Derivatives Q1-06
Larrañaga
Woodson, Brittany
2019-11-14T12:50:59Z
2000-03-06T16:40:40Z
2020-03-30T13:47:44Z
16.00
C:\blp\API\Office Tools\BloombergUI.xla
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| TABLE 1 |
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS |
| TOP 25 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2019, MILLIONS OF DOLLARS |
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TOTAL |
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LEGAL |
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TOTAL |
TOTAL |
TOTAL |
TOTAL |
TOTAL |
CREDIT |
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|
ENTITY |
TOTAL |
TOTAL |
FUTURES |
OPTIONS |
FORWARDS |
SWAPS |
OPTIONS |
DERIVATIVES |
SPOT |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
(EXCH TR) |
(EXCH TR) |
(OTC) |
(OTC) |
(OTC) |
(OTC) |
FX |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
2337646 |
46886911 |
1227974 |
2387457 |
7007962 |
26316707.000000004 |
8732892 |
1213919 |
507259 |
|
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
228836 |
42231948.999999993 |
1271771 |
3043191.0000000005 |
5650505 |
22925845.999999996 |
9164116.9999999981 |
176519 |
293694 |
|
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1453998 |
41058473 |
680034.00000000012 |
784972.00000000012 |
5684382.0000000009 |
25865958 |
6183670.9999999991 |
1859455.9999999998 |
262464 |
|
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
1852983 |
16792191 |
327556 |
243829 |
3774564 |
9206899 |
2756613 |
482730 |
290904 |
|
| 5 |
WELLS FARGO BANK NA |
SD |
KB1H1DSPRFMYMCUFXT09 |
1712919 |
12053810 |
222571.00000000003 |
170337 |
4184796.0000000005 |
5821063 |
1615091 |
39952 |
4169 |
|
| 6 |
HSBC NA |
VA |
1IE8VN30JCEQV1H4R804 |
172887.701 |
4729973.2240000004 |
154307.43000000002 |
5655.7270000000008 |
1035386.7600000001 |
2954930.0120000001 |
489644.40299999993 |
90048.892000000007 |
67059.957999999999 |
|
| 7 |
STATE STREET BANK&TRUST CO |
MA |
571474TGEMMWANRLN572 |
242148 |
2375073 |
5408 |
0 |
2315299 |
24780 |
29586 |
0 |
65325.999999999993 |
|
| 8 |
BANK OF NEW YORK MELLON |
NY |
HPFHU0OQ28E4N0NFVK49 |
311387 |
1131136 |
23462 |
0 |
288307.99999999994 |
796225 |
22975.999999999996 |
165 |
60538 |
|
| 9 |
U S BANK NATIONAL ASSN |
OH |
6BYL5QZYBDK8S7L73M02 |
486004.22 |
576977.11900000006 |
19339.600000000002 |
1250 |
85237.652000000002 |
327785.163 |
132998.288 |
10366.415999999999 |
619.85400000000004 |
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| 10 |
PNC BANK NATIONAL ASSN |
DE |
AD6GFRVSDT01YPT1CS68 |
397703.26399999997 |
448490.64499999996 |
4174.2 |
1004.9999999999999 |
23904.008999999998 |
377187.34299999999 |
31374.901000000002 |
10845.191999999999 |
541.25 |
|
| 11 |
NORTHERN TRUST CO |
IL |
6PTKHDJ8HDUF78PFWH30 |
135885.43300000002 |
304356.67100000003 |
0 |
0 |
288251.25200000004 |
15545.520999999999 |
559.89800000000002 |
0 |
7994.1490000000003 |
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| 12 |
TRUIST BANK |
NC |
JJKC32MCHWDI71265Z06 |
461256 |
294906 |
2599.9999999999995 |
21386 |
28154 |
177761 |
54884.999999999993 |
10120.000000000002 |
323 |
|
| 13 |
TD BANK NATIONAL ASSN |
DE |
03D0JEWFDFUS0SEEKG89 |
320471.99599999998 |
235108.93099999998 |
0 |
0 |
2345.7340000000004 |
232237.21299999999 |
525.98400000000004 |
0 |
6.0000000000000001E-3 |
|
| 14 |
MUFG UNION BANK NA |
CA |
OX3PU53ZLPQKJ4700D47 |
133193.818 |
224137.761 |
2979 |
0 |
120141.37599999999 |
96721.047000000006 |
4153.9380000000001 |
142.4 |
371.28899999999999 |
|
| 15 |
CITIZENS BANK NATIONAL ASSN |
RI |
DRMSV1Q0EKMEXLAU1P80 |
165742.416 |
196658.56699999998 |
3303.5 |
0 |
13196.235000000001 |
162228.53899999999 |
15472.359999999999 |
2457.933 |
97.043000000000006 |
|
| 16 |
CAPITAL ONE NATIONAL ASSN |
VA |
207ALC1P1YM0OVDV0K75 |
328999.03999999998 |
187452.16700000002 |
3298.9610000000002 |
0 |
5167.4800000000005 |
172449.274 |
1106.557 |
5429.8950000000004 |
262.69499999999999 |
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| 17 |
BOKF NATIONAL ASSN |
OK |
FU7RSW4CQQY98A2O7J66 |
42074.065999999999 |
148002.49699999997 |
1070.4560000000001 |
306.81599999999997 |
137890.516 |
6588.4390000000003 |
2139.1889999999999 |
7.0809999999999995 |
0 |
|
| 18 |
REGIONS BANK |
AL |
EQTWLK1G7ODGC2MGLV11 |
125641 |
146274.00000000003 |
1137 |
20 |
27897.000000000004 |
91623 |
18892 |
6705 |
161 |
|
| 19 |
FIFTH THIRD BANK NA |
OH |
QFROUN1UWUYU0DVIWD51 |
167845.1 |
123551.863 |
1016.3530000000001 |
179.19000000000003 |
7833.4690000000001 |
80919.05 |
28294.998000000003 |
5308.8029999999999 |
363.41200000000003 |
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| 20 |
KEYBANK NATIONAL ASSN |
OH |
HUX2X73FUCYHUVH1BK78 |
143390.269 |
120514.34000000001 |
910.39499999999998 |
0 |
6655.3009999999995 |
96123.884000000005 |
16397.482 |
427.27800000000002 |
339.50700000000001 |
|
| 21 |
MANUFACTURERS&TRADERS TR CO |
NY |
WWB2V0FCW3A0EE3ZJN75 |
119432.10500000001 |
108796.55200000001 |
0 |
0 |
2457.1480000000001 |
87584.63 |
18754.773999999998 |
0 |
146.83799999999999 |
|
| 22 |
MORGAN STANLEY BANK NA |
UT |
G1MLHIS0N32I3QPILB75 |
146645 |
69280 |
64 |
0 |
15722.999999999998 |
26049 |
16973 |
10471 |
2403 |
|
| 23 |
HUNTINGTON NATIONAL BANK |
OH |
2WHM8VNJH63UN14OL754 |
108739.378 |
66422.956000000006 |
203.749 |
0 |
3764.982 |
46064.517999999996 |
13363.885999999999 |
3025.8209999999999 |
20.993000000000002 |
|
| 24 |
BBVA USA |
AL |
C90VT034M03BN29IRA40 |
92657.948000000004 |
53737.972999999998 |
2110 |
0 |
1683.521 |
40925.238999999994 |
8029.472999999999 |
989.74 |
0 |
|
| 25 |
SANTANDER BANK N A |
DE |
TR24TWEY5RVRQV65HD49 |
84670.854000000007 |
42642.597000000002 |
0 |
0 |
1299.5079999999998 |
33918.511000000006 |
7372.2850000000008 |
52.292999999999999 |
9.3310000000000013 |
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| TOP 25 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
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11773156.607999999 |
170606826.86300001 |
3955290.6440000003 |
6659588.733 |
30712804.943 |
95984119.383000001 |
29365884.416000001 |
3929138.7439999999 |
1565067.3250000004 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
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4929495.0600000126 |
855731.80199999921 |
4120.49 |
802.48400000000004 |
114342.95300000005 |
630586.09900000028 |
90337.85299999993 |
15541.922999999993 |
1723.4609999999996 |
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| TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
