OCC
Emily.Abramsky
1999-06-23T21:34:01Z
1999-03-09T19:44:29Z
2010-12-20T18:27:19Z
11.9999
5580
11400
0
60
False
False
| TABLE 1 |
| NOTIONAL AMOUNT OF OFF BALANCE SHEET DERIVATIVES CONTRACTS OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE DERIVATIVE CONTRACTS |
| MARCH 31, 1999, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
|
|
|
|
|
TOTAL |
|
|
|
|
|
|
|
TOTAL |
TOTAL |
TOTAL |
TOTAL |
TOTAL |
CREDIT |
|
|
|
|
|
TOTAL |
TOTAL |
FUTURES |
OPTIONS |
FORWARDS |
SWAPS |
OPTIONS |
DERIVATIVES |
SPOT |
|
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
(EXCH TR) |
(EXCH TR) |
(OTC) |
(OTC) |
(OTC) |
(OTC) |
FX |
|
|
|
|
1 |
CHASE MANHATTAN BANK |
NY |
291476 |
10410628 |
695910 |
210803 |
2960514 |
5390605 |
1126070 |
26726 |
130100 |
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
184314.36 |
8358120.3799999999 |
856881.47 |
542227.52 |
819372.5 |
3701718.14 |
2328476.95 |
109443.8 |
54608.53 |
|
3 |
CITIBANK NA |
NY |
304316 |
3410718 |
165080 |
67263 |
1679076 |
885707 |
587039 |
26553 |
164477 |
|
4 |
NATIONSBANK NATIONAL ASSN |
NC |
317268 |
2638084 |
278104 |
371103 |
153188 |
1225907 |
596026 |
13756 |
1576 |
|
5 |
BANKERS TRUST CO |
NY |
98919 |
2522500 |
123160 |
47260 |
663958 |
1270631 |
411501 |
5990 |
71220 |
|
6 |
BANK OF AMERICA NT&SA |
CA |
250700 |
1824487 |
173649 |
2244 |
760296 |
718620 |
168678 |
1000 |
51170 |
|
7 |
FIRST NB OF CHICAGO |
IL |
68940.41 |
1329084.98 |
50445.69 |
1123.29 |
294671.4 |
702710.71 |
280106.9 |
27 |
14314.65 |
|
8 |
FIRST UNION NATIONAL BANK |
NC |
208670 |
330412 |
63163 |
49745 |
18874 |
117078 |
80674 |
878 |
1799 |
|
9 |
BANK OF NEW YORK |
NY |
61688.58 |
308577.63 |
20985 |
20663.33 |
42413.86 |
54438.239999999998 |
170076.72 |
0 |
10448.04 |
|
10 |
REPUBLIC NB OF NEW YORK |
NY |
46697.24 |
219100.93 |
36625.49 |
1247.29 |
83198.78 |
39545.199999999997 |
57960.83 |
523.35 |
14869.84 |
|
11 |
BANKBOSTON NA |
MA |
70258.84 |
176324.18 |
4925.59 |
45748.93 |
69166.86 |
33695.37 |
22129.78 |
657.66 |
5004.8 |
|
12 |
STATE STREET BANK & TRUST CO |
MA |
45726.64 |
124002.77 |
1100 |
50 |
120802.5 |
1571.54 |
478.73 |
0 |
3610.5 |
|
13 |
FLEET NATIONAL BANK |
RI |
78152 |
118568 |
2738 |
3253 |
8128 |
43389 |
61060 |
0 |
1098 |
|
14 |
MELLON BANK NA |
PA |
41036.73 |
79348.7 |
8765.5 |
222.5 |
38467.99 |
19266.25 |
12626.46 |
0 |
2985.42 |
|
15 |
WELLS FARGO BANK NA |
CA |
86269 |
76016 |
20259 |
11 |
2812 |
29708 |
23226 |
0 |
390 |
|
16 |
KEYBANK NA |
OH |
72925.43 |
72296.31 |
18209.64 |
5948.5 |
2530.45 |
36801.66 |
8806 |
0 |
822.12 |
|
17 |
PNC BANK NA |
PA |
68257.32 |
52963.94 |
1215 |
0 |
7900.34 |
22589.98 |
17003.95 |
4254.67 |
254.59 |
|
18 |
FIRST TENESSEE |
TN |
17396.91 |
45150.81 |
0 |
0 |
10313.86 |
802 |
34034.95 |
0 |
0.13 |
|
19 |
CHASE MANHATTAN BANK USA NA |
DE |
33297.14 |
39974.59 |
0 |
0 |
10353.2 |
12629.47 |
16991.92 |
0 |
0 |
|
20 |
NATIONAL CITY BANK |
OH |
30412.65 |
39971.68 |
3717 |
0 |
643.52 |
25958.73 |
9524.65 |
127.78 |
144.01 |
|
21 |
SUNTRUST BANK ATLANTA |
GA |
19812.64 |
35574.17 |
0 |
0 |
1209.31 |
21614.3 |
12750.56 |
0 |
149.3 |
|
22 |
BANK ONE NATIONAL ASSN |
OH |
28626.22 |
31043.96 |
0 |
20 |
0 |
30031.42 |
982.54 |
10 |
0 |
|
23 |
WACHOVIA BANK NA |
NC |
61879.03 |
28654.91 |
0 |
0 |
3402.19 |
18999.42 |
5473.55 |
779.75 |
328.49 |
|
24 |
CITIBANK SOUTH DAKOTA |
SD |
14281.86 |
23024.75 |
5350 |
4000 |
0 |
13043.83 |
630.92 |
0 |
0 |
|
25 |
CHASE BANK OF TEXAS NA |
TX |
23468.21 |
20631.23 |
0 |
600 |
1143.08 |
5921.79 |
12966.35 |
0 |
868.15 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2524790.21 |
32315258.919999998 |
2530283.38 |
1373533.36 |
7752435.8400000017 |
14422983.050000001 |
6045295.7600000007 |
190727.01 |
530238.57000000018 |
| OTHER 414 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1682504.5200000005 |
346888.37000000104 |
21165.060000000056 |
14617.939999999944 |
54163.989999998361 |
187325.37999999896 |
69353.599999999627 |
262.91000000000349 |
