
85711 |
97348 |
30809 |
2 |
2791 |
38198 |
25348 |
200 |
491 |
|
14 |
KEYBANK NATIONAL ASSN |
OH |
74594.98 |
63777.81 |
8540.54 |
3327.2 |
3072.4 |
41054.37 |
7769.17 |
14.14 |
1269.14 |
|
15 |
MELLON BANK NATIONAL ASSN |
PA |
39422.44 |
63494.57 |
8640.8 |
700 |
26477.06 |
25996.03 |
1680.67 |
0 |
4469.03 |
|
16 |
PNC BANK NATIONAL ASSN |
PA |
67060.67 |
56523.88 |
990.5 |
0 |
5201.02 |
27812.33 |
18205.36 |
4314.67 |
829.75 |
|
17 |
NATIONAL CITY BANK |
OH |
33204.86 |
50183.1 |
11604.9 |
0 |
683 |
27527.55 |
10252.1 |
115.54 |
193.57 |
|
18 |
CHASE MANHATTAN BANK USA NA |
DE |
33988.75 |
45814.13 |
21.5 |
0 |
6815.42 |
16993.89 |
21983.33 |
0 |
0 |
|
19 |
SUNTRUST BANK ATLANTA |
GA |
20700.99 |
39131.45 |
1247 |
0 |
1466.56 |
23341.84 |
13076.05 |
0 |
171.82 |
|
20 |
WACHOVIA BANK NATIONAL ASSN |
NC |
61841.29 |
36338.02 |
0 |
0 |
4412.59 |
23012.03 |
7183.64 |
1729.75 |
485.42 |
|
21 |
FIRST TENESSEE BANK NA |
TN |
18220.46 |
31554.32 |
0 |
0 |
5090.67 |
1156.7 |
25306.95 |
0 |
1.12 |
|
22 |
LASALLE BANK NATIONAL ASSN |
IL |
28874 |
23470.639999999999 |
3099 |
0 |
458.9 |
17123.49 |
2789.24 |
0 |
66.08 |
|
23 |
CHASE BANK OF TEXAS NA |
TX |
24331.46 |
21653.88 |
97.3 |
4650 |
1707.05 |
6078.31 |
9121.22 |
0 |
1841.47 |
|
24 |
CITIBANK SOUTH DAKOTA NA |
SD |
13573.38 |
21218.639999999999 |
4204 |
0 |
0 |
16383.72 |
630.92 |
0 |
0 |
|
25 |
BANK ONE NATIONAL ASSN |
OH |
31565.64 |
18169.38 |
0 |
0 |
0 |
16667.93 |
1491.45 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2534927.67 |
35351775.220000014 |
1946889.62 |
1456583.06 |
8345973.0499999989 |
17186182.839999996 |
6182307.8999999994 |
233828.61000000002 |
587265.81999999983 |
| OTHER 401 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1724874.25 |
306343.52999998629 |
15769.289999999804 |
8078.8499999998603 |
47851.340000001714 |
169378.33000000566 |
64973.040000000969 |
302.81999999997788 |
5463.3500000002095 |
| TOTAL AMOUNTS FOR ALL 426 BKS & TCs WITH DERIVATIVES |
|
|
|
4259801.92 |
35658118.75 |
1962658.91 |
1464661.91 |
8393824.3900000006 |
17355561.170000002 |
6247280.9400000004 |
234131.43 |
592729.17 |
|
|
|
|
|
|
|
|
|
| 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. |
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
|
|
|
|
58
600
600
False
False
| TABLE 2 |
|
| NOTIONAL AMOUNT OF OFF BALANCE SHEET DERIVATIVE CONTRACTS OF THE 25 |
| HOLDING COMPANIES WITH THE MOST OFF BALANCE SHEET DERIVATIVES CONTRACTS |
| SEPTEMBER 30, 1999, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
|
|
|
|
|
|
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 |
CHASE MANHATTAN CORP |
NY |
371044 |
12934840 |
646953 |
266930 |
3713672 |
7050330 |
1228139 |
28816 |
18231.3 |
|
2 |
JP MORGAN & CO |
NY |
254819 |
9044191 |
705660 |
445246 |
993759 |
4364177 |
2401949 |
133399 |
47936.5 |
|
3 |
CITIGROUP INC |
NY |
687450 |
7810163 |
722682 |
111178 |
2396355 |
3549931 |
993106 |
36911 |
186095 |
|
4 |
BANK OF AMERICA CORP |
NC |
620652 |
5029983 |
262602 |
629902 |
931330 |
2367642 |
825355 |
13152 |
65565 |
|
5 |
BANK ONE CORP |
IL |
264135 |
1137417 |
40440 |
915 |
184431 |
661942 |
249505 |
184 |
11068 |
|
6 |
TAUNUS CORP |
NY |
170770 |
1093356 |
34472 |
40238 |
35333 |
777389 |
202106 |
3818 |
20611 |
|
7 |
FIRST UNION CORP |
NC |
234823 |
522391 |
80692 |
83392 |
12970 |
206792 |
126559 |
11986 |
4374 |
|
8 |
BANK OF NEW YORK |
NY |
63158 |
314530 |
20557 |
10176 |
44140 |
71038 |
168294 |
325 |
10776 |
|
9 |
WELLS FARGO & COMPANY |
CA |
207060 |
243055 |
81362 |
9707 |
38154 |
48355 |
65177 |
300 |
