Derivatives Q1-00
Larrañaga
Emily.Abramsky
2001-12-06T21:35:22Z
2000-03-06T16:40:40Z
2010-12-20T18:41:54Z
11.9999
3420
11970
-15
-15
602
False
False
| TABLE 1 |
| NOTIONAL AMOUNT OF DERIVATIVES CONTRACTS OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| SEPTEMBER 30, 2001, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
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TOTAL |
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|
|
TOTAL |
TOTAL |
TOTAL |
TOTAL |
TOTAL |
CREDIT |
|
|
|
|
|
TOTAL |
TOTAL |
FUTURES |
OPTIONS |
FORWARDS |
SWAPS |
OPTIONS |
DERIVATIVES |
SPOT |
|
RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
(EXCH TR) |
(EXCH TR) |
(OTC) |
(OTC) |
(OTC) |
(OTC) |
FX |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
CHASE MANHATTAN BANK |
NY |
434801 |
17846560 |
565100 |
206996 |
2889448 |
11595963 |
2565579 |
23474 |
149512 |
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
228141 |
12587484 |
467192 |
2743563 |
807485 |
6464643 |
1886142 |
218459 |
9777 |
|
3 |
BANK OF AMERICA NA |
NC |
575020 |
9006490 |
703925 |
499029 |
1512677 |
5235689 |
1014935 |
40235 |
74 |
|
4 |
CITIBANK NATIONAL ASSN |
NY |
424286 |
6528059 |
211194 |
39987 |
1778153 |
3339941 |
1097639 |
61145 |
142028 |
|
5 |
FIRST UNION NATIONAL BANK |
NC |
232195 |
1807421 |
220706 |
632214 |
241452 |
458306 |
251477 |
3266 |
29385 |
|
6 |
BANK ONE NATIONAL ASSN |
IL |
138028.43900000001 |
801713.06699999992 |
47768.694000000003 |
3292.2669999999998 |
98358.486000000004 |
487345.80699999997 |
162969.67600000001 |
1978.1369999999999 |
13899.57 |
|
7 |
WELLS FARGO BANK NA |
CA |
129297 |
545418 |
27510 |
239125 |
82852 |
137237 |
57014 |
1680 |
1241 |
|
8 |
BANK OF NEW YORK |
NY |
87334.039000000004 |
357821.65900000004 |
29531.571 |
11437.325000000001 |
45782.639000000003 |
118997.323 |
150482.17 |
1590.6309999999999 |
9632.8250000000007 |
|
9 |
HSBC BANK USA |
NY |
84721.313999999998 |
308630.837 |
38469.017999999996 |
15408.462 |
108456.845 |
91873.19 |
54072.332999999999 |
350.98899999999998 |
14269.374 |
|
10 |
FLEET NATIONAL BANK |
RI |
190338 |
287181 |
12365 |
3914 |
32883 |
102200 |
132560 |
3259 |
7370 |
|
11 |
STATE STREET BANK&TRUST CO |
MA |
68077.684999999998 |
201921.49 |
6035 |
0 |
188804.66200000001 |
4386.3850000000002 |
2695.4430000000002 |
0 |
6781.4089999999997 |
|
12 |
NATIONAL CITY BANK |
OH |
38638.989000000001 |
87756.463999999993 |
7967.9 |
0 |
5348.1710000000003 |
42528.029000000002 |
31708.593000000001 |
203.77099999999999 |
305.85300000000001 |
|
13 |
KEYBANK NATIONAL ASSN |
OH |
73941.483999999997 |
80984.9 |
25707.422999999999 |
478.76600000000002 |
4082.8760000000002 |
47129.273000000001 |
3526.7620000000002 |
59.8 |
801.72500000000002 |
|
14 |
BANKERS TRUST CO |
NY |
45049 |
69981 |
0 |
0 |
16446 |
43864 |
9069 |
602 |
0 |
|
15 |
MELLON BANK NATIONAL ASSN |
PA |
38842.896000000001 |
67247.112000000008 |
12730.26 |
306.5 |
29786.312000000002 |
17816.649000000001 |
6607.3909999999996 |
0 |
4276.152 |
|
16 |
LASALLE BANK NATIONAL ASSN |
IL |
54407.411999999997 |
61102.762999999999 |
0 |
0 |
398.85399999999998 |
54089.773000000001 |
6614.1360000000004 |
0 |
21.02 |
|
17 |
SUNTRUST BANK |
GA |
99269.472999999998 |
58920.464 |
5836 |
0 |
6856.0649999999996 |
35953.896000000001 |
10254.503000000001 |
20 |
323.78800000000001 |
|
18 |
PNC BANK NATIONAL ASSN |
PA |
64698.993000000002 |
50482.959000000003 |
1906.7 |
0 |
3514.4070000000002 |
32613.186000000002 |
12308.366 |
140.3 |
396.38600000000002 |
|
19 |
CHASE MANHATTAN BANK USA NA |
DE |
48495.398999999998 |
40201.817999999999 |
989.7 |
0 |
12208.245999999999 |
15053.486000000001 |
11950.386 |
0 |
0 |
|
20 |
WACHOVIA BANK NATIONAL ASSN |
NC |
73264.225999999995 |
40169.316999999995 |
0 |
0 |
4834.7839999999997 |
32029.416000000001 |
2740.0610000000001 |
565.05600000000004 |
417.21600000000001 |
|
21 |
FIRST TENNESSEE BANK NA |
TN |
19136.679 |
35486.103000000003 |
0 |
0 |
16467.03 |
4363 |
14451.948 |
204.125 |
0.48399999999999999 |
|
22 |
MERRILL LYNCH BANK USA |
UT |
62480.52 |
35017.125999999997 |
1500 |
0 |
12.451000000000001 |
33494.28 |
0 |
10.395 |
0 |
|
23 |