5913.059999999823 |
| TOTAL AMOUNTS FOR ALL 439 BKS & TCs WITH DERIVATIVES |
|
|
|
4207294.73 |
32662147.289999999 |
2551448.44 |
1388151.3 |
7806599.8300000001 |
14610308.43 |
6114649.3600000003 |
190989.92 |
536151.63 |
|
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not differentiate credit derivatives by contract type. Credit derivatives have been included in the sum of total derivatives here. |
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
|
|
|
|
58
600
600
False
False
| TABLE 2 |
|
| NOTIONAL AMOUNT OF OFF BALANCE SHEET DERIVATIVE CONTRACTS OF THE 25 |
| HOLDING COMPANIES WITH THE MOST OFF BALANCE SHEET DERIVATIVES CONTRACTS |
| MARCH 31, 1999, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
|
|
|
|
|
|
CREDIT |
|
|
TOTAL |
TOTAL |
FUTURES |
OPTIONS |
FORWARDS |
SWAPS |
OPTIONS |
DERIVATIVES |
SPOT |
|
RANK |
HOLDING COMPANY |
STATE |
ASSETS |
DERIVATIVES |
(EXCH TR) |
(EXCH TR) |
(OTC) |
(OTC) |
(OTC) |
(OTC) |
FX |
|
|
|
|
|
1 |
CHASE MANHATTAN CORP |
NY |
361258 |
10547024 |
711164 |
281207 |
2990852 |
5400991 |
1136084 |
26726 |
130918 |
|
2 |
JP MORGAN & CO |
NY |
269070 |
8434865 |
877914 |
558790 |
877654 |
3683284 |
2327780 |
109444 |
54609 |
|
3 |
CITIGROUP INC |
NY |
690649 |
7472675 |
877859 |
239860 |
2050332 |
3246339 |
1028773 |
29512 |
166277 |
|
4 |
BANKAMERICA CORP |
NC |
614245 |
4279830 |
454653 |
384709 |
913641 |
1802902 |
709443 |
14482 |
51097 |
|
5 |
BANKERS TRUST CORP |
NY |
127106 |
2498447 |
125387 |
34045 |
663768 |
1246484 |
416352 |
12411 |
71220 |
|
6 |
BANK ONE CORP |
IL |
250402 |
1357456 |
51019 |
1473 |
295634 |
725330 |
283933 |
67 |
14405 |
|
7 |
FIRST UNION CORP |
NC |
222955 |
334327 |
66252 |
53403 |
21720 |
111963 |
80111 |
878 |
1799 |
|
8 |
BANK OF NEW YORK COMPANY |
NY |
64917 |
306914 |
20985 |
20663 |
42414 |
52781 |
170071 |
0 |
10448 |
|
9 |
WELLS FARGO & COMPANY |
CA |
201430 |
269812 |
108062 |
11679 |
45996 |
38725 |
65325 |
25 |
670 |
|
10 |
REPUBLIC NEW YORK |
NY |
50453 |
217667 |
36989 |
1321 |
83169 |
37704 |
57961 |
523 |
14850 |
|
11 |
BANKBOSTON CORP |
MA |
75708 |
175574 |
4926 |
45749 |
69167 |
32945 |
22130 |
658 |
5005 |
|
12 |
STATE STREET CORP |
MA |
49751 |
124003 |
1100 |
50 |
120803 |
1572 |
479 |
0 |
3160 |
|
13 |
FLEET FINANCIAL |
MA |
106339 |
116120 |
2738 |
3253 |
8128 |
40889 |
61112 |
0 |
1098 |
|
14 |
MELLON BANK CORP |
PA |
49584 |
76412 |
8766 |
223 |
38468 |
16329 |
12626 |
0 |
2985 |
|
15 |
KEYCORP |
OH |
79860 |
76262 |
18210 |
5949 |
2530 |
38825 |
10748 |
0 |
822 |
|
16 |
NATIONAL CITY |
OH |
84094 |
49873 |
3717 |
715 |
4278 |
28335 |
12701 |
128 |
144 |
|
17 |
PNC BANK CORP |
PA |
74908 |
52501 |
1226 |
0 |
7900 |
22102 |
17017 |
4255 |
255 |
|
18 |
FIRST TENESSEE NATIONAL CORP |
TN |
18326 |
45151 |
0 |
0 |
10314 |
802 |
34035 |
0 |
0 |
|
19 |
ABN AMRO NORTH AMERICA |
IL |
63259 |
37174 |
9871 |
0 |
509 |
20578 |
6216 |
0 |
97 |
|
20 |
SUNTRUST BANKS INC |
GA |
91122 |
34768 |
0 |
0 |
4300 |
21768 |
8701 |
0 |
151 |
|
21 |
WACHOVIA CORP |
NC |
65319 |
27945 |
0 |
0 |
3667 |
18024 |
5474 |
780 |
328 |
|
22 |
NORTHERN TRUST CORP |
IL |
27555 |
15772 |
201 |
0 |
12708 |
2506 |
357 |
0 |
1810 |
|
23 |
HSBC AMERICAS INC |
NY |
33773 |
15570 |
4426 |
1400 |
170 |
6874 |
2699 |
0 |
22 |
|
24 |
UNIONBANCAL CORP |
CA |
32352 |
11083 |
0 |
0 |
1678 |
3333 |
6072 |
0 |
678 |
|
25 |
US BANCORP |
MN |
76110 |
10748 |
14 |
0 |
1449 |
7987 |
1298 |
0 |
509 |
|
|
|
|
| TOTALS FOR THE TOP 25 HOLDING COMPANIES WITH DERIVATIVES |
|
|
|
3780545 |
36587973 |
3385479 |
1644489 |
8271249 |
16609372 |
6477498 |
199889 |
533357 |
|
|
|
|
|
|
|
|
|
|
|
| Note: Currently, the Y-9 report does not differentiate credit derivatives by contract type. Credit derivatives have been included in the sum of total derivatives. |
|
| Note: In previous quarters, total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange is reported separately. |
|
| Data source: Consolidated Financial Statements for Bank Holding Companies, FR Y- 9, schedule HC-F |