761 |
|
10 |
BANKBOSTON CORP |
MA |
76914 |
238022 |
5088 |
65684 |
97030 |
36939 |
30273 |
3009 |
9272.8 |
|
11 |
REPUBLIC NEW YORK CORP |
NY |
53052 |
198556 |
24844 |
1231 |
79758 |
37043 |
55140 |
541 |
13595 |
|
12 |
STATE STREET CORP |
MA |
54974 |
157741 |
1884 |
20 |
152856 |
1748 |
1234 |
0 |
4744.1 |
|
13 |
FLEET FINANCIAL GROUP, INC |
MA |
108399 |
98174 |
1274 |
11 |
5652 |
39457 |
51780 |
0 |
526 |
|
14 |
KEYCORP |
OH |
82400 |
69544 |
8541 |
3327 |
3072 |
43937 |
10653 |
14 |
1269.1 |
|
15 |
MELLON BANK CORP |
PA |
47161 |
60308 |
8641 |
700 |
26479 |
22808 |
1681 |
0 |
4469 |
|
16 |
NATIONAL CITY CORPORATION |
OH |
85058 |
58290 |
11605 |
257 |
2963 |
29707 |
13642 |
116 |
127.2 |
|
17 |
ABN AMRO NORTH AMERICA, INC |
IL |
62409 |
52429 |
14829 |
0 |
459 |
30030 |
7111 |
0 |
66.1 |
|
18 |
PNC BANK CORP |
PA |
72995 |
56053 |
994 |
0 |
5201 |
27325 |
18218 |
4315 |
829.7 |
|
19 |
SUNTRUST BANKS, INC |
GA |
92755 |
49410 |
1547 |
1800 |
2991 |
26146 |
16926 |
0 |
171.8 |
|
20 |
WACHOVIA CORP |
NC |
65806 |
35163 |
24 |
0 |
4537 |
21687 |
7186 |
1730 |
485.4 |
|
21 |
FIRST TENESSEE NATIONAL CORP |
TN |
19103 |
31554 |
0 |
0 |
5091 |
1157 |
25307 |
0 |
1.1 |
|
22 |
NORTHERN TRUST CORP |
IL |
33685 |
15289 |
102 |
0 |
13517 |
1517 |
153 |
0 |
2565.8 |
|
23 |
HSBC USA INC |
NY |
34377 |
13269 |
3664 |
600 |
199 |
5925 |
2881 |
0 |
41.2 |
|
24 |
US BANCORP |
MN |
77036 |
11928 |
37 |
0 |
2183 |
8600 |
1108 |
0 |
420 |
|
25 |
UNIONBANCAL CORP |
CA |
32533 |
11483 |
0 |
0 |
1509 |
3498 |
6476 |
0 |
323.9 |
|
|
|
|
| TOTALS FOR THE TOP 25 HOLDING COMPANIES WITH DERIVATIVES |
|
|
|
3872568 |
39287139 |
2678494 |
1671314 |
8753641 |
19435120 |
6509959 |
238616 |
404325.99999999994 |
|
|
|
|
|
|
|
|
|
|
|
|
| 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: In previous quarters, total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange is reported separately. |
|
| Data source: Consolidated Financial Statements for Bank Holding Companies, FR Y- 9, schedule HC-F |
|
|
|
|
|
|
|
|
|
|
|
|
60
600
600
10
3
3
14
5
R15C6:R41C14
False
False
| TABLE 3 |
|
| DISTRIBUTION OF OFF BALANCE SHEET DERIVATIVES CONTRACTS OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE SHEET DERIVATIVE CONTRACTS |
| SEPTEMBER 30, 1999, $ MILLIONS, RATIOS IN PERCENT |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 |
CHASE MANHATTAN BANK |
NY |
299390 |
12784681 |
6.3230000000000004 |
93.68 |
85.06 |
13.666600000000001 |
1.0480000000000018 |
0.22539999999999999 |
|
|
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
160563.54 |
9020676.1799999997 |
12.391999999999999 |
87.61 |
80.93 |
13.207000000000001 |
4.3841999999999928 |
1.4787999999999999 |
|
|
|
3 |
BANK OF AMERICA NA |
NC |
563226 |
5464420 |
16.131 |
83.87 |
81.81 |
15.786 |
2.14 |
0.26400000000000001 |
|
|
|
4 |
CITIBANK NA |
NY |
312608 |
3841217 |
4.9039999999999999 |
95.1 |
50.37 |
46.401000000000003 |
2.3706999999999994 |
0.85829999999999995 |
|
|
|
5 |
FIRST NB OF CHICAGO |
IL |
85926.78 |
1124870.72 |
3.5049999999999999 |
96.5 |
88.84 |
10.058 |
1.0857000000000028 |
1.6299999999999999E-2 |
|
|
|
6 |
BANKERS TRUST CO |
NY |
47804 |
1006070 |
3.9E-2 |
99.96 |
85.98 |
11.552 |
2.2887999999999948 |
0.1792 |
|
|
|
7 |
FIRST UNION NATIONAL BANK |
NC |
220674 |
522149 |
30.439 |
69.56 |
95.49 |
2.0222000000000002 |
0.19230000000000302 |
2.2955000000000001 |
|
|
|
8 |
BANK OF NEW YORK |
NY |
60242.49 |
315681.46 |
9.7349999999999994 |
90.26 |
63.36 |
36.536999999999999 |
1.0000000000331966E-4 |
0.10290000000000001 |
|
|
|