NATIONAL CITY BANK OF IN |
IN |
27540.493999999999 |
33308.038 |
158.2 |
1535 |
10565.164000000001 |
6663.0230000000001 |
14386.651 |
0 |
0 |
|
24 |
U S BANK NATIONAL ASSN |
OH |
163099.495 |
24808.883999999998 |
0 |
0 |
3702.3139999999999 |
19011.973999999998 |
2094.596 |
0 |
261.56900000000002 |
|
25 |
IRWIN UNION BANK&TRUST CO |
IN |
2806.7190000000001 |
22951.282999999999 |
22360 |
0 |
22.093 |
69.19 |
500 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
|
3403911.2560000005 |
50987118.284000017 |
2408952.4660000005 |
4397286.32 |
7900597.3990000011 |
28421260.880000003 |
7501778.0149999987 |
357243.20399999997 |
390774.37100000004 |
| OTHER 334 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
|
1632156.7439999995 |
296810.84599998593 |
4673.5839999993332 |
3274.339999999851 |
58786.130999999121 |
178438.06999999657 |
49333.565000001341 |
2305.1560000000172 |
4738.9089999999851 |
| TOTAL AMOUNTS FOR ALL 359 BKS & TCs WITH DERIVATIVES |
|
|
|
5036068 |
51283929.130000003 |
2413626.05 |
4400560.66 |
7959383.5300000003 |
28599698.949999999 |
7551111.5800000001 |
359548.36 |
395513.28 |
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| Note: Currently, the Call Report does not differentiate credit derivatives by contract type. Credit derivatives have been included in the sum of total derivatives here. |
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|
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| 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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|
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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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|
|
|
58
600
600
75
3
15
5
R16C6:R45C14
False
False
| TABLE 2 |
|
| NOTIONAL AMOUNT OF DERIVATIVE CONTRACTS OF THE 25 |
| HOLDING COMPANIES WITH THE MOST DERIVATIVES CONTRACTS |
| SEPTEMBER 30, 2001, $ 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 |
J.P. MORGAN CHASE & CO. |
NY |
799300 |
23992136 |
1213053 |
2244538 |
3038481 |
14827695 |
2426436 |
241933 |
155490 |
|
|
|
2 |
BANK OF AMERICA CORPORATION |
NC |
640105 |
9054294 |
699745 |
506477 |
1583276 |
5212311 |
1013476 |
39009 |
74 |
|
|
|
3 |
CITIGROUP INC. |
NY |
1068249 |
9070812 |
259037 |
122258 |
2705091 |
4584039 |
1324418 |
75969 |
133595 |
|
|
|
4 |
WACHOVIA CORPORATION |
NC |
325897 |
1853641 |
222629 |
639697 |
252460 |
481123 |
253901 |
3831 |
29802 |
|
|
|
5 |
BANK ONE CORPORATION |
IL |
270252 |
792768 |
51764 |
4627 |
99058 |
470949 |
164315 |
2055 |
13904 |
|
|
|
6 |
WELLS FARGO & COMPANY |
CA |
298100 |
547486 |
27510 |
239131 |
82059 |
145002 |
52104 |
1680 |
1241 |
|
|
|
7 |
BANK OF NEW YORK COMPANY, INC., THE |
NY |
89677.447 |
357173.57299999997 |
29531.571 |
11437.325000000001 |
45782.639000000003 |
118296.86199999999 |
150482.17 |
1643.0060000000001 |
9632.8250000000007 |
|
|
|
8 |
HSBC NORTH AMERICA INC. |
NY |
110050.01 |
324593.38899999997 |
40245.339 |
15408.462 |
117041.929 |
97145.967000000004 |
54400.702999999994 |
350.98899999999998 |
14849.489 |
|
|
|
9 |
FLEETBOSTON FINANCIAL CORPORATION |
MA |
201862 |
289033 |
12589 |
5542 |
32883 |
102200 |
132560 |
3259 |
7370 |
|
|
|
10 |
TAUNUS CORPORATION |
NY |
217462 |
277994 |
37464 |
120656 |
5635 |
102681 |
9243 |
2315 |
556 |
|
|
|
11 |
COUNTRYWIDE CREDIT INDUSTRIES, INC |
CA |
35831.142 |
267704 |
3162 |
121005 |
53709 |
13736 |
76092 |
0 |
0 |
|
|
|
12 |
STATE STREET CORPORATION |
MA |
73176.197 |
202128.59 |
6054.6 |
800 |
188804.66200000001 |
3773.8850000000002 |
2695.4430000000002 |
0 |
6781.4089999999997 |
|
|
|
13 |
ABN AMRO NORTH AMERICA HOLDING COMPANY |
IL |
171085.549 |
111536.12299999998 |
16682.151000000002 |
316.5 |
398.85399999999998 |
82545.497999999992 |
11593.12 |
0 |
21.02 |
|
|
|
14 |
NATIONAL CITY CORPORATION |
OH |
97215.024000000005 |
100300.59799999998 |
8126.1 |
1535 |
16199.106 |
42528.029000000002 |
31708.592000000001 |
203.77099999999999 |
305.85300000000001 |
|
|
|
15 |
KEYCORP |
OH |
83916.384999999995 |
87544.683999999994 |
25707.422999999999 |
478.76599999999996 |
4082.8760000000002 |
49902.526000000005 |