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16702651.668000014 |
171462558.66499963 |
3959411.1340000001 |
6660391.2170000002 |
30827147.896000039 |
96614705.481999993 |
29456222.269000027 |
3944680.6670000008 |
1566790.7860000005 |
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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 FX. Beginning in that quarter, spot FX has been reported separately. |
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| Note: Numbers may not add up to total due to rounding. |
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| Source: Call reports, Schedule RC-L |
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65
600
600
90
25
3
48
8
False
False
| TABLE 2 |
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| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS (HOLDING COMPANIES) |
| TOP 25 HOLDING COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2019, MILLIONS OF DOLLARS |
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LEGAL |
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CREDIT |
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|
ENTITY |
TOTAL |
TOTAL |
FUTURES |
OPTIONS |
FORWARDS |
SWAPS |
OPTIONS |
DERIVATIVES |
SPOT |
| RANK |
HOLDING COMPANY |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
(EXCH TR) |
(EXCH TR) |
(OTC) |
(OTC) |
(OTC) |
(OTC) |
FX |
| 1 |
JPMORGAN CHASE & CO. |
NY |
7H6GLXDRUGQFU57RNE97 |
2687379 |
46449106 |
1257949 |
2807257 |
7330561 |
25383903 |
8426970 |
1242466 |
493755 |
| 2 |
CITIGROUP INC. |
NY |
E57ODZWZ7FF32TWEFA76 |
1951158 |
40820866 |
852778 |
2217821 |
6678358 |
23775657 |
5988938 |
1307314 |
262184 |
|
| 3 |
GOLDMAN SACHS GROUP, INC., THE |
NY |
KD3XUN7C6T14HNAYLU02 |
992996 |
39556430 |
1818430 |
4073443 |
4562222 |
18072157 |
9925903 |
1104275 |
204885 |
|
| 4 |
MORGAN STANLEY |
NY |
IGJSJL3JD5P30I6NJZ34 |
895429 |
32513056 |
1010269 |
1466036 |
3970703 |
17680732 |
7918922 |
466394 |
44960 |
|
| 5 |
BANK OF AMERICA CORPORATION |
NC |
B4TYDEB6GKMZO031MB27 |
2434079 |
30395057 |
1388730 |
1264145 |
5674619 |
17089164 |
4183820 |
794579 |
195524 |
|
| 6 |
WELLS FARGO & COMPANY |
CA |
KB1H1DSPRFMYMCUFXT09 |
1927555 |
12364212 |
232356 |
198279 |
4635443 |
5648843 |
1611646 |
37645 |
4169 |
|
| 7 |
HSBC NORTH AMERICA HOLDINGS INC. |
NY |
213800JCL1FHBQK3M654 |
249096.02100000001 |
6943568.125 |
398657.15500000003 |
505573.98200000008 |
1035676.134 |
4416629.0690000001 |
496982.89299999998 |
90048.891999999993 |
67059.957999999999 |
|
| 8 |
MIZUHO AMERICAS LLC |
NY |
43947 |
6455222 |
15996 |
7693 |
596707 |
5698040 |
132717 |
4069 |
7047 |
|
| 9 |
SMBC AMERICAS HOLDINGS, INC. |
NY |
|
22849.635999999999 |
4739349.5989999995 |
123814.139 |
1392634.5020000001 |
906969.58299999998 |
1537305.7819999999 |
777316.35600000003 |
1309.2370000000001 |
1517.2729999999999 |
|
| 10 |
STATE STREET CORPORATION |
MA |
571474TGEMMWANRLN572 |
245610 |
2366848 |
5408 |
0 |
2315299 |
16555 |
29586 |
0 |
65326 |
|
| 11 |
BANK OF NEW YORK MELLON CORPORATION, THE |
NY |
HPFHU0OQ28E4N0NFVK49 |
381508 |
1135286 |
24352 |
140 |
313005 |
774648 |
22976 |
165 |
60574 |
|
| 12 |
BARCLAYS US LLC |
NY |
213800H14XVWOV87OI72 |
149420 |
607814 |
9889 |
286733 |
245527 |
17958 |
0 |
47707 |
1 |
|
| 13 |
U.S. BANCORP |
MN |
6BYL5QZYBDK8S7L73M02 |
495426 |
591790 |
19340 |
1250 |
83993 |
343842 |
132998 |
10367 |
620 |
|
| 14 |
PNC FINANCIAL SERVICES GROUP, INC., THE |
PA |
AD6GFRVSDT01YPT1CS68 |
410373.28100000002 |
442838.11600000004 |
4189.2 |
1005 |
27624.044999999998 |
367799.77800000005 |
31374.900999999998 |
10845.191999999999 |
541.25 |
|
| 15 |
RBC US GROUP HOLDINGS LLC |
0 |
|
139634.242 |
434718.47599999997 |
104431.88099999999 |
167926.07 |
2255.8420000000001 |
159126.81099999999 |
565.23200000000008 |
412.64 |
163.55799999999999 |
|
| 16 |
CREDIT SUISSE HOLDINGS (USA), INC. |
NY |
549300YHT5NGRKJD1R94 |
114766.045 |
332667.38800000004 |
7055.4560000000001 |
2729.5819999999999 |
158177.43599999999 |
90213.888999999996 |
6728.24 |
67762.785000000003 |
102.17100000000001 |
|
| 17 |
TRUIST FINANCIAL CORPORATION |
NC |
JJKC32MCHWDI71265Z06 |
473078 |
315548 |
2600 |
21386 |
36061 |
190498 |
54883 |
10120 |
323 |
|
| 18 |
NORTHERN TRUST CORPORATION |
IL |
6PTKHDJ8HDUF78PFWH30 |
136828.38800000001 |
302606.67099999997 |
0 |
0 |
288251.25199999998 |
13795.521000000001 |
559.89800000000002 |
0 |
7994.1490000000003 |
|
| 19 |
TD GROUP US HOLDINGS LLC |
DE |
03D0JEWFDFUS0SEEKG89 |
408604.66200000001 |
300262.53200000001 |
49024.7 |
0 |
11200.826000000001 |
239511.02200000003 |
525.98400000000004 |
0 |
6.0000000000000001E-3 |
|
| 20 |
CAPITAL ONE FINANCIAL CORPORATION |
VA |
ZUE8T73ROZOF6FLBAR73 |
390364.86599999998 |
255283.15699999998 |
3298.962 |
0 |
14152.733 |
231295.01 |
1106.557 |
5429.8950000000004 |
262.69499999999999 |
|
| 21 |
MUFG AMERICAS HOLDINGS CORPORATION |
NY |
OX3PU53ZLPQKJ4700D47 |
170809.74299999999 |
241072.84800000003 |
5050.8549999999996 |
465 |
134443.674 |
96816.981000000014 |
4153.9380000000001 |
142.4 |
371.28899999999999 |
|
| 22 |
CITIZENS FINANCIAL GROUP, INC. |
RI |
DRMSV1Q0EKMEXLAU1P80 |
166089.89000000001 |
196658.56799999997 |
3303.5 |
0 |
13196.234 |
162228.53999999998 |
15472.360999999999 |
2457.933 |
97.043000000000006 |
|
| 23 |
BOK FINANCIAL CORPORATION |
OK |
FU7RSW4CQQY98A2O7J66 |
42323.680999999997 |
148165.79699999999 |
1233.7559999999999 |
306.81599999999997 |
137890.516 |
6588.4390000000003 |
2139.1890000000003 |
7.0809999999999995 |
0 |
|
| 24 |
REGIONS FINANCIAL CORPORATION |
AL |
EQTWLK1G7ODGC2MGLV11 |
126633 |
143924 |
1137 |
20 |
27897 |
89273 |
18892 |
6705 |
161 |
|
| 25 |
KEYCORP |
OH |
RKPI3RZGV1V1FJTH5T61 |
145569.63200000001 |
126076.50000000001 |
910.39499999999998 |
0 |
8032.9850000000006 |
99346.881000000008 |
17383.960999999999 |
402.27800000000002 |
339.50700000000001 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 HOLDING COMPANIES WITH DERIVATIVES |
|
|
|
15201528.087000001 |
228178426.77700001 |
7340203.9990000017 |
14414843.952000001 |
39208266.259999998 |
122201927.72300002 |
39802560.510000005 |
5210624.3329999996 |
1417977.8990000004 |
|
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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: Before to the first quarter of 2005, total derivatives included spot FX. Beginning in that quarter, spot FX has been reported separately. |
|
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|
|
| Note: Numbers may not add up to total due to rounding. |
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| Source: Consolidated Financial Statements for Bank Holding Companies, FR Y- 9, Schedule HC-L |