9 |
BANKBOSTON NATIONAL ASSN |
MA |
71541.32 |
238893.05 |
29.675999999999998 |
70.32 |
54.63 |
44.106000000000002 |
4.4999999999930651E-3 |
1.2595000000000001 |
|
|
|
10 |
REPUBLIC NB OF NEW YORK |
NY |
49190.23 |
200348.19 |
12.9999 |
87 |
37.57 |
47.386000000000003 |
14.774000000000001 |
0.27 |
|
|
|
11 |
STATE STREET BANK&TRUST CO |
MA |
50196.39 |
157707.8 |
1.1859999999999999 |
98.81 |
2.49 |
97.506 |
4.0000000000048885E-3 |
0 |
|
|
|
12 |
FLEET NATIONAL BANK |
RI |
80475 |
106383 |
1.208 |
98.79 |
96.44 |
3.2829999999999999 |
0.27700000000000102 |
0 |
|
|
|
13 |
WELLS FARGO BANK NA |
CA |
85711 |
97348 |
31.65 |
68.35 |
97.02 |
2.7749999999999999 |
-3.9999999999906777E-4 |
0.2054 |
|
|
|
14 |
KEYBANK NATIONAL ASSN |
OH |
74594.98 |
63777.81 |
18.608000000000001 |
81.39 |
93.06 |
6.7729999999999997 |
0.14480000000000359 |
2.2200000000000001E-2 |
|
|
|
15 |
MELLON BANK NATIONAL ASSN |
PA |
39422.44 |
63494.57 |
14.711 |
85.29 |
57.07 |
42.307000000000002 |
0.62299999999999045 |
0 |
|
|
|
16 |
PNC BANK NATIONAL ASSN |
PA |
67060.67 |
56523.88 |
1.752 |
98.25 |
88.52 |
3.806 |
4.060000000001196E-2 |
7.6334 |
|
|
|
17 |
NATIONAL CITY BANK |
OH |
33204.86 |
50183.1 |
23.125 |
76.87 |
98.47 |
1.252 |
4.7800000000009391E-2 |
0.23019999999999999 |
|
|
|
18 |
CHASE MANHATTAN BANK USA NA |
DE |
33988.75 |
45814.13 |
4.7E-2 |
99.95 |
98.95 |
5.0999999999999997E-2 |
0.99899999999999523 |
0 |
|
|
|
19 |
SUNTRUST BANK ATLANTA |
GA |
20700.99 |
39131.45 |
3.1869999999999998 |
96.81 |
93.9 |
4.1139999999999999 |
1.98599999999999 |
0 |
|
|
|
20 |
WACHOVIA BANK NATIONAL ASSN |
NC |
61841.29 |
36338.02 |
0 |
100 |
82.16 |
13.081 |
-1.1999999999972033E-3 |
4.7602000000000002 |
|
|
|
21 |
FIRST TENESSEE BANK NA |
TN |
18220.46 |
31554.32 |
0 |
100 |
99.99 |
8.9999999999999993E-3 |
1.0000000000047748E-3 |
0 |
|
|
|
22 |
LASALLE BANK NATIONAL ASSN |
IL |
28874 |
23470.639999999999 |
13.204000000000001 |
86.8 |
96.6 |
3.3530000000000002 |
4.7000000000011255E-2 |
0 |
|
|
|
23 |
CHASE BANK OF TEXAS NA |
TX |
24331.46 |
21653.88 |
21.923999999999999 |
78.08 |
88.23 |
8.7739999999999991 |
2.9959999999999951 |
0 |
|
|
|
24 |
CITIBANK SOUTH DAKOTA NA |
SD |
13573.38 |
21218.639999999999 |
19.812999999999999 |
80.19 |
100 |
0 |
0 |
0 |
|
|
|
25 |
BANK ONE NATIONAL ASSN |
OH |
31565.64 |
18169.38 |
0 |
100 |
99.76 |
0 |
0.18499999999998806 |
5.5E-2 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2534927.67 |
35351775.220000014 |
3403472.65 |
31948302.559999999 |
27969651.800000001 |
6342042.3600000003 |
806242.46 |
233838.6 |
|
| OTHER 401 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1724874.25 |
306343.52999998629 |
23848.169999999925 |
282495.44000000134 |
263866.73999999836 |
41319.159999999218 |
864.80000000004657 |
292.82999999998719 |
| TOTAL AMOUNTS FOR ALL 426 BKS & TCs WITH DERIVATIVES |
|
|
|
4259801.92 |
35658118.75 |
3427320.82 |
32230798 |
28233518.539999999 |
6383361.5199999996 |
807107.26 |
234131.43 |
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TC: % OF ALL 426 BKS &TCs WITH DERIVATIVES |
99.140887010479233 |
9.5447341848341338 |
89.596152797600965 |
78.438383124179822 |
17.785689717576592 |
2.2610347608425081 |
0.6557794078802881 |
| OTHER 401 COMMERCIAL BANKS & TCS: % OF ALL 426 BKS &TCs WITH DERIVATIVES |
0.85911298952075621 |
6.6880056593002196E-2 |
0.79223315728063004 |
0.73999063677468502 |
0.11587588310445912 |
2.4252541365493282E-3 |
8.2121550509443864E-4 |
| TOTAL AMOUNTS FOR ALL 426 BKS & TCS: % OF ALL 426 BKS & TCs WITH DERIVATIVES |
|
|
|
|
100 |
