Derivatives Q42014
Woodson, Brittany
Woodson, Brittany
2014-06-30T21:24:56Z
2000-03-06T16:40:40Z
2015-06-29T17:57:51Z
14.00
9285
27405
2505
1635
797
11
False
False
| TABLE 1 |
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| NOTIONAL AMOUNT OF DERIVATIVE CONTRACTS |
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| TOP 25 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
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| SEPTEMBER 30, 2015, $ MILLIONS |
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TOTAL |
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TOTAL |
TOTAL |
TOTAL |
TOTAL |
TOTAL |
CREDIT |
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TOTAL |
TOTAL |
FUTURES |
OPTIONS |
FORWARDS |
SWAPS |
OPTIONS |
DERIVATIVES |
SPOT |
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| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
(EXCH TR) |
(EXCH TR) |
(OTC) |
(OTC) |
(OTC) |
(OTC) |
FX |
|
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| 1 |
JPMORGAN CHASE BANK NA |
OH |
1954125 |
51907395 |
1238989 |
1591015 |
8392673 |
28028656 |
9156458 |
3499604 |
676598 |
|
|
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1337821 |
51201146 |
1471162.0000000002 |
739913 |
7014993 |
31266198 |
8275888.9999999991 |
2432991.0000000005 |
834098 |
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| 3 |
GOLDMAN SACHS BANK USA |
NY |
127605 |
43621441 |
1897886 |
1601932 |
4969827.9999999991 |
28669756.999999996 |
6310210 |
171828 |
27950 |
|
| 4 |
BANK OF AMERICA NA |
NC |
1616426 |
27811096 |
2915231 |
250707 |
6399009 |
14281740 |
2149577 |
1814832 |
623535 |
|
| 5 |
Wells Fargo Bank NA |
SD |
1579174 |
6147111 |
234397 |
150321.99999999997 |
490977 |
4665160 |
574612 |
31643 |
7162 |
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| 6 |
HSBC NA |
VA |
198268.60500000001 |
4468721.4869999997 |
77005.13 |
45580 |
841490.67500000005 |
2930343.5460000001 |
361802.908 |
212499.228 |
69689.171000000002 |
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| 7 |
MORGAN STANLEY BANK NA |
UT |
130678 |
2248781.0000000005 |
39675.000000000007 |
43956 |
435082 |
1034693 |
689149 |
6226 |
52008 |
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| 8 |
STATE STREET BANK&TRUST CO |
MA |
242408.04300000001 |
1336794.7679999997 |
15798.302 |
0 |
1291082.933 |
4396.4479999999994 |
25517.084999999999 |
0 |
64867.557000000008 |
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| 9 |
BANK OF NEW YORK MELLON |
NY |
302197 |
1117689.9999999998 |
45120 |
956 |
579156.99999999988 |
423643.99999999994 |
68657.999999999985 |
155 |
83006 |
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| 10 |
PNC BANK NATIONAL ASSN |
DE |
351502.429 |
369836.05000000005 |
47834.200000000004 |
17000 |
20722.932999999997 |
251480.99100000001 |
27569.522999999997 |
5228.4030000000002 |
1144.6110000000001 |
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| 11 |
SUNTRUST BANK |
GA |
183166.171 |
249932.69200000001 |
22747.954000000002 |
16755.574000000001 |
17945.407999999999 |
125787.723 |
61626.996999999996 |
5069.036000000001 |
228.024 |
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| 12 |
NORTHERN TRUST CO |
IL |
119640.39 |
241260.978 |
0 |
0 |
226128.40399999998 |
14092.631999999998 |
1039.9420000000002 |
0 |
17515.591 |
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| 13 |
TD BANK NATIONAL ASSN |
DE |
241083.45 |
192795.26799999998 |
0 |
0 |
11822.668 |
179733.41999999998 |
503.09000000000003 |
736.09 |
9.4640000000000004 |
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| 14 |
U S BANK NATIONAL ASSN |
OH |
410889.87300000002 |
184230.78 |
4662.8999999999996 |
4170 |
57413.349999999991 |
93748.194000000003 |
19804.250000000004 |
4432.0860000000002 |
1727.8150000000001 |
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| 15 |
MUFG UNION BANK NA |
CA |
114358.436 |
95169.441000000021 |
2969 |
0 |
22935.858 |
58896.333000000006 |
10358.25 |
10 |
754.58199999999999 |
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| 16 |
KEYBANK NATIONAL ASSN |
OH |
93147.013000000006 |
79850.149000000005 |
23213 |
0 |
7801.2849999999999 |
42699.288 |
5556.4410000000007 |
580.13499999999999 |
735.39099999999996 |
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| 17 |
REGIONS BANK |
AL |
123859.106 |
79578.997000000003 |
2118.3000000000002 |
90 |
18034.357 |
53859.22 |
3706.1970000000001 |
1770.9229999999998 |
28.191999999999997 |
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| 18 |
FIFTH THIRD BANK |
OH |
139455.902 |
69359.005999999994 |
410.95400000000001 |
139.55800000000002 |
7587.6459999999997 |
45127.274999999994 |
14206.166000000001 |
1887.4070000000002 |
348.30400000000003 |
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| 19 |
BRANCH BANKING&TRUST CO |
NC |
203893.266 |
61103.604000000007 |
651.5 |
0 |
9591.4180000000015 |
40709.175999999999 |
10151.51 |
0 |
40.711999999999996 |
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| 20 |
CAPITAL ONE NATIONAL ASSN |
VA |
254436.10399999999 |
56758.930999999997 |
17 |
0 |
1095.509 |
53906.729999999996 |
13.253 |
1726.4390000000001 |
5.274 |
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| 21 |
CITIZENS BANK NATIONAL ASSN |
RI |
104923.76 |
44901.652000000002 |
0 |
0 |
8712.5550000000003 |
31947.921999999999 |
2568.3220000000001 |
1672.8529999999998 |
103.791 |
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| 22 |
BOKF NATIONAL ASSN |
OK |
30355.359 |
39763.285000000011 |
170.99900000000002 |
378.04399999999998 |
34318.668000000005 |
2708.5450000000001 |
2187.029 |
0 |
32.649000000000001 |
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| 23 |
HUNTINGTON NATIONAL BANK |
OH |
70015.3 |
32738.569000000007 |
105.78899999999999 |
0 |
2903.19 |
27570.473000000002 |
1086.348 |
1072.769 |
12.507000000000001 |
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| 24 |
COMPASS BANK |
AL |
84681.813999999998 |
31431.347000000002 |
422 |
0 |
1107.1689999999999 |
22936.995999999999 |
6965.1819999999998 |
0 |
75.963000000000008 |
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| 25 |
CAPITAL ONE BANK USA NA |
VA |
96692.260000000009 |
28699.106999999996 |
0 |
0 |
7786.8680000000004 |
20912.239000000001 |
