Derivatives Q1-06
Larrañaga
brittany.woodson
2011-12-14T15:30:56Z
2000-03-06T16:40:40Z
2012-03-19T12:47:54Z
12.00
C:\Program Files (x86)\SNL Financial\SNLxl\SNLxlRibbon.xlam
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| TABLE 1 |
| NOTIONAL AMOUNT OF DERIVATIVE CONTRACTS |
| TOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2011, $ MILLIONS |
|
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TOTAL |
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|
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 |
1811678 |
70151756 |
1054889 |
1604737 |
10519547 |
42193147 |
9003696 |
5775740 |
116741 |
|
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1288658 |
52102260 |
417068 |
1188019 |
6290464 |
32991242 |
8240371 |
2975096 |
518436 |
|
| 3 |
BANK OF AMERICA NA |
NC |
1451969.3019999999 |
50135889.950000003 |
1469653.1229999999 |
406327.70600000001 |
9309135.1380000003 |
31203103.144000001 |
3027350.5729999999 |
4720320.2660000008 |
254990.96 |
|
| 4 |
GOLDMAN SACHS BANK USA |
NY |
103790 |
44192474 |
942082 |
391465 |
3550525 |
31536163 |
7272498 |
499741 |
2912 |
|
| 5 |
HSBC BANK USA NATIONAL ASSN |
VA |
206009.68299999999 |
4321239.5839999998 |
58873.58 |
72341.592999999993 |
837018.46699999995 |
2525645.949 |
170126.386 |
657233.60900000005 |
60127.26 |
|
| 6 |
WELLS FARGO BANK NA |
SD |
1161490 |
3332642 |
208049 |
57777 |
609909 |
1952377 |
423287 |
81243 |
8554 |
|
| 7 |
MORGAN STANLEY BANK NA |
UT |
67047 |
1722966 |
6732 |
0 |
10853 |
1610050 |
70920 |
24411 |
34713 |
|
| 8 |
STATE STREET BANK&TRUST CO |
MA |
212292.94200000001 |
1390578.6770000001 |
66618.093999999997 |
0 |
861508.929 |
395071.74 |
67274.914000000004 |
105 |
19189.486000000001 |
|
| 9 |
BANK OF NEW YORK MELLON |
NY |
256205 |
1375225 |
25498 |
17161 |
330708 |
734791 |
266734 |
333 |
37262 |
|
| 10 |
PNC BANK NATIONAL ASSN |
DE |
263309.55900000001 |
389730.37900000002 |
64250.1 |
9250 |
24627.458999999999 |
237974.74799999999 |
50065.409 |
3562.663 |
705.05100000000004 |
|
| 11 |
SUNTRUST BANK |
GA |
171291.70499999999 |
309153.93799999997 |
28339.977999999999 |
20841.949000000001 |
32737.133999999998 |
177302.943 |
45928.731 |
4003.2030000000004 |
112.548 |
|
| 12 |
NORTHERN TRUST CO |
IL |
99831.232000000004 |
244336.50200000001 |
0 |
0 |
235976.25899999999 |
8199.2849999999999 |
100.458 |
60.5 |
6687.6880000000001 |
|
| 13 |
REGIONS BANK |
AL |
123368.20299999999 |
150281.20499999999 |
4365.1030000000001 |
0 |
66308.501999999993 |
75630.070000000007 |
3367.29 |
610.24 |
100.11 |
|
| 14 |
U S BANK NATIONAL ASSN |
OH |
330470.81 |
107933.91399999999 |
400 |
2000 |
45960.055999999997 |
47615.542999999998 |
9255.4809999999998 |
2702.8339999999998 |
338.70400000000001 |
|
| 15 |
TD BANK NATIONAL ASSN |
DE |
188912.554 |
73794.296000000002 |
0 |
0 |
8063.72 |
62502.786999999997 |
1284.769 |
1943.02 |
3.1920000000000002 |
|
| 16 |
KEYBANK NATIONAL ASSN |
OH |
86198.835999999996 |
70699.782000000007 |
3279 |
20 |
9306.1409999999996 |
49791.040000000001 |
5093.9399999999996 |
3209.6610000000001 |
517.20600000000002 |
|
| 17 |
BRANCH BANKING&TRUST CO |
NC |
168867.64 |
69027.445999999996 |
342 |
0 |
16370.904 |
39404.463000000003 |
12910.079 |
0 |
30.669 |
|
| 18 |
FIFTH THIRD BANK |
OH |
114540.379 |
68382.164000000004 |
200.93199999999999 |
0 |
13335.055 |
32304.236000000001 |
21378.708999999999 |
1163.232 |
557.38 |
|
| 19 |
UNION BANK NATIONAL ASSN |
CA |
88967.535999999993 |
53237.834000000003 |
5062 |
0 |
2522.2530000000002 |
31885.120999999999 |
13768.46 |
0 |
389.887 |
|
| 20 |
RBS CITIZENS NATIONAL ASSN |
RI |
106940.591 |
39571.678999999996 |
0 |
0 |
7011.1030000000001 |
29799.409 |
1944.6030000000001 |
816.56399999999996 |
46.878 |
|
| 21 |
ALLY BANK |
UT |
85331.884999999995 |
32692.267 |
0 |
0 |
9822.7489999999998 |
16312.232 |
6557.2860000000001 |
0 |
0 |
|
| 22 |
TD BANK USA NATIONAL ASSN |
ME |
13520.609 |
30299.862000000001 |
0 |
0 |
9199.4140000000007 |
21100.448 |
0 |
0 |
0 |
|
| 23 |
CAPITAL ONE NATIONAL ASSN |
VA |
133477.76000000001 |
27447.840999999997 |
245 |
0 |
723.14099999999996 |
25727.474999999999 |
31.07 |
721.15499999999997 |
7.4589999999999996 |
|
| 24 |
DEUTSCHE BANK TR CO AMERICAS |
NY |
51180 |
27370 |
0 |
0 |
300 |
22726 |
414 |
3930 |
0 |
|
| 25 |
BMO HARRIS BANK NA |
IL |
97264.043999999994 |
25585.589 |
0 |
0 |
950.375 |
21699.411 |
2919.6640000000002 |
16.139000000000003 |
12.243 |
|
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|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
8682613.2699999996 |
230444575.90899995 |
4355946.9099999992 |
3769940.2480000001 |
32802882.798999999 |
146041566.044 |
28717277.822000001 |
14756962.086000001 |
1062434.7210000001 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
2554276.2960000038 |
349809.94700000068 |
9830.5380000000005 |
2868.0249999999996 |
78955.566000000166 |
211669.69999999995 |
44391.754999999932 |
2094.3630000000003 |
742.75499999999988 |
| TOTAL COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
11236889.56599997 |
230794385.85600004 |
4365777.4479999999 |
3772808.273 |
32881838.364999954 |
146253235.74399993 |
28761669.576999959 |
14759056.449000003 |
1063177.4759999996 |
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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 Reports, schedule RC-L |
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71
600
600
3
1
1
False
False
| TABLE 2 |