9.6116142414271355 |
90.388385954881585 |
79.1783737609545 |
17.90156560068105 |
2.2634600149790574 |
0.65660062338538261 |
|
|
|
|
| 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 |
|
|
|
|
|
|
|
|
|
|
|
67
600
600
2
3
13
5
R14C6:R48C13
False
False
| TABLE 4 |
|
| CREDIT EQUIVALENT EXPOSURE OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE SHEET DERIVATIVES CONTRACTS |
| SEPTEMBER 30, 1999, $ MILLIONS, RATIOS IN PERCENT |
|
|
|
|
|
|
BILATERALLY |
FUTURE |
TOTAL CREDIT |
TOTAL CREDIT |
|
|
|
|
|
NETTED |
EXPOSURE |
EXPOSURE |
EXPOSURE |
|
|
|
TOTAL |
TOTAL |
CURRENT |
(NEW RBC |
FROM ALL |
TO CAPITAL |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
EXPOSURE |
ADD ON) |
CONTRACTS |
RATIO |
|
|
(%) |
| 1 |
CHASE MANHATTAN BANK |
NY |
299390 |
12784681 |
35339 |
70905.83 |
106244.83 |
402.55 |
| 2 |
MORGAN GUARANTY TR CO OF NY |
NY |
160563.54 |
9020676.1799999997 |
55696.54 |
65744.93 |
121441.47 |
842.66 |
| 3 |
BANK OF AMERICA NA |
NC |
563226 |
5464420 |
19482 |
37255.27 |
56737.27 |
110.57 |
| 4 |
CITIBANK NA |
NY |
312608 |
3841217 |
21258 |
28592.95 |
49850.95 |
169.6 |
| 5 |
FIRST NB OF CHICAGO |
IL |
85926.78 |
1124870.72 |
3617.1 |
8100.66 |
11717.76 |
143.5 |
| 6 |
BANKERS TRUST CO |
NY |
47804 |
1006070 |
5069 |
9298.31 |
14367.31 |
210.74 |
| 7 |
FIRST UNION NATIONAL BANK |
NC |
220674 |
522149 |
1884 |
2751.56 |
4635.5599999999995 |
23.68 |
| 8 |
BANK OF NEW YORK |
NY |
60242.49 |
315681.46 |
452.08 |
572.78 |
1024.86 |
15.09 |
| 9 |
BANKBOSTON NATIONAL ASSN |
MA |
71541.32 |
238893.05 |
1690.51 |
1429.45 |
3119.96 |
40.78 |
| 10 |
REPUBLIC NB OF NEW YORK |
NY |
49190.23 |
200348.19 |
1845.82 |
1674.32 |
3520.14 |
79.28 |
| 11 |
STATE STREET BANK&TRUST CO |
MA |
50196.39 |
157707.8 |
1648.2 |
1773.66 |
3421.86 |
124.42 |
| 12 |
FLEET NATIONAL BANK |
RI |
80475 |
106383 |
573 |
525.69 |
1098.69 |
12.12 |
| 13 |
WELLS FARGO BANK NA |
CA |
85711 |
97348 |
339 |
303.25 |
642.25 |
7.59 |
| 14 |
KEYBANK NATIONAL ASSN |
OH |
74594.98 |
63777.81 |
428.48 |
281.65 |
710.13 |
8.79 |
| 15 |
MELLON BANK NATIONAL ASSN |
PA |
39422.44 |
63494.57 |
488.18 |
353.09 |
841.27 |
17.85 |
| 16 |
PNC BANK NATIONAL ASSN |
PA |
67060.67 |
56523.88 |
242.32 |
247.64 |
489.96 |
7.16 |
| 17 |
NATIONAL CITY BANK |
OH |
33204.86 |
50183.1 |
411.74 |
238.64 |
650.38 |
21.13 |
| 18 |
CHASE MANHATTAN BANK USA NA |
DE |
33988.75 |
45814.13 |
151.81 |
212.26 |
364.07 |
10.24 |
| 19 |
SUNTRUST BANK ATLANTA |
GA |
20700.99 |
39131.45 |
423.32 |
256.13 |
679.45 |
28.72 |
| 20 |
WACHOVIA BANK NATIONAL ASSN |
NC |
61841.29 |
36338.02 |
281.97 |
253.23 |
535.2 |
6.57 |
| 21 |
FIRST TENESSEE BANK NA |
TN |
18220.46 |
31554.32 |
19.13 |
118.66 |
137.79 |
9.48 |
| 22 |
LASALLE BANK NATIONAL ASSN |
IL |
28874 |
23470.639999999999 |
35.16 |
177.94 |
213.1 |
6.67 |
| 23 |
CHASE BANK OF TEXAS NA |
TX |
24331.46 |
21653.88 |
33.4 |
130.04 |
163.44 |
7.09 |
| 24 |
CITIBANK SOUTH DAKOTA NA |
SD |
13573.38 |
21218.639999999999 |
27.47 |
70.85 |
98.32 |
4.75 |
| 25 |
BANK ONE NATIONAL ASSN |
OH |
31565.64 |
18169.38 |
201.15 |
118.14 |
319.29 |
9.75 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Average% |
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2534927.67 |
35351775.220000014 |
151638.38000000003 |
231386.93000000011 |
383025.31000000006 |
92.83120000000001 |
| OTHER 401 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1724874.25 |
306343.52999998629 |
1779.6999999999534 |
1735.7699999999022 |
3515.4799999999232 |
N/A |
| TOTAL AMOUNTS FOR ALL 426 BKS & TCs WITH DERIVATIVES |