0 |
0 |
0 |
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| TOP 25 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
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10110803.281000001 |
191717586.11100003 |
8040587.0279999999 |
4462914.176 |
30870199.894000005 |
112370705.15100004 |
27779215.493000004 |
8193964.3690000009 |
2461676.5980000007 |
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| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
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4112593.6979999887 |
483262.89500000066 |
3128.27 |
1083.4449999999999 |
74185.938999999955 |
326901.15600000019 |
74260.265999999974 |
3703.8190000000004 |
1011.9069999999998 |
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| TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
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14223396.979000028 |
192200849.00600034 |
8043715.2979999986 |
4463997.6210000003 |
30944385.833000034 |
112697606.30700006 |
27853475.758999944 |
8197668.1880000019 |
2462688.5050000008 |
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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. |
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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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| Note: Numbers may not add due to rounding. |
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| Data source: Call Reports, schedule RC-L |
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70
600
600
3
39
5
False
False
| TABLE 2 |
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| NOTIONAL AMOUNT OF DERIVATIVE CONTRACTS |
| TOP 25 HOLDING COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2015, $ MILLIONS |
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CREDIT |
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TOTAL |
TOTAL |
FUTURES |
OPTIONS |
FORWARDS |
SWAPS |
OPTIONS |
DERIVATIVES |
SPOT |
| RANK |
HOLDING COMPANY |
STATE |
ASSETS |
DERIVATIVES |
(EXCH TR) |
(EXCH TR) |
(OTC) |
(OTC) |
(OTC) |
(OTC) |
FX |
| 1 |
CITIGROUP INC. |
NY |
1808356 |
53042993 |
1911093 |
3428934 |
7957672 |
29329410 |
8017680 |
2398204 |
829886 |
|
| 2 |
JPMORGAN CHASE & CO. |
NY |
2417121 |
51352846 |
1250475 |
1695939 |
8617443 |
27439189 |
8847799 |
3502001 |
663292 |
|
| 3 |
GOLDMAN SACHS GROUP, INC., THE |
NY |
880607 |
51148095 |
2391291 |
2949081 |
7090612 |
28124619 |
8398395 |
2194097 |
279330 |
|
| 4 |
BANK OF AMERICA CORPORATION |
NC |
2154342 |
45243755 |
3619517 |
965717 |
9689114 |
24685480 |
4192906 |
2091021 |
486657 |
|
| 5 |
MORGAN STANLEY |
NY |
834113 |
31054323 |
1834505 |
1418737 |
2909967 |
17357943 |
5883467 |
1649704 |
44059 |
|
| 6 |
WELLS FARGO & COMPANY |
CA |
1751265 |
6074262 |
242216 |
166168 |
518017 |
4546422 |
571062 |
30377 |
7151 |
|
| 7 |
HSBC NORTH AMERICA HOLDINGS INC. |
NY |
291611.24599999998 |
4479967.4349999996 |
82431.031000000003 |
56640 |
841587.79500000004 |
2918960.5219999994 |
367848.85899999994 |
212499.228 |
69688.25 |
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| 8 |
STATE STREET CORPORATION |
MA |
247273.625 |
1345550.7850000001 |
16270.108 |
0 |
1292299.432 |
11426.987999999999 |
25517.085000000003 |
37.171999999999997 |
64867.557000000001 |
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| 9 |
BANK OF NEW YORK MELLON CORPORATION, THE |
NY |
377371 |
1129931 |
46338 |
2940 |
606785 |
405055 |
68658 |
155 |
82880 |
|
| 10 |
PNC FINANCIAL SERVICES GROUP, INC., THE |
PA |
362137.16399999999 |
365548.16899999999 |
47991.7 |
17000 |
20424.159 |
244394.69499999998 |
30509.212 |
5228.4030000000002 |
1144.6110000000001 |
|
| 11 |
GENERAL ELECTRIC CAPITAL CORPORATION |
CT |
436641.06900000002 |
299339.70600000006 |
0 |
0 |
168942.17 |
123382.577 |
3246.0540000000001 |
3768.9049999999997 |
1754.9970000000001 |
|
| 12 |
SUNTRUST BANKS, INC. |
GA |
187255.65 |
249616.29199999999 |
22982.554 |
16755.574000000001 |
17945.407999999999 |
124787.723 |
61626.997000000003 |
5518.0360000000001 |
228.024 |
|
| 13 |
NORTHERN TRUST CORPORATION |
IL |
119995.234 |
240510.978 |
0 |
0 |
226128.40400000001 |
13342.632 |
1039.942 |
0 |
17515.591 |
|
| 14 |
TD GROUP US HOLDINGS LLC |
DE |
261164.83600000001 |
209009.82599999997 |
0 |
0 |
18033.147000000001 |
189737.49899999998 |
503.09 |
736.09 |
9.4640000000000004 |
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| 15 |
U.S. BANCORP |
MN |
415943 |
187357 |
4663 |
4170 |
57635 |
97052 |
19805 |
4032 |
1728 |
|
| 16 |
MUFG AMERICAS HOLDINGS CORPORATION |
NY |
115163.5 |
95169.441000000021 |
2969 |
0 |
22935.858 |
58896.333000000006 |
10358.25 |
10 |
754.58199999999999 |
|
| 17 |
CAPITAL ONE FINANCIAL CORPORATION |
VA |
313827.58399999997 |
93961.158999999985 |
17 |
2E-3 |
8882.3760000000002 |
83322.088000000003 |
13.254000000000001 |
1726.4390000000001 |
5.274 |
|
| 18 |
KEYCORP |
OH |
95476.858999999997 |
83369.542999999991 |
23213 |
0 |
7801.2849999999999 |
45415.285000000003 |
6359.8379999999997 |
580.13499999999999 |
735.39099999999996 |
|
| 19 |
REGIONS FINANCIAL CORPORATION |
AL |
124891.54 |
78893.997000000003 |
2118.3000000000002 |
90 |
18034.357 |
53174.22 |
3706.1970000000001 |
1770.923 |
28.192 |
|
| 20 |
BB&T CORPORATION |
NC |
208808.671 |
72953.776000000013 |
651.5 |
0 |
15189.589 |
46961.177000000003 |
10151.51 |
0 |
40.712000000000003 |
|
| 21 |
FIFTH THIRD BANCORP |
OH |
141917.76300000001 |
71064.006000000008 |
410.95400000000001 |
139.55799999999999 |
7587.6459999999997 |
46832.275000000001 |
14206.166000000001 |
1887.4070000000002 |
348.30399999999997 |
|
| 22 |
ALLY FINANCIAL INC. |
MI |
156105 |
67942 |
7850 |
1 |
441 |
23557 |
36093 |
0 |
0 |
|
| 23 |
SANTANDER HOLDINGS USA, INC. |
MA |
130865.753 |
56805.758000000009 |
0 |
0 |
982.67499999999995 |
35199.17 |
20611.691000000003 |
12.222 |
38.344000000000001 |
|
| 24 |
CITIZENS FINANCIAL GROUP, INC. |
RI |
135811.13099999999 |
53513.817000000003 |
0 |
0 |
8747.8819999999996 |
39626.625 |
3013.46 |
2125.85 |
103.791 |
|
| 25 |
AMERICAN EXPRESS COMPANY |
NY |
154205 |
45126 |
0 |
0 |
26670 |
18450 |
6 |
0 |
842 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 HOLDING COMPANIES WITH DERIVATIVES |
|
|
14122269.624999998 |
