Derivatives Q1-06
Larrañaga
Emily.Abramsky
2007-06-29T12:09:48Z
2000-03-06T16:40:40Z
2010-12-20T18:27:17Z
11.9999
2805
14835
-15
2745
797
False
False
| TABLE 1 |
| NOTIONAL AMOUNT OF DERIVATIVES CONTRACTS OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
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|
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|
|
TOTAL |
|
|
|
|
|
|
TOTAL |
TOTAL |
TOTAL |
TOTAL |
TOTAL |
CREDIT |
|
|
|
|
TOTAL |
TOTAL |
FUTURES |
OPTIONS |
FORWARDS |
SWAPS |
OPTIONS |
DERIVATIVES |
SPOT |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
(EXCH TR) |
(EXCH TR) |
(OTC) |
(OTC) |
(OTC) |
(OTC) |
FX |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1224104 |
70817340 |
1991925 |
3867502 |
3677160 |
44847912 |
10773358 |
5659483 |
411173 |
|
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1076949 |
30069982 |
280781 |
1020780 |
3242767 |
16710860 |
6720087 |
2094707 |
442182 |
|
| 3 |
BANK OF AMERICA NA |
NC |
1204471.773 |
28535872.755999997 |
885899.81900000002 |
670415.91299999994 |
2448536.358 |
19928462.048999999 |
3508106.7919999999 |
1094451.825 |
242995.30300000001 |
|
| 4 |
HSBC BANK USA NATIONAL ASSN |
DE |
169010.16800000001 |
5649175.7780000009 |
86119.354000000007 |
88180.546000000002 |
364844.88400000002 |
2264003.361 |
1954501.335 |
891526.29799999995 |
57454.033000000003 |
|
| 5 |
WACHOVIA BANK NATIONAL ASSN |
NC |
518753 |
5454856 |
480174 |
1009206 |
56869 |
2798069 |
731971 |
378567 |
16584 |
|
| 6 |
BANK OF NEW YORK |
NY |
83608 |
959681 |
64113 |
44293 |
101556 |
350204 |
397616 |
1899 |
23750 |
|
| 7 |
WELLS FARGO BANK NA |
SD |
396847 |
879779 |
73623 |
67555 |
427135 |
199332 |
110398 |
1736 |
12298 |
|
| 8 |
STATE STREET BANK&TRUST CO |
MA |
97977.952999999994 |
588222.19400000013 |
293.67700000000002 |
0 |
555331.08900000004 |
4302.81 |
28129.617999999999 |
165 |
30099.228999999999 |
|
| 9 |
PNC BANK NATIONAL ASSN |
PA |
90405.03 |
244870.02900000001 |
32821.726000000002 |
53491 |
3660.393 |
89890.703999999998 |
61216.656000000003 |
3789.55 |
1446.806 |
|
| 10 |
SUNTRUST BANK |
GA |
184810.394 |
204169.06700000001 |
38721.85 |
2011.701 |
18427.25 |
108222.338 |
35884.654000000002 |
901.274 |
314.72199999999998 |
|
| 11 |
MELLON BANK NATIONAL ASSN |
PA |
25200.798999999999 |
133298.54 |
7595.0450000000001 |
0 |
99567.930999999997 |
22753.167000000001 |
3111.2809999999999 |
271.11599999999999 |
19934.632000000001 |
|
| 12 |
NATIONAL CITY BANK |
OH |
131741.508 |
133169.829 |
15125.9 |
875 |
21253.170999999998 |
44137.108 |
50018.419000000002 |
1760.2310000000002 |
503.18700000000001 |
|
| 13 |
NORTHERN TRUST CO |
IL |
51027.99 |
112021.15700000001 |
0 |
0 |
105686.37300000001 |
5497.0339999999997 |
600 |
237.75 |
15389.823 |
|
| 14 |
KEYBANK NATIONAL ASSN |
OH |
89408.2 |
96882.437999999995 |
8914 |
0 |
9175.83 |
65233.432999999997 |
5474.2629999999999 |
8084.9120000000003 |
1589.6179999999999 |
|
| 15 |
LASALLE BANK NATIONAL ASSN |
IL |
75051.808000000005 |
76639.078999999998 |
207.28800000000001 |
0 |
12.279 |
63158.864999999998 |
13245.647000000001 |
15 |
0 |
|
| 16 |
U S BANK NATIONAL ASSN |
OH |
219825.07 |
74822.182000000001 |
5733.6 |
9025 |
11243.114 |
40758.404999999999 |
7294.78 |
767.28300000000002 |
529.59 |
|
| 17 |
MERRILL LYNCH BANK USA |
UT |
61365.783000000003 |
72375.721000000005 |
37957 |
0 |
2432.9630000000002 |
24853.522000000001 |
336.67200000000003 |
6795.5640000000003 |
0 |
|
| 18 |
BRANCH BANKING&TRUST CO |
NC |
118083.22900000001 |
43711.324999999997 |
10503 |
0 |
8246.2630000000008 |
20894.01 |
3968.6260000000002 |
99.426000000000002 |
40.023000000000003 |
|
| 19 |
REGIONS BANK |
AL |
133224.30900000001 |
40940.584000000003 |
2088 |
2000 |
1469.0640000000001 |
32776.603000000003 |
2382.26 |
224.65699999999998 |
4.9370000000000003 |
|
| 20 |
FIFTH THIRD BANK |
OH |
51561.152999999998 |
35406.691000000006 |
7.1 |
0 |
9882.4719999999998 |
19269.894 |
6014.0879999999997 |
233.137 |
405.84199999999998 |
|
| 21 |
FIRST TENNESSEE BANK NA |
TN |
38522.656999999999 |
31553.17 |
6877.3 |
0 |
7851.4250000000002 |
8154.7839999999997 |
8669.6610000000001 |
0 |
0.64 |
|
| 22 |
DEUTSCHE BANK TR CO AMERICAS |
NY |
37533 |
26881 |
0 |
0 |
343 |
18377 |
2484 |
5677 |
0 |
|
| 23 |
UNION BANK OF CALIFORNIA NA |
CA |
54002.55 |
24212.959999999999 |
0 |
0 |
1274.117 |
14878.441999999999 |
8060.4009999999998 |
0 |
596.42399999999998 |
|
| 24 |
CAPITAL ONE BANK |
VA |
28690.600999999999 |
23491.477999999999 |
0 |
0 |
793.97799999999995 |
22697.5 |
0 |
0 |
0 |
|
| 25 |
LEHMAN BROTHERS COML BK |
UT |
3520.5010000000002 |
23489.476999999999 |
0 |
0 |
5788.7529999999997 |
17700.723999999998 |
0 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
6165695.4760000007 |
144352843.45499998 |
4029480.659 |
6835335.1600000001 |
11181307.706999997 |
87722398.752999976 |
24432929.152999997 |
10151392.023000002 |
1277291.8090000004 |
| OTHER 929 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
2527835.8750000005 |
436780.28900000063 |
24367.774999999998 |
3131.5540000000001 |
71381.022999999943 |
272297.02700000006 |
51231.770000000077 |
14371.14 |
1932.4060000000002 |
| TOTAL AMOUNT FOR 954 COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
8693531.3509999942 |
144789623.74400011 |
4053848.4339999994 |
6838466.7139999988 |
11252688.72999998 |
87994695.779999986 |
24484160.922999982 |
10165763.163000006 |
1279224.2150000003 |
|
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| |
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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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|
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| Data source: Call Report, schedule RC-L |
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|
74
600
600
75
False
False
| TABLE 2 |
|
| NOTIONAL AMOUNT OF DERIVATIVE CONTRACTS OF THE 25 |
| HOLDING COMPANIES WITH THE MOST DERIVATIVES CONTRACTS |
| MARCH 31, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