|
|
4259801.92 |
35658118.75 |
153418.08 |
233122.7 |
386540.79 |
6.7450000000000001 |
|
|
|
|
|
Commercial banks also hold on-balance sheet assets in volumes that are multiples of bank capital. For example: |
|
|
|
|
EXPOSURE TO RISK |
|
|
EXPOSURES FROM OTHER ASSETS |
BASED CAPITAL: |
|
|
ALL COMMERCIAL BANKS |
ALL BANKS |
|
|
1-4 FAMILY MORTGAGES |
1.4629000000000001 |
|
|
C&I LOANS |
1.7604 |
|
|
SECURITIES NOT IN TRADING ACCOUNT |
1.9200999999999999 |
|
|
|
|
|
| Note: The numbers reported above for future credit exposures reflect gross add-ons. |
|
| 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. |
|
|
|
| Source: Call Report Schedule RC-R |
|
|
|
|
|
|
|
|
60
600
600
10
3
15
4
R16C5:R45C10
False
False
| TABLE 5 |
|
|
| NOTIONAL AMOUNTS OF OFF BALANCE SHEET DERIVATIVES CONTRACTS HELD FOR TRADING OF THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE SHEET DERIVATIVES CONTRACTS |
| SEPTEMBER 30, 1999, $ MILLIONS, RATIOS IN PERCENT |
|
|
|
|
|
|
|
TOTAL |
% |
TOTAL |
% |
|
|
|
|
|
|
HELD FOR |
HELD FOR |
NOT |
NOT |
|
|
|
|
TOTAL |
TOTAL |
TRADING |
TRADING |
TRADED |
TRADED |
|
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
& MTM |
& MTM |
MTM & NOT MTM |
MTM & NOT MTM |
|
|
|
|
1 |
CHASE MANHATTAN BANK |
NY |
299390 |
12755865 |
12488329 |
97.902643215493427 |
267515 |
2.0971921543540955 |
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
160563.54 |
8887276.7400000002 |
8794121.4499999993 |
98.951812881208866 |
93155.3 |
1.0481872313115344 |
|
3 |
BANK OF AMERICA NA |
NC |
563226 |
5449996 |
5330396 |
97.805502976515939 |
119600 |
2.194497023484054 |
|
4 |
CITIBANK NA |
NY |
312608 |
3808249 |
3677029 |
96.554321946910505 |
131177 |
3.4445489252409702 |
|
5 |
FIRST NB OF CHICAGO |
IL |
85926.78 |
1124687.22 |
1117934.36 |
99.399578844685379 |
6752.87 |
0.60042204445072289 |
|
6 |
BANKERS TRUST CO |
NY |
47804 |
1004267 |
985731 |
98.154275705564359 |
18536 |
1.8457242944356431 |
|
7 |
FIRST UNION NATIONAL BANK |
NC |
220674 |
510163 |
295785 |
57.978528431109275 |
214378 |
42.021471568890725 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1690192.32 |
33540503.960000001 |
32689325.809999999 |
97.462238042054736 |
851114.17 |
2.5375712035067468 |
|
| OTHER 419 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2569609.5999999996 |
1883483.3599999994 |
1232023.2600000016 |
65.411953519992977 |
649820.58 |
34.500999254912465 |
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2534927.67 |
35117936.609999999 |
33840732.479999997 |
96.363100303460556 |
1276067.1 |
3.6336619493658802 |
|
| OTHER 401 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1724874.25 |
306050.71000000089 |
80616.590000003576 |
26.340925659020147 |
224867.64999999991 |
73.473984098909369 |
|
| TOTAL AMOUNTS FOR ALL 426 BKS & TCs WITH DERIVATIVES |
|
|
|
4259801.92 |
35423987.32 |
33921349.07 |
95.758133503080757 |
1500934.75 |
4.237057608567369 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not differentiate between traded and non-traded credit derivatives. Credit derivatives have been excluded from the sum of total derivatives here. |
|
| Note: In previous quarters, total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange is reported separately. |
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
|
74
600
600
12
2
3
16
5
R17C6:R31C11
False
False
| TABLE 6 |
|
| GROSS FAIR VALUES OF OFF BALANCE SHEET DERIVATIVE CONTRACTS OF THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE SHEET DERIVATIVE CONTRACTS |
| SEPTEMBER 30, 1999, $ MILLIONS |
|
|