7313.2929999999997 |
59.8 |
801.72500000000002 |
|
|
|
16 |
MELLON FINANCIAL CORPORATION |
PA |
47743.646999999997 |
64081.131000000001 |
12733.26 |
306.5 |
29468.906999999999 |
14965.073 |
6607.3910000000005 |
0 |
4266.0510000000004 |
|
|
|
17 |
SUNTRUST BANKS, INC. |
GA |
103262.035 |
58381.801999999996 |
5836 |
1.3380000000000001 |
6856.0650000000005 |
35413.896000000001 |
10254.503000000001 |
20 |
323.78800000000001 |
|
|
|
18 |
PNC FINANCIAL SERVICES GROUP, INC., THE |
PA |
71979.021999999997 |
49107.205000000009 |
1909.7 |
0 |
3521.5889999999999 |
30675.585999999999 |
12860.03 |
140.3 |
396.38600000000002 |
|
|
|
19 |
FIRST TENNESSEE NATIONAL CORPORATION |
TN |
19683.883999999998 |
35486.103000000003 |
0 |
0 |
16467.03 |
4363 |
14451.948 |
204.125 |
0.48399999999999999 |
|
|
|
20 |
DORAL FINANCIAL CORPORATION |
PR |
6373.3 |
31737 |
66.5 |
30945.5 |
0 |
100 |
625 |
0 |
0 |
|
|
|
21 |
U.S. BANCORP |
MN |
167830 |
27819 |
18 |
0 |
3703 |
22004 |
2094 |
0 |
262 |
|
|
|
22 |
CIBC DELAWARE HOLDINGS INC. |
NY |
28845.464 |
19987.57 |
11833.384 |
4733.5630000000001 |
139.2 |
2959.05 |
25.073 |
297.3 |
0 |
|
|
|
23 |
UNIONBANCAL CORPORATION |
CA |
35281.127999999997 |
14056.297 |
0 |
0 |
1357.0609999999999 |
6528.7260000000006 |
6170.51 |
0 |
379.29399999999998 |
|
|
|
24 |
METLIFE, INC. |
NY |
251895.42199999999 |
11728.725000000002 |
0 |
8259.0130000000008 |
207.27099999999999 |
3262.4409999999998 |
0 |
0 |
0 |
|
|
|
25 |
PROVIDENT FINANCIAL GROUP, INC. |
OH |
15513.414000000001 |
12111.941999999999 |
0 |
0 |
114.212 |
7037.1660000000002 |
3057.0479999999998 |
1903.5160000000001 |
0 |
|
|
|
|
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| TOTALS FOR THE TOP 25 HOLDING COMPANIES WITH DERIVATIVES |
|
|
|
5230586.0699999984 |
47653641.732000001 |
2685697.0280000004 |
4078152.9669999997 |
8286796.4010000005 |
26461237.705000002 |
5766883.8239999991 |
374873.80699999997 |
380052.32399999996 |
|
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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. |
|
| Note: In previous quarters, total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange is 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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|
|
57
600
600
75
6
1
3
14
5
R15C6:R42C14
False
False
| TABLE 3 |
|
| DISTRIBUTION OF DERIVATIVES CONTRACTS OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| SEPTEMBER 30, 2001, $ MILLIONS, RATIOS IN PERCENT |
| 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 |
|
|
|
|
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
|
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|
1 |
CHASE MANHATTAN BANK |
NY |
434801 |
17846560 |
4.3263015393442803 |
95.673698460655729 |
86.211471566509175 |
12.446460270214541 |
0.60526790597179514 |
0.13153235133269381 |
|
|
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
228141 |
12587484 |
25.5075200095587 |
74.492479990441296 |
86.887554335719514 |
6.9209700683631459 |
2.227975026621682 |
1.7355255426739769 |
|
|
|
3 |
BANK OF AMERICA NA |
NC |
575020 |
9006490 |
13.356524017680584 |
86.643475982319416 |
87.324695858208912 |
10.640460379126608 |
0.79405517576769646 |
0.44673341112908582 |
|
|
|
4 |
CITIBANK NATIONAL ASSN |
NY |
424286 |
6528059 |
3.8477133861688442 |
96.152286613831151 |
68.675558845286176 |
28.456360458751981 |
0.96571584294811064 |
0.93664901006562595 |
|
|
|
5 |
FIRST UNION NATIONAL BANK |
NC |
232195 |
1807421 |
47.1898910104508 |
52.8101089895492 |
93.889027514895531 |
4.6335635139793112 |
0.6483547552009189 |
0.18069946072331791 |
|
|
|
6 |
BANK ONE NATIONAL ASSN |
IL |
138028.43900000001 |
801713.06699999992 |
6.3689820088712619 |
93.631017991128743 |
87.641053504245818 |
10.379186697227677 |
0.86651051179636074 |
0.24673877493380061 |
|
|
|
7 |
WELLS FARGO BANK NA |
CA |
129297 |
545418 |
48.886358719367529 |
51.113641280632471 |
97.720097246515522 |
1.6370930185655772 |
0.16739454876810081 |
0.30802063738270463 |
|
|
|
8 |
BANK OF NEW YORK |
NY |
87334.039000000004 |
357821.65900000004 |
11.449529386928475 |
88.550470613071511 |
79.940872723973357 |
19.614595493225856 |