247141904.68800002 |
11507003.146999998 |
10722312.134 |
40149878.182999998 |
136062636.80899996 |
36594582.604999997 |
12105491.809999999 |
2553088.0840000003 |
|
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|
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|
|
|
|
| Note: Currently, the Y-9 report does not differentiate credit derivatives by contract type. Credit derivatives have been included in the sum of total derivatives. |
|
|
|
|
|
|
|
|
|
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|
|
| Note: Prior to the first quarter of 2005, total derivatives included spot foreign exchange. Beginning in that quarter, spot foreign exchange has been reported separately. |
|
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|
|
|
| Note: Numbers may not add due to rounding. |
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| Data source: Consolidated Financial Statements for Bank Holding Companies, FR Y- 9, schedule HC-L |
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69
600
600
3
31
1
R1:R1048576
False
False
| TABLE 3 |
|
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|
| DISTRIBUTION OF DERIVATIVE CONTRACTS |
|
| TOP 25 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
|
| SEPTEMBER 30, 2015, $ MILLIONS |
|
|
|
|
|
|
|
|
|
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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 |
1954125 |
51907395 |
5.4520247066916001 |
94.547975293308397 |
71.788736460382964 |
17.203213530557644 |
4.2660356968404987 |
6.7420143122189042 |
|
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1337821 |
51201146 |
4.3184092012315514 |
95.681590798768454 |
74.523433518460692 |
18.807457942445271 |
1.9172793515207647 |
4.7518291875732634 |
|
| 3 |
GOLDMAN SACHS BANK USA |
NY |
127605 |
43621441 |
8.0231599868514216 |
91.976840013148575 |
94.555186748645013 |
4.891672423201241 |
0.15923362091591609 |
0.39390720723783518 |
|
| 4 |
BANK OF AMERICA NA |
NC |
1616426 |
27811096 |
11.383722525714196 |
88.616277474285795 |
72.207229804967056 |
20.062226242360243 |
1.2049758844455463 |
6.5255680682271562 |
|
| 5 |
Wells Fargo Bank NA |
SD |
1579174 |
6147111 |
6.2585334801990715 |
93.741466519800923 |
90.600186006076669 |
5.7805365805172544 |
3.1045152755497667 |
0.51476213785630354 |
|
|
|
|
|
|
|
| 6 |
HSBC NA |
VA |
198268.60500000001 |
4468721.4869999997 |
2.7431812512060456 |
97.256818748793947 |
68.365689401040996 |
25.108595428560886 |
1.7704573496056861 |
4.7552578207924467 |
|
|
|
|
|
|
|
| 7 |
MORGAN STANLEY BANK NA |
UT |
130678 |
2248781.0000000005 |
3.7189481768122366 |
96.281051823187752 |
1.8344160680831083 |
97.88872282360974 |
0 |
0.27686110830712279 |
|
|
|
|
|
|
|
| 8 |
STATE STREET BANK&TRUST CO |
MA |
242408.04300000001 |
1336794.7679999997 |
1.1818045954530547 |
98.818195404546955 |
1.3866486048365507 |
96.848806188625076 |
1.7645452065383909 |
0 |
|
|
|
|
|
|
|
| 9 |
BANK OF NEW YORK MELLON |
NY |
302197 |
1117689.9999999998 |
4.1224310855425035 |
95.877568914457498 |
52.481636231871086 |
47.275899399654641 |
0.22859648024049609 |
1.3867888233767863E-2 |
|
|
|
|
|
|
|
| 10 |
PNC BANK NATIONAL ASSN |
DE |
351502.429 |
369836.05000000005 |
17.530524674379365 |
82.469475325620635 |
94.101145358869147 |
3.9260656174540038 |
0.55908070616696226 |
1.4137083175098801 |
|
|
|
|
|
|
|
| 11 |
SUNTRUST BANK |
GA |
183166.171 |
249932.69200000001 |
15.805666591227691 |
84.194333408772309 |
74.216601083943033 |
2.7753584152968673 |
20.979880055066985 |
2.028160445693115 |
|
|
|
|
|
|
|
| 12 |
NORTHERN TRUST CO |
IL |
119640.39 |
241260.978 |
0 |
100 |
4.8137904837640173 |
95.138617485004133 |
4.7592031231838916E-2 |
0 |
|
|
|
|
|
|
|
| 13 |
TD BANK NATIONAL ASSN |
DE |
241083.45 |
192795.26799999998 |
0 |
99.999999999999986 |
90.453790079536603 |
9.1624582819117748 |
1.9528487597527551E-3 |
0.38179878979187398 |
|
|
|
|
|
|
|
| 14 |
U S BANK NATIONAL ASSN |
OH |
410889.87300000002 |
184230.78 |
4.7944757113876397 |
95.205524288612338 |
70.94926700087791 |
26.291924726150533 |
0.35308323614544757 |
2.4057250368260936 |
|
|
|
|
|
|
|
| 15 |
MUFG UNION BANK NA |
CA |
114358.436 |
95169.441000000021 |
3.1196988957831531 |
96.880301104216841 |
86.88132254554273 |
4.9566982325765681 |
8.151471647290645 |
1.0507574590040933E-2 |
|
|
|
|
|
|
|
| 16 |
KEYBANK NATIONAL ASSN |
OH |
93147.013000000006 |
79850.149000000005 |
29.070703424736251 |
70.929296575263749 |
90.419250188249492 |
8.1150744001742563 |
0.7391457716628681 |
0.72652963991338315 |
|
|
|
|
|
|
|
| 17 |
REGIONS BANK |
AL |
123859.106 |
79578.997000000003 |
2.774978428039248 |
97.225021571960738 |
94.077373204389602 |
1.8335780231057697 |
1.8636839567103365 |
2.2253648157942978 |
|
|
|
|
|
|
|
| 18 |
FIFTH THIRD BANK |
OH |
139455.902 |
69359.005999999994 |
0.79371379687880772 |
99.206286203121195 |
63.614420887173608 |
26.170549502972985 |
7.4938155832279385 |
2.7212140266254683 |
|
|
|
|
|
|
|
| 19 |
BRANCH BANKING&TRUST CO |
NC |
203893.266 |
61103.604000000007 |
1.0662218876647602 |
98.933778112335247 |
99.270715684790034 |
0.72928431520995052 |
0 |
0 |
|
|
|
|
|
|
|
| 20 |
CAPITAL ONE NATIONAL ASSN |
VA |
254436.10399999999 |
56758.930999999997 |
2.9951233577672563E-2 |
99.970048766422323 |
95.863704691689833 |
0.46407850775061293 |
0.6305122272299315 |
3.0417045733296142 |
|
|
|
|
|
|
|
| 21 |
CITIZENS BANK NATIONAL ASSN |
RI |
104923.76 |
44901.652000000002 |
0 |
100 |
79.250525125445279 |
17.023881437591651 |
0 |
3.7255934369630763 |
|
|
| 22 |
BOKF NATIONAL ASSN |
OK |
30355.359 |
39763.285000000011 |
1.3807787762002053 |
98.619221223799784 |
92.856986036239192 |
3.1128238021581964 |
4.0301901616025928 |
0 |
|
|
| 23 |
HUNTINGTON NATIONAL BANK |
OH |
70015.3 |
32738.569000000007 |
0.32313263295045053 |
99.676867367049539 |
87.730285340205299 |
6.0747829265231461 |
2.9181574796381597 |
3.2767742536333824 |
|
|
| 24 |
COMPASS BANK |
AL |
84681.813999999998 |
31431.347000000002 |
1.3426087020705793 |
98.657391297929408 |
91.382978273250586 |
2.6825735467207306 |
5.9344481800286815 |
0 |
|
|
| 25 |
CAPITAL ONE BANK USA NA |
VA |
96692.260000000009 |
28699.106999999996 |
0 |
100 |
72.867211512887849 |
27.132788487112162 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
10110803.281000001 |