|
|
|
|
|
TRADED : |
TRADED : |
NOT TRADED : |
NOT TRADED : |
|
|
|
|
|
|
(MTM) |
(MTM) |
(MTM & NOT MTM) |
(MTM & NOT MTM) |
|
|
|
|
|
|
GROSS |
GROSS |
GROSS |
GROSS |
|
|
|
|
TOTAL |
TOTAL |
POSITIVE |
NEGATIVE |
POSITIVE |
NEGATIVE |
|
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
FAIR VALUE* |
FAIR VALUE** |
FAIR VALUE* |
FAIR VALUE** |
|
|
|
|
1 |
CHASE MANHATTAN BANK |
NY |
299390 |
12755865 |
125806 |
122639 |
1060 |
1546 |
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
160563.54 |
8887276.7400000002 |
129639.77 |
124854.11 |
635.54 |
358.5 |
|
3 |
BANK OF AMERICA NA |
NC |
563226 |
5449996 |
57677 |
54641 |
964 |
1242 |
|
4 |
CITIBANK NA |
NY |
312608 |
3808249 |
47731 |
46978 |
474 |
567 |
|
5 |
FIRST NB OF CHICAGO |
IL |
85926.78 |
1124687.22 |
13848.41 |
14023.68 |
43.03 |
23.59 |
|
6 |
BANKERS TRUST CO |
NY |
47804 |
1004267 |
20164 |
20184 |
115 |
203 |
|
7 |
FIRST UNION NATIONAL BANK |
NC |
220674 |
510163 |
1828 |
1655 |
1771 |
1141 |
|
|
|
|
|
|
|
|
TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1690192.32 |
33540503.960000001 |
396694.18 |
384974.79 |
5062.57 |
5081.09 |
|
OTHER 419 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2569609.5999999996 |
1883483.3599999994 |
13489.309999999998 |
13550.309999999998 |
3863.5599999999995 |
4425.0499999999993 |
|
TOTAL AMOUNTS FOR ALL 426 BKS & TCs WITH DERIVATIVES |
|
|
4259801.92 |
35423987.32 |
410183.49 |
398525.1 |
8926.13 |
9506.14 |
|
|
|
|
|
Note: Currently, the Call Report does not differentiate credit derivatives by gross negative and positive fair values. Credit derivatives have been excluded from 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 third quarter, 1999. |
|
|
**Market value of contracts that have a negative fair value as of the end of the third quarter, 1999. |
|
|
Note: Numbers may not sum due to rounding. |
|
|
Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
72
600
600
3
3
16
5
R17C6:R27C11
False
False
| TABLE 7 |
|
| TRADING REVENUE FROM CASH INSTRUMENTS AND OFF BALANCE SHEET DERIVATIVES OF THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE SHEET DERIVATIVE CONTRACTS |
| SEPTEMBER 30, 1999, $ MILLIONS |
|
| NOTE: REVENUE FIGURES ARE FOR THIRD QUARTER (NOT YEAR-TO-DATE) |
|
|
|
|
|
|
TOTAL TRADING |
TRADING REV |
TRADING REV |
TRADING REV |
TRADING REV |
|
|
|
REV FROM CASH & |
FROM |
FROM |
FROM |
FROM |
|
TOTAL |
TOTAL |
OFF BAL SHEET |
INT RATE |
FOREIGN EXCH |
EQUITY |
COMMOD & OTH |
|
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
|
|
|
|
|
|
|
|
|
1 |
CHASE MANHATTAN BANK |
NY |
299390 |
12755865 |
411 |
118 |
203 |
-3 |
93 |
|
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
160563.54 |
8887276.7400000002 |
389.67 |
240.59299999999999 |
56.1 |
142.166 |
-49.186 |
|
|
3 |
BANK OF AMERICA NA |
NC |
563226 |
5449996 |
229 |
70 |
138 |
14 |
7 |
|
|
4 |
CITIBANK NA |
NY |
312608 |
3808249 |
578 |
164 |
368 |
46 |
0 |
|
|
5 |
FIRST NB OF CHICAGO |
IL |
85926.78 |
1124687.22 |
35.41 |
18.620999999999999 |
14.542 |
0.45100000000000001 |
1.7949999999999999 |
|
|
6 |
BANKERS TRUST CO |
NY |
47804 |
1004267 |
76 |
85 |
-10 |
0 |
1 |
|
|
7 |
FIRST UNION NATIONAL BANK |
NC |
220674 |
510163 |
9 |
3 |
16 |
-7 |
-3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1690192.32 |
33540503.960000001 |
1728.0800000000002 |
699.21399999999994 |
785.64200000000005 |
192.61699999999999 |
50.609000000000002 |
| OTHER 419 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2569609.5999999996 |
1883483.3599999994 |
408.95000000000005 |
94.786000000000058 |