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64
600
600
3
2
R3C1:R3C13
False
False
| TABLE 3 |
|
| DISTRIBUTION OF DERIVATIVE CONTRACTS |
| TOP 25 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
|
| DECEMBER 31, 2019, MILLIONS OF DOLLARS |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
LEGAL |
|
|
PERCENT |
PERCENT |
PERCENT |
PERCENT |
PERCENT |
PERCENT |
PERCENT |
|
|
|
ENTITY |
TOTAL |
TOTAL |
EXCH TRADED |
OTC |
INT RATE |
FOREIGN EXCH |
EQUITY |
OTHER |
CREDIT |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
CONTRACTS |
CONTRACTS |
CONTRACTS |
CONTRACTS |
CONTRACTS |
CONTRACTS |
DERIVATIVES |
|
|
|
|
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
2337646 |
46886911 |
7.7109601014236144 |
92.289039898576391 |
70.02126456997776 |
21.68674110350328 |
3.8416862224086379 |
1.861272114940564 |
2.5890359891697705 |
|
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
228836 |
42231948.999999993 |
10.217293073544868 |
89.782706926455134 |
86.960499975977925 |
12.485632619039203 |
0.12408378310932325 |
1.1808595430914165E-2 |
0.41797502644265844 |
|
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1453998 |
41058473 |
3.5680966508423251 |
96.431903349157679 |
63.49279964698151 |
28.779092685692426 |
2.2883705392550766 |
0.91093743306040631 |
4.5287996950105764 |
|
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
1852983 |
16792191 |
3.4026828303703787 |
96.597317169629619 |
67.670329619285539 |
25.798354723335393 |
3.4708395110560613 |
0.18574705349647347 |
2.874729092826541 |
|
| 5 |
WELLS FARGO BANK NA |
SD |
KB1H1DSPRFMYMCUFXT09 |
1712919 |
12053810 |
3.2596166689204495 |
96.740383331079556 |
92.975947024218911 |
3.7481178150310974 |
2.2818926132069448 |
0.66259547811024067 |
0.33144706943281832 |
|
| 6 |
HSBC NA |
VA |
1IE8VN30JCEQV1H4R804 |
172887.701 |
4729973.2240000004 |
3.3819040705842274 |
96.618095929415773 |
64.463694520060145 |
30.73701215945826 |
1.8644672141594345 |
1.0310332572825576 |
1.9037928490396039 |
|
| 7 |
STATE STREET BANK&TRUST CO |
MA |
571474TGEMMWANRLN572 |
242148 |
2375073 |
0.22769826443229327 |
99.772301735567709 |
1.1700271949535868 |
97.697586558392118 |
0 |
1.1323862466543135 |
0 |
|
| 8 |
BANK OF NEW YORK MELLON |
NY |
HPFHU0OQ28E4N0NFVK49 |
311387 |
1131136 |
2.0741979744257102 |
97.925802025574271 |
28.923047272830143 |
70.809345648975892 |
0.25301997284146205 |
0 |
1.4587105352495191E-2 |
|
| 9 |
U S BANK NATIONAL ASSN |
OH |
6BYL5QZYBDK8S7L73M02 |
486004.22 |
576977.11900000006 |
3.5685297253529389 |
96.431470274647054 |
84.473294165413861 |
13.395476606412879 |
2.4442563726690868E-2 |
0.31010952446452211 |
1.7966771399820447 |
|
| 10 |
PNC BANK NATIONAL ASSN |
DE |
AD6GFRVSDT01YPT1CS68 |
397703.26399999997 |
448490.64499999996 |
1.1548066961352115 |
98.845193303864804 |
89.456065465980899 |
4.6357968068653923 |
1.3924306046562018 |
2.0975536736111855 |
2.4181534488863194 |
|
| 11 |
NORTHERN TRUST CO |
IL |
6PTKHDJ8HDUF78PFWH30 |
135885.43300000002 |
304356.67100000003 |
0 |
100 |
5.0812351012999475 |
94.708373255929075 |
0.2103916427709909 |
0 |
0 |
|
| 12 |
TRUIST BANK |
NC |
JJKC32MCHWDI71265Z06 |
461256 |
294906 |
8.1334391297565993 |
91.86656087024339 |
78.3425905203692 |
4.2942496931225538 |
13.029914616860966 |
0.90164323547164171 |
3.4316019341756356 |
|
| 13 |
TD BANK NATIONAL ASSN |
DE |
03D0JEWFDFUS0SEEKG89 |
320471.99599999998 |
235108.93099999998 |
0 |
100 |
98.240096629931941 |
1.7572386478164033 |
2.6647222516612947E-3 |
0 |
0 |
|
| 14 |
MUFG UNION BANK NA |
CA |
OX3PU53ZLPQKJ4700D47 |
133193.818 |
224137.761 |
1.3290933159629448 |
98.670906684037064 |
94.989913368501959 |
4.8399149485570181 |
0.10277741643006774 |
3.8619106220125041E-3 |
6.3532355888930275E-2 |
|
| 15 |
CITIZENS BANK NATIONAL ASSN |
RI |
DRMSV1Q0EKMEXLAU1P80 |
165742.416 |
196658.56699999998 |
1.6798149454633218 |
98.320185054536694 |
91.024468311111008 |
7.6787328568299795 |
0 |
4.6950916712415587E-2 |
1.249847915346602 |
|
| 16 |
CAPITAL ONE NATIONAL ASSN |
VA |
207ALC1P1YM0OVDV0K75 |
328999.03999999998 |
187452.16700000002 |
1.7598948322640626 |
98.240105167735948 |
87.449610545179766 |
2.3939099087608837 |
0 |
7.2597965751977673 |
2.8966829708615744 |
|
| 17 |
BOKF NATIONAL ASSN |
OK |
FU7RSW4CQQY98A2O7J66 |
42074.065999999999 |
148002.49699999997 |
0.93057348890539338 |
99.069426511094605 |
96.702994139348903 |
0.28515599976667971 |
0.11007246722330639 |
2.8969930149219043 |
4.7843787392316773E-3 |
|
| 18 |
REGIONS BANK |
AL |
EQTWLK1G7ODGC2MGLV11 |
125641 |
146274.00000000003 |
0.79098130905013853 |
99.209018690949861 |
92.974144413908135 |
1.3850718514568545 |
0 |
1.0569205737178171 |
4.5838631609171818 |
|
| 19 |
FIFTH THIRD BANK NA |
OH |
QFROUN1UWUYU0DVIWD51 |
167845.1 |
123551.863 |
0.9676446562363854 |
99.032355343763612 |
74.997162122921608 |
11.311127700275957 |
2.4947280641166851 |
6.9001606232356041 |
4.2968214894501431 |
|
|
| 20 |
KEYBANK NATIONAL ASSN |
OH |
HUX2X73FUCYHUVH1BK78 |
143390.269 |
120514.34000000001 |
0.75542462415676004 |
99.24457537584324 |
89.753322301727749 |
5.4535020479720506 |
0 |
4.4386302908019077 |
0.35454535949829713 |
|
| 21 |
MANUFACTURERS&TRADERS TR CO |
NY |
WWB2V0FCW3A0EE3ZJN75 |
119432.10500000001 |
108796.55200000001 |
0 |
100 |
99.161282243576977 |
0.83871775642301605 |
0 |
0 |
0 |
|
| 22 |
MORGAN STANLEY BANK NA |
UT |
G1MLHIS0N32I3QPILB75 |
146645 |
69280 |
9.237875288683603E-2 |
99.907621247113156 |
23.198614318706696 |
60.316108545034638 |
1.3683602771362586 |
2.8868360277136259E-3 |
15.114030023094688 |
|
| 23 |
HUNTINGTON NATIONAL BANK |
OH |
2WHM8VNJH63UN14OL754 |
108739.378 |
66422.956000000006 |
0.30674485489624997 |
99.693255145103748 |
87.065584675274025 |
3.2709565048565441 |
0.56195331023810502 |
4.5461210729615829 |
4.5553844366697565 |
|
| 24 |
BBVA USA |
AL |
C90VT034M03BN29IRA40 |
92657.948000000004 |
53737.972999999998 |
3.9264599727272929 |
96.073540027272713 |
94.653949824270441 |
2.6805346751728059 |
0.82372664112209826 |
0 |
1.8417888594346497 |
|
| 25 |
SANTANDER BANK N A |
DE |
TR24TWEY5RVRQV65HD49 |
84670.854000000007 |
42642.597000000002 |
0 |
100 |
93.427210823956159 |
5.8891863457565679 |
0.5609719314234074 |
0 |
0.12263089886387549 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
11773156.607999999 |
170606826.86300001 |
10614879.376999997 |
159991947.48599994 |
124273981.69799997 |
37121898.798999995 |
3793094.0439999998 |
1488713.578 |
3929138.7439999999 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