191717586.11100003 |
12503501.204000002 |
179214084.90699998 |
147409241.516 |
32142566.030999999 |
68.118652750419201 |
8193964.3690000009 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
4112593.6979999887 |
483262.89500000066 |
4211.7150000000001 |
479051.18000000052 |
436991.72800000058 |
31606.167000000005 |
1934.152981263665 |
3703.8190000000004 |
| TOTAL FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
14223396.979000028 |
192200849.00600034 |
12507712.919000003 |
179693136.08700019 |
147846233.24400008 |
32174172.198000006 |
2002.2716340140844 |
8197668.1880000019 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
|
|
| TOP 25 COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
99.748563600265243 |
6.5054349492543881 |
93.243128651010835 |
76.69541642420009 |
16.723425623367845 |
3.5441390140941886E-5 |
4.2632300592721073 |
|
|
| OTHER COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
0.25143639973458892 |
2.1913092589245088E-3 |
0.24924509047566432 |
0.22736201752488519 |
1.6444343073122057E-2 |
1.0063186459718929E-3 |
1.927056524024184E-3 |
|
|
| TOTAL FOR COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
100 |
6.5076262585133131 |
93.492373741486617 |
76.922778441725015 |
16.739869966440967 |
1.0417600361128348E-3 |
4.2651571157961321 |
|
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|
|
|
|
|
|
| Note: Currently, the Call Report does not differentiate credit derivatives by over the counter or exchange traded. Credit derivatives have been included in the "over the counter" category as well as in the sum of total derivatives here. |
| Note: "Foreign Exchange" does not include spot fx. |
|
|
|
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|
|
| Note: "Other" is defined as the sum of commodity and equity contracts. |
|
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|
|
|
|
|
| Note: Numbers may not add due to rounding. |
|
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|
| Data source: Call Reports, schedule RC-L |
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61
600
600
77
3
63
1
False
False
| TABLE 4 |
|
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|
| CREDIT EQUIVALENT EXPOSURES |
|
|
| TOP 25 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
|
|
| SEPTEMBER 30, 2015, $ MILLIONS |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
BILATERALLY |
|
TOTAL CREDIT |
(%) |
|
|
|
|
|
|
|
TOTAL |
NETTED CURRENT |
POTENTIAL |
EXPOSURE |
TOTAL CREDIT |
|
|
|
|
|
TOTAL |
TOTAL |
RISK-BASED |
CREDIT |
FUTURE |
FROM ALL |
EXPOSURE |
|
|
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
CAPITAL |
EXPOSURE |
EXPOSURE |
CONTRACTS |
TO CAPITAL |
|
|
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1954125 |
51907395 |
174626 |
156844 |
225254 |
382098 |
218.80934110613541 |
|
|
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1337821 |
51201146 |
150962 |
86479 |
187372 |
273851 |
181.40392946569335 |
|
|
| 3 |
GOLDMAN SACHS BANK USA |
NY |
127605 |
43621441 |
24751 |
66388 |
64862 |
131250 |
530.28160478364509 |
|
|
| 4 |
BANK OF AMERICA NA |
NC |
1616426 |
27811096 |
160331 |
48110 |
98460 |
146570 |
91.417130810635499 |
|
|
| 5 |
Wells Fargo Bank NA |
SD |
1579174 |
6147111 |
148157 |
23425 |
29759 |
53184 |
35.897055150954728 |
|
|
|
|
|
| 6 |
HSBC NA |
VA |
198268.60500000001 |
4468721.4869999997 |
26605.15 |
12494.566999999999 |
18214.120000000003 |
30708.687000000002 |
115.42384463158449 |
|
|
|
|
|
| 7 |
MORGAN STANLEY BANK NA |
UT |
130678 |
2248781.0000000005 |
14649 |
2436 |
5997 |
8433 |
57.567069424534097 |
|
|
|
|
|
| 8 |
STATE STREET BANK&TRUST CO |
MA |
242408.04300000001 |
1336794.7679999997 |
16541.018 |
14119.752999999999 |
1.8189894035458565E-12 |
14119.753000000001 |
85.362055709025896 |
|
|
|
|
|
| 9 |
BANK OF NEW YORK MELLON |
NY |
302197 |
1117689.9999999998 |
16808 |
5692 |
5520 |
11212 |
66.706330318895766 |
|
|
|
|
|
| 10 |
PNC BANK NATIONAL ASSN |
DE |
351502.429 |
369836.05000000005 |
37203.953999999998 |
3437.665 |
718.0649999999996 |
4155.7299999999996 |
11.170129927587803 |
|
|
|
|
|
| 11 |
SUNTRUST BANK |
GA |
183166.171 |
249932.69200000001 |
19964.754000000001 |
1859.607 |
2811.5460000000003 |
4671.1530000000002 |
23.396997528744908 |
|
|
|
|
|
| 12 |
NORTHERN TRUST CO |
IL |
119640.39 |
241260.978 |
8849.7829999999994 |
2003.4749999999999 |
1223.9569999999999 |
3227.4319999999998 |
36.46905240501377 |
|
|
|
|
|
| 13 |
TD BANK NATIONAL ASSN |
DE |
241083.45 |
192795.26799999998 |
20944.293000000001 |
4664.6000000000004 |
1845.2569999999996 |
6509.857 |
31.081770103197083 |
|
|
|
|
|
| 14 |
U S BANK NATIONAL ASSN |
OH |
410889.87300000002 |
184230.78 |
40190.267 |
1277.48 |
3181.0229999999997 |
4458.5029999999997 |
11.093489376420415 |
|
|
|
|
|
| 15 |
MUFG UNION BANK NA |
CA |
114358.436 |
95169.441000000021 |
13779.094999999999 |
1395.393 |
286.26 |
1681.653 |
12.204379170039832 |
|
|
|
|
|
| 16 |
KEYBANK NATIONAL ASSN |
OH |
93147.013000000006 |
79850.149000000005 |
10457.469999999999 |
980.24400000000003 |
56.277999999999906 |
1036.5219999999999 |
9.9117855465997042 |
|
|
|
|
|
| 17 |
REGIONS BANK |
AL |
123859.106 |
79578.997000000003 |
14280.743 |
759.25 |
545 |
1304.25 |
9.132928167673068 |
|
|
|
|
|
| 18 |
FIFTH THIRD BANK |
OH |
139455.902 |
69359.005999999994 |
15203.581 |
1417.0419999999999 |
821.66300000000001 |
2238.7049999999999 |
14.724853309230239 |
|
|
|
|
|
| 19 |
BRANCH BANKING&TRUST CO |
NC |
203893.266 |
61103.604000000007 |
21733.156999999999 |
1190.94 |
610.84699999999998 |
1801.787 |
8.2904982465271839 |
|
|
|
|
|
| 20 |
CAPITAL ONE NATIONAL ASSN |
VA |
254436.10399999999 |
56758.930999999997 |
24118.22 |
934.23 |
474.13999999999987 |
1408.37 |
5.839444204423045 |
|
|
|
|
|
| 21 |
CITIZENS BANK NATIONAL ASSN |
RI |
104923.76 |
44901.652000000002 |
12975.222 |
849.96499999999992 |
405.39900000000011 |
1255.364 |
9.6750868694192675 |
|
|
|
|
|
| 22 |
BOKF NATIONAL ASSN |
OK |
30355.359 |
39763.285000000011 |
2724.241 |
476.71599999999995 |
153.46500000000009 |
630.18100000000004 |
23.132351359516285 |
|
|
|
|
|
| 23 |
HUNTINGTON NATIONAL BANK |
OH |
70015.3 |
32738.569000000007 |
6793.393 |
408.57300000000004 |
162.11799999999999 |
570.69100000000003 |
8.4006769518560169 |