0 |
0.44453178280077216 |
|
|
|
9 |
HSBC BANK USA |
NY |
84721.313999999998 |
308630.837 |
17.456933507911263 |
82.543066492088741 |
60.264420693645725 |
31.774622378385345 |
3.9236161939320406 |
0.11372454010485024 |
|
|
|
10 |
FLEET NATIONAL BANK |
RI |
190338 |
287181 |
5.6685504960286366 |
94.331449503971356 |
74.370867153467671 |
22.741058774779667 |
0.87662484635125582 |
1.134824379050146 |
|
|
|
11 |
STATE STREET BANK&TRUST CO |
MA |
68077.684999999998 |
201921.49 |
2.9887853937686373 |
97.011214606231363 |
5.4905978556319086 |
94.509402144368082 |
0 |
0 |
|
|
|
12 |
NATIONAL CITY BANK |
OH |
38638.989000000001 |
87756.463999999993 |
9.0795590852429982 |
90.920440914757009 |
98.2473256898774 |
1.5204737510845927 |
0 |
0.23220055903802142 |
|
|
|
13 |
KEYBANK NATIONAL ASSN |
OH |
73941.483999999997 |
80984.9 |
32.334656213689215 |
67.665343786310785 |
90.604704086811239 |
9.1273200312650875 |
9.7067478011332961E-2 |
7.3840925901001289E-2 |
|
|
|
14 |
BANKERS TRUST CO |
NY |
45049 |
69981 |
0 |
100 |
48.331690030151044 |
26.551492547977308 |
12.128291964961919 |
0.8602334919478144 |
|
|
|
15 |
MELLON BANK NATIONAL ASSN |
PA |
38842.896000000001 |
67247.112000000008 |
19.386349260619546 |
80.613650739380446 |
47.884674958234633 |
51.175193962232896 |
0.47006553976622817 |
0 |
|
|
|
16 |
LASALLE BANK NATIONAL ASSN |
IL |
54407.411999999997 |
61102.762999999999 |
0 |
100 |
98.876009911368499 |
0.87792756605785571 |
0.12303126128682594 |
0 |
|
|
|
17 |
SUNTRUST BANK |
GA |
99269.472999999998 |
58920.464 |
9.9048778706155467 |
90.095122129384464 |
94.31851215564086 |
4.3298114556599554 |
0.65886616235744511 |
3.3944063984289057E-2 |
|
|
|
18 |
PNC BANK NATIONAL ASSN |
PA |
64698.993000000002 |
50482.959000000003 |
3.7769180685308084 |
96.223081931469196 |
90.709522395468142 |
8.9986959758044289 |
6.9330325902647663E-3 |
0.27791556354689906 |
|
|
|
19 |
CHASE MANHATTAN BANK USA NA |
DE |
48495.398999999998 |
40201.817999999999 |
2.4618289650482974 |
97.538171034951716 |
98.821476182992512 |
5.8211297807477268E-2 |
0.56015625960000126 |
0 |
|
|
|
20 |
WACHOVIA BANK NATIONAL ASSN |
NC |
73264.225999999995 |
40169.316999999995 |
0 |
100 |
84.685076920775145 |
12.8296679776756 |
0.53928474810761662 |
1.4066856053340417 |
|
|
|
21 |
FIRST TENNESSEE BANK NA |
TN |
19136.679 |
35486.103000000003 |
0 |
100 |
99.41626726383565 |
3.0180828816283372E-3 |
2.7447364395014012E-3 |
0.57522518040372028 |
|
|
|
22 |
MERRILL LYNCH BANK USA |
UT |
62480.52 |
35017.125999999997 |
4.2836182501099609 |
95.716381749890033 |
95.467800527090674 |
4.3848572838330595 |
5.8828357301510134E-2 |
2.9685474473262027E-2 |
|
|
|
23 |
NATIONAL CITY BANK OF IN |
IN |
27540.493999999999 |
33308.038 |
5.0834576326591199 |
94.916542367340895 |
100 |
0 |
0 |
0 |
|
|
|
24 |
U S BANK NATIONAL ASSN |
OH |
163099.495 |
24808.883999999998 |
0 |
100 |
81.894389122864212 |
18.086504818193358 |
9.5530294712168444E-3 |
0 |
|
|
|
25 |
IRWIN UNION BANK&TRUST CO |
IN |
2806.7190000000001 |
22951.282999999999 |
97.423747509017261 |
2.5762524909827484 |
99.903739586148617 |
9.6260413851373808E-2 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
|
3403911.2560000005 |
50987118.284000017 |
6806238.79 |
44180879.5 |
42906507.920000002 |
6589277.6100000003 |
1134089.56 |
357243 |
|
| OTHER 334 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
|
1632156.7439999995 |
296810.84599998593 |
7947.910000000149 |
288862.92000000179 |
240028.87999999523 |
52889.899999999441 |
1586.8999999999069 |
2305.359999999986 |
| TOTAL AMOUNTS FOR ALL 359 BKS & TCs WITH DERIVATIVES |
|
|
|
5036068 |
51283929.130000003 |
6814186.7000000002 |
44469742.420000002 |
43146536.799999997 |
6642167.5099999998 |
1135676.46 |
359548.36 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS & TC: % OF ALL 359 BKS &TCs WITH DERIVATIVES |
|
|
|
|
99.421240043352384 |
13.271679657669786 |
86.149560397382132 |
83.664626809767213 |
12.848620848252077 |
2.2113936651093722 |
0.69659834193753389 |
| OTHER 334 COMMERCIAL BANKS & TCS: % OF ALL 359 BKS &TCs WITH DERIVATIVES |
|
|
|
|
0.57875995664762336 |
1.5497856998930278E-2 |
0.5632620684498667 |