|
|
|
|
|
CREDIT |
|
|
|
|
TOTAL |
TOTAL |
FUTURES |
OPTIONS |
FORWARDS |
SWAPS |
OPTIONS |
DERIVATIVES |
SPOT |
| RANK |
HOLDING COMPANY |
STATE |
ASSETS |
DERIVATIVES |
(EXCH TR) |
(EXCH TR) |
(OTC) |
(OTC) |
(OTC) |
(OTC) |
FX |
| 1 |
JPMORGAN CHASE & CO. |
NY |
1408918 |
71696515 |
2174734 |
4438361 |
3926484 |
44785707 |
10752163 |
5619066 |
411173 |
| 2 |
CITIGROUP INC. |
NY |
2020966 |
34922757 |
808273 |
4140253 |
3825401 |
16711141 |
6969830 |
2467859 |
397047 |
|
| 3 |
BANK OF AMERICA CORPORATION |
NC |
1509618.8089999999 |
29061099.530999996 |
942818.24200000009 |
767282.14100000006 |
2923796.6039999998 |
19851779.522999998 |
3512240.395 |
1063182.6259999999 |
242854.611 |
|
| 4 |
HSBC NORTH AMERICA HOLDINGS INC. |
IL |
483682.33799999999 |
5633155.8559999997 |
110545.935 |
104310.546 |
383378.34499999997 |
2190559.9650000003 |
1958833.1879999998 |
885527.87700000009 |
56764.042000000001 |
|
| 5 |
WACHOVIA CORPORATION |
NC |
706406 |
5432015 |
480174 |
1015165 |
56926 |
2775285 |
732171 |
372294 |
16584 |
|
| 6 |
TAUNUS CORPORATION |
NY |
536664 |
967504 |
100058 |
259895 |
436988 |
123740 |
31861 |
14962 |
1887 |
|
| 7 |
BANK OF NEW YORK COMPANY, INC., THE |
NY |
99960 |
953968 |
64113 |
44562 |
101499 |
344279 |
397616 |
1899 |
23864 |
|
| 8 |
WELLS FARGO & COMPANY |
CA |
485901 |
869124 |
74710 |
68243 |
427215 |
192645 |
104563 |
1748 |
12298 |
|
| 9 |
STATE STREET CORPORATION |
MA |
110091.129 |
587922.19400000002 |
293.67700000000002 |
0 |
555331.08900000004 |
4002.81 |
28129.617999999999 |
165 |
30099.228999999999 |
|
| 10 |
PNC FINANCIAL SERVICES GROUP, INC., THE |
PA |
122586.871 |
242711.27099999998 |
33139.970999999998 |
54180.669000000002 |
3660.393 |
87108.316999999995 |
60948.370999999999 |
3673.55 |
1446.806 |
|
| 11 |
SUNTRUST BANKS, INC. |
GA |
186384.84099999999 |
203229.96200000003 |
38721.851000000002 |
2011.701 |
18427.251 |
107453.06299999999 |
35714.822 |
901.27399999999989 |
314.72199999999998 |
|
| 12 |
METLIFE, INC. |
NY |
537809.44400000002 |
144885.60600000003 |
8947.3690000000006 |
0 |
6932.8369999999995 |
55183.112000000008 |
66755.072 |
7067.2160000000003 |
0 |
|
| 13 |
MELLON FINANCIAL CORPORATION |
PA |
40525.79 |
132524.348 |
7601.0450000000001 |
0 |
99964.296000000002 |
21576.61 |
3111.2809999999999 |
271.11599999999999 |
19934.632000000001 |
|
| 14 |
NATIONAL CITY CORPORATION |
OH |
138570.62599999999 |
130739.82799999999 |
15125.9 |
875 |
21253.171000000002 |
41707.108 |
50018.417999999998 |
1760.2310000000002 |
503.18700000000001 |
|
| 15 |
NORTHERN TRUST CORPORATION |
IL |
59532.356 |
111997.44600000001 |
0 |
0 |
105686.37300000001 |
5472.0339999999997 |
601.28899999999999 |
237.75 |
15389.823 |
|
| 16 |
ABN AMRO NORTH AMERICA HOLDING COMPANY |
IL |
156420.34899999999 |
104723.09299999999 |
207.28800000000001 |
0 |
12.279 |
84972.922999999995 |
13896.700999999999 |
5633.902 |
0 |
|
| 17 |
KEYCORP |
OH |
93075.955000000002 |
100576.50099999999 |
9123.9 |
0 |
9175.83 |
67878.2 |
6313.6590000000006 |
8084.9120000000003 |
1589.6179999999999 |
|
| 18 |
LASALLE BANK CORPORATION |
IL |
118271.71400000001 |
96139.748999999996 |
207.28800000000001 |
0 |
12.279 |
76389.578999999998 |
13896.700999999999 |
5633.902 |
0 |
|
| 19 |
BARCLAYS GROUP US INC. |
DE |
370561.68099999998 |
93033.275000000009 |
49351.385000000002 |
0 |
784.25400000000002 |
19283.81 |
19520.157999999999 |
4093.6680000000001 |
0 |
|
| 20 |
U.S. BANCORP |
MN |
221448 |
79084 |
5734 |
9025 |
11243 |
45020 |
7295 |
767 |
530 |
|
| 21 |
CITIZENS FINANCIAL GROUP, INC. |
RI |
159464.91099999999 |
53185.004000000001 |
0 |
0 |
2328.49 |
49721.758999999998 |
1130.93 |
3.8250000000000002 |
97.876000000000005 |
|
| 22 |
CAPITAL ONE FINANCIAL CORPORATION |
VA |
148698.60500000001 |
44165.303 |
2958 |
0 |
3614.4670000000001 |
37539.451000000001 |
53.384999999999998 |
0 |
6.8000000000000005E-2 |
|
| 23 |
REGIONS FINANCIAL CORPORATION |
AL |
138069.628 |
41487.314000000006 |
2088 |
2000 |
1469.0640000000001 |
32382.762999999999 |
3264.6 |
282.887 |
4.9370000000000003 |
|
| 24 |
BB&T CORPORATION |
NC |
121694.315 |
40119.284999999996 |
10545.9 |
0 |
8246.2630000000008 |
17259.01 |
3968.6860000000001 |
99.426000000000002 |
40.023000000000003 |
|
| 25 |
FIFTH THIRD BANCORP |
OH |
99823.707999999999 |
36718.696000000004 |
7.1 |
0 |
9882.4719999999998 |
20269.894 |
6178.0169999999998 |
381.21299999999997 |
405.84199999999998 |
|
|
|
|
|
|
|
|
|
|
|
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|
|
| TOTALS FOR THE TOP 25 HOLDING COMPANIES WITH DERIVATIVES |
|
|
10075146.07 |
151779381.26200005 |
4939478.8509999998 |
10906164.057 |
12939711.756999997 |
87748356.930999994 |
24780074.291000012 |
10465595.375000004 |
1232828.416 |
|
|
|
|
|
|
| Note: Currently, the Y-9 report does not differentiate credit derivatives by contract type. Credit derivatives have been included in the sum of total derivatives. |
|
| Note: Prior to the first quarter of 2005, total derivatives included spot foreign exchange. Beginning in that quarter, spot foreign exchange has been reported separately. |
|
| Note: Numbers may not add due to rounding. |
|
| Data source: Consolidated Financial Statements for Bank Holding Companies, FR Y- 9, schedule HC-F |
|
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|
|
|
|
|
|
71
600
600
75
False
False
| TABLE 3 |
|
| DISTRIBUTION OF DERIVATIVES CONTRACTS OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
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 |
1224104 |
70817340 |
8.2740004072448929 |
91.725999592755102 |
82.411093102339066 |
6.5273010819101653 |
3.0699430393742553 |
7.9916627763765202 |
|
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1076949 |
30069982 |
4.3284395713971495 |
95.671560428602845 |
79.048776949716824 |
13.230340477091074 |
0.7547759755892105 |
6.9661065976028853 |
|
| 3 |
BANK OF AMERICA NA |
NC |
1204471.773 |
28535872.755999997 |
5.4538921774269769 |
94.54610782257302 |