|
|
|
|
|
| 24 |
COMPASS BANK |
AL |
84681.813999999998 |
31431.347000000002 |
8993.2579999999998 |
559.07100000000003 |
284.29399999999998 |
843.36500000000001 |
9.3777471968445703 |
|
|
|
|
|
| 25 |
CAPITAL ONE BANK USA NA |
VA |
96692.260000000009 |
28699.106999999996 |
12672.518 |
603.19900000000007 |
-121.62500000000006 |
481.57400000000001 |
3.8001445332332535 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
10110803.281000001 |
191717586.11100003 |
1004314.1170000001 |
438805.76999999996 |
648895.80699999991 |
1087701.5770000005 |
108.3029262049097 |
|
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
4112593.6979999887 |
483262.89500000066 |
449436.70399999985 |
5842.0330000000095 |
4101.9000000000042 |
9943.9330000000027 |
2.2125324681982375 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
14223396.979000028 |
192200849.00600034 |
1453750.8210000005 |
444647.80300000001 |
652997.70700000203 |
1097645.5099999986 |
75.5043776515259 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Commercial banks also hold on-balance sheet assets in volumes that are multiples of bank capital. For example: |
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|
|
| EXPOSURES FROM OTHER ASSETS |
|
|
EXPOSURE TO RISK |
|
|
|
|
|
|
|
|
|
|
|
| ALL COMMERCIAL BANKS & SAVINGS ASSOCIATIONS |
|
|
BASED CAPITAL |
|
|
|
|
|
|
|
|
|
|
|
| 1-4 FAMILY MORTGAGES |
|
|
1.9663395465417806 |
|
|
|
|
|
|
|
|
|
|
|
| C&I LOANS |
|
|
1.0678104377535675 |
|
|
|
|
|
|
|
|
|
|
|
| SECURITIES NOT IN TRADING ACCOUNT |
|
|
1.8909119388731934 |
|
|
|
|
|
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|
|
| Note: Total credit exposure is defined as the credit equivalent amount from derivative contracts (RC-R column B lines 20 and 21), which is the sum of netted current credit exposure and PFE. |
|
|
|
|
|
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|
|
|
|
|
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|
|
| 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: Numbers may not add due to rounding. |
|
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|
|
| Data source: Call Reports, Schedule RC-R. |
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|
| UPDATE w/ Tables1-12 Source.xls, Table4b -- this data is used to populate the "Exposure to Risk Based Capital" figures under the main table |
|
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|
|
lnreres |
lnci |
isec |
rbc |
|
lnre_tc |
lnci_tc |
isec_tc |
|
EXPOSURES FROM OTHER ASSETS |
|
|
EXPOSURE TO RISK |
|
|
|
142079248.9649992 |
77155395.312998816 |
136629174.04399839 |
72255704.36950998 |
|
1.9663395465417806 |
1.0678104377535675 |
1.8909119388731934 |
--------------> |
ALL COMMERCIAL BANKS |
|
|
BASED CAPITAL |
|
|
|
|
|
|
|
|
|
|
|
|
1-4 FAMILY MORTGAGES |
|
|
1.9663395465417806 |
|
|
|
|
|
|
|
|
|
|
|
C&I LOANS |
|
|
1.0678104377535675 |
|
|
|
|
|
|
|
|
|
|
SECURITIES NOT IN TRADING ACCOUNT |
|
|
1.8909119388731934 |
|
|
|
|
|
|
|
|
|
78
600
600
3
36
1
R1:R1048576
False
False
| TABLE 5 |
|
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|
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS HELD FOR TRADING |
|
|
|
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
|
|
|
| SEPTEMBER 30, 2015, $ MILLIONS |
|
|
|
|
|
|
|
|
|
|
|
|
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 |
1954125 |
48407791 |
48092420.999999993 |
99.348513961316669 |
315370 |
0.65148603868331856 |
|
|
|
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1337821 |
48768155 |
48702459 |
99.865289142064128 |
65696 |
0.1347108579358805 |
|
|
|
| 3 |
GOLDMAN SACHS BANK USA |
NY |
127605 |
43449613 |
43424718 |
99.942703747441897 |
24895 |
5.7296252558106789E-2 |
|
|
|
| 4 |
BANK OF AMERICA NA |
NC |
1616426 |
25996264.000000004 |
24832734.999999996 |
95.524245330021245 |
1163529 |
4.4757546699787314 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
5035977 |
166621823 |
165052333 |
99.058052557737284 |
1569490 |
0.9419474422627101 |
|
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
9187419.9790000487 |
17381357.818000011 |
15988121.470999995 |
91.984306625589454 |
1393236.3459999992 |
8.015693368657157 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
14223396.979000028 |
184003180.81800029 |
181040454.47100002 |
98.389850472242244 |
2962726.3460000036 |
1.6101495272141362 |
|
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| |
|
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|
|
|
|
|
| Note: Currently, the Call Report does not differentiate between traded and not-traded credit derivatives. Credit derivatives have been excluded from the sum of total derivatives here. |
|
|
|
|
|
|
|
|
|
| Note: Numbers may not add due to rounding. |
|
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|
|
| Data source: Call Reports, schedule RC-L |
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
80
600
600
75
3
29
1
R1:R1048576
False
False
| TABLE 6 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| GROSS FAIR VALUES OF DERIVATIVE CONTRACTS |
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2015, $ MILLIONS |
|
|
|
|
|
|
TRADING |
NOT FOR TRADING |
CREDIT DERIVATIVES |
|
|
|
|
|
GROSS |
GROSS |
GROSS |
GROSS |
GROSS |
GROSS |
|
|
|
TOTAL |
TOTAL |
POSITIVE |
NEGATIVE |
POSITIVE |
NEGATIVE |
POSITIVE |
NEGATIVE |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
FAIR VALUE* |
FAIR VALUE** |
FAIR VALUE* |
FAIR VALUE** |
FAIR VALUE* |
FAIR VALUE** |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1954125 |
51907395 |
1043943 |
1027638.0000000001 |
2784.0000000000005 |
3329.9999999999995 |
54694 |
53714 |
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1337821 |
51201146 |
686980 |
680184.00000000012 |
571.00000000000011 |
1168.0000000000002 |
40445 |
39346.999999999993 |
| 3 |
GOLDMAN SACHS BANK USA |
NY |
127605 |
43621441 |
831718 |
805580 |
601 |
2 |
3280.9999999999995 |
2645 |
| 4 |
BANK OF AMERICA NA |
NC |
1616426 |
27811096 |
358508.00000000006 |
359379 |
27997 |
28295 |
26454 |
25249.000000000004 |
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
5035977 |
174541078 |
2921149 |
2872781 |
31953 |
32795 |
124874 |
120955 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
9187419.9790000487 |