0.46803917732501399 |
0.10313152852607774 |
3.0943416912874644E-3 |
4.4952873914089388E-3 |
| TOTAL AMOUNTS FOR ALL 359 BKS & TCS: % OF ALL 359 BKS & TCs WITH DERIVATIVES |
|
|
|
|
100 |
13.287177514668716 |
86.712822465831991 |
84.132665987092238 |
12.951752376778156 |
2.2144880068006594 |
0.70109362932894292 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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
3
13
5
R14C6:R48C13
False
False
| TABLE 4 |
|
| CREDIT EQUIVALENT EXPOSURE OF THE 25 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVES CONTRACTS |
| SEPTEMBER 30, 2001, $ 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 |
434801 |
17846560 |
43837 |
130282.11499999999 |
174119.11499999999 |
566.8862607846329 |
| 2 |
MORGAN GUARANTY TR CO OF NY |
NY |
228141 |
12587484 |
49269 |
104927.72500000001 |
154196.72500000001 |
1156.938212785114 |
| 3 |
BANK OF AMERICA NA |
NC |
575020 |
9006490 |
25097 |
56587.98 |
81684.98 |
145.94422011792034 |
| 4 |
CITIBANK NATIONAL ASSN |
NY |
424286 |
6528059 |
22243 |
50776.53 |
73019.53 |
183.93755352914505 |
| 5 |
FIRST UNION NATIONAL BANK |
NC |
232195 |
1807421 |
13960 |
7286.8550000000005 |
21246.855 |
98.538424079398936 |
| 6 |
BANK ONE NATIONAL ASSN |
IL |
138028.43900000001 |
801713.06699999992 |
3503.4589999999998 |
5440.8572549999999 |
8944.3162549999997 |
66.537174620803967 |
| 7 |
WELLS FARGO BANK NA |
CA |
129297 |
545418 |
4472 |
1100.405 |
5572.4049999999997 |
36.981716219803559 |
| 8 |
BANK OF NEW YORK |
NY |
87334.039000000004 |
357821.65900000004 |
2094.5329999999999 |
1081.42778 |
3175.9607799999999 |
40.301840913370782 |
| 9 |
HSBC BANK USA |
NY |
84721.313999999998 |
308630.837 |
2730.451 |
2137.6626000000001 |
4868.1136000000006 |
72.766660493304002 |
| 10 |
FLEET NATIONAL BANK |
RI |
190338 |
287181 |
2824 |
2003.6 |
4827.6 |
22.44664527828149 |
| 11 |
STATE STREET BANK&TRUST CO |
MA |
68077.684999999998 |
201921.49 |
2076.2260000000001 |
2024.11248 |
4100.3384800000003 |
112.08457586597324 |
| 12 |
NATIONAL CITY BANK |
OH |
38638.989000000001 |
87756.463999999993 |
1005.0650000000001 |
621.27806499999997 |
1626.343065 |
41.291450689721358 |
| 13 |
KEYBANK NATIONAL ASSN |
OH |
73941.483999999997 |
80984.9 |
1353.6769999999999 |
355.30445000000003 |
1708.98145 |
20.30530347252974 |
| 14 |
BANKERS TRUST CO |
NY |
45049 |
69981 |
2814 |
2142.55 |
4956.55 |
71.58506643558637 |
| 15 |
MELLON BANK NATIONAL ASSN |
PA |
38842.896000000001 |
67247.112000000008 |
835.87400000000002 |
380.07979 |
1215.95379 |
29.160829043179088 |
| 16 |
LASALLE BANK NATIONAL ASSN |
IL |
54407.411999999997 |
61102.762999999999 |
123.938 |
506.23253 |
630.17052999999999 |
13.927934926847295 |
| 17 |
SUNTRUST BANK |
GA |
99269.472999999998 |
58920.464 |
1098.74 |
318.71010999999999 |
1417.45011 |
13.259993803365752 |
| 18 |
PNC BANK NATIONAL ASSN |
PA |
64698.993000000002 |
50482.959000000003 |
882.75400000000002 |
248.26902999999999 |
1131.0230300000001 |
16.028842684434938 |
| 19 |
CHASE MANHATTAN BANK USA NA |
DE |
48495.398999999998 |
40201.817999999999 |
731.15499999999997 |
120.20227 |
851.35726999999997 |
15.458873591853633 |
| 20 |
WACHOVIA BANK NATIONAL ASSN |
NC |
73264.225999999995 |
40169.316999999995 |
1071.48 |
351.34439499999996 |
1422.8243950000001 |
17.365720901229825 |
| 21 |
FIRST TENNESSEE BANK NA |
TN |
19136.679 |
35486.103000000003 |
271.851 |
90.096549999999993 |
361.94754999999998 |
21.816620405112577 |
| 22 |
MERRILL LYNCH BANK USA |
UT |
62480.52 |
35017.125999999997 |
125.879 |
142.61477499999998 |
268.49377499999997 |
7.0974746414700913 |
| 23 |
NATIONAL CITY BANK OF IN |
IN |
27540.493999999999 |
33308.038 |
408.37900000000002 |
282.69403999999997 |
691.07303999999999 |
34.804032207702207 |
| 24 |
U S BANK NATIONAL ASSN |
OH |
163099.495 |
24808.883999999998 |
610.53 |
188.17398499999999 |
798.70398499999999 |
4.4952133842439359 |
| 25 |
IRWIN UNION BANK&TRUST CO |
IN |
2806.7190000000001 |
22951.282999999999 |
0.251 |
0.48777500000000001 |
0.73877499999999996 |
0.18425292487723122 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Average% |
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