85.466485950993075 |
8.9915491982298228 |
1.7066105430316774 |
3.8353543077454284 |
|
| 4 |
HSBC BANK USA NATIONAL ASSN |
DE |
169010.16800000001 |
5649175.7780000009 |
3.0854040810482282 |
96.914595918951761 |
72.887193898890217 |
9.7897728577282006 |
1.5415045206971782 |
15.781528722684397 |
|
| 5 |
WACHOVIA BANK NATIONAL ASSN |
NC |
518753 |
5454856 |
27.303745506755817 |
72.696254493244183 |
89.208331072350944 |
1.9014250788655098 |
1.9502439661101962 |
6.9399998826733462 |
|
| 6 |
BANK OF NEW YORK |
NY |
83608 |
959681 |
11.296045248368989 |
88.703954751631017 |
84.542259354931488 |
13.076324320268922 |
2.1835380715050103 |
0.19787825329458433 |
|
| 7 |
WELLS FARGO BANK NA |
SD |
396847 |
879779 |
16.046984526795935 |
83.953015473204061 |
91.768841947807346 |
6.5214104905891137 |
1.5124252795304276 |
0.19732228207311153 |
|
| 8 |
STATE STREET BANK&TRUST CO |
MA |
97977.952999999994 |
588222.19400000013 |
4.9926201866500798E-2 |
99.950073798133488 |
1.5209414216696484 |
98.439501417384449 |
1.1506536252863655E-2 |
2.8050624693022032E-2 |
|
| 9 |
PNC BANK NATIONAL ASSN |
PA |
90405.03 |
244870.02900000001 |
35.24838313307832 |
64.751616866921665 |
95.244847216479883 |
2.4065529881568315 |
0.80102371368608771 |
1.5475760816771904 |
|
| 10 |
SUNTRUST BANK |
GA |
184810.394 |
204169.06700000001 |
19.950892463058569 |
80.049107536941435 |
90.896884982091819 |
3.2244855191506554 |
5.4371943620626917 |
0.44143513669482554 |
|
| 11 |
MELLON BANK NATIONAL ASSN |
PA |
25200.798999999999 |
133298.54 |
5.6977705832336945 |
94.302229416766295 |
24.02426613224721 |
74.959797009029501 |
0.81254678408330649 |
0.20339007463997727 |
|
| 12 |
NATIONAL CITY BANK |
OH |
131741.508 |
133169.829 |
12.015409286137928 |
87.984590713862076 |
96.946906795232124 |
1.7312990617416804 |
0 |
1.3217941430261957 |
|
| 13 |
NORTHERN TRUST CO |
IL |
51027.99 |
112021.15700000001 |
0 |
100 |
3.5208420495067729 |
96.222286831049246 |
4.4634425620153163E-2 |
0.21223669382382829 |
|
| 14 |
KEYBANK NATIONAL ASSN |
OH |
89408.2 |
96882.437999999995 |
9.2008419523876981 |
90.799158047612309 |
78.649402897974142 |
12.739860035314141 |
0.2656621832741245 |
8.3450748834375954 |
|
| 15 |
LASALLE BANK NATIONAL ASSN |
IL |
75051.808000000005 |
76639.078999999998 |
0.2704729789354593 |
99.729527021064541 |
98.3788114155182 |
1.6021852245901861E-2 |
1.5855944719794977 |
1.9572260256415661E-2 |
|
| 16 |
U S BANK NATIONAL ASSN |
OH |
219825.07 |
74822.182000000001 |
19.724899228413307 |
80.275100771586693 |
89.971079699333004 |
8.9047242701368958 |
9.8720724290024042E-2 |
1.0254753062400666 |
|
| 17 |
MERRILL LYNCH BANK USA |
UT |
61365.783000000003 |
72375.721000000005 |
52.444382557515382 |
47.555617442484611 |
84.92262343058384 |
3.3408482383201408 |
2.3472415563224578 |
9.3892867747735451 |
|
| 18 |
BRANCH BANKING&TRUST CO |
NC |
118083.22900000001 |
43711.324999999997 |
24.028097981472765 |
75.971902018527246 |
99.31121511416093 |
0.46132438218242072 |
0 |
0.22746050365666107 |
|
| 19 |
REGIONS BANK |
AL |
133224.30900000001 |
40940.584000000003 |
9.985201969761837 |
90.014798030238168 |
98.483849180070308 |
0.96741170081990036 |
0 |
0.54873911910978102 |
|
| 20 |
FIFTH THIRD BANK |
OH |
51561.152999999998 |
35406.691000000006 |
2.0052706986936449E-2 |
99.979947293013041 |
71.284020864869845 |
27.597752639465792 |
0.45977185498639217 |
0.65845464067794401 |
|
| 21 |
FIRST TENNESSEE BANK NA |
TN |
38522.656999999999 |
31553.17 |
21.795908303349556 |
78.204091696650451 |
99.93548033367172 |
6.4519666328296019E-2 |
0 |
0 |
|
| 22 |
DEUTSCHE BANK TR CO AMERICAS |
NY |
37533 |
26881 |
0 |
100 |
43.294520293143854 |
6.6478181615267289 |
28.9386555559689 |
21.119005989360513 |
|
| 23 |
UNION BANK OF CALIFORNIA NA |
CA |
54002.55 |
24212.959999999999 |
0 |
100 |
78.061199456819821 |
7.3753353575936194 |
14.56346518558656 |
0 |
|
| 24 |
CAPITAL ONE BANK |
VA |
28690.600999999999 |
23491.477999999999 |
0 |
100 |
96.620144547737695 |
3.3798554522623054 |
0 |
0 |
|
| 25 |
LEHMAN BROTHERS COML BK |
UT |
3520.5010000000002 |
23489.476999999999 |
0 |
100 |
100 |
0 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
6165695.4760000007 |
144352843.45499998 |
10864815.819000002 |
133488027.63600002 |
118212747.31900001 |
12843991.967999998 |
3144712.1450000005 |
10151392.023000002 |
| OTHER 929 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
2527835.8750000005 |
436780.28900000063 |
27499.329000000002 |
409280.96000000049 |
364410.48700000072 |
44539.217999999986 |
13459.444000000001 |
14371.14 |
| TOTAL AMOUNTS FOR 954 COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
8693531.3509999942 |
144789623.74400011 |
10892315.148 |
133897308.59600012 |
118577157.8060001 |
12888531.185999993 |
3158171.5890000002 |
10165763.163000006 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
| TOP 25 COMMERCIAL BANKS & TC: % OF TOTAL COMMERCIAL BKS &TCs WITH DERIVATIVES |
|
|
|
99.698334536891693 |
7.5038635629096486 |
92.194470973982064 |
81.644488232119315 |
8.8707958732659087 |
2.1719181690534044 |
7.0111322624530699 |
| OTHER 929 COMMERCIAL BANKS & TCs: % OF TOTAL COMMERCIAL BKs & TCs WITH DERIVATIVES |
|
|
|
0.30166546310822928 |
1.8992610305156303E-2 |
0.28267285280307286 |
0.25168273635706678 |
3.0761332786352815E-2 |
9.2958622668965554E-3 |
9.9255316979132077E-3 |
| TOTAL AMOUNTS FOR 954 COMMERCIAL BKs & TCs: % OF TOTAL COMMERCIAL BKs & TCs WITH DERIVATIVES |
|
|
|
100 |
7.5228561732148034 |
92.477143826785209 |
81.89617096847644 |
8.9015572060522583 |
2.1812140313203008 |
7.0210577941509866 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not differentiate credit derivatives by over the counter or exchange traded. Credit derivatives have been included in the "over the counter" category as well as in the sum of total derivatives here. |
| Note: "Foreign Exchange" does not include spot fx. |
|
|
|
|
|
|
|
|
|
|
| Note: "Other" is defined as the sum of commodity and equity contracts. |
|
|
|
|
|
|
|