|
|
|
|
|
|
|
|
|
|
|
|
60
600
600
18
3
3
40
5
R41C6:R41C14
False
False
| TABLE 3 |
|
| DISTRIBUTION OF OFF BALANCE SHEET DERIVATIVES CONTRACTS OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE SHEET DERIVATIVE CONTRACTS |
| MARCH 31, 1999, $ MILLIONS, RATIOS IN PERCENT |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PERCENT |
PERCENT |
PERCENT |
PERCENT |
PERCENT |
PERCENT |
|
|
|
|
TOTAL |
TOTAL |
EXCH TRADED |
OTC |
INT RATE |
FOREIGN EXCH |
OTHER |
CREDIT |
|
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
CONTRACTS |
CONTRACTS |
CONTRACTS |
CONTRACTS |
CONTRACTS |
DERIVATIVES |
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
|
|
|
|
|
1 |
CHASE MANHATTAN BANK |
NY |
291476 |
10410628 |
8.7089999999999996 |
91.29 |
82.78 |
15.763 |
1.1987000000000001 |
0.25669999999999998 |
|
|
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
184314.36 |
8358120.3799999999 |
16.74 |
83.26 |
81.29 |
13.834 |
3.5665 |
1.3093999999999999 |
|
|
|
3 |
CITIBANK NA |
NY |
304316 |
3410718 |
6.8120000000000003 |
93.19 |
45.67 |
50.893000000000001 |
2.6579000000000002 |
0.77849999999999997 |
|
|
|
4 |
NATIONSBANK NATIONAL ASSN |
NC |
317268 |
2638084 |
24.609000000000002 |
75.39 |
94.47 |
2.4670000000000001 |
2.5402 |
0.52139999999999997 |
|
|
|
5 |
BANKERS TRUST CO |
NY |
98919 |
2522500 |
6.7560000000000002 |
93.24 |
69.42 |
26.885999999999999 |
3.4596 |
0.23749999999999999 |
|
|
|
6 |
BANK OF AMERICA NT&SA |
CA |
250700 |
1824487 |
9.641 |
90.36 |
62.42 |
36.298000000000002 |
1.2253999999999998 |
5.4800000000000001E-2 |
|
|
|
7 |
FIRST NB OF CHICAGO |
IL |
68940.41 |
1329084.98 |
3.88 |
96.12 |
86.38 |
12.612 |
1.0017 |
2E-3 |
|
|
|
8 |
FIRST UNION NATIONAL BANK |
NC |
208670 |
330412 |
34.171999999999997 |
65.83 |
96.19 |
3.3370000000000002 |
0.20669999999999999 |
0.26569999999999999 |
|
|
|
9 |
BANK OF NEW YORK |
NY |
61688.58 |
308577.63 |
13.497 |
86.5 |
56.44 |
43.557000000000002 |
2.2000000000000001E-3 |
0 |
|
|
|
10 |
REPUBLIC NB OF NEW YORK |
NY |
46697.24 |
219100.93 |
17.286000000000001 |
82.71 |
36.98 |
49.805999999999997 |
12.978100000000001 |
0.2389 |
|
|
|
11 |
BANKBOSTON NA |
MA |
70258.84 |
176324.18 |
28.739000000000001 |
71.26 |
54.29 |
43.722999999999999 |
1.6160999999999999 |
0.373 |
|
|
|
12 |
STATE STREET BANK & TRUST CO |
MA |
45726.64 |
124002.77 |
0.92700000000000005 |
99.07 |
2.36 |
97.638000000000005 |
0 |
0 |
|
|
|
13 |
FLEET NATIONAL BANK |
RI |
78152 |
118568 |
5.0529999999999999 |
94.95 |
97.04 |
2.7410000000000001 |
0.21510000000000001 |
0 |
|
|
|
14 |
MELLON BANK NA |
PA |
41036.73 |
79348.7 |
11.327 |
88.67 |
51.94 |
47.640999999999998 |
0.41470000000000001 |
0 |
|
|
|
15 |
WELLS FARGO BANK NA |
CA |
86269 |
76016 |
26.664999999999999 |
73.33 |
96.79 |
3.206 |
0 |
0 |
|
|
|
16 |
KEYBANK NA |
OH |
72925.43 |
72296.31 |
33.414999999999999 |
66.58 |
94.94 |
5.0549999999999997 |
0 |
0 |
|
|
|
17 |
PNC BANK NA |
PA |
68257.32 |
52963.94 |
2.294 |
97.71 |
88.28 |
3.5819999999999999 |
0.10680000000000001 |
8.0330999999999992 |
|
|
|
18 |
FIRST TENESSEE |
TN |
17396.91 |
45150.81 |
0 |
100 |
99.98 |
1.2999999999999999E-2 |
4.3E-3 |
0 |
|
|
|
19 |
CHASE MANHATTAN BANK USA NA |
DE |
33297.14 |
39974.59 |
0 |
100 |
99.39 |
6.5000000000000002E-2 |
0.54259999999999997 |
0 |
|
|
|
20 |
NATIONAL CITY BANK |
OH |
30412.65 |
39971.68 |
9.2989999999999995 |
90.7 |
98.19 |
1.431 |
0.06 |
0.31969999999999998 |
|
|
|
21 |
SUNTRUST BANK ATLANTA |
GA |
19812.64 |
35574.17 |
0 |
100 |
93.83 |
3.6230000000000002 |
2.548 |
0 |
|
|
|
22 |
BANK ONE NATIONAL ASSN |
OH |
28626.22 |
31043.96 |
6.4000000000000001E-2 |
99.94 |
99.93 |
0 |
3.3599999999999998E-2 |
3.2199999999999999E-2 |
|
|
|
23 |
WACHOVIA BANK NA |
NC |
61879.03 |
28654.91 |
0 |
100 |
85.29 |
11.99 |
0 |
2.7212000000000001 |
|
|
|
24 |
CITIBANK SOUTH DAKOTA |
SD |
14281.86 |
23024.75 |
40.607999999999997 |
59.39 |
100 |
0 |
0 |
0 |
|
|
|
25 |
CHASE BANK OF TEXAS NA |