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| NOTIONAL AMOUNT OF DERIVATIVE CONTRACTS |
| TOP 25 HOLDING COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2011, $ MILLIONS |
|
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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 |
2265792 |
71040875 |
1573422 |
1701890 |
10936497 |
42095596 |
8959674 |
5773796 |
116610 |
| 2 |
BANK OF AMERICA CORPORATION |
NC |
2136577.9070000001 |
68567202.858999997 |
2297427.977 |
1204832.7609999999 |
12677737.175999999 |
43004545.294 |
5516595.8739999998 |
3866063.7769999998 |
202015.96100000001 |
|
| 3 |
MORGAN STANLEY |
NY |
749898 |
52162976 |
142939 |
896223 |
6464333 |
33675187 |
6075566 |
4908728 |
132311 |
|
| 4 |
CITIGROUP INC. |
NY |
1873878 |
50205275 |
322181 |
2435783 |
6635391 |
29695160 |
8209342 |
2907418 |
464254 |
|
| 5 |
GOLDMAN SACHS GROUP, INC., THE |
NY |
923718 |
48272746 |
1902843 |
1592151 |
4887670 |
26945555 |
8912164 |
4032363 |
150917 |
|
| 6 |
HSBC NORTH AMERICA HOLDINGS INC. |
NY |
331402.98200000002 |
4304431.4730000002 |
59450.080000000002 |
93591.593000000008 |
839852.01199999999 |
2484437.2690000003 |
170124.288 |
656976.23100000003 |
60068.55 |
|
| 7 |
WELLS FARGO & COMPANY |
CA |
1313867 |
3274244 |
218243 |
62374 |
629199 |
1875577 |
414167 |
74684 |
8554 |
|
| 8 |
STATE STREET CORPORATION |
MA |
216435.818 |
1392352.665 |
66621.892999999996 |
0 |
861529.11800000002 |
396821.74 |
67274.914000000004 |
105 |
19189.486000000001 |
|
| 9 |
BANK OF NEW YORK MELLON CORPORATION, THE |
NY |
325793 |
1358252 |
25884 |
17511 |
330434 |
717386 |
266704 |
333 |
37270 |
|
| 10 |
TAUNUS CORPORATION |
NY |
354737 |
792674 |
83912 |
101271 |
388105 |
137614 |
52416 |
29356 |
4126 |
|
| 11 |
ALLY FINANCIAL INC. |
MI |
183940 |
642261 |
127921 |
743 |
68695 |
409568 |
35304 |
30 |
0 |
|
| 12 |
PNC FINANCIAL SERVICES GROUP, INC., THE |
PA |
271407.158 |
390623.69800000003 |
65032.6 |
9250 |
24738.278000000002 |
237974.74799999999 |
50065.409000000007 |
3562.663 |
705.05100000000004 |
|
| 13 |
SUNTRUST BANKS, INC. |
GA |
176900.10200000001 |
310795.44399999996 |
28620.877999999997 |
20841.949000000001 |
32737.134000000002 |
176302.943 |
48289.337 |
4003.2030000000004 |
112.548 |
|
| 14 |
METLIFE, INC. |
NY |
799625.10199999996 |
290021.49199999997 |
22651.806 |
0 |
37513.779000000002 |
102291.364 |
114428.693 |
13135.849999999999 |
0 |
|
| 15 |
NORTHERN TRUST CORPORATION |
IL |
100223.739 |
244936.50199999998 |
0 |
0 |
235976.25899999999 |
8799.2849999999999 |
100.458 |
60.5 |
6687.6880000000001 |
|
| 16 |
REGIONS FINANCIAL CORPORATION |
AL |
127049.90700000001 |
157587.30499999999 |
4365.1030000000001 |
0 |
66308.502000000008 |
82572.17 |
3731.2900000000004 |
610.24 |
100.11 |
|
| 17 |
U.S. BANCORP |
MN |
340122 |
109170 |
400 |
2000 |
45959 |
49155 |
9256 |
2400 |
339 |
|
| 18 |
TD BANK US HOLDING COMPANY |
ME |
201057.06599999999 |
104094.15699999999 |
0 |
0 |
17263.132999999998 |
83603.234999999986 |
1284.769 |
1943.02 |
3.1920000000000002 |
|
| 19 |
KEYCORP |
OH |
88762.570999999996 |
74543.547999999995 |
3369 |
20 |
9306.1400000000012 |
52501.037000000004 |
6137.7089999999998 |
3209.6619999999998 |
517.20600000000002 |
|
| 20 |
CAPITAL ONE FINANCIAL CORPORATION |
VA |
206103.658 |
73233.538000000015 |
245 |
0 |
5300.16 |
66936.153000000006 |
31.07 |
721.15500000000009 |
7.4589999999999996 |
|
| 21 |
FIFTH THIRD BANCORP |
OH |
116966.697 |
72210.375 |
200.93199999999999 |
0 |
13335.056 |
36132.446000000004 |
21378.708999999999 |
1163.232 |
557.38 |
|
| 22 |
BB&T CORPORATION |
NC |
174579.29399999999 |
67626.463000000018 |
342 |
0 |
16370.903999999999 |
39063.480000000003 |
11850.079 |
0 |
30.669 |
|
| 23 |
RBC USA HOLDCO CORPORATION |
NY |
83152.884000000005 |
55834.123000000007 |
911.51199999999994 |
11918.981 |
37796.966 |
4364.3850000000002 |
158.05699999999999 |
684.22199999999998 |
0 |
|
| 24 |
UNIONBANCAL CORPORATION |
CA |
89677.054000000004 |
53237.834999999992 |
5062 |
0 |
2522.2530000000002 |
31885.120999999999 |
13768.460999999999 |
0 |
389.887 |
|
| 25 |
CITIZENS FINANCIAL GROUP, INC. |
RI |
129810.542 |
48260.576000000001 |
0 |
0 |
7011.1030000000001 |
36869.830999999998 |
2226.3390000000004 |
2153.3029999999999 |
46.878 |
|
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| TOP 25 HOLDING COMPANIES WITH DERIVATIVES |
|
|
13581477.480999997 |
304065465.05299991 |
6952045.7809999995 |
8150401.284 |
45271580.972999997 |
182445898.50099996 |
38962038.456 |
22283500.057999998 |
1204813.0650000004 |
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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. |
|
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|
|
| 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. |
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| Note: Numbers may not add due to rounding. |
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| Data source: Consolidated Financial Statements for Bank Holding Companies, FR Y- 9, schedule HC-L |
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71
600
600
75
3
36
2
False
False
| TABLE 3 |
|
| DISTRIBUTION OF DERIVATIVE CONTRACTS |
| TOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2011, $ 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 |
1811678 |
70151756 |
3.7912465084979483 |
96.208753491502051 |
76.560191878874704 |
12.376936081257895 |
2.8296640215249922 |
8.2332080183424061 |
|