|
|
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
|
|
|
|
|
|
|
|
|
| Note: Numbers may not add due to rounding. |
|
|
|
|
|
|
|
|
|
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
|
|
65
600
600
75
False
False
| TABLE 4 |
|
| CREDIT EQUIVALENT EXPOSURE OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVES CONTRACTS |
| MARCH 31, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
BILATERALLY |
FUTURE |
TOTAL CREDIT |
TOTAL CREDIT |
|
|
|
|
|
NETTED |
EXPOSURE |
EXPOSURE |
EXPOSURE |
|
|
|
TOTAL |
TOTAL |
CURRENT |
(NEW RBC |
FROM ALL |
TO CAPITAL |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
EXPOSURE |
ADD ON) |
CONTRACTS |
RATIO |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1224104 |
70817340 |
64702 |
716664.35499999998 |
781366.35499999998 |
798.73076176067707 |
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1076949 |
30069982 |
38782 |
385341.03 |
424123.03 |
460.07 |
| 3 |
BANK OF AMERICA NA |
NC |
1204471.773 |
28535872.755999997 |
27486.011999999999 |
249553.271465 |
277039.28346499999 |
288.23879912251738 |
| 4 |
HSBC BANK USA NATIONAL ASSN |
DE |
169010.16800000001 |
5649175.7780000009 |
17959.757000000001 |
66471.882024999999 |
84431.639024999997 |
564.81283052833362 |
| 5 |
WACHOVIA BANK NATIONAL ASSN |
NC |
518753 |
5454856 |
9684 |
67103.345000000001 |
76787.345000000001 |
156.21471874682129 |
| 6 |
BANK OF NEW YORK |
NY |
83608 |
959681 |
2457 |
4709.83 |
7166.83 |
92.403687467766886 |
| 7 |
WELLS FARGO BANK NA |
SD |
396847 |
879779 |
4273 |
4369.5050000000001 |
8642.505000000001 |
21.592227552091142 |
| 8 |
STATE STREET BANK&TRUST CO |
MA |
97977.952999999994 |
588222.19400000013 |
2741.6770000000001 |
5008.1051800000005 |
7749.7821800000002 |
130.58759463864723 |
| 9 |
PNC BANK NATIONAL ASSN |
PA |
90405.03 |
244870.02900000001 |
1190.4870000000001 |
1247.1742600000002 |
2437.6612600000003 |
27.416123010452193 |
| 10 |
SUNTRUST BANK |
GA |
184810.394 |
204169.06700000001 |
1570.6379999999999 |
1301.4849949999998 |
2872.1229949999997 |
16.68444247593494 |
| 11 |
MELLON BANK NATIONAL ASSN |
PA |
25200.798999999999 |
133298.54 |
613.87699999999995 |
1051.4351650000001 |
1665.312165 |
57.109216076883065 |
| 12 |
NATIONAL CITY BANK |
OH |
131741.508 |
133169.829 |
671.05899999999997 |
638.85719000000006 |
1309.9161899999999 |
9.8502477796609735 |
| 13 |
NORTHERN TRUST CO |
IL |
51027.99 |
112021.15700000001 |
869.48699999999997 |
1409.6411099999998 |
2279.1281099999997 |
62.57716986975673 |
| 14 |
KEYBANK NATIONAL ASSN |
OH |
89408.2 |
96882.437999999995 |
950.04899999999998 |
1404.1592700000001 |
2354.2082700000001 |
21.583813516946378 |
| 15 |
LASALLE BANK NATIONAL ASSN |
IL |
75051.808000000005 |
76639.078999999998 |
121.48 |
688.57178499999998 |
810.051785 |
10.313295139234588 |
| 16 |
U S BANK NATIONAL ASSN |
OH |
219825.07 |
74822.182000000001 |
278.76499999999999 |
535.65686499999993 |
814.42186499999991 |
3.9072649428721768 |
| 17 |
MERRILL LYNCH BANK USA |
UT |
61365.783000000003 |
72375.721000000005 |
352.90800000000002 |
912.9089899999999 |
1265.8169899999998 |
19.205027377189531 |
| 18 |
BRANCH BANKING&TRUST CO |
NC |
118083.22900000001 |
43711.324999999997 |
213.31100000000001 |
232.38561499999997 |
445.69661499999995 |
4.5936265395516616 |
| 19 |
REGIONS BANK |
AL |
133224.30900000001 |
40940.584000000003 |
282.33199999999999 |
333.85459000000003 |
616.18659000000002 |
4.7504007129610821 |
| 20 |
FIFTH THIRD BANK |
OH |
51561.152999999998 |
35406.691000000006 |
289.79700000000003 |
350.66039999999998 |
640.45740000000001 |
10.221398568653665 |
| 21 |
FIRST TENNESSEE BANK NA |
TN |
38522.656999999999 |
31553.17 |
204.50200000000001 |
87.825364999999991 |
292.32736499999999 |
8.0991378259438509 |
| 22 |
DEUTSCHE BANK TR CO AMERICAS |
NY |
37533 |
26881 |
207 |
1461.145 |
1668.145 |
19.666882810657864 |
| 23 |
UNION BANK OF CALIFORNIA NA |
CA |
54002.55 |
24212.959999999999 |
194.01300000000001 |
428.817635 |
622.83063500000003 |
11.704944569627651 |
| 24 |
CAPITAL ONE BANK |
VA |
28690.600999999999 |
23491.477999999999 |
20.648 |
150.22728000000001 |
170.87528 |
3.8482788565827923 |
| 25 |
LEHMAN BROTHERS COML BK |
UT |
3520.5010000000002 |
23489.476999999999 |
562.83600000000001 |
221.28001499999999 |
784.11601500000006 |
169.41039537647185 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Average% |
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
6165695.4760000007 |
144352843.45499998 |
176678.63500000001 |
1511677.4091999992 |
1688356.0442000001 |
118.94369141064945 |
|
| OTHER 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2527835.8750000005 |
436780.28900000063 |
2548.088999999999 |
5188.7697400000015 |
7736.8587400000006 |
1.0376977167543748 |
| TOTAL AMOUNT FOR 954 COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
8693531.3509999942 |
144789623.74400011 |
179226.72400000002 |
1516866.1789400014 |
1696092.9029400002 |
4.1274800840000001 |
|
|
|
|
|
Commercial banks also hold on-balance sheet assets in volumes that are multiples of bank capital. For example: |
|
|
|
|
EXPOSURE TO RISK |
|
|
EXPOSURES FROM OTHER ASSETS |
BASED CAPITAL: |
|
|
ALL COMMERCIAL BANKS |
ALL BANKS |
|
|
1-4 FAMILY MORTGAGES |
1.9180405116181258 |
|
|
C&I LOANS |
1.2123196002365106 |
|
|
SECURITIES NOT IN TRADING ACCOUNT |
1.7010937324476467 |
|
|
|
|
|
|
| Note: The numbers reported above for future credit exposures reflect gross add-ons. |
|
| Note: The total credit exposure to capital ratio is calculated using risk based capital (tier one plus tier two capital). |
|
| Note: Currently, the Call Report does not differentiate credit derivatives by contract type. Credit derivatives have been included in the sum of total derivatives here. |
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
| Note: Numbers may not add due to rounding. |
|
| Source: Call Report Schedule RC-R |
|
|
|
|
|
|
|
|
70
600
600
75
False
False
| TABLE 5 |
|