TX |
23468.21 |
20631.23 |
2.9079999999999999 |
97.09 |
83.38 |
6.0369999999999999 |
10.583399999999999 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2524790.21 |
32315258.919999998 |
3903817.2 |
28411441.710000001 |
24770469.75 |
6614620.0099999998 |
739442.15 |
190727.02 |
|
| OTHER 414 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1682504.5200000005 |
346888.37000000104 |
35782.549999999814 |
311105.82999999821 |
306572.73999999836 |
39220.94000000041 |
831.78000000002794 |
262.90000000002328 |
| TOTAL AMOUNTS FOR ALL 439 BKS & TCs WITH DERIVATIVES |
|
|
|
4207294.73 |
32662147.289999999 |
3939599.75 |
28722547.539999999 |
25077042.489999998 |
6653840.9500000002 |
740273.93 |
190989.92 |
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TC: % OF ALL 439 BKS &TCs WITH DERIVATIVES |
98.937949893740736 |
11.952114370616448 |
86.985835492507817 |
75.838460741936117 |
20.25163854436834 |
2.2639116266136954 |
0.58393901143907312 |
| OTHER 414 COMMERCIAL BANKS & TCS: % OF ALL 439 BKS &TCs WITH DERIVATIVES |
1.06205010625926 |
0.10955357491439387 |
0.95249656196133758 |
0.93861783574119195 |
0.12008071499943447 |
2.5466176262535249E-3 |
8.0490727589277032E-4 |
| TOTAL AMOUNTS FOR ALL 439 BKS & TCS: % OF ALL 439 BKS & TCs WITH DERIVATIVES |
|
|
|
|
100 |
12.061667945530841 |
87.938332054469157 |
76.777078577677301 |
20.371719259367776 |
2.2664582442399492 |
0.58474391871496578 |
|
|
|
|
| Note: Currently, the Call Report does not differentiate credit derivatives by over the counter or exchange traded. Credit derivatives have been included in the "over the counter" category as well as in the sum of total derivatives here. |
|
| Note: "Foreign Exchange" does not include spot fx. |
|
| Note: "Other" is defined as the sum of commodity and equity contracts. |
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
| Note: Numbers may not add due to rounding. |
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
|
|
|
67
600
600
False
False
| TABLE 4 |
|
| CREDIT EQUIVALENT EXPOSURE OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE SHEET DERIVATIVES CONTRACTS |
| MARCH 31, 1999, $ MILLIONS, RATIOS IN PERCENT |
| 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 |
CHASE MANHATTAN BANK |
NY |
291476 |
10410628 |
33957 |
60367.8 |
94324.800000000003 |
356.72 |
| 2 |
MORGAN GUARANTY TR CO OF NY |
NY |
184314.36 |
8358120.3799999999 |
66347 |
57004.24 |
123351.23999999999 |
850.85 |
| 3 |
CITIBANK NA |
NY |
304316 |
3410718 |
25663 |
25513.53 |
51176.53 |
174.5 |
| 4 |
NATIONSBANK NATIONAL ASSN |
NC |
317268 |
2638084 |
7871 |
14730.05 |
22601.05 |
83.55 |
| 5 |
BANKERS TRUST CO |
NY |
98919 |
2522500 |
13686 |
20007.35 |
33693.35 |
425.57 |
| 6 |
BANK OF AMERICA NT&SA |
CA |
250700 |
1824487 |
8181 |
13002.57 |
21183.57 |
86.73 |
| 7 |
FIRST NB OF CHICAGO |
IL |
68940.41 |
1329084.98 |
4356.57 |
9078.78 |
13435.35 |
181.84 |
| 8 |
FIRST UNION NATIONAL BANK |
NC |
208670 |
330412 |
1826 |
1272.99 |
3098.99 |
16 |
| 9 |
BANK OF NEW YORK |
NY |
61688.58 |
308577.63 |
313.34 |
452.83 |
766.17 |
11.81 |
| 10 |
REPUBLIC NB OF NEW YORK |
NY |
46697.24 |
219100.93 |
1533.01 |
1785.17 |
3318.1800000000003 |
76.4 |
| 11 |
BANKBOSTON NA |
MA |
70258.84 |
176324.18 |
1127.9 |
1111.59 |
2239.49 |
30.67 |
| 12 |
STATE STREET BANK & TRUST CO |
MA |
45726.64 |
124002.77 |
1332.38 |
1289.51 |
2621.8900000000003 |
98.4 |
| 13 |
FLEET NATIONAL BANK |
RI |
78152 |
118568 |
491 |
526.28 |
1017.28 |
10.98 |
| 14 |
MELLON BANK NA |
PA |
41036.73 |
79348.7 |
760.91 |
491.94 |
1252.85 |
28.77 |
| 15 |
WELLS FARGO BANK NA |
CA |
86269 |
76016 |
499 |
278.66 |
777.66000000000008 |
9.54 |
| 16 |
KEYBANK NA |
OH |
72925.43 |
72296.31 |
391.47 |
289.75 |
681.22 |
8.68 |
| 17 |
PNC BANK NA |
PA |
68257.32 |
52963.94 |
258.93 |
183.49 |
442.42 |
6.57 |
| 18 |
FIRST TENESSEE |
TN |
17396.91 |
45150.81 |
70.96 |
111.31 |
182.26999999999998 |
12.72 |
| 19 |
CHASE MANHATTAN BANK USA NA |
DE |
33297.14 |