4929495.0600000126 |
855731.80199999921 |
4922.9740000000002 |
850808.82799999916 |
782482.00499999896 |
48181.590999999993 |
3012.4309999999991 |
6513.851999999999 |
15541.922999999993 |
| TOTAL FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
16702651.668000014 |
171462558.66499963 |
10619802.350999998 |
160842756.31399962 |
125056463.70299989 |
37170080.389999993 |
3796106.4749999996 |
1495227.43 |
3944680.6670000008 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
| TOP 25 COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
|
99.500922062132787 |
6.1907855917041053 |
93.310136470428645 |
72.47878642753966 |
21.650148631881827 |
2.2121996041193324 |
0.86824411672790958 |
2.2915432818640471 |
| OTHER COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
|
0.49907793786742222 |
2.8711655992597284E-3 |
0.49620677226816245 |
0.4563573593514359 |
2.8100356938062669E-2 |
1.756903095028245E-3 |
3.7989938157441372E-3 |
9.0643246671511038E-3 |
| TOTAL FOR COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
|
100 |
6.1936567573033656 |
93.806343242696627 |
72.935143786891047 |
21.678248988819888 |
2.2139565072143603 |
0.87204311054365369 |
2.3006076065311989 |
|
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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: "FX" does not include spot FX. |
|
|
|
|
|
|
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|
|
|
|
|
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|
|
| Note: "Other" is defined as the sum of commodity and equity contracts. |
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Numbers may not add up to total due to rounding. |
|
|
|
|
|
|
|
|
|
|
|
|
| Source: Call reports, Schedule RC-L |
|
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62
600
600
3
12
1
False
False
| TABLE 4 |
|
| CREDIT EQUIVALENT EXPOSURES |
| TOP 25 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
|
|
| DECEMBER 31, 2019, MILLIONS OF DOLLARS |
|
|
|
|
|
|
|
|
|
|
|
BILATERALLY |
|
TOTAL CREDIT |
(%) |
|
|
|
LEGAL |
|
|
TOTAL |
NETTED CURRENT |
POTENTIAL |
EXPOSURE |
TOTAL CREDIT |
|
|
|
ENTITY |
TOTAL |
TOTAL |
RISK-BASED |
CREDIT |
FUTURE |
FROM ALL |
EXPOSURE |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
CAPITAL |
EXPOSURE |
EXPOSURE |
CONTRACTS |
TO CAPITAL |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
2337646 |
46886911 |
224390 |
142491 |
201790 |
344281 |
153.42974285841615 |
|
|
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
228836 |
42231948.999999993 |
34469 |
58903 |
59526 |
118429 |
343.58118889436884 |
|
|
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1453998 |
41058473 |
157324 |
63318 |
131291 |
194609 |
123.69949912282931 |
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
1852983 |
16792191 |
166567 |
41234 |
52067 |
93301 |
56.014096429664939 |
| 5 |
WELLS FARGO BANK NA |
SD |
KB1H1DSPRFMYMCUFXT09 |
1712919 |
12053810 |
158615 |
15992 |
24589 |
40581 |
25.584591621221197 |
| 6 |
HSBC NA |
VA |
1IE8VN30JCEQV1H4R804 |
172887.701 |
4729973.2240000004 |
22724.359 |
6070.91 |
18616.478999999999 |
24687.388999999999 |
108.63843948249543 |
|
|
| 7 |
STATE STREET BANK&TRUST CO |
MA |
571474TGEMMWANRLN572 |
242148 |
2375073 |
17947 |
7353 |
8062 |
15415 |
85.891792500139303 |
| 8 |
BANK OF NEW YORK MELLON |
NY |
HPFHU0OQ28E4N0NFVK49 |
311387 |
1131136 |
19396 |
4528 |
5788 |
10316 |
53.18622396370386 |
| 9 |
U S BANK NATIONAL ASSN |
OH |
6BYL5QZYBDK8S7L73M02 |
486004.22 |
576977.11900000006 |
46994.296000000002 |
2539.8329999999996 |
7079.2030000000004 |
9619.0360000000001 |
20.468518136754298 |
| 10 |
PNC BANK NATIONAL ASSN |
DE |
AD6GFRVSDT01YPT1CS68 |
397703.26399999997 |
448490.64499999996 |
39074.324999999997 |
4075.0719999999997 |
510.88200000000006 |
4585.9539999999997 |
11.736489369937933 |
| 11 |
NORTHERN TRUST CO |
IL |
6PTKHDJ8HDUF78PFWH30 |
135885.43300000002 |
304356.67100000003 |
9610.3670000000002 |
2194.4380000000001 |
2522.0050000000001 |
4716.4430000000002 |
49.076616949175822 |
| 12 |
TRUIST BANK |
NC |
JJKC32MCHWDI71265Z06 |
461256 |
294906 |
43984 |
2235 |
3621 |
5856 |
13.313932339032375 |
| 13 |
TD BANK NATIONAL ASSN |
DE |
03D0JEWFDFUS0SEEKG89 |
320471.99599999998 |
235108.93099999998 |
28504.62 |
156.84 |
1083.922 |
1240.7619999999999 |
4.3528452580669379 |
| 14 |
MUFG UNION BANK NA |
CA |
OX3PU53ZLPQKJ4700D47 |
133193.818 |
224137.761 |
14746.273999999999 |
1056.576 |
506.29600000000005 |
1562.8720000000001 |
10.598419641463328 |
| 15 |
CITIZENS BANK NATIONAL ASSN |
RI |
DRMSV1Q0EKMEXLAU1P80 |
165742.416 |
196658.56699999998 |
17937.583999999999 |
960.798 |
1420.2729999999999 |
2381.0709999999999 |
13.274201252520964 |
| 16 |
CAPITAL ONE NATIONAL ASSN |
VA |
207ALC1P1YM0OVDV0K75 |
328999.03999999998 |
187452.16700000002 |
30852.269 |
1828.732 |
3610.1360000000004 |
5438.8680000000004 |
17.628745555148637 |
| 17 |
BOKF NATIONAL ASSN |
OK |
FU7RSW4CQQY98A2O7J66 |
42074.065999999999 |
148002.49699999997 |
3692.01 |
8.0370000000000008 |
9.4809999999999999 |
17.518000000000001 |
0.47448408861297775 |
| 18 |
REGIONS BANK |
AL |
EQTWLK1G7ODGC2MGLV11 |
125641 |
146274.00000000003 |
13621 |
557 |
635 |
1192 |
8.7511930107921607 |
| 19 |
FIFTH THIRD BANK NA |
OH |
QFROUN1UWUYU0DVIWD51 |
167845.1 |
123551.863 |
18968.404999999999 |
1285.3889999999999 |
2033.7900000000002 |
3319.1790000000001 |
17.498461257021873 |
| 20 |
KEYBANK NATIONAL ASSN |
OH |
HUX2X73FUCYHUVH1BK78 |
143390.269 |
120514.34000000001 |
16312.678 |
962.12 |
1211.8020000000001 |
2173.922 |
13.326579486213117 |
| 21 |
MANUFACTURERS&TRADERS TR CO |
NY |
WWB2V0FCW3A0EE3ZJN75 |
119432.10500000001 |
108796.55200000001 |
12342.834000000001 |
420.923 |
180.78300000000002 |
601.70600000000002 |
4.8749420108866399 |
| 22 |
MORGAN STANLEY BANK NA |
UT |
G1MLHIS0N32I3QPILB75 |
146645 |
69280 |
16282 |
141 |
1936 |
2077 |
12.756418130450806 |
| 23 |
HUNTINGTON NATIONAL BANK |
OH |
2WHM8VNJH63UN14OL754 |
108739.378 |
66422.956000000006 |
11863.984 |
787.63099999999997 |
843.95899999999995 |
1631.59 |
13.752462916335691 |
| 24 |
BBVA USA |
AL |
C90VT034M03BN29IRA40 |
92657.948000000004 |
53737.972999999998 |
9549.3729999999996 |
354.286 |
166.72200000000004 |
521.00800000000004 |
5.4559393585317073 |
| 25 |
SANTANDER BANK N A |
DE |
TR24TWEY5RVRQV65HD49 |
84670.854000000007 |
42642.597000000002 |
10844.218000000001 |
475.34800000000001 |
328.70099999999996 |
804.04899999999998 |
7.4145410946183476 |
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
11773156.607999999 |
170606826.86300001 |
1146612.5959999999 |