| NOTIONAL AMOUNTS OF DERIVATIVES CONTRACTS HELD FOR TRADING OF THE FIVE |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVES CONTRACTS |
| MARCH 31, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
TOTAL |
% |
TOTAL |
% |
|
|
|
|
|
HELD FOR |
HELD FOR |
NOT FOR |
NOT FOR |
|
|
|
TOTAL |
TOTAL |
TRADING |
TRADING |
TRADING |
TRADING |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
& MTM |
& MTM |
MTM |
MTM |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1224104 |
65157857 |
65036171 |
99.813244318332934 |
121686 |
0.1867556816670628 |
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1076949 |
27975275 |
27256034 |
97.429011868516042 |
719241 |
2.5709881314839622 |
| 3 |
BANK OF AMERICA NA |
NC |
1204471.773 |
27441420.930999998 |
26978303.956 |
98.312343314274869 |
463116.97499999998 |
1.687656685725142 |
| 4 |
HSBC BANK USA NATIONAL ASSN |
DE |
169010.16800000001 |
4757649.48 |
4731719.2779999999 |
99.454978721971742 |
25930.202000000001 |
0.54502127802824174 |
| 5 |
WACHOVIA BANK NATIONAL ASSN |
NC |
518753 |
5076289 |
4824102 |
95.032059837412717 |
252187 |
4.9679401625872757 |
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4193287.9410000001 |
130408491.411 |
128826330.234 |
98.786765217601044 |
1582161.1770000001 |
1.2132347823989507 |
| OTHER 949 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4500243.41 |
4215369.17 |
2935821.9220000017 |
69.645665743671984 |
1279547.2370000011 |
30.354333995378163 |
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
6165695.4760000007 |
134201451.43200001 |
131600703.73799998 |
98.062056955235064 |
2600747.6940000001 |
1.937943044764908 |
| OTHER 929 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2527835.8750000005 |
422409.14900000067 |
161448.41800000012 |
38.220862020202091 |
260960.72 |
61.77913537568741 |
| TOTAL AMOUNT FOR 954 COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
8693531.3509999942 |
134623860.58100006 |
131762152.15599999 |
97.874293299382657 |
2861708.413999998 |
2.1257066924463768 |
|
|
|
|
| |
|
| Note: Currently, the Call Report does not differentiate between traded and not-traded credit derivatives. Credit derivatives have been excluded from the sum of total derivatives here. |
|
| Note: Prior to the first quarter of 1995, total derivatives included spot foreign exchange. Beginning in that quarter, spot foreign exchange has been reported separately. |
|
| Note: Numbers may not add due to rounding. |
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
80
600
600
75
False
False
| TABLE 6 |
|
| GROSS FAIR VALUES OF DERIVATIVE CONTRACTS OF THE FIVE |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
TRADING |
NOT FOR TRADING |
CREDIT DERIVATIVES |
|
|
|
|
|
(MTM) |
(MTM) |
(MTM) |
(MTM) |
(MTM) |
(MTM) |
|
|
|
|
|
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 |
1224104 |
70817340 |
565241 |
549585 |
276 |
454 |
51775 |
52471 |
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1076949 |
30069982 |
230774 |
228367 |
1916 |
3448 |
16883 |
17028 |
| 3 |
BANK OF AMERICA NA |
NC |
1204471.773 |
28535872.755999997 |
223248.21400000001 |
216946.15400000001 |
1140.299 |
908.375 |
15290.829 |
15167.882000000001 |
| 4 |
HSBC BANK USA NATIONAL ASSN |
DE |
169010.16800000001 |
5649175.7780000009 |
41085.705000000002 |
39500.498 |
115.655 |
221.29400000000001 |
5692.37 |
5772.9210000000003 |
| 5 |
WACHOVIA BANK NATIONAL ASSN |
NC |
518753 |
5454856 |
30436 |
29260 |
1379 |
1240 |
2587 |
2440 |
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4193287.9410000001 |
140527226.53400001 |
1090784.919 |
1063658.652 |
4826.9539999999997 |
6271.6689999999999 |
92228.198999999993 |
92879.803 |
| OTHER 949 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4500243.4100000029 |
4262397.209999999 |
20978.826000000015 |
21369.034000000003 |
5157.2180000000153 |
4711.7050000000181 |
278.93799999999987 |
271.71699999999993 |
| TOTAL AMOUNT FOR COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
8693531.3509999942 |
144789623.74400011 |
1111763.7449999996 |
1085027.6860000007 |
9984.1720000000314 |
10983.374000000003 |
92507.136999999944 |
93151.52 |
|
|
| |
|
| Note: Currently, the Call Report does not differentiate between traded and not-traded credit derivatives. Credit derivatives have been included from the sum of total derivatives here. |
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
| *Market value of contracts that have a positive fair value as of the end of the quarter. |
|
| **Market value of contracts that have a negative fair value as of the end of the quarter. |
|
| Note: Numbers may not sum due to rounding. |
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
|
|
68
600
600
75
3
50
1
False
False
| TABLE 7 |
|
| TRADING REVENUE FROM CASH INSTRUMENTS AND DERIVATIVES OF THE FIVE |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2007, $ MILLIONS |
| NOTE: REVENUE FIGURES ARE FOR THE QUARTER (NOT YEAR-TO-DATE) |
| DATA ARE PRELIMINARY |
|
|
|
|
|
TOTAL TRADING |
TRADING REV |
TRADING REV |
TRADING REV |
TRADING REV |
TRADING REV |
|
|
|
REV FROM CASH & |
FROM |
FROM |
FROM |
FROM |
FROM |
|
TOTAL |
TOTAL |
OFF BAL SHEET |
INT RATE |
FOREIGN EXCH |
EQUITY |
COMMOD & OTH |
CREDIT DERIVS |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1224104 |
70817340 |
2950 |
924 |
369 |
1178 |
22 |
457 |
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1076949 |
30069982 |
1706 |
723 |
702 |
175 |
80 |
26 |
| 3 |
BANK OF AMERICA NA |
NC |
1204471.773 |
28535872.755999997 |
693.60699999999997 |
217.64500000000001 |
150.00299999999999 |
266.19799999999998 |
21.245000000000001 |
38.515999999999998 |
| 4 |
HSBC BANK USA NATIONAL ASSN |
DE |
169010.16800000001 |
5649175.7780000009 |
185.316 |
-51.277999999999999 |
77.478999999999999 |
92.977999999999994 |
42.680999999999997 |
23.456 |
| 5 |
WACHOVIA BANK NATIONAL ASSN |
NC |
518753 |
5454856 |
147 |
141 |
25 |
-2 |
9 |
-26 |
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4193287.9410000001 |
140527226.53400001 |
5681.9229999999998 |