39974.59 |
279.31 |
154.82 |
434.13 |
10.94 |
| 20 |
NATIONAL CITY BANK |
OH |
30412.65 |
39971.68 |
307.74 |
229.89 |
537.63 |
16.82 |
| 21 |
SUNTRUST BANK ATLANTA |
GA |
19812.64 |
35574.17 |
442.16 |
228.65 |
670.81000000000006 |
27.49 |
| 22 |
BANK ONE NATIONAL ASSN |
OH |
28626.22 |
31043.96 |
236.68 |
168.96 |
405.64 |
14.63 |
| 23 |
WACHOVIA BANK NA |
NC |
61879.03 |
28654.91 |
274.38 |
218 |
492.38 |
6.24 |
| 24 |
CITIBANK SOUTH DAKOTA |
SD |
14281.86 |
23024.75 |
147.7 |
74.24 |
221.94 |
11.04 |
| 25 |
CHASE BANK OF TEXAS NA |
TX |
23468.21 |
20631.23 |
83.37 |
146.71 |
230.08 |
10.91 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Average% |
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2524790.21 |
32315258.919999998 |
170437.81 |
208719.11 |
379156.91999999987 |
102.73440000000001 |
| OTHER 414 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1682504.5200000005 |
346888.37000000104 |
2493.4700000000012 |
1802.5800000000163 |
4296.0400000001537 |
N/A |
| TOTAL AMOUNTS FOR ALL 439 BKS & TCs WITH DERIVATIVES |
|
|
4207294.73 |
32662147.289999999 |
172931.28 |
210521.69 |
383452.96 |
7.07 |
|
|
|
|
|
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 |
1.42 |
|
|
C&I LOANS |
1.75 |
|
|
SECURITIES NOT IN TRADING ACCOUNT |
1.89 |
|
|
|
|
|
| Note: The numbers reported above for future credit exposures reflect gross add-ons. |
|
| Note: The total credit exposure to capital ratio is calculated using risk based capital (tier one plus tier two capital). |
|
| Note: Currently, the Call Report does not differentiate credit derivatives by contract type. Credit derivatives have been included in the sum of total derivatives here. |
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
|
|
| Source: Call Report Schedule RC-R |
|
|
|
|
|
|
|
|
60
600
600
3
3
3
False
False
| TABLE 5 |
|
|
| NOTIONAL AMOUNTS OF OFF BALANCE SHEET DERIVATIVES CONTRACTS HELD FOR TRADING OF THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE SHEET DERIVATIVES CONTRACTS |
| MARCH 31, 1999, $ MILLIONS, RATIOS IN PERCENT |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
TOTAL |
% |
TOTAL |
% |
|
|
|
|
|
|
HELD FOR |
HELD FOR |
NOT |
NOT |
|
|
|
|
TOTAL |
TOTAL |
TRADING |
TRADING |
TRADED |
TRADED |
|
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
& MTM |
& MTM |
MTM & NOT MTM |
MTM & NOT MTM |
|
|
|
|
1 |
CHASE MANHATTAN BANK |
NY |
291476 |
10383902 |
10186943 |
98.103227476530492 |
196959 |
1.8967725234695012 |
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
184314.36 |
8248676.5800000001 |
8174513.5199999996 |
99.100909591002534 |
74163.07 |
0.89909053022903229 |
|
3 |
CITIBANK NA |
NY |
304316 |
3384165 |
3228179 |
95.390709377350106 |
155610 |
4.5981800532775434 |
|
4 |
NATIONSBANK NATIONAL ASSN |
NC |
317268 |
2624328 |
2536951 |
96.670500028959793 |
87377 |
3.3294999710402053 |
|
5 |
BANKERS TRUST CO |
NY |
98919 |
2516510 |
2468726 |
98.101179808544373 |
47784 |
1.8988201914556271 |
|
6 |
BANK OF AMERICA NT&SA |
CA |
250700 |
1823487 |
1752455 |
96.104606174872657 |
71032 |
3.8953938251273525 |
|
7 |
FIRST NB OF CHICAGO |
IL |
68940.41 |
1329057.98 |
1323803.46 |
99.604643282755802 |
5254.53 |
0.39535746965681667 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1515933.7699999998 |
30310126.559999999 |
29671570.98 |
97.893259934972704 |
638179.60000000009 |
2.1054996215099937 |
|
| OTHER 414 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2691360.9600000009 |
2161030.8100000024 |
1355958.7699999996 |
62.745924941255147 |
800702.09999999986 |
37.051859524390537 |
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2524790.19 |
32124531.899999999 |
30937856.710000001 |
96.306015621662652 |
1182532.48 |
3.681088595099498 |
|
| OTHER 432 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1682504.5400000005 |
346625.47000000253 |
89673.039999999106 |
25.870297413516223 |
256349.21999999997 |
73.955679021509326 |
|
| TOTAL AMOUNTS FOR ALL 439 BKS & TCs WITH DERIVATIVES |