17659771.005999997 |
263398.93500000029 |
259696.32900000003 |
24374.576000000066 |
13264.668000000003 |
5933.0980000000018 |
5520.2979999999998 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
14223396.979000028 |
192200849.00600034 |
3184547.9349999977 |
3132477.3289999994 |
56327.57599999987 |
46059.667999999932 |
130807.09800000001 |
126475.29800000002 |
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
| Note: Currently, the Call Report does not differentiate between traded and non-traded credit derivatives. Credit derivatives have been included in the sum of total derivatives here. Numbers may not sum due to rounding. |
|
|
|
|
|
|
|
|
|
|
| *Market value of contracts that have a positive fair value as of the end of the quarter. |
|
|
|
|
|
|
|
|
|
|
| **Market value of contracts that have a negative fair value as of the end of the quarter. |
|
|
|
|
|
|
|
|
|
|
| Data source: Call Reports, schedule RC-L |
|
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|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
68
600
600
75
3
35
R1:R1048576
False
False
| TABLE 7 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TRADING REVENUES FROM CASH INSTRUMENTS AND DERIVATIVES |
|
|
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
|
|
| SEPTEMBER 30, 2015, $ MILLIONS |
|
|
| NOTE: REVENUE FIGURES ARE FOR THE QUARTER (NOT YEAR-TO-DATE) |
|
|
|
|
|
|
|
|
|
|
TOTAL TRADING |
TRADING REV |
TRADING REV |
TRADING REV |
TRADING REV |
TRADING REV |
|
|
|
REV FROM CASH & |
FROM |
FROM |
FROM |
FROM |
FROM |
|
TOTAL |
TOTAL |
OFF BAL SHEET |
INT RATE |
FOREIGN EXCH |
EQUITY |
COMMOD & OTH |
CREDIT |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1954125 |
51907395 |
2357 |
868 |
647 |
431 |
86 |
325 |
|
|
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1337821 |
51201146 |
1013 |
866 |
417 |
-259 |
86 |
-97 |
|
|
| 3 |
GOLDMAN SACHS BANK USA |
NY |
127605 |
43621441 |
155 |
134 |
1 |
12 |
-4 |
12 |
|
|
| 4 |
BANK OF AMERICA NA |
NC |
1616426 |
27811096 |
897 |
205 |
254 |
159 |
221 |
58 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
5035977 |
174541078 |
4422 |
2073 |
1319 |
343 |
389 |
298 |
|
|
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
9187419.9790000487 |
17659771.005999997 |
900.67999999999972 |
505.00599999999986 |
612.00099999999998 |
-287.423 |
12.535999999999994 |
58.559999999999988 |
|
|
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
14223396.979000028 |
192200849.00600034 |
5322.6799999999957 |
2578.0059999999971 |
1931.001 |
55.577000000000027 |
401.536 |
356.55999999999983 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Effective in the first quarter of 2007, trading revenues from credit exposures are reported separately, along with the four other types of exposures. The total derivatives column includes credit exposures. |
|
|
| Note: Trading revenue is defined here as "trading revenue from cash instruments and off balance sheet derivative instruments." |
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Numbers may not sum due to rounding. |
|
|
|
|
|
|
|
|
|
|
|
|
| Data source: Call Reports, schedule RI |
|
|
|
|
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|
|
|
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|
|
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|
|
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|
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|
|
|
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|
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|
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|
|
|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
63
600
600
75
3
38
1
R1:R1048576
False
False
| TABLE 8 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY |
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2015, $ MILLIONS |
|
|
|
|
|
|
INT RATE |
INT RATE |
INT RATE |
INT RATE |
FX and GOLD |
FX and GOLD |
FX and GOLD |
FX and GOLD |
|
|
|
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 |
1954125 |
51907395 |
19384902 |
16948906 |
11182129 |
47515937.000000007 |
6922816.0000000009 |
1842809 |
867576 |
9633201 |
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1337821 |
51201146 |
15352114.000000002 |
12608308 |
7400817 |
35361239 |
7601074.0000000009 |
519264 |
140250 |
8260588 |
| 3 |
GOLDMAN SACHS BANK USA |
NY |
127605 |
43621441 |
15103399.000000002 |
14535379 |
10490632 |
40129410 |
527224 |
204117 |
155382 |
886723 |
| 4 |
BANK OF AMERICA NA |
NC |
1616426 |
27811096 |
9559716 |
6822178 |
3862156 |
20244050 |
5264360.0000000009 |
746125 |
224661 |
6235146.0000000009 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
5035977 |
174541078 |
59400131 |
50914771 |
32935734 |
143250636 |
20315474.000000004 |
3312315 |
1387869 |
25015658 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
9187419.9790000487 |
17659771.005999997 |
2873849.0030000047 |
4219468.1630000006 |
3617975.2010000041 |
10711292.367000006 |
4890800.618999999 |
360674.07800000015 |
112575.59000000001 |
5364050.2869999968 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
14223396.979000028 |
192200849.00600034 |
62273980.003000036 |
55134239.163000062 |
36553709.20100005 |
153961928.3670001 |
25206274.619000018 |
3672989.0780000007 |
1500444.5899999999 |
30379708.287000008 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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. |
|
|
|
|
|
|
|
|
|
|
|
|
Numbers may not add due to rounding. |
|
|
|
|
|
|
|
|
|
|
|
|
Effective 1Q 2015, the reporting form and call report instructions changed. Schedule RC-R now requires banks to report foreign exchange (FX) and gold notionals in aggregate, rather than separately. |
|
|
|
|
|
|
|
|
|
|
|
| Data source: Call Reports, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
55
600
600
75
3
22
1
R1:R1048576
False
False
| TABLE 9 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY |
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
|
|
|
|
| SEPTEMBER 30, 2015, $ MILLIONS |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
PREC METALS |
PREC METALS |
PREC METALS |
PREC METALS |
|
|
|
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1954125 |
51907395 |
15751 |
1804 |
46 |
17601 |
|
|
|
|