3403911.2560000005 |
50987118.284000017 |
183440.24199999994 |
369397.30787999998 |
552837.5498800003 |
112.4 |
| OTHER 334 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1632156.7439999995 |
296810.84599998593 |
4995.9480000000622 |
1993.3021200000076 |
6989.2501199997496 |
N/A |
| TOTAL AMOUNTS FOR ALL 359 BKS & TCs WITH DERIVATIVES |
|
|
5036068 |
51283929.130000003 |
188436.19 |
371390.61 |
559826.8 |
10.094986072423398 |
|
|
|
|
|
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 |
1.4799 |
|
|
C&I LOANS |
1.60615 |
|
|
SECURITIES NOT IN TRADING ACCOUNT |
1.7585900000000001 |
|
|
|
|
|
| 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 |
|
|
|
|
|
|
|
|
60
600
600
75
3
1350
7
2
3
3
11
C12
2
15
4
R16C5:R45C10
False
False
| TABLE 5 |
|
|
| NOTIONAL AMOUNTS OF DERIVATIVES CONTRACTS HELD FOR TRADING OF THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVES CONTRACTS |
| SEPTEMBER 30, 2001, $ 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 |
MTM |
|
|
|
|
1 |
CHASE MANHATTAN BANK |
NY |
434801 |
17823086 |
17682164 |
99.209328844623201 |
140922 |
0.79067115537679611 |
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
228141 |
12369025 |
12341553 |
99.777896802698677 |
27472 |
0.22210319730132327 |
|
3 |
BANK OF AMERICA NA |
NC |
575020 |
8966255 |
8876984 |
99.004366929113658 |
89271 |
0.9956330708863399 |
|
4 |
CITIBANK NATIONAL ASSN |
NY |
424286 |
6466914 |
6397284 |
98.92328860411628 |
69630 |
1.0767113958837244 |
|
5 |
FIRST UNION NATIONAL BANK |
NC |
232195 |
1804155 |
1675289 |
92.857265589708206 |
128866 |
7.1427344102917987 |
|
6 |
BANK ONE NATIONAL ASSN |
IL |
138028.43900000001 |
799734.93 |
796446.57299999997 |
99.588819135360268 |
3288.357 |
0.41118086463973758 |
|
7 |
WELLS FARGO BANK NA |
CA |
129297 |
543738 |
231628 |
42.599192993684461 |
312110 |
57.400807006315539 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2161768.4390000002 |
48772907.93 |
48001348.572999999 |
98.418057504163244 |
771559.35700000008 |
1.5819424958367456 |
|
| OTHER 352 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2874299.5609999998 |
2151472.8299999982 |
1593020.7770000026 |
74.043267234753046 |
558452.05299999984 |
25.95673276524716 |
|
| TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
3403911.2560000005 |
50629875.079999998 |
49476452.780000001 |
97.721854343552138 |
1153422.3 |
2.2781456564478648 |
|
| OTHER 334 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
1632156.7439999995 |
294505.6799999997 |
117916.5700000003 |
40.038810117346607 |
176589.10999999987 |
59.961189882653557 |
|
| TOTAL AMOUNTS FOR ALL 359 BKS & TCs WITH DERIVATIVES |
|
|
|
5036068 |
50924380.759999998 |
49594369.350000001 |
97.388261987380531 |
1330011.41 |
2.6117380126194782 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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. |
|
| Note: Numbers may not add due to rounding. |
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
|
71
600
600
75
4
3
16
5
R17C6:R31C11
False
False
| TABLE 6 |
|
| GROSS FAIR VALUES OF DERIVATIVE CONTRACTS OF THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| SEPTEMBER 30, 2001, $ MILLIONS |
| NOTE: DATA ARE PRELIMINARY |
|
|
|
|
|
|
TRADED : |
TRADED : |
NOT TRADED : |
NOT TRADED : |
|
|
|
|
|
|
(MTM) |
(MTM) |
(MTM) |
(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 |
434801 |
17823086 |
210544 |
207097 |
2072 |
1027 |
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
228141 |
12369025 |
260286 |
251347 |
26 |
2 |
|
3 |
BANK OF AMERICA NA |
NC |
575020 |
8966255 |
127942 |
120774 |
9054 |
958 |
|
4 |
CITIBANK NATIONAL ASSN |
NY |
424286 |
6466914 |
84709 |
81328 |
2332 |
1050 |
|
5 |
FIRST UNION NATIONAL BANK |
NC |
232195 |
1804155 |
15735 |
16227 |
4162 |
2773 |
|
6 |
BANK ONE NATIONAL ASSN |
IL |
138028.43900000001 |
799734.93 |
14054.464 |
14046.562 |
56.128999999999998 |
42.194000000000003 |
|
7 |
WELLS FARGO BANK NA |
CA |
129297 |
543738 |
3006 |
3164 |
1434 |
247 |
|
|
|
|
|
|
|
|
TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2161768.4390000002 |
48772907.93 |
716276.46400000004 |
693983.56200000003 |