282.18799999999987 |
9.0529999999999973 |
22.889000000000003 |
| TOTAL AMOUNTS FOR ALL 426 BKS & TCs WITH DERIVATIVES |
|
|
|
4259801.92 |
35423987.32 |
2137.03 |
794 |
1067.83 |
201.67 |
73.498000000000005 |
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not include trading revenues from credit derivatives. Credit derivatives have been excluded from the sum of total derivatives here. |
|
| 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 the first quarter, 1995, spot foreign exchange was reported separately. |
|
| Note: Numbers may not sum due to rounding. |
|
| Data source: Call Report, schedule RC-I |
|
|
|
|
|
|
|
|
|
|
68
600
600
3
18
5
R19C6:R30C12
False
False
| TABLE 8 |
|
| NOTIONAL AMOUNT OF OFF BALANCE SHEET DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE DERIVATIVE CONTRACTS |
| SEPTEMBER 30, 1999, $ 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 |
CHASE MANHATTAN BANK |
NY |
299390 |
12755865 |
4261259 |
3746290 |
1408585 |
9416134 |
1314763 |
147116 |
60342 |
1522221 |
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
160563.54 |
8887276.7400000002 |
1750002.68 |
2030313.99 |
1375197.22 |
5155513.89 |
644087.31 |
145955.42 |
108834.5 |
898877.23 |
|
3 |
BANK OF AMERICA NA |
NC |
563226 |
5449996 |
1059678 |
1093674 |
968175 |
3121527 |
688365 |
63484 |
19568 |
771417 |
|
4 |
CITIBANK NA |
NY |
312608 |
3808249 |
978822 |
435631 |
187646 |
1602099 |
1453212 |
77473 |
25800 |
1556485 |
|
5 |
FIRST NB OF CHICAGO |
IL |
85926.78 |
1124687.22 |
227282.18 |
376218.28 |
242426.41 |
845926.88 |
88433.04 |
14120.23 |
5789.72 |
108342.99 |
|
6 |
BANKERS TRUST CO |
NY |
47804 |
1004267 |
184980 |
333210 |
193538 |
711728 |
53143 |
37265 |
12016 |
102424 |
|
7 |
FIRST UNION NATIONAL BANK |
NC |
220674 |
510163 |
70725 |
98147 |
134227 |
303099 |
5910 |
2000 |
692 |
8602 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1690192.32 |
33540503.960000001 |
8532748.8599999994 |
8113484.2700000005 |
4509794.63 |
21156027.77 |
4247913.35 |
487413.65 |
233042.22 |
4968369.2200000007 |
| OTHER 419 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2569609.5999999996 |
1883483.3599999994 |
224612.69000000134 |
506040.31999999937 |
159322.98000000045 |
889975.98000000045 |
327006.73000000045 |
28487.899999999965 |
1256.679999999993 |
356751.30999999959 |
| TOTAL AMOUNTS FOR ALL 426 BKS & TCs WITH DERIVATIVES |
|
|
|
4259801.92 |
35423987.32 |
8757361.5500000007 |
8619524.5899999999 |
4669117.61 |
22046003.75 |
4574920.08 |
515901.55 |
234298.9 |
5325120.53 |
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not include maturity breakouts for credit derivatives. Credit derivatives have been excluded from 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: Figures above exclude foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, basis swaps, and any contracts not subject to risk-based capital requirements. |
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
|
57
600
600
4
3
17
5
R18C6:R29C15
False
False
| TABLE 9 |
|
| NOTIONAL AMOUNT OF OFF BALANCE SHEET DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE DERIVATIVE CONTRACTS |
| SEPTEMBER 30, 1999, $ 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 |
CHASE MANHATTAN BANK |
NY |
299390 |
12755865 |
10614 |
8385 |
3631 |
22630 |
467 |
105 |
3 |
575 |
| 2 |
MORGAN GUARANTY TR CO OF NY |
NY |
160563.54 |
8887276.7400000002 |
21029.75 |
7601.97 |
1849.3 |
30481.02 |
1485.69 |
426.99900000000002 |
17.542999999999999 |
1930.232 |
| 3 |
BANK OF AMERICA NA |
NC |
563226 |
5449996 |