1954.367 |
1323.482 |
1710.1759999999999 |
174.92599999999999 |
518.97199999999998 |
| OTHER 949 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4500243.41 |
4262397.21 |
1349.8429999999996 |
458.66400000000004 |
507.17900000000003 |
24.942999999999998 |
0.14400000000000102 |
358.91300000000001 |
| TOTAL AMOUNT FOR 954 COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
8693531.3509999942 |
144789623.74400011 |
7031.7659999999978 |
2413.0310000000013 |
1830.6609999999996 |
1735.1189999999997 |
175.07 |
877.88499999999999 |
|
|
|
|
|
| Note: Effective in the first quarter of 2007, trading revenues from credit derivatives are reported separately, along with the four other types of derivatives. The total derivatives column includes credit derivatives. |
| Note: Trading revenue is defined here as "trading revenue from cash instruments and off balance sheet derivative instruments." |
|
| Note: Before the first quarter of 1995, total derivatives included spot foreign exchange. Beginning in that quarter, spot foreign exchange has been reported separately. |
|
| Note: Numbers may not sum due to rounding. |
|
| Data source: Call Report, schedule RI |
|
|
|
|
|
|
|
|
|
|
66
600
600
75
False
False
| TABLE 8 |
|
| NOTIONAL AMOUNT OF DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE FIVE |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
INT RATE |
INT RATE |
INT RATE |
INT RATE |
FOREIGN EXCH |
FOREIGN EXCH |
FOREIGN EXCH |
FOREIGN EXCH |
|
|
|
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1224104 |
70817340 |
18419184 |
16801512 |
13126599 |
48347295 |
3049340 |
521909 |
149333 |
3720582 |
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1076949 |
30069982 |
7325294 |
7462728 |
4664913 |
19452935 |
2601153 |
504823 |
228594 |
3334570 |
| 3 |
BANK OF AMERICA NA |
NC |
1204471.773 |
28535872.755999997 |
5490023.6730000004 |
5796991.3859999999 |
4322400.5 |
15609415.559 |
1545597.0930000001 |
369297.17200000002 |
156043.42499999999 |
2070937.69 |
| 4 |
HSBC BANK USA NATIONAL ASSN |
DE |
169010.16800000001 |
5649175.7780000009 |
645256.29599999997 |
1397858.4539999999 |
969352.79500000004 |
3012467.5449999999 |
282997.07299999997 |
107290.076 |
61651.108 |
451938.25699999998 |
| 5 |
WACHOVIA BANK NATIONAL ASSN |
NC |
518753 |
5454856 |
486189 |
1488005 |
1094408 |
3068602 |
57505 |
23819 |
14290 |
95614 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
4193287.9410000001 |
140527226.53400001 |
32365946.969000001 |
32947094.84 |
24177673.295000002 |
89490715.104000002 |
7536592.1660000002 |
1527138.2480000001 |
609911.53300000005 |
9673641.9469999988 |
| OTHER 949 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
4500243.41 |
4262397.21 |
887585.66100000066 |
846997.20499999938 |
502812.36500000005 |
2237395.2309999969 |
835900.16200000024 |
44107.114999999998 |
14503.218000000003 |
894510.495 |
| TOTAL AMOUNT FOR 954 COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
8693531.3509999942 |
144789623.74400011 |
33253532.630000018 |
33794092.045000024 |
24680485.659999982 |
91728110.335000053 |
8372492.3280000025 |
1571245.3630000004 |
624414.75100000005 |
10568152.44199999 |
|
|
|
|
| Note: Before the first quarter of 1995, total derivatives included spot foreign exchange. Beginning in that quarter, spot foreign exchange has been reported separately. |
|
| Note: Figures above exclude any contracts not subject to risk-based capital requirements, such as foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, and basis swaps. |
|
| Therefore, the total notional amount of derivatives by maturity will not add to the total derivatives figure in this table. |
|
| Note: Numbers may not add due to rounding. |
|
|
|
|
|
|
|
|
|
|
|
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
61
600
600
75
False
False
| TABLE 9 |
|
| NOTIONAL AMOUNT OF DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE FIVE |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
GOLD |
GOLD |
GOLD |
GOLD |
PREC METALS |
PREC METALS |
PREC METALS |
PREC METALS |
|
|
|
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1224104 |
70817340 |
32621 |
19084 |
1485 |
53190 |
4677 |
825 |
9 |
5511 |
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1076949 |
30069982 |
86 |
10271 |
835 |
11192 |
0 |
105 |
399 |
504 |
| 3 |
BANK OF AMERICA NA |
NC |
1204471.773 |
28535872.755999997 |
3986.886 |
0 |
0 |
3986.886 |
1227.16 |
27.702999999999999 |
0 |
1254.8630000000001 |
| 4 |
HSBC BANK USA NATIONAL ASSN |
DE |
169010.16800000001 |
5649175.7780000009 |
11164.276 |
2977.5680000000002 |
0 |
14141.844000000001 |
8868.2180000000008 |
2484.4520000000002 |
0 |
11352.67 |
| 5 |
WACHOVIA BANK NATIONAL ASSN |
NC |
518753 |
5454856 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
4193287.9410000001 |
140527226.53400001 |
47858.161999999997 |
32332.567999999999 |
2320 |
82510.73 |
14772.378000000001 |
3442.1550000000002 |
408 |
18622.533000000003 |
| OTHER 949 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
4500243.41 |
4262397.21 |
190.98099999999999 |
0 |
0 |
190.98099999999999 |
0 |
0 |
0 |
0 |
| TOTAL AMOUNT FOR 954 COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
8693531.3509999942 |
144789623.74400011 |
48049.142999999996 |
32332.567999999999 |
2320 |
82701.710999999996 |
14772.378000000001 |
3442.1550000000002 |
408 |
18622.533000000003 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Before the first quarter of 1995, total derivatives included spot foreign exchange. Beginning in that quarter, spot foreign exchange has been reported separately. |
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Figures above exclude any contracts not subject to risk-based capital requirements, such as foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, and basis swaps. |
|
|
|
|
|
|
|
|
|
|
|
|
| Therefore, the total notional amount of derivatives by maturity will not add to the total derivatives figure in this table. |