19136.129000000001 |
6099.1940000000004 |
|
OTHER 352 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2874299.5609999998 |
2151472.8299999982 |
25591.945999999996 |
24006.537999999942 |
10170.050999999999 |
8048.2359999999999 |
|
TOTAL AMOUNTS FOR ALL 359 BKS & TCs WITH DERIVATIVES |
|
|
5036068 |
50924380.759999998 |
741868.41 |
717990.1 |
29306.18 |
14147.43 |
|
|
|
|
| Note: Currently, the Call Report does not differentiate credit derivatives by gross negative and positive fair values. Credit derivatives have been excluded from the sum of total derivatives here. |
|
| Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. |
|
| *Market value of contracts that have a positive fair value as of the end of the third quarter, 2001. |
|
| **Market value of contracts that have a negative fair value as of the end of the third quarter, 2001. |
|
| Note: Numbers may not sum due to rounding. |
|
| Data source: Call Report, schedule RC-L |
|
|
|
|
|
|
|
|
|
74
600
600
75
1
3
16
5
R17C6:R27C11
False
False
| TABLE 7 |
|
| TRADING REVENUE FROM CASH INSTRUMENTS AND DERIVATIVES OF THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| SEPTEMBER 30, 2001, $ MILLIONS |
|
|
|
|
|
|
|
|
|
|
|
| NOTE: REVENUE FIGURES ARE FOR THIRD QUARTER (NOT YEAR-TO-DATE) |
| DATA ARE PRELIMINARY |
|
|
|
|
|
|
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 |
434801 |
17823086 |
784 |
416 |
324 |
26 |
18 |
|
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
228141 |
12369025 |
495 |
109 |
144 |
207 |
35 |
|
|
3 |
BANK OF AMERICA NA |
NC |
575020 |
8966255 |
312 |
168 |
146 |
-36 |
34 |
|
|
4 |
CITIBANK NATIONAL ASSN |
NY |
424286 |
6466914 |
942 |
446 |
404 |
92 |
0 |
|
|
5 |
FIRST UNION NATIONAL BANK |
NC |
232195 |
1804155 |
46 |
51 |
13 |
-19 |
1 |
|
|
6 |
BANK ONE NATIONAL ASSN |
IL |
138028.43900000001 |
799734.93 |
61.865000000000002 |
32.558 |
23.52 |
4.5670000000000002 |
1.22 |
|
|
7 |
WELLS FARGO BANK NA |
CA |
129297 |
543738 |
62 |
13 |
49 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2161768.4390000002 |
48772907.93 |
2702.8649999999998 |
1235.558 |
1103.52 |
274.56700000000001 |
89.22 |
| OTHER 352 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2874299.5609999998 |
2151472.8299999982 |
751.57500000000027 |
326.44200000000001 |
397.75 |
35.432999999999993 |
-8.0499999999999972 |
| TOTAL AMOUNTS FOR ALL 359 BKS & TCs WITH DERIVATIVES |
|
|
|
5036068 |
50924380.759999998 |
3454.44 |
1562 |
1501.27 |
310 |
81.17 |
|
|
|
|
|
|
|
|
|
| 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 |
|
|
|
|
|
|
|
|
|
|
67
600
600
75
4
3
18
5
R19C6:R30C12
False
False
| TABLE 8 |
|
| NOTIONAL AMOUNT OF DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| SEPTEMBER 30, 2001, $ 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 |
434801 |
17823086 |
4594973 |
5611026 |
3147893 |
13353892 |
1414901 |
373622 |
150019 |
1938542 |
|
2 |
MORGAN GUARANTY TR CO OF NY |
NY |
228141 |
12369025 |
1506788 |
2569683 |
3270724 |
7347195 |
355532 |
283412 |
105339 |
744283 |
|
3 |
BANK OF AMERICA NA |
NC |
575020 |
8966255 |
2270635 |
2033787 |
1597276 |
5901698 |
670758 |
87681 |
52227 |
810666 |
|
4 |
CITIBANK NATIONAL ASSN |
NY |
424286 |
6466914 |
1718486 |
1196389 |
849642 |
3764517 |
1420252 |
147848 |
71243 |
1639343 |
|
5 |
FIRST UNION NATIONAL BANK |
NC |
232195 |
1804155 |
640755 |
230097 |
194908 |
1065760 |
41992 |
30751 |
3484 |
76227 |
|
6 |
BANK ONE NATIONAL ASSN |
IL |
138028.43900000001 |
799734.93 |
146671.85500000001 |
258051.663 |
160958.03 |
565681.54800000007 |
65238.69 |
7162.777 |
1902.6659999999999 |
74304.133000000002 |
|
7 |
WELLS FARGO BANK NA |
CA |
129297 |
543738 |
290448 |
59524 |
31571 |
381543 |
6291 |
1813 |
0 |
8104 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2161768.4390000002 |
48772907.93 |
11168756.855 |
11958557.663000001 |
9252972.0299999993 |
32380286.548 |
3974964.69 |
932289.777 |
384214.66600000003 |
5291469.1330000004 |
| OTHER 352 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2874299.5609999998 |
2151472.8299999982 |
296141.17499999888 |
570391.86699999869 |
248888.16000000015 |
1115421.2019999996 |
347227.02 |