359928.93300000008 |
529429.43400000001 |
889358.36699999997 |
77.563980205917787 |
|
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
4929495.0600000126 |
855731.80199999921 |
521513.89999999938 |
7635.9869999999992 |
6794.543000000006 |
14430.529999999999 |
2.7670460940734305 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
16702651.668000014 |
171462558.66499963 |
1668126.4960000024 |
367564.91999999975 |
536223.97700000042 |
903788.89699999883 |
54.179877795070858 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Commercial banks also hold on-balance sheet assets in volumes that are multiples of bank capital. For example: |
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
| EXPOSURES FROM OTHER ASSETS |
|
EXPOSURE TO RISK |
|
|
|
|
|
|
| ALL COMMERCIAL BANKS & SAVINGS ASSOCIATIONS |
|
BASED CAPITAL |
|
|
|
|
|
|
| 1-4 FAMILY MORTGAGES |
|
0 |
|
|
|
|
|
|
| C&I LOANS |
|
0 |
|
|
|
|
|
|
| SECURITIES NOT IN TRADING ACCOUNT |
|
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
| Note: Total credit exposure is defined as the credit equivalent amount from derivative contracts (RC-R column B lines 20 and 21), 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 1 plus tier 2 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 up to total due to rounding. |
|
|
|
|
|
|
|
|
|
|
| Source: Call reports, Schedule RC-R. |
|
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75
600
600
8
3
56
7
R57C8:R59C8
False
False
| TABLE 5 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS HELD FOR TRADING |
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
|
|
|
| DECEMBER 31, 2019, MILLIONS OF DOLLARS |
|
|
|
|
|
|
|
TOTAL |
% |
TOTAL |
% |
|
|
|
LEGAL |
|
|
HELD FOR |
HELD FOR |
NOT FOR |
NOT FOR |
|
|
|
ENTITY |
TOTAL |
TOTAL |
TRADING |
TRADING |
TRADING |
TRADING |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
& MTM |
& MTM |
MTM |
MTM |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
2337646 |
46886911 |
45210117 |
98.98654548403573 |
462875 |
1.0134545159642705 |
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
228836 |
42231948.999999993 |
42028668.000000007 |
99.936364935514902 |
26761.999999999996 |
6.3635064485133078E-2 |
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1453998 |
41058473 |
39088143 |
99.71715107039546 |
110874 |
0.28284892960453573 |
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
1852983 |
16792191 |
15760452.000000002 |
96.633800467103129 |
549009 |
3.3661995328968874 |
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
5873463 |
146969524 |
142087380 |
99.197469367181228 |
1149520 |
0.80253063281877779 |
|
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
10829188.668000014 |
24493034.665000055 |
22353482.907000024 |
92.061707353143646 |
1927495.0789999962 |
7.9382925974347343 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
16702651.668000014 |
171462558.66499963 |
164440862.90699974 |
98.163172117643143 |
3077015.0790000041 |
1.8368278751935652 |
|
|
|
|
| |
|
| 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 up to total due to rounding. |
|
| Source: Call reports, Schedule RC-L |
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
79
600
600
3
1
False
False
| TABLE 6 |
|
| GROSS FAIR VALUES OF DERIVATIVE CONTRACTS |
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2019, MILLIONS OF DOLLARS |
|
|
|
|
|
|
|
TRADING |
NOT FOR TRADING |
CREDIT DERIVATIVES |
|
|
|
LEGAL |
|
|
GROSS |
GROSS |
GROSS |
GROSS |
GROSS |
GROSS |
|
|
|
ENTITY |
TOTAL |
TOTAL |
POSITIVE |
NEGATIVE |
POSITIVE |
NEGATIVE |
POSITIVE |
NEGATIVE |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
FAIR VALUE* |
FAIR VALUE** |
FAIR VALUE* |
FAIR VALUE** |
FAIR VALUE* |
FAIR VALUE** |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
2337646 |
46886911 |
554260 |
538029 |
1807 |
1680 |
14545.000000000002 |
14751.000000000002 |
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
228836 |
42231948.999999993 |
613275.00000000012 |
604034.00000000012 |
309 |
288.00000000000006 |
4210 |
4799 |
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1453998 |
41058473 |
394429.99999999994 |
391014 |
1385 |
1367.9999999999998 |
21875 |
22109 |
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
1852983 |
16792191 |
164090.99999999997 |
154657 |
13329 |
18086.000000000004 |
5088 |
5117 |
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
5873463 |
146969524 |
1726056 |
1687734 |
16830 |
21422.000000000004 |
45718 |
46776 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
10829188.668000014 |
24493034.665000055 |
125492.62800000008 |
119515.67799999999 |
9593.8710000000028 |
9851.9660000000094 |
1675.4949999999999 |
1662.0630000000006 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
16702651.668000014 |
171462558.66499963 |
1851548.6280000003 |
1807249.6780000005 |
26423.870999999988 |
31273.965999999986 |
47393.494999999981 |
48438.062999999936 |
|
|
| |
|
| 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. |
|
| Source: Call reports, Schedule RC-L |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
64
600
600
3
5
R6C1:R6C14
False
False
| TABLE 7 |
|
| TRADING REVENUES FROM CASH INSTRUMENTS AND DERIVATIVES |
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2019, MILLIONS OF DOLLARS |
| NOTE: REVENUE FIGURES ARE FOR THE QUARTER (NOT YEAR-TO-DATE) |
|
|
|
|
|
|
|
TOTAL TRADING |
TRADING REV |
TRADING REV |
TRADING REV |
TRADING REV |
TRADING REV |
|
LEGAL |
|
|
REV FROM CASH & |
FROM |
FROM |
FROM |
FROM |
FROM |
|
ENTITY |
TOTAL |
TOTAL |
OFF BAL SHEET |
INT RATE |
FOREIGN EXCH |
EQUITY |
COMMOD & OTH |
CREDIT |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
2337646 |
46886911 |
3752 |
702 |
670 |
1892 |
211 |
277 |
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
228836 |
42231948.999999993 |
511 |
2021 |
-1413 |
-270 |
0 |
173 |
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1453998 |
41058473 |
1009 |
1270 |
455 |
-430 |
13 |
-299 |
|
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
1852983 |
16792191 |
746 |
45 |
349 |
255 |
122 |
-25 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
5873463 |
146969524 |
6018 |
4038 |
61 |
1447 |
346 |
126 |
|
|
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
10829188.668000014 |
24493034.665000055 |
1175.6230000000003 |
433.44099999999997 |
600.69400000000007 |
-20.073 |
253.60499999999999 |
-92.044000000000011 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
16702651.668000014 |
171462558.66499963 |
7193.6230000000014 |
4471.4410000000007 |
661.69400000000007 |