|
|
|
4207294.73 |
32471157.370000001 |
31027529.75 |
95.554123299178229 |
1438881.7 |
4.4312608990321305 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not differentiate between traded and non-traded credit derivatives. Credit derivatives have been excluded from the sum of total derivatives here. |
|
| Note: In previous quarters, total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange is reported separately. |
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
|
74
600
600
2
3
1
2
False
False
| TABLE 6 |
|
| GROSS FAIR VALUES OF OFF BALANCE SHEET DERIVATIVE CONTRACTS OF THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE SHEET DERIVATIVE CONTRACTS |
| MARCH 31, 1999, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
TRADED : |
TRADED : |
NOT TRADED : |
NOT TRADED : |
|
|
|
|
|
|
(MTM) |
(MTM) |
(MTM & NOT MTM) |
(MTM & NOT MTM) |
|
|
|
|
|
|
GROSS |
GROSS |
GROSS |
GROSS |
|
|
|
|
TOTAL |
TOTAL |
POSITIVE |
NEGATIVE |
POSITIVE |
NEGATIVE |
|
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
FAIR VALUE* |
FAIR VALUE** |
FAIR VALUE* |
FAIR VALUE** |
|
|
|
|
1 |
CHASE MANHATTAN BANK |
NY |
291476 |
10383902 |
127205 |
127045 |
1767 |
1621 |
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
184314.36 |
8248676.5800000001 |
147561.35 |
138637.79 |
894.21 |
202.55 |
|
3 |
CITIBANK NA |
NY |
304316 |
3384165 |
50011 |
48918 |
842 |
511 |
|
4 |
NATIONSBANK NATIONAL ASSN |
NC |
317268 |
2624328 |
25966 |
26811 |
878 |
247 |
|
5 |
BANKERS TRUST CO |
NY |
98919 |
2516510 |
44368 |
43101 |
330 |
345 |
|
6 |
BANK OF AMERICA NT&SA |
CA |
250700 |
1823487 |
19035 |
18951 |
996 |
965 |
|
7 |
FIRST NB OF CHICAGO |
IL |
68940.41 |
1329057.98 |
20668.54 |
20955.38 |
37.54 |
30.38 |
|
|
|
|
|
|
|
|
TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1515933.7699999998 |
30310126.559999999 |
434814.88999999996 |
424419.17000000004 |
5744.75 |
3921.9300000000003 |
|
OTHER 432 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2691360.9600000009 |
2161030.8100000024 |
12519.930000000051 |
12495.109999999986 |
6514.74 |
3570.0599999999995 |
|
TOTAL AMOUNTS FOR ALL 439 BKS & TCs WITH DERIVATIVES |
|
|
4207294.73 |
32471157.370000001 |
447334.82 |
436914.28 |
12259.49 |
7491.99 |
|
|
|
|
|
Note: Currently, the Call Report does not differentiate credit derivatives by gross negative and positive fair values. Credit derivatives have been excluded from the sum of total derivatives here. |
|
|
Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
|
*Market value of contracts that have a positive fair value as of the end of the first quarter, 1999. |
|
|
**Market value of contracts that have a negative fair value as of the end of the first quarter, 1999. |
|
|
Note: Numbers may not sum due to rounding. |
|
|
Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
72
600
600
3
1
False
False
| TABLE 7 |
|
| TRADING REVENUE FROM CASH INSTRUMENTS AND OFF BALANCE SHEET DERIVATIVES OF THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE SHEET DERIVATIVE CONTRACTS |
| MARCH 31, 1999, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
| NOTE: REVENUE FIGURES ARE FOR FIRST QUARTER (NOT YEAR-TO-DATE) |
|
|
|
|
|
|
TOTAL TRADING |
TRADING REV |
TRADING REV |
TRADING REV |
TRADING REV |
|
|
|
REV FROM CASH & |
FROM |
FROM |
FROM |
FROM |
|
TOTAL |
TOTAL |
OFF BAL SHEET |
INT RATE |
FOREIGN EXCH |
EQUITY |
COMMOD & OTH |
|
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
|
|
|
|
|
|
|
|
|
1 |
CHASE MANHATTAN BANK |
NY |
291476 |
10383902 |
622 |
197 |
203 |
24 |
198 |
|
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
184314.36 |
8248676.5800000001 |
1015.057 |
485.24 |
425.46 |
125.357 |
-21 |
|
|
3 |
CITIBANK NA |
NY |
304316 |
3384165 |
746 |
290 |
346 |
110 |
0 |
|
|
4 |
NATIONSBANK NATIONAL ASSN |
NC |
317268 |
2624328 |
174 |
139 |
13 |
15 |
7 |
|
|
5 |
BANKERS TRUST CO |
NY |
98919 |
2516510 |
217 |
62 |
105 |
12 |
38 |
|
|
6 |
BANK OF AMERICA NT&SA |
CA |