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1337821 |
51201146 |
4699.9999999999991 |
665 |
0 |
5364.9999999999991 |
|
|
|
|
| 3 |
GOLDMAN SACHS BANK USA |
NY |
127605 |
43621441 |
0 |
0 |
0 |
0 |
|
|
|
|
| 4 |
BANK OF AMERICA NA |
NC |
1616426 |
27811096 |
0 |
0 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
5035977 |
174541078 |
20451 |
2469 |
46 |
22966 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
9187419.9790000487 |
17659771.005999997 |
7147.7109999999993 |
1298.029 |
9 |
8454.74 |
| TOTAL FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
14223396.979000028 |
192200849.00600034 |
27598.710999999999 |
3767.029 |
55 |
31420.74 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: |
Figures above exclude any contracts not subject to risk-based capital requirements, such as foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, and basis swaps. |
|
Therefore, the total notional amount of derivatives by maturity will not add to the total derivatives figure in this table. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Numbers may not add due to rounding. |
|
|
|
|
|
|
|
|
| Data source: Call Reports, schedule RC-R |
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
61
600
600
85
3
14
1
R1:R1048576
False
False
| TABLE 10 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY |
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2015, $ MILLIONS |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OTHER COMM |
OTHER COMM |
OTHER COMM |
OTHER COMM |
EQUITY |
EQUITY |
EQUITY |
EQUITY |
|
|
|
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1954125 |
51907395 |
614491 |
113655 |
18320 |
746466 |
999613 |
421561.00000000006 |
119588 |
1540762 |
|
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1337821 |
51201146 |
110754 |
68263 |
7890 |
186906.99999999997 |
289520 |
102223 |
33982 |
425725 |
|
| 3 |
GOLDMAN SACHS BANK USA |
NY |
127605 |
43621441 |
5799 |
1710 |
0 |
7509 |
38533 |
13299 |
7573 |
59405 |
|
| 4 |
BANK OF AMERICA NA |
NC |
1616426 |
27811096 |
15752 |
4533 |
27 |
20312 |
253010 |
63796 |
2101 |
318907 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
5035977 |
174541078 |
746796 |
188161 |
26237 |
961194 |
1580676 |
600879 |
163244 |
2344799 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
9187419.9790000487 |
17659771.005999997 |
27229.744999999999 |
53457.768999999978 |
2595.8100000000004 |
83283.324000000008 |
86358.447999999975 |
69188.993000000002 |
20294.558000000001 |
175841.99899999998 |
| TOTAL FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
14223396.979000028 |
192200849.00600034 |
774025.745 |
241618.76900000003 |
28832.81 |
1044477.3240000001 |
1667034.4479999996 |
670067.9929999999 |
183538.55799999996 |
2520640.9990000008 |
|
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|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
| 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. |
|
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|
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|
|
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|
|
|
| Data source: Call Reports, schedule RC-R |
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61
600
600
90
3
18
3
R1:R1048576
False
False
| TABLE 11 |
|
| NOTIONAL AMOUNTS OF CREDIT DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY |
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2015, $ MILLIONS |
|
|
|
|
|
|
|
CREDIT DERIVATIVES |
CREDIT DERIVATIVES |
|
|
|
|
INVESTMENT GRADE |
SUB-INVESTMENT GRADE |
|
TOTAL |
TOTAL |
TOTAL CREDIT |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1954125 |
51907395 |
3499604 |
562089 |
1778732 |
216759 |
2557580 |
244016 |
618400 |
79608 |
942023.99999999988 |
|
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1337821 |
51201146 |
2432991.0000000005 |
357082 |
1293284.9999999998 |
204096.99999999997 |
1854463.9999999998 |
128369 |
384461 |
65697 |
578527 |
|
| 3 |
GOLDMAN SACHS BANK USA |
NY |
127605 |
43621441 |
171828 |
30087 |
64098 |
10112 |
104297 |
17025 |
37832 |
12674 |
67531 |
|
| 4 |
BANK OF AMERICA NA |
NC |
1616426 |
27811096 |
1814832 |
293629 |
882891.00000000012 |
78582 |
1255101.9999999998 |
147873 |
374571 |
37286 |
559730 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
5035977 |
174541078 |
7919255 |
1242887 |
4019006 |
509550 |
5771443 |
537283 |
1415264 |
195265 |
2147812 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
9187419.9790000487 |
17659771.005999997 |
278413.18800000014 |
27414.778000000002 |
88970.751999999979 |
10360.407999999996 |
126745.93799999999 |
31237.706000000002 |
102477.55699999999 |
17951.987000000001 |
151667.25 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
14223396.979000028 |
192200849.00600034 |
8197668.1880000019 |
1270301.7779999995 |
4107976.7519999985 |
519910.408 |
5898188.9379999992 |
568520.70600000001 |
1517741.5569999998 |
213216.98700000002 |
2299479.2499999991 |
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Figures above exclude any contracts not subject to risk-based capital requirements, such as foreign exchange contracts with an original maturity of 14 days or less, futures contracts, written options, and basis swaps. |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Therefore, the total notional amount of derivatives by maturity will not add to the total derivatives figure in this table. |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: Numbers may not add due to rounding. |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Data source: Call Reports, schedule RC-L and RC-R |
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54
600
600
3
18
1
R1:R1048576
False
False
| TABLE 12 |
|
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|
|
| DISTRIBUTION OF CREDIT DERIVATIVE CONTRACTS HELD FOR TRADING |
|
| TOP 25 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
|
| SEPTEMBER 30, 2015, $ MILLIONS |
|
|
|
|
|
|
|
|
|
|
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|
|
TOTAL CREDIT |
BOUGHT |
SOLD |
|
|
|
|
|
|
TOTAL |
DERIVATIVES |
CREDIT |
TOTAL |
|
OTHER |
CREDIT |
TOTAL |
|
OTHER |
|
|
|
|
TOTAL |
TOTAL |
CREDIT |
|
|
DEFAULT |
RETURN |
CREDIT |
CREDIT |
DEFAULT |
RETURN |
CREDIT |
CREDIT |
|
| RANK |
BANK NAME |