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1288658 |
52102260 |
3.0806475573228491 |
96.919352442677152 |
81.70159221500181 |
11.457435819482686 |
1.1308626535585979 |
5.7101093119569093 |
|
| 3 |
BANK OF AMERICA NA |
NC |
1451969.3019999999 |
50135889.950000003 |
3.7417922188494028 |
96.258207781150603 |
81.440191471060132 |
8.7904420334319795 |
0.35431418326703101 |
9.4150523122408458 |
|
| 4 |
GOLDMAN SACHS BANK USA |
NY |
103790 |
44192474 |
3.0175884699281603 |
96.982411530071843 |
94.445350581639758 |
4.3964341077623308 |
2.7387016169314261E-2 |
1.1308282944285943 |
|
| 5 |
HSBC BANK USA NATIONAL ASSN |
VA |
206009.68299999999 |
4321239.5839999998 |
3.0365169634621214 |
96.963483036537895 |
64.391509077687843 |
18.655733391523057 |
1.7433807715485372 |
15.209376759240575 |
|
| 6 |
WELLS FARGO BANK NA |
SD |
1161490 |
3332642 |
7.9764343124764077 |
92.023565687523586 |
87.994840129842927 |
5.1339747863706933 |
4.4333894849791848 |
2.4377955988071927 |
|
| 7 |
MORGAN STANLEY BANK NA |
UT |
67047 |
1722966 |
0.39072158127322304 |
99.609278418726774 |
0.38625254357892147 |
98.195031126557339 |
1.9153018689863875E-3 |
1.4168010279947485 |
|
| 8 |
STATE STREET BANK&TRUST CO |
MA |
212292.94200000001 |
1390578.6770000001 |
4.7906742064907979 |
95.209325793509194 |
22.257108218264445 |
74.789613719929051 |
2.945727248484193 |
7.5508133223015032E-3 |
|
| 9 |
BANK OF NEW YORK MELLON |
NY |
256205 |
1375225 |
3.1019651329782398 |
96.898034867021764 |
73.492264902106925 |
25.915686524023343 |
0.56783435437837448 |
2.4214219491355961E-2 |
|
| 10 |
PNC BANK NATIONAL ASSN |
DE |
263309.55900000001 |
389730.37900000002 |
18.859217541263316 |
81.14078245873668 |
96.081998524420911 |
2.9675461865907042 |
3.6319981101601527E-2 |
0.91413530788678909 |
|
| 11 |
SUNTRUST BANK |
GA |
171291.70499999999 |
309153.93799999997 |
15.908555885838336 |
84.091444114161675 |
89.760046983454572 |
1.8642363210007049 |
7.0808268339121083 |
1.2948898616326217 |
|
| 12 |
NORTHERN TRUST CO |
IL |
99831.232000000004 |
244336.50200000001 |
0 |
100 |
2.9891882466255493 |
96.986050819373673 |
0 |
2.4760934000765879E-2 |
|
| 13 |
REGIONS BANK |
AL |
123368.20299999999 |
150281.20499999999 |
2.9046233692363597 |
97.095376630763639 |
99.150586395684016 |
0.32214341108058059 |
0.1212047774038011 |
0.40606541583160721 |
|
| 14 |
U S BANK NATIONAL ASSN |
OH |
330470.81 |
107933.91399999999 |
2.2235828490385332 |
97.776417150961464 |
80.033333174594233 |
17.407387820662187 |
5.512261882766524E-2 |
2.5041563859159228 |
|
| 15 |
TD BANK NATIONAL ASSN |
DE |
188912.554 |
73794.296000000002 |
0 |
100 |
85.872118083489809 |
11.494859982131951 |
0 |
2.6330219343782342 |
|
| 16 |
KEYBANK NATIONAL ASSN |
OH |
86198.835999999996 |
70699.782000000007 |
4.6662095789772025 |
95.333790421022798 |
86.003659813265045 |
8.6326206776705465 |
0.82387382750345672 |
4.5398456815609416 |
|
| 17 |
BRANCH BANKING&TRUST CO |
NC |
168867.64 |
69027.445999999996 |
0.4954550976723085 |
99.504544902327709 |
99.104812598745141 |
0.89518740125485741 |
0 |
0 |
|
| 18 |
FIFTH THIRD BANK |
OH |
114540.379 |
68382.164000000004 |
0.29383685488514222 |
99.706163145114857 |
67.444662909468619 |
25.377561903422649 |
5.4767000354068935 |
1.7010751517018383 |
|
| 19 |
UNION BANK NATIONAL ASSN |
CA |
88967.535999999993 |
53237.834000000003 |
9.508275637209433 |
90.491724362790549 |
77.581189723083014 |
7.0658002352236942 |
15.353010041693281 |
0 |
|
|
| 20 |
RBS CITIZENS NATIONAL ASSN |
RI |
106940.591 |
39571.678999999996 |
0 |
100.00000000000001 |
82.03790898030887 |
15.898582417996469 |
2.5270598197261232E-6 |
2.0635060746348417 |
|
| 21 |
ALLY BANK |
UT |
85331.884999999995 |
32692.267 |
0 |
100 |
95.764028845108854 |
0 |
4.2359711548911552 |
0 |
|
| 22 |
TD BANK USA NATIONAL ASSN |
ME |
13520.609 |
30299.862000000001 |
0 |
100 |
67.323738966203877 |
32.676261033796123 |
0 |
0 |
|
| 23 |
CAPITAL ONE NATIONAL ASSN |
VA |
133477.76000000001 |
27447.840999999997 |
0.89260208116186635 |
99.107397918838132 |
97.118902721711351 |
0.25373216057321235 |
0 |
2.6273651177154518 |
|
| 24 |
DEUTSCHE BANK TR CO AMERICAS |
NY |
51180 |
27370 |
0 |
100 |
59.163317500913408 |
26.477895506028499 |
0 |
14.358786993058093 |
|
| 25 |
BMO HARRIS BANK NA |
IL |
97264.043999999994 |
25585.589 |
0 |
100 |
89.879287125264156 |
3.0827822646568741 |
6.9748521325813524 |
6.3078477497625726E-2 |
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
8682613.2699999996 |
230444575.90899995 |
8125887.1579999998 |
222318688.75099999 |
187211773.39900002 |
25402001.125000004 |
3073839.2990000001 |
14756962.086000001 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
2554276.2960000038 |
349809.94700000068 |
12698.562999999998 |
337111.38400000066 |
297478.66400000028 |
34334.811000000002 |
15902.108999999999 |
2094.3630000000003 |
| TOTAL FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
11236889.56599997 |
230794385.85600004 |
8138585.7210000008 |
222655800.13500011 |
187509252.06300011 |
25436335.93599999 |
3089741.4080000008 |
14759056.449000003 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
| TOP 25 COMMERCIAL BANKS & TC: % OF TOTAL COMMERCIAL BKS &TCs WITH DERIVATIVES |
|
|
|
99.848432211337084 |
3.5208339786349914 |
96.327598232702115 |
81.116259697845251 |
11.006334071249515 |
1.3318518505549204 |
6.3939865916874341 |
| OTHER COMMERCIAL BANKS & TCs: % OF TOTAL COMMERCIAL BKs & TCs WITH DERIVATIVES |