48411.493000000017 |
9873.7439999999478 |
405512.25700000022 |
| TOTAL AMOUNTS FOR ALL 359 BKS & TCs WITH DERIVATIVES |
|
|
|
5036068 |
50924380.759999998 |
11464898.029999999 |
12528949.529999999 |
9501860.1899999995 |
33495707.75 |
4322191.71 |
980701.27 |
394088.41 |
5696981.3900000006 |
|
|
|
|
|
|
| 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. |
|
| 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 |
|
|
|
|
|
|
|
|
|
|
|
|
|
55
600
600
75
4
3
3
17
5
R18C6:R29C15
False
False
| TABLE 9 |
|
| NOTIONAL AMOUNT OF DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| SEPTEMBER 30, 2001, $ 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 |
434801 |
17823086 |
12726 |
12447 |
4759 |
29932 |
272 |
49 |
0 |
321 |
| 2 |
MORGAN GUARANTY TR CO OF NY |
NY |
228141 |
12369025 |
3715 |
2565 |
985 |
7265 |
284 |
77 |
0 |
361 |
|
3 |
BANK OF AMERICA NA |
NC |
575020 |
8966255 |
0 |
0 |
0 |
0 |
6 |
0 |
0 |
9502 |
| 4 |
CITIBANK NATIONAL ASSN |
NY |
424286 |
6466914 |
7648 |
4840 |
1986 |
14474 |
15 |
0 |
0 |
15 |
| 5 |
FIRST UNION NATIONAL BANK |
NC |
232195 |
1804155 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 6 |
BANK ONE NATIONAL ASSN |
IL |
138028.43900000001 |
799734.93 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 7 |
WELLS FARGO BANK NA |
CA |
129297 |
543738 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
2161768.4390000002 |
48772907.93 |
24089 |
19852 |
7730 |
51671 |
577 |
126 |
0 |
10199 |
| OTHER 352 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
|
|
2874299.5609999998 |
2151472.8299999982 |
11293.260000000002 |
3990.3300000000017 |
529.18000000000029 |
15812.770000000004 |
11018.38 |
109.82300000000001 |
0 |
1632.2029999999995 |
| TOTAL AMOUNTS FOR ALL 359 BKS & TCs WITH DERIVATIVES |
|
|
5036068 |
50924380.759999998 |
35382.26 |
23842.33 |
8259.18 |
67483.77 |
11595.38 |
235.82300000000001 |
0 |
11831.203 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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. |
|
|
|
|
|
|
|
|
|
|
|
|
| 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
12
3
17
4
R18C5:R29C14
False
False
| TABLE 10 |
|
| NOTIONAL AMOUNT OF DERIVATIVES CONTRACTS BY CONTRACT TYPE & MATURITY FOR THE 7 |
| COMMERCIAL BANKS AND TRUST COMPANIES WITH THE MOST DERIVATIVE CONTRACTS |
| SEPTEMBER 30, 2001, $ 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 |
434801 |
17823086 |
12948 |
28800 |
2059 |
43807 |
10626 |
36738 |
11618 |
58982 |
| 2 |
MORGAN GUARANTY TR CO OF NY |
NY |
228141 |
12369025 |
547 |
742 |
870 |
2159 |
66577 |
124250 |
29187 |
220014 |
| 3 |
BANK OF AMERICA NA |
NC |
575020 |
8966255 |
10354 |
2897 |
53 |
13304 |
23806 |
34057 |
12422 |
70285 |
| 4 |
CITIBANK NATIONAL ASSN |
NY |
424286 |
6466914 |
2061 |
4496 |
1553 |
8110 |
19440 |
29727 |
1202 |
50369 |
| 5 |
FIRST UNION NATIONAL BANK |
NC |
232195 |
1804155 |
4 |
20 |
0 |
24 |
4858 |
8665 |
65 |
13588 |
| 6 |
BANK ONE NATIONAL ASSN |
IL |
138028.43900000001 |
799734.93 |
982.20799999999997 |
968.80499999999995 |
28.169 |
1979.182 |
3094.2260000000001 |
2227.3209999999999 |
4.6079999999999997 |
5326.1550000000007 |
| 7 |
WELLS FARGO BANK NA |
CA |
129297 |
543738 |
98 |
19 |
0 |
117 |
3 |
180 |
1490 |
1673 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 7 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2161768.4390000002 |
48772907.93 |
26994.207999999999 |
37942.805 |
4563.1689999999999 |
69500.182000000001 |
128404.226 |
235844.321 |
55988.608 |
420237.15500000003 |
| OTHER 352 COMMERCIAL BANKS & TCs WITH DERIVATIVES |
2874299.5609999998 |
2151472.8299999982 |
1472.6020000000026 |
471.07499999999709 |
2.0010000000002037 |
1945.6779999999999 |
11746.194000000018 |
3491.3490000000165 |
1149.2520000000004 |
16386.794999999984 |
| TOTAL AMOUNTS FOR ALL 359 BKS & TCs WITH DERIVATIVES |
|
|
5036068 |
50924380.759999998 |
28466.81 |
38413.88 |
4565.17 |
71445.86 |
140150.42 |
239335.67 |
57137.86 |
436623.95 |
|
|
|
|
|
|
|
|
| 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. |
|
| 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 |
|
|
|
|
|
|
|
|
|
|
|
|
58
600
600
75
3
3
53
1
False
False