1426.9269999999997 |
599.60500000000002 |
33.956000000000003 |
|
|
|
|
|
|
| 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 add up to total due to rounding. |
|
| Source: Call reports, Schedule RI |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
60
600
600
3
5
R6C1:R6C14
False
False
| TABLE 8 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE AND MATURITY (INTEREST RATE, FX AND GOLD) |
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2019, MILLIONS OF DOLLARS |
|
|
|
|
LEGAL |
|
|
INT RATE |
INT RATE |
INT RATE |
INT RATE |
FX and GOLD |
FX and GOLD |
FX and GOLD |
FX and GOLD |
|
|
|
ENTITY |
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
2337646 |
46886911 |
30896129 |
15974515 |
9059866 |
55930510 |
6172516.0000000009 |
1989696.0000000002 |
1012160 |
9174372.0000000019 |
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
228836 |
42231948.999999993 |
17676898 |
6908441 |
6386395 |
30971734 |
3871337 |
702466 |
581285 |
5155088 |
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1453998 |
41058473 |
17471334 |
3388639 |
2985578 |
23845551 |
10231599 |
579257 |
201234.99999999997 |
11012091 |
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
1852983 |
16792191 |
4941721 |
4174290 |
2538481 |
11654492 |
3670946 |
455213 |
211755 |
4337914 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
5873463 |
146969524 |
70986082 |
30445885 |
20970320 |
122402287 |
23946398 |
3726632 |
2006435 |
29679465 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
10829188.668000014 |
24493034.665000055 |
8176323.5820000013 |
5376182.0070000021 |
3288832.7909999983 |
16841338.380000032 |
4294673.2749999985 |
325719.00400000007 |
139806.524 |
4760198.8029999966 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
16702651.668000014 |
171462558.66499963 |
79162405.582000062 |
35822067.006999992 |
24259152.791000005 |
139243625.37999946 |
28241071.275000006 |
4052351.0039999983 |
2146241.5239999997 |
34439663.803000003 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: |
Figures above exclude any contracts not subject to risk-based capital requirements, such as FX 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 up to total due to rounding. |
|
|
|
|
|
|
|
|
|
|
|
|
| Note: |
Effective 2015 Q1, the reporting form and call report instructions changed. Schedule RC-R now requires banks to report FX and gold notional amounts in aggregate, rather than separately. |
|
|
|
|
|
|
|
|
|
|
|
|
| Source: Call reports, Schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
55
600
600
3
5
R6C1:R6C14
False
False
| TABLE 9 |
|
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY (PRECIOUS METALS) |
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
|
|
|
|
| DECEMBER 31, 2019, MILLIONS OF DOLLARS |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
LEGAL |
|
|
PREC METALS |
PREC METALS |
PREC METALS |
PREC METALS |
|
|
|
|
ENTITY |
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
|
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
|
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
2337646 |
46886911 |
35479 |
812 |
0 |
36291 |
|
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
228836 |
42231948.999999993 |
0 |
0 |
0 |
0 |
|
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1453998 |
41058473 |
8080.9999999999991 |
390 |
0 |
8471 |
|
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
1852983 |
16792191 |
0 |
148 |
0 |
148 |
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
5873463 |
146969524 |
43560 |
1350 |
0 |
44910 |
|
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
10829188.668000014 |
24493034.665000055 |
9023.2540000000008 |
714.827 |
0 |
9738.0810000000001 |
|
| TOTAL FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
16702651.668000014 |
171462558.66499963 |
52583.254000000001 |
2064.8270000000002 |
0 |
54648.080999999998 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: |
Figures above exclude any contracts not subject to risk-based capital requirements, such as FX 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 up to total due to rounding. |
|
|
|
|
|
|
|
|
|
|
| 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
85
3
5
R6C1:R6C14
False
False
11
24
| TABLE 10 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE AND MATURITY (OTHER COMMODITY AND EQUITY) |
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2019, MILLIONS OF DOLLARS |
|
|
|
|
|
LEGAL |
|
|
OTHER COMM |
OTHER COMM |
OTHER COMM |
OTHER COMM |
EQUITY |
EQUITY |
EQUITY |
EQUITY |
|
|
|
ENTITY |
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
2337646 |
46886911 |
708901.99999999988 |
132016 |
5422 |
846339.99999999988 |
1992161 |
524724 |
100216 |
2617101 |
|
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
228836 |
42231948.999999993 |
3206 |
1687 |
0 |
4893 |
19449 |
13054 |
1768 |
34271 |
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1453998 |
41058473 |
113961.99999999999 |
48029 |
3752 |
165743 |
418965 |
121868.00000000001 |
15788 |
556621 |
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
1852983 |
16792191 |
15863 |
14601 |
35 |
30499 |
495480 |
91211.000000000015 |
5910 |
592601 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
5873463 |
146969524 |
841932.99999999988 |
196333 |
9209 |
1047474.9999999999 |
2926055 |
750857 |
123682 |
3800594 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
10829188.668000014 |
24493034.665000055 |
50251.54599999998 |
81607.519 |
536.45299999999997 |
132395.51800000001 |
157939.16900000002 |
93195.468999999968 |
12467.154 |
263601.79200000002 |
| TOTAL FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
16702651.668000014 |
171462558.66499963 |
892184.54599999986 |
277940.51900000015 |
9745.4529999999995 |
1179870.5179999999 |
3083994.1690000002 |
844052.46900000004 |
136149.15400000001 |
4064195.7919999994 |
|
|
|
| |
|
|
| Note: Figures above exclude any contracts not subject to risk-based capital requirements, such as FX 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 up to total due to rounding. |
|
|
| Source: Call reports, Schedule RC-R |
|
|
|
|
|
|
|
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|
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|
|
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|
57
600
600
90
3
5
R6C1:R6C14
False
False
| TABLE 11 |
|
| NOTIONAL AMOUNTS OF CREDIT DERIVATIVE CONTRACTS BY CONTRACT TYPE AND MATURITY (INVESTMENT GRADE AND SUB-INVESTMENT GRADE) |
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2019, MILLIONS OF DOLLARS |
|
|
|
|