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Numbers may not add due to rounding. |
|
|
|
|
|
|
|
|
|
|
|
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
61
600
600
75
False
False
| TABLE 10 |
|
| NOTIONAL AMOUNT OF DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE FIVE |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
OTHER COMM |
OTHER COMM |
OTHER COMM |
OTHER COMM |
EQUITY |
EQUITY |
EQUITY |
EQUITY |
|
|
|
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1224104 |
70817340 |
174594 |
132555 |
19051 |
326200 |
231314 |
134040 |
48495 |
413849 |
|
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1076949 |
30069982 |
10128 |
8004 |
1151 |
19283 |
70767 |
35051 |
7952 |
113770 |
| 3 |
BANK OF AMERICA NA |
NC |
1204471.773 |
28535872.755999997 |
5514.8339999999998 |
1997.655 |
91.227999999999994 |
7603.7169999999996 |
55823.419000000002 |
28481.526999999998 |
11918.216 |
96223.161999999997 |
| 4 |
HSBC BANK USA NATIONAL ASSN |
DE |
169010.16800000001 |
5649175.7780000009 |
1994.671 |
1108.3989999999999 |
0 |
3103.07 |
7616.6139999999996 |
17197.088 |
1583.0129999999999 |
26396.714999999997 |
| 5 |
WACHOVIA BANK NATIONAL ASSN |
NC |
518753 |
5454856 |
4464 |
7313 |
654 |
12431 |
22985 |
13523 |
2916 |
39424 |
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4193287.9410000001 |
140527226.53400001 |
196695.505 |
150978.054 |
20947.227999999999 |
368620.78700000001 |
388506.033 |
228292.61499999999 |
72864.229000000007 |
689662.87699999998 |
| OTHER 949 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4500243.41 |
4262397.21 |
12129.505000000001 |
13780.678000000002 |
279.87699999999995 |
26190.06 |
8685.5990000000002 |
8280.1150000000071 |
1468.2380000000001 |
18433.95199999999 |
| TOTAL AMOUNT FOR 954 COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
8693531.3509999942 |
144789623.74400011 |
208825.01 |
164758.73200000008 |
21227.104999999996 |
394810.84700000001 |
397191.63199999987 |
236572.73 |
74332.467000000004 |
708096.82900000038 |
|
|
|
| |
|
|
| Note: Before the first quarter of 1995, total derivatives included spot foreign exchange. Beginning in that quarter, spot foreign exchange has been reported separately. |
|
|
| Note: Figures above exclude any contracts not subject to risk-based capital requirements, such as foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, and basis swaps. |
|
|
| Therefore, the total notional amount of derivatives by maturity will not add to the total derivatives figure in this table. |
|
|
| Note: Numbers may not add due to rounding. |
|
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
61
600
600
75
False
False
| TABLE 11 |
|
| NOTIONAL AMOUNT OF CREDIT DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE FIVE |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
CREDIT DERIVATIVES |
CREDIT DERIVATIVES |
|
|
|
|
INVESTMENT GRADE |
SUB-INVESTMENT GRADE |
|
TOTAL |
TOTAL |
TOTAL CREDIT |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1224104 |
70817340 |
5659483 |
84603 |
1035666 |
786139 |
1906408 |
69140 |
685607 |
298573 |
1053320 |
|
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1076949 |
30069982 |
2094707 |
91917 |
870806 |
675901 |
1638624 |
42824 |
320539 |
90215 |
453578 |
|
| 3 |
BANK OF AMERICA NA |
NC |
1204471.773 |
28535872.755999997 |
1094451.825 |
24625.674999999999 |
572452.70799999998 |
296525.67700000003 |
893604.06 |
40230.161999999997 |
89536.841 |
71080.762000000002 |
200847.76500000001 |
|
| 4 |
HSBC BANK USA NATIONAL ASSN |
DE |
169010.16800000001 |
5649175.7780000009 |
891526.29799999995 |
10652.735000000001 |
120724.201 |
91042.270999999993 |
222419.20699999999 |
6247.0119999999997 |
52106.495000000003 |
16442.894 |
74796.401000000013 |
|
| 5 |
WACHOVIA BANK NATIONAL ASSN |
NC |
518753 |
5454856 |
378567 |
65856 |
144146 |
57928 |
267930 |
4712 |
46693 |
59231 |
110636 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4193287.9410000001 |
140527226.53400001 |
10118735.123 |
277654.41 |
2743794.909 |
1907535.9480000001 |
4928985.2670000009 |
163153.174 |
1194482.3360000001 |
535542.65599999996 |
1893178.1660000002 |
| OTHER 949 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
4500243.41 |
4262397.21 |
47028.04 |
3023.0910000000003 |
24659.868999999999 |
9273.5779999999995 |
36956.537999999993 |
507.60399999999993 |
6425.2469999999985 |
1058.7349999999999 |
7991.5860000000011 |
| TOTAL AMOUNT FOR 954 COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
8693531.3509999942 |
144789623.74400011 |
10165763.163000006 |
280677.50099999987 |
2768454.7780000004 |
1916809.5260000001 |
4965941.8050000006 |
163660.77799999996 |
1200907.5830000003 |
536601.39099999995 |
1901169.7520000006 |
|
|
|
|
| Note: Figures above exclude any contracts not subject to risk-based capital requirements, such as foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, and basis swaps. |
|
| Therefore, the total notional amount of derivatives by maturity will not add to the total derivatives figure in this table. |
|
| Note: Numbers may not add due to rounding. |
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
|
56
600
600
75
False
False
| TABLE 12 |
|
|
|
| DISTRIBUTION OF CREDIT DERIVATIVES CONTRACTS OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| MARCH 31, 2007, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL CREDIT |
BOUGHT |
SOLD |
|
|
|
TOTAL |
TOTAL |
TOTAL |
DERIVATIVES |
CREDIT |
TOTAL |
|
OTHER |
CREDIT |
TOTAL |
|
OTHER |
|
|
|
|
|
CREDIT |
|
|
DEFAULT |
RETURN |
CREDIT |
CREDIT |
DEFAULT |
RETURN |
CREDIT |
CREDIT |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
DERVATIVES |
BOUGHT |
SOLD |
SWAPS |
SWAPS |
OPTIONS |
DERIVATIVES |
SWAPS |
SWAPS |
OPTIONS |
DERIVATIVES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1224104 |
65157857 |
5659483 |
2833310 |
2826173 |
2811876 |
15396 |
2949 |
3089 |
2819307 |
3148 |
2363 |
1355 |
| 2 |
CITIBANK NATIONAL ASSN |
NV |
1076949 |
27975275 |
2094707 |
1067246 |
1027461 |
1055795 |