STATE |
ASSETS |
DERIVATIVES |
DERVATIVES |
BOUGHT |
SOLD |
SWAPS |
SWAPS |
OPTIONS |
DERIVATIVES |
SWAPS |
SWAPS |
OPTIONS |
DERIVATIVES |
|
| 1 |
JPMORGAN CHASE BANK NA |
OH |
1954125 |
48407791 |
3499604 |
1772745 |
1726859 |
1712568 |
14188 |
41348 |
4641 |
1682850 |
2076 |
41657 |
276 |
|
| 2 |
CITIBANK NATIONAL ASSN |
SD |
1337821 |
48768155 |
2432991.0000000005 |
1234110 |
1198881 |
1165278 |
28508 |
40324 |
0 |
1143620 |
15379 |
39882 |
0 |
| 3 |
GOLDMAN SACHS BANK USA |
NY |
127605 |
43449613 |
171828 |
97871 |
73957 |
88039 |
3748 |
5951 |
133 |
69806 |
3680 |
109 |
362 |
| 4 |
BANK OF AMERICA NA |
NC |
1616426 |
25996264.000000004 |
1814832 |
905597 |
909235 |
871703 |
8364 |
25530 |
0 |
862752 |
18295 |
28188 |
0 |
| 5 |
Wells Fargo Bank NA |
SD |
1579174 |
6115468 |
31643 |
19904 |
11739 |
5895 |
0 |
0 |
14009 |
4758 |
20 |
39 |
6922 |
| 6 |
HSBC NA |
VA |
198268.60500000001 |
4256222.2590000005 |
212499.228 |
105403.77100000001 |
107095.45699999999 |
101459.17300000001 |
3944.598 |
0 |
0 |
99808.667000000001 |
7286.79 |
0 |
0 |
| 7 |
MORGAN STANLEY BANK NA |
UT |
130678 |
2242555.0000000005 |
6226 |
6226 |
0 |
3726 |
0 |
2500 |
0 |
0 |
0 |
0 |
0 |
| 8 |
STATE STREET BANK&TRUST CO |
MA |
242408.04300000001 |
1336794.7679999997 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 9 |
BANK OF NEW YORK MELLON |
NY |
302197 |
1117534.9999999998 |
155 |
155 |
0 |
155 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 10 |
PNC BANK NATIONAL ASSN |
DE |
351502.429 |
364607.64700000006 |
5228.4030000000002 |
2475.886 |
2752.5170000000003 |
93.433999999999997 |
0 |
0 |
2382.4519999999998 |
0 |
0 |
0 |
2752.5170000000003 |
| 11 |
SUNTRUST BANK |
GA |
183166.171 |
244863.65599999999 |
5069.036000000001 |
2648.0920000000001 |
2420.944 |
230 |
2412.1909999999998 |
0 |
5.9009999999999998 |
0 |
2412.1909999999998 |
0 |
8.7530000000000001 |
| 12 |
NORTHERN TRUST CO |
IL |
119640.39 |
241260.978 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 13 |
TD BANK NATIONAL ASSN |
DE |
241083.45 |
192059.17800000001 |
736.09 |
731.09 |
5 |
731.09 |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
| 14 |
U S BANK NATIONAL ASSN |
OH |
410889.87300000002 |
179798.69400000002 |
4432.0860000000002 |
1453.894 |
2978.192 |
455 |
0 |
0 |
998.89400000000001 |
400 |
0 |
0 |
2578.192 |
| 15 |
MUFG UNION BANK NA |
CA |
114358.436 |
95159.441000000021 |
10 |
10 |
0 |
10 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 16 |
KEYBANK NATIONAL ASSN |
OH |
93147.013000000006 |
79270.01400000001 |
580.13499999999999 |
478.02 |
102.11499999999999 |
478.02 |
0 |
0 |
0 |
9.3849999999999998 |
92.73 |
0 |
0 |
| 17 |
REGIONS BANK |
AL |
123859.106 |
77808.074000000008 |
1770.9229999999998 |
141.52500000000001 |
1629.3979999999999 |
0 |
0 |
0 |
141.52500000000001 |
0 |
0 |
0 |
1629.3979999999999 |
| 18 |
FIFTH THIRD BANK |
OH |
139455.902 |
67471.599000000002 |
1887.4070000000002 |
175.065 |
1712.3420000000001 |
0 |
0 |
0 |
175.065 |
0 |
0 |
0 |
1712.3420000000001 |
| 19 |
BRANCH BANKING&TRUST CO |
NC |
203893.266 |
61103.604000000007 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 20 |
CAPITAL ONE NATIONAL ASSN |
VA |
254436.10399999999 |
55032.491999999998 |
1726.4390000000001 |
624.49 |
1101.9490000000001 |
0 |
0 |
0 |
624.49 |
0 |
0 |
0 |
1101.9490000000001 |
| 21 |
CITIZENS BANK NATIONAL ASSN |
RI |
104923.76 |
43228.798999999992 |
1672.8529999999998 |
0 |
1672.8529999999998 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1672.8529999999998 |
| 22 |
BOKF NATIONAL ASSN |
OK |
30355.359 |
39763.285000000011 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 23 |
HUNTINGTON NATIONAL BANK |
OH |
70015.3 |
31665.800000000003 |
1072.769 |
675.32800000000009 |
397.44099999999997 |
0 |
0 |
0 |
675.32800000000009 |
0 |
0 |
0 |
397.44099999999997 |
| 24 |
COMPASS BANK |
AL |
84681.813999999998 |
31431.347000000002 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 25 |
CAPITAL ONE BANK USA NA |
VA |
96692.260000000009 |
28699.106999999996 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
10110803.281000001 |
183523621.74200004 |
8193964.3690000009 |
4151425.1610000003 |
4042539.2080000006 |
3950820.7169999997 |
61164.788999999997 |
115653 |
23786.655000000006 |
3864009.0519999997 |
49241.711000000003 |
109875 |
19413.444999999996 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
4112593.6979999887 |
479559.07600000064 |
3703.8190000000004 |
1439.5919999999996 |
2264.2269999999999 |
199.88300000000001 |
77.783000000000001 |
0 |
1161.9259999999999 |
197.24699999999999 |
1.917 |
0 |
2065.0629999999996 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
14223396.979000028 |
184003180.81800029 |
8197668.1880000019 |
4152864.7529999996 |
4044803.4349999987 |
3951020.5999999996 |
61242.572 |
115653 |
24948.581000000002 |
3864206.2989999987 |
49243.628000000004 |
109875 |
21478.507999999991 |
|
|
|
|
|
|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
| TOP 25 COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
|
99.954818627504068 |
50.641536907739003 |
49.313281719765065 |
48.194445376349002 |
0.74612423432232711 |
1.410803625466281 |
0.29016367160139073 |
47.13546539558962 |
0.60067948434509133 |
1.3403201676403345 |
0.23681667219000144 |
| OTHER COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
|
4.5181372495922245E-2 |
1.7560993772684268E-2 |
2.7620378723237964E-2 |
2.4382909312259658E-3 |
9.488429906672869E-4 |
0 |
1.417385985079102E-2 |
2.4061354457934293E-3 |
2.3384698624496214E-5 |
0 |
2.5190858578820041E-2 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
|
100 |
50.659097901511686 |
49.340902098488279 |
48.196883667280218 |
0.74707307731299433 |
1.410803625466281 |
0.30433753145218173 |
47.137871531035401 |
0.60070286904371584 |
1.3403201676403345 |
0.26200753076882144 |
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| Note: Credit derivatives have been excluded from the sum of total derivatives here. |
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| Note: Numbers may not add due to rounding. |
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| Data source: Call Reports, schedule RC-L |
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50
600
600
3
17
1
False
False