|
|
|
0.15156778866287426 |
5.5021108736687538E-3 |
0.14606567778920548 |
0.12889337099629741 |
1.4876796449209376E-2 |
6.890162835209445E-3 |
9.0745838215784854E-4 |
| TOTAL FOR COMMERCIAL BANKs & TCs: % OF TOTAL COMMERCIAL BANKs & TCs WITH DERIVATIVES |
|
|
|
100 |
3.5263360895086602 |
96.473663910491368 |
81.245153068841589 |
11.021210867698718 |
1.3387420133901302 |
6.3948940500695928 |
|
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|
|
| 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. |
|
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|
|
| Note: "Other" is defined as the sum of commodity and equity contracts. |
|
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|
|
|
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|
|
| Note: Numbers may not add due to rounding. |
|
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|
| Data source: Call Reports, schedule RC-L |
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65
600
600
75
3
56
1
False
False
| TABLE 4 |
|
| CREDIT EQUIVALENT EXPOSURES |
| TOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2011, $ 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 |
1811678 |
70151756 |
136017 |
172723 |
175376 |
348099 |
255.92315666424051 |
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1288658 |
52102260 |
134284 |
72044 |
165707.1 |
237751.1 |
177.0509517142772 |
|
| 3 |
BANK OF AMERICA NA |
NC |
1451969.3019999999 |
50135889.950000003 |
154317.33199999999 |
64302.552000000003 |
207342.003 |
271644.55499999999 |
176.02984154754569 |
| 4 |
GOLDMAN SACHS BANK USA |
NY |
103790 |
44192474 |
19257 |
30063 |
122845 |
152908 |
794.03853144311165 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
VA |
206009.68299999999 |
4321239.5839999998 |
22328.396000000001 |
8071.1260000000002 |
31843.861999999997 |
39914.987999999998 |
178.7633469058861 |
| 6 |
WELLS FARGO BANK NA |
SD |
1161490 |
3332642 |
117925 |
30206 |
20695 |
50901 |
43.163875344498621 |
|
|
| 7 |
MORGAN STANLEY BANK NA |
UT |
67047 |
1722966 |
10221 |
2244 |
10317 |
12561 |
122.89404167889639 |
| 8 |
STATE STREET BANK&TRUST CO |
MA |
212292.94200000001 |
1390578.6770000001 |
13606.614 |
9899.3259999999991 |
15457.797 |
25357.123 |
186.35880315264328 |
| 9 |
BANK OF NEW YORK MELLON |
NY |
256205 |
1375225 |
15421 |
7260 |
5426 |
12686 |
82.264444588548088 |
| 10 |
PNC BANK NATIONAL ASSN |
DE |
263309.55900000001 |
389730.37900000002 |
32298.547999999999 |
3796.72 |
610.27799999999979 |
4406.9979999999996 |
13.644570028349261 |
| 11 |
SUNTRUST BANK |
GA |
171291.70499999999 |
309153.93799999997 |
17209.080999999998 |
3148.922 |
1479.7279999999996 |
4628.6499999999996 |
26.896555370969548 |
| 12 |
NORTHERN TRUST CO |
IL |
99831.232000000004 |
244336.50200000001 |
7763.2820000000002 |
3861.23 |
2486.3309999999997 |
6347.5609999999997 |
81.763885428868861 |
| 13 |
REGIONS BANK |
AL |
123368.20299999999 |
150281.20499999999 |
14447.023999999999 |
1001.937 |
243.76100000000008 |
1245.6980000000001 |
8.6225232269289513 |
| 14 |
U S BANK NATIONAL ASSN |
OH |
330470.81 |
107933.91399999999 |
32542.142 |
1456.5250000000001 |
254.94399999999996 |
1711.4690000000001 |
5.2592389277878517 |
| 15 |
TD BANK NATIONAL ASSN |
DE |
188912.554 |
73794.296000000002 |
14441.255999999999 |
2391.123 |
771.47600000000011 |
3162.5990000000002 |
21.89975027102906 |
| 16 |
KEYBANK NATIONAL ASSN |
OH |
86198.835999999996 |
70699.782000000007 |
11628.052 |
1170.383 |
125.12300000000005 |
1295.5060000000001 |
11.14121264679587 |
| 17 |
BRANCH BANKING&TRUST CO |
NC |
168867.64 |
69027.445999999996 |
17854.543000000001 |
1494.067 |
425.54500000000007 |
1919.6120000000001 |
10.751392516739296 |
| 18 |
FIFTH THIRD BANK |
OH |
114540.379 |
68382.164000000004 |
13859.272000000001 |
1751.8920000000001 |
646.65499999999997 |
2398.547 |
17.306442935819426 |
| 19 |
UNION BANK NATIONAL ASSN |
CA |
88967.535999999993 |
53237.834000000003 |
10004.02 |
987.60500000000002 |
885.89799999999991 |
1873.5029999999999 |
18.727501544379159 |
| 20 |
RBS CITIZENS NATIONAL ASSN |
RI |
106940.591 |
39571.678999999996 |
10536.093999999999 |
1138.337 |
289.85300000000007 |
1428.19 |
13.555213155843145 |
| 21 |
ALLY BANK |
UT |
85331.884999999995 |
32692.267 |
13642.898999999999 |
112.494 |
213.12100000000001 |
325.61500000000001 |
2.3866994837387567 |
| 22 |
TD BANK USA NATIONAL ASSN |
ME |
13520.609 |
30299.862000000001 |
1080.72 |
692.69500000000005 |
342.77099999999984 |
1035.4659999999999 |
95.812606410541107 |
| 23 |
CAPITAL ONE NATIONAL ASSN |
VA |
133477.76000000001 |
27447.840999999997 |
11229.342000000001 |
618.61599999999999 |
184.274 |
802.89 |
7.1499291766160473 |
| 24 |
DEUTSCHE BANK TR CO AMERICAS |
NY |
51180 |
27370 |
8430 |
1585 |
812 |
2397 |
28.434163701067614 |
| 25 |
BMO HARRIS BANK NA |
IL |
97264.043999999994 |
25585.589 |
10288.771000000001 |
717.23699999999997 |
260.40700000000004 |
977.64400000000001 |
9.5020483982003281 |
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
8682613.2699999996 |
230444575.90899995 |
850632.3879999998 |
422737.78699999995 |
765041.92700000026 |
1187779.7139999997 |
139.63490348547603 |
|
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
2554276.2960000038 |
349809.94700000068 |
289591.75399999891 |
7729.6489999999967 |
2246.5869999999954 |
9976.2360000000008 |
3.4449309630549902 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
11236889.56599997 |