0 |
0 |
0 |
0 |
1714 |
152 |
0 |
1866 |
| 4 |
CITIBANK NA |
NY |
312608 |
3808249 |
4773 |
2944 |
2991 |
10708 |
81 |
60 |
0 |
141 |
| 5 |
FIRST NB OF CHICAGO |
IL |
85926.78 |
1124687.22 |
79.98 |
0 |
0 |
79.98 |
0 |
0 |
0 |
0 |
| 6 |
BANKERS TRUST CO |
NY |
47804 |
1004267 |
136 |
30 |
0 |
166 |
0 |
0 |
0 |
0 |
| 7 |
FIRST UNION NATIONAL BANK |
NC |
220674 |
510163 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1690192.32 |
33540503.960000001 |
36632.73 |
18960.97 |
8471.3 |
64065.000000000007 |
3747.69 |
743.99900000000002 |
0 |
4512.232 |
| OTHER 419 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2569609.5999999996 |
1883483.3599999994 |
15653.46 |
3394.4799999999996 |
188.79000000000087 |
19236.729999999989 |
3289.78 |
120.99099999999999 |
0 |
3410.7709999999997 |
| TOTAL AMOUNTS FOR ALL 426 BKS & TCs WITH DERIVATIVES |
|
|
4259801.92 |
35423987.32 |
52286.19 |
22355.45 |
8660.09 |
83301.73 |
7037.47 |
864.99 |
20.542999999999999 |
7923.0029999999997 |
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not include maturity breakouts for credit derivatives. Credit derivatives have been excluded from 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: Figures above exclude foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, basis swaps, and any contracts not subject to risk-based capital requirements. |
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
61
600
600
3
3
17
4
R18C5:R29C14
False
False
| TABLE 10 |
|
| NOTIONAL AMOUNT OF OFF BALANCE SHEET DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE DERIVATIVE CONTRACTS |
| SEPTEMBER 30, 1999, $ 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 |
CHASE MANHATTAN BANK |
NY |
299390 |
12755865 |
8232 |
15402 |
1181 |
24815 |
13153 |
18082 |
942 |
32177 |
| 2 |
MORGAN GUARANTY TR CO OF NY |
NY |
160563.54 |
8887276.7400000002 |
4929.25 |
5208.82 |
0 |
10138.07 |
73008.69 |
58703.78 |
20049.79 |
151762.26 |
| 3 |
BANK OF AMERICA NA |
NC |
563226 |
5449996 |
8789 |
8257 |
3506 |
20552 |
25107 |
16428 |
3919 |
45454 |
| 4 |
CITIBANK NA |
NY |
312608 |
3808249 |
1912 |
776 |
175 |
2863 |
16520 |
16108 |
2398 |
35026 |
| 5 |
FIRST NB OF CHICAGO |
IL |
85926.78 |
1124687.22 |
320.53 |
405.81 |
256.43 |
982.77 |
4643.55 |
1999.68 |
0 |
6643.2300000000005 |
| 6 |
BANKERS TRUST CO |
NY |
47804 |
1004267 |
2934 |
1894 |
413 |
5241 |
3171 |
5402 |
2254 |
10827 |
| 7 |
FIRST UNION NATIONAL BANK |
NC |
220674 |
510163 |
11 |
16 |
0 |
27 |
390 |
125 |
0 |
515 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1690192.32 |
33540503.960000001 |
27127.78 |
31959.63 |
5531.43 |
64618.84 |
135993.24 |
116848.45999999999 |
29562.79 |
282404.49 |
| OTHER 419 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2569609.5999999996 |
1883483.3599999994 |
253.38000000000102 |
180.86000000000058 |
0 |
434.24000000000524 |
887.77000000001863 |
885.52000000000407 |
141.18999999999869 |
1914.4799999999814 |
| TOTAL AMOUNTS FOR ALL 426 BKS & TCs WITH DERIVATIVES |
|
|
4259801.92 |
35423987.32 |
27381.16 |
32140.49 |
5531.43 |
65053.08 |
136881.01 |
117733.98 |
29703.98 |
284318.97 |
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not include maturity breakouts for credit derivatives. Credit derivatives have been excluded from 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: Figures above exclude foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, basis swaps, and any contracts not subject to risk-based capital requirements. |
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
61
600
600
False
False