11351 |
0 |
100 |
991254 |
36108 |
99 |
0 |
| 3 |
BANK OF AMERICA NA |
NC |
1204471.773 |
27441420.930999998 |
1094451.825 |
986828.13399999996 |
107623.69100000001 |
959187.21499999997 |
26973.839 |
667.08 |
0 |
49880.264999999999 |
57643.425999999999 |
100 |
0 |
| 4 |
HSBC BANK USA NATIONAL ASSN |
DE |
169010.16800000001 |
4757649.48 |
891526.29799999995 |
420998.92800000001 |
470527.37 |
409881.72499999998 |
10967.203 |
150 |
0 |
461419.18099999998 |
9108.1890000000003 |
0 |
0 |
| 5 |
WACHOVIA BANK NATIONAL ASSN |
NC |
518753 |
5076289 |
378567 |
199954 |
178613 |
160254 |
39700 |
0 |
0 |
155762 |
21585 |
1266 |
0 |
| 6 |
BANK OF NEW YORK |
NY |
83608 |
957782 |
1899 |
1899 |
0 |
1751 |
148 |
0 |
0 |
0 |
0 |
0 |
0 |
| 7 |
WELLS FARGO BANK NA |
SD |
396847 |
878043 |
1736 |
1050 |
686 |
1050 |
0 |
0 |
0 |
686 |
0 |
0 |
0 |
| 8 |
STATE STREET BANK&TRUST CO |
MA |
97977.952999999994 |
588057.19400000013 |
165 |
165 |
0 |
165 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 9 |
PNC BANK NATIONAL ASSN |
PA |
90405.03 |
241080.47900000002 |
3789.55 |
2616.05 |
1173.5 |
2616.05 |
0 |
0 |
0 |
1173.5 |
0 |
0 |
0 |
| 10 |
SUNTRUST BANK |
GA |
184810.394 |
203267.79300000001 |
901.274 |
595.41899999999998 |
305.85500000000002 |
595.41899999999998 |
0 |
0 |
0 |
303.41899999999998 |
0 |
0 |
2.4359999999999999 |
| 11 |
MELLON BANK NATIONAL ASSN |
PA |
25200.798999999999 |
133027.424 |
271.11599999999999 |
271.11599999999999 |
0 |
271.11599999999999 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 12 |
NATIONAL CITY BANK |
OH |
131741.508 |
131409.598 |
1760.2310000000002 |
1060.7750000000001 |
699.45600000000002 |
1060.7750000000001 |
0 |
0 |
0 |
699.45600000000002 |
0 |
0 |
0 |
| 13 |
NORTHERN TRUST CO |
IL |
51027.99 |
111783.40700000001 |
237.75 |
237.75 |
0 |
237.75 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 14 |
KEYBANK NATIONAL ASSN |
OH |
89408.2 |
88797.525999999998 |
8084.9120000000003 |
4413.7060000000001 |
3671.2060000000001 |
4413.7060000000001 |
0 |
0 |
0 |
3371.2060000000001 |
300 |
0 |
0 |
| 15 |
LASALLE BANK NATIONAL ASSN |
IL |
75051.808000000005 |
76624.078999999998 |
15 |
15 |
0 |
15 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 16 |
U S BANK NATIONAL ASSN |
OH |
219825.07 |
74054.899000000005 |
767.28300000000002 |
232.28200000000001 |
535.00099999999998 |
25 |
0 |
0 |
207.28200000000001 |
0 |
0 |
0 |
535.00099999999998 |
| 17 |
MERRILL LYNCH BANK USA |
UT |
61365.783000000003 |
65580.157000000007 |
6795.5640000000003 |
6795.5640000000003 |
0 |
6795.5640000000003 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 18 |
BRANCH BANKING&TRUST CO |
NC |
118083.22900000001 |
43611.898999999998 |
99.426000000000002 |
15.003 |
84.423000000000002 |
15.003 |
0 |
0 |
0 |
31.143000000000001 |
53.28 |
0 |
0 |
| 19 |
REGIONS BANK |
AL |
133224.30900000001 |
40715.927000000003 |
224.65699999999998 |
82.275999999999996 |
142.381 |
82.275999999999996 |
0 |
0 |
0 |
142.381 |
0 |
0 |
0 |
| 20 |
FIFTH THIRD BANK |
OH |
51561.152999999998 |
35173.554000000004 |
233.137 |
59.104999999999997 |
174.03200000000001 |
0 |
0 |
0 |
59.104999999999997 |
0 |
0 |
0 |
174.03200000000001 |
| 21 |
FIRST TENNESSEE BANK NA |
TN |
38522.656999999999 |
31553.17 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 22 |
DEUTSCHE BANK TR CO AMERICAS |
NY |
37533 |
21204 |
5677 |
5677 |
0 |
0 |
5677 |
0 |
0 |
0 |
0 |
0 |
0 |
| 23 |
UNION BANK OF CALIFORNIA NA |
CA |
54002.55 |
24212.959999999999 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 24 |
CAPITAL ONE BANK |
VA |
28690.600999999999 |
23491.477999999999 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 25 |
LEHMAN BROTHERS COML BK |
UT |
3520.5010000000002 |
23489.476999999999 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
6165695.4760000007 |
134201451.43200001 |
10151392.023000002 |
5533522.108 |
4617869.915000001 |
5416087.5989999995 |
110213.042 |
3766.08 |
3455.3870000000002 |
4484029.5510000009 |
127945.895 |
3828 |
2066.4690000000001 |
| OTHER 929 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
2527835.8750000005 |
422409.14900000067 |
14371.14 |
13266.53 |
1104.61 |
6836.0460000000003 |
36.786000000000001 |
0 |
6393.6980000000012 |
282.25400000000002 |
0 |
0 |
822.35599999999988 |
| TOTAL AMOUNT FOR 954 COMMERCIAL BKS & TCs WITH DERIVATIVES |
|
|
8693531.3509999942 |
134623860.58100006 |
10165763.163000006 |
5546788.6379999993 |
4618974.5249999994 |
5422923.6449999986 |
110249.82799999999 |
3766.08 |
9849.0850000000009 |
4484311.8050000006 |
127945.895 |
3828 |
2888.8250000000003 |
|
|
|
|
|
|
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|
|
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|
|
|
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|
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
| TOP 25 COMMERCIAL BANKS & TC: % OF TOTAL COMMERCIAL BKS &TCs WITH DERIVATIVES |
|
|
|
|
99.858631961323766 |
54.432923719295154 |
45.425708242028598 |
53.277727526770988 |
1.0841590565589683 |
3.7046702147333882E-2 |
3.3990433817860898E-2 |
44.109128641914225 |
1.258596063556551 |
3.7655805458193692E-2 |
2.0327731099631156E-2 |
| OTHER 929 COMMERCIAL BANKS & TCs: % OF TOTAL COMMERCIAL BKs & TCs WITH DERIVATIVES |
|
|
|
|
0.14136803867619271 |
0.13050205663147607 |
1.0865982044716649E-2 |
6.7245772800225478E-2 |
3.6186166655828453E-4 |
0 |
6.2894422164692307E-2 |
2.7765155992155181E-3 |
0 |
0 |
8.0894664455011308E-3 |
| TOTAL AMOUNTS FOR 954 COMMERCIAL BKs & TCs: % OF TOTAL COMMERCIAL BKs & TCs WITH DERIVATIVES |
|
|
|
|
100 |
54.563425775926625 |
45.436574224073297 |
53.344973299571208 |
1.0845209182255264 |
3.7046702147333882E-2 |
9.6884855982553197E-2 |
44.111905157513434 |
1.258596063556551 |
3.7655805458193692E-2 |
2.8417197545132292E-2 |
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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 Report, schedule RC-L |
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|
56
600
600
75
False
False