230794385.85600004 |
1140224.1420000009 |
430467.43599999975 |
767288.51400000032 |
1197755.9500000004 |
105.04565776857578 |
|
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| Commercial banks also hold on-balance sheet assets in volumes that are multiples of bank capital. For example: |
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| EXPOSURES FROM OTHER ASSETS |
|
EXPOSURE TO RISK |
|
|
|
|
|
|
| ALL COMMERCIAL BANKS |
|
BASED CAPITAL |
|
|
|
|
|
|
| 1-4 FAMILY MORTGAGES |
|
1.608395394840286 |
|
|
|
|
|
|
| C&I LOANS |
|
0.9859098811033058 |
|
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|
|
| SECURITIES NOT IN TRADING ACCOUNT |
|
1.9632094878176134 |
|
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| 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. |
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| Note: The total credit exposure to capital ratio is calculated using risk based capital (tier one plus tier two capital). |
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| 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. |
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|
| Note: Numbers may not add due to rounding. |
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| 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 |
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| to a summing methodology. |
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| Data source: Call Reports, Schedule RC-R. |
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75
600
600
3
68
7
False
False
| TABLE 5 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS HELD FOR TRADING |
| TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2011, $ MILLIONS |
|
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|
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 |
1811678 |
64376016 |
63747610 |
99.023850745905122 |
628406 |
0.97614925409487907 |
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1288658 |
49127164 |
49069552 |
99.88272883002162 |
57612 |
0.11727116997838508 |
| 3 |
BANK OF AMERICA NA |
NC |
1451969.3019999999 |
45415569.684 |
41647500.550999999 |
91.703133618672851 |
3768069.1329999999 |
8.2968663813271473 |
| 4 |
GOLDMAN SACHS BANK USA |
NY |
103790 |
43692733 |
43686955 |
99.986775832951437 |
5778 |
1.3224167048557021E-2 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
VA |
206009.68299999999 |
3664005.9749999996 |
3636376.4709999999 |
99.245920880355555 |
27629.504000000001 |
0.75407911964444885 |
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4862104.9850000003 |
206275488.65900001 |
201787994.02199998 |
97.824513874055853 |
4487494.6369999992 |
2.1754861259441283 |
|
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
6374784.5810000086 |
9759840.7480000071 |
8474910.7609999906 |
86.834518921189101 |
1284929.975000001 |
13.165480955857909 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
11236889.56599997 |
216035329.40700004 |
210262904.78300011 |
97.328018227460859 |
5772424.6120000007 |
2.6719817669845258 |
|
|
|
|
| |
|
| 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. |
|
| Data source: Call Reports, schedule RC-L |
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80
600
600
75
3
33
3
False
False
| TABLE 6 |
|
| GROSS FAIR VALUES OF DERIVATIVE CONTRACTS |
| TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2011, $ 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 |
1811678 |
70151756 |
1674434 |
1649247 |
17221 |
9673 |
169710 |
166260 |
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1288658 |
52102260 |
1007627 |
992887 |
841 |
2404 |
89873 |
84444 |
| 3 |
BANK OF AMERICA NA |
NC |
1451969.3019999999 |
50135889.950000003 |
1101730.1320000002 |
1085233.878 |
130597.38099999999 |
141268.90899999999 |
122941.91099999999 |
119024.268 |
| 4 |
GOLDMAN SACHS BANK USA |
NY |
103790 |
44192474 |
869895 |
821072 |
388 |
2 |
14389 |
13827 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
VA |
206009.68299999999 |
4321239.5839999998 |
77929.766999999993 |
77051.671000000002 |
15.026 |
1609.1220000000001 |
14629.596 |
14434.429 |
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4862104.9850000003 |
220903619.53399998 |
4731615.8990000002 |
4625491.5490000006 |
149062.40700000001 |
154957.03099999999 |
411543.50699999998 |
397989.69699999999 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
6374784.5810000086 |
9890766.3220000062 |
203541.61199999988 |
199160.14500000002 |
26306.263000000075 |
15875.338000000007 |
6220.0639999999985 |
6070.5539999999983 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
11236889.56599997 |
230794385.85600004 |
4935157.5110000055 |
4824651.6940000001 |
175368.66999999995 |
170832.36899999983 |
417763.57100000005 |
404060.25100000005 |
|
|
| |
|
| 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. |
|
| Data source: Call Reports, schedule RC-L |
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|
|
|
|
|
|
|
69
600
600
75
3
36
1
False
False
| TABLE 7 |
|
| TRADING REVENUES FROM CASH INSTRUMENTS AND DERIVATIVES |
| TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2011, $ 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 |
1811678 |
70151756 |
777.98299999999995 |
-46.017000000000003 |
163 |
-69 |
270 |
460 |
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1288658 |
52102260 |
196 |
100 |
389 |
-41 |
-78 |
-174 |
| 3 |
BANK OF AMERICA NA |