250700 |
1823487 |
188 |
40 |
135 |
0 |
13 |
|
|
7 |
FIRST NB OF CHICAGO |
IL |
68940.41 |
1329057.98 |
42.9 |
32.54 |
12.93 |
-3.5470000000000002 |
0.97699999999999998 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1515933.7699999998 |
30310126.559999999 |
3004.9569999999999 |
1245.78 |
1240.39 |
282.80999999999995 |
235.977 |
| OTHER 432 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2691360.9600000009 |
2161030.8100000024 |
589.67999999999984 |
189.74 |
383.28999999999996 |
7.6800000000000637 |
8.9699999999999989 |
| TOTAL AMOUNTS FOR ALL 439 BKS & TCs WITH DERIVATIVES |
|
|
|
4207294.73 |
32471157.370000001 |
3594.6369999999997 |
1435.52 |
1623.68 |
290.49 |
244.947 |
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not include trading revenues from credit derivatives. Credit derivatives have been excluded from the sum of total derivatives here. |
|
| Note: Trading revenue is defined here as "trading revenue from cash instruments and off balance sheet derivative instruments." |
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
| Note: Numbers may not sum due to rounding. |
|
| Data source: Call Report, schedule RC-I |
|
|
|
|
|
|
|
|
|
|
68
600
600
3
6
3
False
False
| TABLE 8 |
|
| NOTIONAL AMOUNT OF OFF BALANCE SHEET DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE DERIVATIVE CONTRACTS |
| MARCH 31, 1999, $ 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 |
CHASE MANHATTAN BANK |
NY |
291476 |
10383902 |
2840688 |
3249693 |
1068018 |
7158399 |
1249958 |
133163 |
52247 |
1435368 |
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
184314.36 |
8248676.5800000001 |
1695371 |
1733426.74 |
1157592.05 |
4586389.79 |
658277.98 |
147533.41 |
100030.47 |
905841.86 |
|
3 |
CITIBANK NA |
NY |
304316 |
3384165 |
733579 |
347634 |
137994 |
1219207 |
1387437 |
69422 |
23626 |
1480485 |
|
4 |
NATIONSBANK NATIONAL ASSN |
NC |
317268 |
2624328 |
386189 |
647928 |
461451 |
1495568 |
24977 |
17329 |
8052 |
50358 |
|
5 |
BANKERS TRUST CO |
NY |
98919 |
2516510 |
417469 |
625525 |
277060 |
1320054 |
580882 |
54679 |
15935 |
651496 |
|
6 |
BANK OF AMERICA NT&SA |
CA |
250700 |
1823487 |
353066 |
426215 |
155465 |
934746 |
563070 |
27534 |
6046 |
596650 |
|
7 |
FIRST NB OF CHICAGO |
IL |
68940.41 |
1329057.98 |
285582.75 |
420729.59999999998 |
256400.51 |
962712.86 |
137121.02 |
14217.59 |
5626.55 |
156965.15999999997 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1515933.7699999998 |
30310126.559999999 |
6711944.75 |
7451151.3399999999 |
3513980.5599999996 |
17677076.649999999 |
4601723 |
463878.00000000006 |
211563.02 |
5277164.02 |
| OTHER 432 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2691360.9600000009 |
2161030.8100000024 |
290445.63999999966 |
556155.19000000041 |
197887.1400000006 |
1044487.9700000025 |
304564.26999999955 |
20973.159999999916 |
1615.210000000021 |
327152.6400000006 |
| TOTAL AMOUNTS FOR ALL 439 BKS & TCs WITH DERIVATIVES |
|
|
|
4207294.73 |
32471157.370000001 |
7002390.3899999997 |
8007306.5300000003 |
3711867.7 |
18721564.620000001 |
4906287.27 |
484851.16 |
213178.23 |
5604316.6600000001 |
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not include maturity breakouts for credit derivatives. Credit derivatives have been excluded from the sum of total derivatives here. |
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
| Note: Figures above exclude foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, basis swaps, and any contracts not subject to risk-based capital requirements. |
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
|
57
600
600
3
3
16
5
R17C6:R29C15
False
False
| TABLE 9 |
|
| NOTIONAL AMOUNT OF OFF BALANCE SHEET DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE DERIVATIVE CONTRACTS |
| MARCH 31, 1999, $ 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 |
CHASE MANHATTAN BANK |
NY |
291476 |
10383902 |
7515 |
10965 |
5239 |
23719 |
194 |
91 |
0 |
285 |
| 2 |
MORGAN GUARANTY TR CO OF NY |