|
|
|
|
CREDIT DERIVATIVES |
CREDIT DERIVATIVES |
|
LEGAL |
|
|
|
INVESTMENT GRADE |
SUB-INVESTMENT GRADE |
|
ENTITY |
TOTAL |
TOTAL |
TOTAL CREDIT |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
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 |
7H6GLXDRUGQFU57RNE97 |
2337646 |
46886911 |
1213919 |
240017 |
624208.00000000012 |
73856 |
938081.00000000012 |
85906 |
178093.00000000003 |
11839 |
275838 |
|
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
228836 |
42231948.999999993 |
176519 |
18600 |
73512 |
13803.999999999998 |
105916 |
10363 |
47169 |
13071.000000000002 |
70603 |
|
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1453998 |
41058473 |
1859455.9999999998 |
341663 |
1090623 |
72002.000000000015 |
1504288 |
99500 |
249135 |
6532.9999999999991 |
355168 |
|
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
1852983 |
16792191 |
482730 |
159899 |
166625 |
22842 |
349366 |
56535 |
67845 |
8984 |
133364 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
5873463 |
146969524 |
3732624 |
760179 |
1954968 |
182504 |
2897651 |
252304 |
542242 |
40427 |
834973 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
10829188.668000014 |
24493034.665000055 |
212056.66700000002 |
20754.196000000007 |
63166.591000000015 |
15641.600999999997 |
99562.388000000064 |
15488.518000000002 |
81471.404000000024 |
15534.357000000004 |
112494.27899999999 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
16702651.668000014 |
171462558.66499963 |
3944680.6670000008 |
780933.19600000035 |
2018134.5909999995 |
198145.601 |
2997213.3880000003 |
267792.51800000016 |
623713.40399999986 |
55961.357000000011 |
947467.27900000021 |
|
|
|
|
| Note: Figures above exclude any contracts not subject to risk-based capital requirements, such as FX 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 up to total due to rounding. |
|
| Source: Call reports, Schedule RC-L and RC-R |
|
|
|
|
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|
54
600
600
3
5
R6C1:R6C15
False
False
| TABLE 12 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| DISTRIBUTION OF CREDIT DERIVATIVE CONTRACTS HELD FOR TRADING |
| TOP 25 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2019, MILLIONS OF DOLLARS |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL CREDIT |
PURCHASED |
SOLD |
|
|
|
LEGAL |
TOTAL |
DERIVATIVES |
CREDIT |
TOTAL |
|
OTHER |
CREDIT |
TOTAL |
|
OTHER |
|
|
|
ENTITY |
TOTAL |
TOTAL |
CREDIT |
|
|
DEFAULT |
RETURN |
CREDIT |
CREDIT |
DEFAULT |
RETURN |
CREDIT |
CREDIT |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
DERVATIVES |
PURCHASED |
SOLD |
SWAPS |
SWAPS |
OPTIONS |
DERIVATIVES |
SWAPS |
SWAPS |
OPTIONS |
DERIVATIVES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
2337646 |
45672992 |
1213919 |
620876 |
593043 |
560406 |
24224 |
31929 |
4317 |
547953 |
8810 |
36232 |
48 |
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
228836 |
42055429.999999993 |
176519 |
99538 |
76981 |
90812 |
2535 |
6001 |
190 |
71165 |
2535 |
3137 |
144 |
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1453998 |
39199017 |
1859455.9999999998 |
968246 |
891210 |
887103 |
16250 |
64893 |
0 |
840829 |
5635 |
44746 |
0 |
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
1852983 |
16309461 |
482730 |
245504 |
237226 |
187044 |
10776 |
47684 |
0 |
173443 |
14778 |
49005 |
0 |
| 5 |
WELLS FARGO BANK NA |
SD |
KB1H1DSPRFMYMCUFXT09 |
1712919 |
12013858 |
39952 |
26163 |
13789 |
5245 |
0 |
1300 |
19618 |
4156 |
0 |
0 |
9633 |
| 6 |
HSBC NA |
VA |
1IE8VN30JCEQV1H4R804 |
172887.701 |
4639924.3320000004 |
90048.892000000007 |
51310.090000000004 |
38738.802000000003 |
40748.682000000001 |
10561.407999999999 |
0 |
0 |
37474.957000000002 |
1263.845 |
0 |
0 |
| 7 |
STATE STREET BANK&TRUST CO |
MA |
571474TGEMMWANRLN572 |
242148 |
2375073 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 8 |
BANK OF NEW YORK MELLON |
NY |
HPFHU0OQ28E4N0NFVK49 |
311387 |
1130971 |
165 |
165 |
0 |
165 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 9 |
U S BANK NATIONAL ASSN |
OH |
6BYL5QZYBDK8S7L73M02 |
486004.22 |
566610.7030000001 |
10366.415999999999 |
3539.6410000000001 |
6826.7749999999996 |
1038 |
0 |
0 |
2501.6409999999996 |
0 |
0 |
0 |
6826.7749999999996 |
| 10 |
PNC BANK NATIONAL ASSN |
DE |
AD6GFRVSDT01YPT1CS68 |
397703.26399999997 |
437645.45299999998 |
10845.191999999999 |
3239.143 |
7606.049 |
0 |
0 |
0 |
3239.143 |
0 |
0 |
0 |
7606.049 |
| 11 |
NORTHERN TRUST CO |
IL |
6PTKHDJ8HDUF78PFWH30 |
135885.43300000002 |
304356.67100000003 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 12 |
TRUIST BANK |
NC |
JJKC32MCHWDI71265Z06 |
461256 |
284786 |
10120.000000000002 |
4861 |
5259 |
894 |
2531 |
0 |
1436 |
0 |
0 |
0 |
5259 |
| 13 |
TD BANK NATIONAL ASSN |
DE |
03D0JEWFDFUS0SEEKG89 |
320471.99599999998 |
235108.93099999998 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 14 |
MUFG UNION BANK NA |
CA |
OX3PU53ZLPQKJ4700D47 |
133193.818 |
223995.361 |
142.4 |
142.4 |
0 |
142.4 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 15 |
CITIZENS BANK NATIONAL ASSN |
RI |
DRMSV1Q0EKMEXLAU1P80 |
165742.416 |
194200.63399999999 |
2457.933 |
0 |
2457.933 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2457.933 |
| 16 |
CAPITAL ONE NATIONAL ASSN |
VA |
207ALC1P1YM0OVDV0K75 |
328999.03999999998 |
182022.27200000003 |
5429.8950000000004 |
1980.893 |
3449.002 |
0 |
0 |
0 |
1980.893 |
0 |
0 |
0 |
3449.002 |
| 17 |
BOKF NATIONAL ASSN |
OK |
FU7RSW4CQQY98A2O7J66 |
42074.065999999999 |
147995.41599999997 |
7.0809999999999995 |
0.68 |
6.4009999999999998 |
0.68 |
0 |
0 |
0 |
6.4009999999999998 |
0 |
0 |
0 |
| 18 |
REGIONS BANK |
AL |
EQTWLK1G7ODGC2MGLV11 |
125641 |
139569.00000000003 |
6705 |
2442 |
4263 |
43 |
0 |
0 |
2399 |
43 |
0 |
0 |
4220 |
| 19 |
FIFTH THIRD BANK NA |
OH |
QFROUN1UWUYU0DVIWD51 |
167845.1 |
118243.06 |
5308.8029999999999 |
1365.1470000000002 |
3943.6559999999999 |
0 |
0 |
0 |
1365.1470000000002 |
0 |
0 |
0 |
3943.6559999999999 |
| 20 |
KEYBANK NATIONAL ASSN |
OH |
HUX2X73FUCYHUVH1BK78 |
143390.269 |
120087.06200000001 |
427.27800000000002 |
175.43700000000001 |
251.84099999999998 |
175.43700000000001 |
0 |
0 |
0 |
159.11099999999999 |
92.73 |
0 |
0 |
| 21 |
MANUFACTURERS&TRADERS TR CO |
NY |
WWB2V0FCW3A0EE3ZJN75 |
119432.10500000001 |
108796.55200000001 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 22 |
MORGAN STANLEY BANK NA |
UT |
G1MLHIS0N32I3QPILB75 |
146645 |
58809 |
10471 |
9808 |
663 |
8159.0000000000009 |
0 |
1649 |
0 |
663 |
0 |
0 |
0 |
| 23 |
HUNTINGTON NATIONAL BANK |
OH |