NC |
1451969.3019999999 |
50135889.950000003 |
11.247000000000014 |
46.075000000000003 |
235.17099999999999 |
21.088000000000001 |
1.956 |
-293.04300000000001 |
|
| 4 |
GOLDMAN SACHS BANK USA |
NY |
103790 |
44192474 |
219 |
22 |
214 |
0 |
0 |
-17 |
|
| 5 |
HSBC BANK USA NATIONAL ASSN |
VA |
206009.68299999999 |
4321239.5839999998 |
103.80699999999997 |
80.972999999999999 |
94.28 |
3.3460000000000001 |
10.724 |
-85.516000000000005 |
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4862104.9850000003 |
220903619.53399998 |
1308.037 |
203.03100000000001 |
1095.451 |
-85.566000000000003 |
204.67999999999998 |
-109.55900000000001 |
|
|
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
6374784.5810000086 |
9890766.3220000062 |
1216.915 |
49.601999999999997 |
844.7199999999998 |
-33.14 |
52.861999999999995 |
302.87099999999998 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
11236889.56599997 |
230794385.85600004 |
2524.9520000000011 |
252.63300000000004 |
1940.1710000000007 |
-118.706 |
257.54199999999997 |
193.31199999999995 |
|
|
|
|
|
|
| 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. |
|
| Data source: Call Reports, schedule RI |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
65
600
600
75
3
31
8
False
False
| TABLE 8 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY |
| TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2011, $ 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 |
1811678 |
70151756 |
30653762 |
8799877 |
6334023 |
45787662 |
6558039 |
652279 |
202974 |
7413292 |
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1288658 |
52102260 |
22850480 |
7164433 |
5115756 |
35130669 |
4446875 |
377679 |
155315 |
4979869 |
| 3 |
BANK OF AMERICA NA |
NC |
1451969.3019999999 |
50135889.950000003 |
10329005.233999999 |
6063654.8140000002 |
4481717.7740000002 |
20874377.822000001 |
2863368.7340000002 |
859409.78799999994 |
386408.81400000001 |
4109187.3360000001 |
| 4 |
GOLDMAN SACHS BANK USA |
NY |
103790 |
44192474 |
21967393 |
8303772 |
6715642 |
36986807 |
408321 |
775044 |
666241 |
1849606 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
VA |
206009.68299999999 |
4321239.5839999998 |
696401.85699999996 |
1073780.1340000001 |
659908.94700000004 |
2430090.9380000001 |
551271.36 |
127319.473 |
51437.498 |
730028.33100000001 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
4862104.9850000003 |
220903619.53399998 |
86497042.090999991 |
31405516.947999999 |
23307047.721000001 |
141209606.75999999 |
14827875.094000001 |
2791731.2609999999 |
1462376.3119999999 |
19081982.666999999 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
6374784.5810000086 |
9890766.3220000062 |
1308141.8210000016 |
1339316.3859999995 |
856136.6250000007 |
3503594.8320000009 |
2710379.9349999982 |
296436.57799999992 |
39985.675000000003 |
3046802.1879999992 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
11236889.56599997 |
230794385.85600004 |
87805183.91200003 |
32744833.334000003 |
24163184.345999978 |
144713201.59200004 |
17538255.028999995 |
3088167.8389999997 |
1502361.987 |
22128784.854999993 |
|
|
|
|
| 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 Reports, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
58
600
600
85
3
28
1
False
False
| TABLE 9 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY |
| TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2011, $ 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 |
1811678 |
70151756 |
58551 |
27767 |
576 |
86894 |
13542 |
2834 |
85 |
16461 |
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1288658 |
52102260 |
398 |
0 |
0 |
398 |
44 |
0 |
0 |
44 |
| 3 |
BANK OF AMERICA NA |
NC |
1451969.3019999999 |
50135889.950000003 |
0 |
0 |
0 |
0 |
7.1639999999999997 |
252.5 |
0 |
259.66399999999999 |
| 4 |
GOLDMAN SACHS BANK USA |
NY |
103790 |
44192474 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
VA |
206009.68299999999 |
4321239.5839999998 |
34899.934000000001 |
545.096 |
0 |
35445.03 |
7529.7190000000001 |
1653.4570000000001 |
17.57 |
9200.7459999999992 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
4862104.9850000003 |
220903619.53399998 |
93848.934000000008 |
28312.096000000001 |
576 |
122737.03 |
21122.883000000002 |
4739.9570000000003 |
102.57 |
25965.41 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
6374784.5810000086 |
9890766.3220000062 |
104.27 |
85.641000000000005 |
0 |
189.911 |
0 |
0 |
0 |
0 |
| TOTAL FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
11236889.56599997 |
230794385.85600004 |
93953.204000000012 |
28397.737000000001 |
576 |
122926.94099999999 |
21122.883000000002 |
4739.9570000000003 |
102.57 |
25965.41 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 Reports, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
61
600
600
85
3
23
3
False
False
| TABLE 10 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY |
| TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2011, $ 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 |
1811678 |
70151756 |
177331 |
172866 |
43146 |
393343 |
204111 |
113961 |
43215 |
361287 |
|
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1288658 |
52102260 |
39743 |
16505 |
505 |
56753 |
104194 |
44440 |
23647 |
172281 |
| 3 |
BANK OF AMERICA NA |
NC |
1451969.3019999999 |
50135889.950000003 |
5090.1360000000004 |
851.19100000000003 |
0 |
5941.3270000000002 |
88184.576000000001 |
21958.562000000002 |