NY |
184314.36 |
8248676.5800000001 |
10693.77 |
3759.77 |
616.61 |
15070.150000000001 |
1729.66 |
152.73 |
0 |
1882.39 |
| 3 |
CITIBANK NA |
NY |
304316 |
3384165 |
2957 |
2148 |
2157 |
7262 |
117 |
91 |
0 |
208 |
| 4 |
NATIONSBANK NATIONAL ASSN |
NC |
317268 |
2624328 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 5 |
BANKERS TRUST CO |
NY |
98919 |
2516510 |
2932 |
1755 |
776 |
5463 |
723 |
4 |
0 |
727 |
| 6 |
BANK OF AMERICA NT&SA |
CA |
250700 |
1823487 |
0 |
0 |
0 |
0 |
709 |
0 |
0 |
709 |
| 7 |
FIRST NB OF CHICAGO |
IL |
68940.41 |
1329057.98 |
67.38 |
0 |
0 |
67.38 |
0 |
0 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1515933.7699999998 |
30310126.559999999 |
24165.15 |
18627.77 |
8788.61 |
51581.53 |
3472.66 |
338.73 |
0 |
3811.3900000000003 |
| OTHER 432 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2691360.9600000009 |
2161030.8100000024 |
10605.279999999999 |
2840.2200000000012 |
86.309999999999491 |
13531.809999999998 |
3531.71 |
278.06200000000001 |
0 |
3809.7719999999999 |
| TOTAL AMOUNTS FOR ALL 439 BKS & TCs WITH DERIVATIVES |
|
|
4207294.73 |
32471157.370000001 |
34770.43 |
21467.99 |
8874.92 |
65113.34 |
7004.37 |
616.79200000000003 |
0 |
7621.1620000000003 |
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not include maturity breakouts for credit derivatives. Credit derivatives have been excluded from the sum of total derivatives here. |
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
| Note: Figures above exclude foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, basis swaps, and any contracts not subject to risk-based capital requirements. |
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
61
600
600
3
17
4
R18C5:R29C14
False
False
| TABLE 10 |
|
| NOTIONAL AMOUNT OF OFF BALANCE SHEET DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST OFF BALANCE DERIVATIVE CONTRACTS |
| MARCH 31, 1999, $ 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 |
CHASE MANHATTAN BANK |
NY |
291476 |
10383902 |
8574 |
9790 |
155 |
18519 |
11510 |
15016 |
392 |
26918 |
| 2 |
MORGAN GUARANTY TR CO OF NY |
NY |
184314.36 |
8248676.5800000001 |
8657.66 |
4480.67 |
784.53 |
13922.86 |
61403.05 |
45317.51 |
2078.38 |
108798.94 |
| 3 |
CITIBANK NA |
NY |
304316 |
3384165 |
1029 |
631 |
100 |
1760 |
14180 |
12505 |
2299 |
28984 |
| 4 |
NATIONSBANK NATIONAL ASSN |
NC |
317268 |
2624328 |
6567 |
1237 |
742 |
8546 |
15087 |
12827 |
7 |
27921 |
| 5 |
BANKERS TRUST CO |
NY |
98919 |
2516510 |
1977 |
582 |
1 |
2560 |
17017 |
15017 |
2697 |
34731 |
| 6 |
BANK OF AMERICA NT&SA |
CA |
250700 |
1823487 |
855 |
3138 |
3158 |
7151 |
1421 |
74 |
21 |
1516 |
| 7 |
FIRST NB OF CHICAGO |
IL |
68940.41 |
1329057.98 |
264.27 |
400.51 |
276.05 |
940.82999999999993 |
6179.64 |
1721.14 |
0 |
7900.7800000000007 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1515933.7699999998 |
30310126.559999999 |
27923.93 |
20259.179999999997 |
5216.58 |
53399.69 |
126797.69 |
102477.65000000001 |
7494.38 |
236769.72 |
| OTHER 432 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2691360.9600000009 |
2161030.8100000024 |
243.57999999999811 |
54.730000000003201 |
58.890000000000327 |
357.19999999999709 |
2896.5500000000029 |
1332.109999999986 |
115.23999999999978 |
4343.8999999999942 |
| TOTAL AMOUNTS FOR ALL 439 BKS & TCs WITH DERIVATIVES |
|
|
4207294.73 |
32471157.370000001 |
28167.51 |
20313.91 |
5275.47 |
53756.89 |
129694.24 |
103809.76 |
7609.62 |
241113.62 |
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not include maturity breakouts for credit derivatives. Credit derivatives have been excluded from the sum of total derivatives here. |
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
| Note: Figures above exclude foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, basis swaps, and any contracts not subject to risk-based capital requirements. |
|
| Data source: Call Report, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
61
600
600
False
False