2WHM8VNJH63UN14OL754 |
108739.378 |
63397.135000000002 |
3025.8209999999999 |
2155.924 |
869.89700000000005 |
0 |
0 |
0 |
2155.924 |
0 |
0 |
0 |
869.89700000000005 |
| 24 |
BBVA USA |
AL |
C90VT034M03BN29IRA40 |
92657.948000000004 |
52748.233 |
989.74 |
7.4359999999999999 |
982.30399999999997 |
7.4359999999999999 |
0 |
0 |
0 |
982.30399999999997 |
0 |
0 |
0 |
| 25 |
SANTANDER BANK N A |
DE |
TR24TWEY5RVRQV65HD49 |
84670.854000000007 |
42590.304000000004 |
52.292999999999999 |
3.8460000000000001 |
48.446999999999996 |
3.8460000000000001 |
0 |
0 |
0 |
48.446999999999996 |
0 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
11773156.607999999 |
166677688.11900002 |
3929138.7439999999 |
2041523.6369999999 |
1887615.1070000001 |
1781987.4809999997 |
66877.407999999996 |
153456 |
39202.747999999992 |
1676923.22 |
33114.575000000004 |
133120 |
44457.311999999998 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
4929495.0600000126 |
840189.87899999961 |
15541.922999999993 |
7913.603000000001 |
7628.3200000000015 |
175.08099999999999 |
3603 |
0 |
4135.521999999999 |
723.48200000000008 |
1.917 |
0 |
6902.9210000000012 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
16702651.668000014 |
167517877.99799955 |
3944680.6670000008 |
2049437.2400000002 |
1895243.4269999994 |
1782162.5619999997 |
70480.407999999996 |
153456 |
43338.27 |
1677646.702 |
33116.492000000006 |
133120 |
51360.232999999993 |
|
|
|
|
|
|
|
|
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
| TOP 25 COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
99.606003012359906 |
51.753837872828747 |
47.852165139531174 |
45.174442025372677 |
1.6953820510612192 |
3.8902008287709129 |
0.99381296762392612 |
42.511000548881682 |
0.83947416268765362 |
3.3746711391277233 |
1.1270192888341091 |
| OTHER COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
|
|
0.39399698764006419 |
0.20061454064464074 |
0.19338244699542367 |
4.4384074347177047E-3 |
9.133819196422166E-2 |
0 |
0.10483794124570131 |
1.8340698806177912E-2 |
4.8597089646242831E-5 |
0 |
0.17499315109959951 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
|
|
100 |
51.954452413473398 |
48.045547586526574 |
45.178880432807397 |
1.7867202430254407 |
3.8902008287709129 |
1.0986509088696277 |
42.52934124768786 |
0.83952275977729973 |
3.3746711391277233 |
1.3020124399337083 |
|
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| Note: Credit derivatives have been excluded from the sum of total derivatives here. |
|
| Note: Numbers may not add up to total due to rounding. |
|
| Source: Call reports, Schedule RC-L |
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51
600
600
3
5
R6C1:R6C17
False
False
| TABLE 13 |
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| DERIVATIVES DATA REPORTED BY FFIEC 051 FILERS* |
| COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| DECEMBER 31, 2019, MILLIONS OF DOLLARS |
|
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|
Call Report Schedule SU |
|
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|
A. Gross Notional Amount of Derivatives |
4Q19 |
3Q19 |
2Q19 |
1Q19 |
4Q18 |
3Q18 |
2Q18 |
1Q18 |
4Q17 |
3Q17 |
2Q17 |
1Q17 |
|
|
Total gross notional amount of interest rate derivatives held for trading |
2293 |
2526 |
913 |
1131 |
623 |
751 |
736 |
684 |
542 |
729 |
749 |
655 |
|
|
Total gross notional amount of all other derivatives held for trading |
33 |
30 |
37 |
24 |
2 |
2 |
5 |
7 |
5 |
5 |
6 |
2 |
|
|
Total gross notional amount of interest rate derivatives not held for trading |
20044 |
18527 |
11135 |
9020 |
8432 |
6893 |
7642 |
8483 |
6092 |
7731 |
8259 |
7154 |
|
|
Total gross notional amount of all other derivatives not held for trading |
631 |
546 |
273 |
242 |
160 |
2754 |
3133 |
531 |
86 |
89 |
89 |
80 |
|
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|
Call Report Schedule RC-R** |
|
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|
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A. Notional principal amounts of over-the-counter derivative contracts covered by the regulatory capital rules: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
a. Interest rate |
12435 |
|
7177 |
5858 |
4147 |
4459 |
4584 |
4471 |
3847 |
4657 |
5024 |
4758 |
|
|
b. Foreign exchange rate and gold |
18 |
|
4 |
5 |
3 |
4 |
5 |
429 |
0 |
0 |
0 |
0 |
|
|
c. Credit (investment grade reference asset) |
166 |
|
39 |
41 |
35 |
17 |
14 |
14 |
13 |
14 |
8 |
4 |
|
|
d. Credit (non-investment grade reference asset) |
61 |
|
25 |
25 |
12 |
12 |
12 |
11 |
11 |
11 |
11 |
11 |
|
|
e. Equity |
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
g. Other |
9 |
|
5 |
5 |
5 |
5 |
5 |
5 |
5 |
5 |
5 |
5 |
|
|
f. Precious metals (except gold) |
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
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|
|
B. Notional principal amounts of centrally cleared derivative contracts covered by the regulatory capital rules: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
a. Interest rate |
161 |
|
168 |
686 |
1937 |
2731 |
3169 |
129 |
249 |
343 |
178 |
158 |
|
|
b. Foreign exchange rate and gold |
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
c. Credit (investment grade reference asset) |
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
|
|
d. Credit (non-investment grade reference asset) |
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
e. Equity |
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
f. Precious metals (except gold) |
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
g. Other |
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
C. Current credit exposure across all derivative contracts covered by the regulatory capital rules |
140 |
|
95 |
59 |
49 |
76 |
119 |
62 |
44 |
57 |
49 |
39 |
|
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|
|
Source: Call reports, Schedule SU and Schedule RC-R |
|
|
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|
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|
|
*Beginning September 30, 2019, the eligibility to file the FFIEC 051 Call Report expanded from banks with total assets less than $1 billion to include banks with less than $5 billion in total assets. |
|
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|
|
|
|
|
|
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|
|
|
**Beginning September 30, 2019, banks filing the FFIEC 051 Call Report complete this information from schedule RC-R in the June and December reports only. |
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51
600
600
85
3
61
9
False
False