15976.674999999999 |
126119.81300000001 |
| 4 |
GOLDMAN SACHS BANK USA |
NY |
103790 |
44192474 |
11885 |
0 |
0 |
11885 |
0 |
85 |
22 |
107 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
VA |
206009.68299999999 |
4321239.5839999998 |
145.41 |
0 |
0 |
145.41 |
7648.9780000000001 |
7560.14 |
4550.4390000000003 |
19759.557000000001 |
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4862104.9850000003 |
220903619.53399998 |
234194.546 |
190222.19099999999 |
43651 |
468067.73699999996 |
404138.554 |
188004.70200000002 |
87411.114000000001 |
679554.37 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
6374784.5810000086 |
9890766.3220000062 |
26604.597000000009 |
18363.107 |
1851.4569999999999 |
46819.161 |
22482.253999999997 |
22384.324999999997 |
6241.9030000000002 |
51108.482000000011 |
| TOTAL FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
11236889.56599997 |
230794385.85600004 |
260799.14299999998 |
208585.29799999998 |
45502.457000000002 |
514886.89799999993 |
426620.8079999999 |
210389.02699999991 |
93653.017000000007 |
730662.8520000003 |
|
|
|
| |
|
|
| 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 Reports, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
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|
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|
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|
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|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
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|
|
|
|
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|
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|
|
|
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|
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|
|
|
|
|
|
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|
|
|
|
|
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|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
61
600
600
90
3
27
2
False
False
| TABLE 11 |
|
| NOTIONAL AMOUNTS OF CREDIT DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY |
| TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2011, $ 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 |
1811678 |
70151756 |
5775740 |
737509 |
2530564 |
642577 |
3910650 |
472496 |
1148604 |
243990 |
1865090 |
|
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1288658 |
52102260 |
2975096 |
215463 |
878465 |
175964 |
1269892 |
320312 |
1169134 |
215758 |
1705204 |
|
| 3 |
BANK OF AMERICA NA |
NC |
1451969.3019999999 |
50135889.950000003 |
4720320.2660000008 |
489663.51400000002 |
2136235.6540000001 |
338336.17300000001 |
2964235.341 |
346745.92499999999 |
1063914.8230000001 |
345424.17700000003 |
1756084.9250000003 |
|
| 4 |
GOLDMAN SACHS BANK USA |
NY |
103790 |
44192474 |
499741 |
38094 |
183664 |
24709 |
246467 |
83645 |
159551 |
10078 |
253274 |
|
| 5 |
HSBC BANK USA NATIONAL ASSN |
VA |
206009.68299999999 |
4321239.5839999998 |
657233.60900000005 |
64793.783000000003 |
190553.98499999999 |
27933.580999999998 |
283281.34899999999 |
101149.208 |
222790.95699999999 |
50012.095000000001 |
373952.26 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4862104.9850000003 |
220903619.53399998 |
14628130.875 |
1545523.297 |
5919482.6390000004 |
1209519.754 |
8674525.6899999995 |
1324348.1330000001 |
3763994.78 |
865262.272 |
5953605.1850000005 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
6374784.5810000086 |
9890766.3220000062 |
130925.57400000001 |
13615.011999999999 |
43147.157999999989 |
10491.569999999998 |
67253.740000000005 |
10737.858999999999 |
32801.451999999997 |
20132.522999999997 |
63671.833999999988 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
11236889.56599997 |
230794385.85600004 |
14759056.449000003 |
1559138.3089999999 |
5962629.7970000003 |
1220011.3239999998 |
8741779.4299999978 |
1335085.9919999999 |
3796796.2319999998 |
885394.79499999993 |
6017277.0190000003 |
|
|
|
|
| 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 |
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56
600
600
3
36
1
False
False
| TABLE 12 |
|
|
|
| DISTRIBUTION OF CREDIT DERIVATIVE CONTRACTS |
| TOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2011, $ MILLIONS |
|
|
|
|
|
|
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|
|
|
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 |
1811678 |
64376016 |
5775740 |
2854854 |
2920886 |
2827607 |
14258 |
4922 |
8067 |
2841186 |
1109 |
6476 |
72115 |
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1288658 |
49127164 |
2975096 |
1535348 |
1439748 |
1505846 |
23354 |
6148 |
0 |
1427209 |
4377 |
8162 |
0 |
| 3 |
BANK OF AMERICA NA |
NC |
1451969.3019999999 |
45415569.684 |
4720320.2660000008 |
2377776.0090000001 |
2342544.2570000002 |
2366730.7439999999 |
361.57900000000001 |
10683.686 |
0 |
2330092.6430000002 |
1717.877 |
10733.736999999999 |
0 |
| 4 |
GOLDMAN SACHS BANK USA |
NY |
103790 |
43692733 |
499741 |
296018 |
203723 |
235984 |
3999 |
3014 |
53021 |
198417 |
3950 |
1349 |
7 |
| 5 |
HSBC BANK USA NATIONAL ASSN |
VA |
206009.68299999999 |
3664005.9749999996 |
657233.60900000005 |
319772.88799999998 |
337460.72100000002 |
306216.571 |
13556.316999999999 |
0 |
0 |
318732.31400000001 |
18728.406999999999 |
0 |
0 |
| 6 |
WELLS FARGO BANK NA |
SD |
1161490 |
3251399 |
81243 |
40501 |
40742 |
36079 |
110 |
0 |
4312 |
37217 |
294 |
0 |
3231 |
| 7 |
MORGAN STANLEY BANK NA |
UT |
67047 |
1698555 |
24411 |
22382 |
2029 |
22382 |
0 |
0 |
0 |
2029 |
0 |
0 |
0 |
| 8 |
STATE STREET BANK&TRUST CO |
MA |
212292.94200000001 |
1390473.6770000001 |
105 |
105 |
0 |
105 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 9 |
BANK OF NEW YORK MELLON |
NY |
256205 |
1374892 |
333 |
331 |
2 |
331 |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
| 10 |
PNC BANK NATIONAL ASSN |
DE |
263309.55900000001 |
386167.71600000001 |
3562.663 |
1901.2439999999999 |
1661.4190000000001 |
210 |
0 |
0 |
1691.2439999999999 |
93.5 |
0 |
0 |
1567.9190000000001 |
| 11 |
SUNTRUST BANK |
GA |
171291.70499999999 |
305150.73499999999 |
4003.2030000000004 |
2180.16 |
1823.0429999999999 |
528.33299999999997 |
1649.7570000000001 |
0 |
2.0699999999999998 |
167.333 |
1649.7570000000001 |
0 |
5.9530000000000003 |
| 12 |
NORTHERN TRUST CO |
IL |
99831.232000000004 |
244276.00200000001 |
60.5 |
60.5 |
0 |
60.5 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 13 |
REGIONS BANK |
AL |
123368.20299999999 |
149670.965 |
610.24 |
127.79 |
482.45 |
0 |
0 |
0 |
127.79 |
0 |
0 |
0 |
482.45 |
| 14 |
U S BANK NATIONAL ASSN |
OH |
330470.81 |
105231.07999999999 |
2702.8339999999998 |
977.68200000000002 |
1725.152 |
502.5 |
0 |
0 |
475.18200000000002 |
310 |
0 |
0 |
1415.152 |
| 15 |
TD BANK NATIONAL ASSN |
DE |
188912.554 |
71851.275999999998 |
1943.02 |
1892.3109999999999 |
50.709000000000003 |
1892.3109999999999 |
0 |
0 |
0 |
50.709000000000003 |
0 |
0 |
0 |
| 16 |
KEYBANK NATIONAL ASSN |
OH |
86198.835999999996 |
67490.120999999999 |
3209.6610000000001 |
1846.0709999999999 |
1363.59 |
1846.0709999999999 |
0 |
0 |
0 |
1238.598 |
124.992 |
0 |
0 |
| 17 |
BRANCH BANKING&TRUST CO |
NC |
168867.64 |
69027.445999999996 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 18 |
FIFTH THIRD BANK |
OH |
114540.379 |
67218.932000000001 |
1163.232 |
355.39800000000002 |
807.83399999999995 |
0 |
0 |
0 |
355.39800000000002 |
0 |
0 |
0 |
807.83399999999995 |
| 19 |
UNION BANK NATIONAL ASSN |
CA |
88967.535999999993 |
53237.834000000003 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 20 |
RBS CITIZENS NATIONAL ASSN |
RI |
106940.591 |
38755.114999999998 |
816.56399999999996 |
0 |
816.56399999999996 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
816.56399999999996 |
| 21 |
ALLY BANK |
UT |
85331.884999999995 |
32692.267 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 22 |
TD BANK USA NATIONAL ASSN |
ME |
13520.609 |
30299.862000000001 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 23 |
CAPITAL ONE NATIONAL ASSN |
VA |
133477.76000000001 |
26726.685999999998 |
721.15499999999997 |
192.98500000000001 |
528.16999999999996 |
0 |
0 |
10.997999999999999 |
181.98699999999999 |
0 |
0 |
131 |
397.17 |
| 24 |
DEUTSCHE BANK TR CO AMERICAS |
NY |
51180 |
23440 |
3930 |
3930 |
0 |
19 |
3911 |
0 |
0 |
0 |
0 |
0 |
0 |
| 25 |
BMO HARRIS BANK NA |
IL |
97264.043999999994 |
25569.45 |
16.139000000000003 |
13.566000000000001 |
2.573 |
3.423 |
0 |
0 |
10.143000000000001 |
2.573 |
0 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
8682613.2699999996 |
215687613.82299998 |
14756962.086000001 |
7460565.6040000003 |
7296396.4819999989 |
7306343.4529999997 |
61199.652999999991 |
24778.684000000001 |
68243.813999999998 |
7156747.6699999999 |
31951.032999999999 |
26851.737000000001 |
80846.041999999987 |
| OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
2554276.2960000038 |
347715.58400000067 |
2094.3630000000003 |
1117.7850000000001 |
976.57799999999997 |
30 |
37.352999999999994 |
0 |
1050.432 |
45.896000000000001 |
0 |
0 |
930.68200000000002 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
11236889.56599997 |
216035329.40700004 |
14759056.449000003 |
7461683.3889999995 |
7297373.0599999977 |
7306373.4529999997 |
61237.005999999987 |
24778.684000000001 |
69294.245999999999 |
7156793.5659999996 |
31951.032999999999 |
26851.737000000001 |
81776.723999999973 |
|
|
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|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
| TOP 25 COMMERCIAL BANKS & TC: % OF TOTAL COMMERCIAL BANKS &TCs WITH DERIVATIVES |
|
|
|
|
99.985809641644508 |
50.549068836344816 |
49.436740805299685 |
49.504136516091719 |
0.41465830293064954 |
0.16788799531747084 |
0.46238602200497608 |
48.490550156306938 |
0.21648425229896612 |
0.18193396774913301 |
0.5477724289446545 |
| OTHER COMMERCIAL BANKS & TCs: % OF TOTAL COMMERCIAL BANKs & TCs WITH DERIVATIVES |
|
|
|
|
1.4190358355475384E-2 |
7.5735532543188796E-3 |
6.6168051011565032E-3 |
2.0326502648502741E-4 |
2.5308528447650757E-4 |
0 |
7.1172029433573432E-3 |
3.1096838851856059E-4 |
0 |
0 |
6.3058367126379421E-3 |
| TOTAL AMOUNT FOR COMMERCIAL BANKs & TCs: % OF TOTAL COMMERCIAL BANKs & TCs WITH DERIVATIVES |
|
|
|
|
100 |
50.556642389599126 |
49.443357610400831 |
49.504339781118198 |
0.41491138821512596 |
0.16788799531747084 |
0.46950322494833341 |
48.490861124695456 |
0.21648425229896612 |
0.18193396774913301 |
0.55407826565729235 |
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|
| Note: Credit derivatives have been excluded from the sum of total derivatives here. |
|
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| Note: Numbers may not add due to rounding. |
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| Data source: Call Reports, schedule RC-L |
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55
600
600
75
3
69
1
False
False