Emily.Abramsky 2011-04-28T15:07:53Z 2011-04-28T15:31:12Z OCC 11.9999 8535 16095 120 15 False False TABLE 1 NOTIONAL AMOUNT OF DERIVATIVE CONTRACTS TOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES DECEMBER 31, 2010, $ MILLIONS TOTAL TOTAL TOTAL TOTAL TOTAL TOTAL CREDIT TOTAL TOTAL FUTURES OPTIONS FORWARDS SWAPS OPTIONS DERIVATIVES SPOT RANK BANK NAME STATE ASSETS DERIVATIVES (EXCH TR) (EXCH TR) (OTC) (OTC) (OTC) (OTC) FX 1 JPMORGAN CHASE BANK NA OH 1631621 77898648 1132388 1666975 11302661 49392291 8929355 5474978 241698 2 CITIBANK NATIONAL ASSN NV 1154293 50252508 888458 1170638 6031743 32502728 7129101 2529840 419346 3 BANK OF AMERICA NA NC 1482278 48463617 1787185 382448 7342747 30604991 3531035 4815211 207328 4 GOLDMAN SACHS BANK USA NY 89447 42547726 635795 785964 2559827 31062674 7018133 485333 5650 5 WELLS FARGO BANK NA SD 1102278 3754683 188868 51752 1064512 1877476 470518 101557 14745 6 HSBC BANK USA NATIONAL ASSN VA 181118 3667023 63328 69540 755047 1951936 127067 700105 56493 7 BANK OF NEW YORK MELLON NY 181855 1429403 34786 37110 420029 570164 366633 681 24557 8 STATE STREET BANK&TRUST CO MA 155529 778801 25250 0 598716 78766 75914 155 17223 9 MORGAN STANLEY BANK NA UT 68180 373770 0 0 257074 90260 4622 21814 13308 10 PNC BANK NATIONAL ASSN DE 256639 344617 51699 31250 17201 205523 35445 3499 333 11 SUNTRUST BANK GA 162510 319644 39210 30372 36216 172616 38856 2375 320 12 NORTHERN TRUST CO IL 70373 243838 0 0 236933 6629 126 150 8152 13 REGIONS BANK AL 128373 122002 1481 0 34533 80523 4872 593 77 14 U S BANK NATIONAL ASSN OH 302260 96923 320 5600 38718 42039 8396 1851 438 15 FIFTH THIRD BANK OH 108972 77779 179 858 11984 42164 21569 1025 1196 16 KEYBANK NATIONAL ASSN OH 88592 67537 2353 3 4692 51334 5780 3375 483 17 TD BANK NATIONAL ASSN DE 168749 66525 0 0 5258 60096 830 341 1 18 BRANCH BANKING&TRUST CO NC 150828 65838 6017 0 15715 35680 8427 0 16 19 UNION BANK NATIONAL ASSN CA 78675 42969 3181 0 1731 27650 10347 60 417 20 RBS CITIZENS NATIONAL ASSN RI 107836 42534 0 0 6627 32494 2567 846 45 21 ALLY BANK UT 70284 35994 0 0 13468 15012 7514 0 0 22 TD BANK USA NATIONAL ASSN ME 11148 34319 0 0 7799 26520 0 0 0 23 BANK OF OKLAHOMA NA OK 17415 28665 401 998 20701 3752 2813 0 1 24 HUNTINGTON NATIONAL BANK OH 53407 28381 15 0 1617 24025 2389 336 0 25 DEUTSCHE BANK TR CO AMERICAS NY 45504 27879 0 0 296 22773 498 4312 0 TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES 7868163 230811622 4860913 4233507 30785844 148980115 27802808 14148436 1011828 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 2758743 369774 18389 3450 43775 267048 35230 1882 630 TOTAL COMMERCIAL BANKS & TCs WITH DERIVATIVES 10626906 231181397 4879302 4236956 30829619 149247163 27838038 14150318 1012458 Note: Credit derivatives have been included in the sum of total derivatives. Credit derivatives have been included as an "over the counter" category, although the Call Report does not differentiate by market currently. Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately. Note: Numbers may not add due to rounding. Data source: Call Reports, schedule RC-L 600 600 3 36 R37C1:R37C3 False False TABLE 2 NOTIONAL AMOUNT OF DERIVATIVE CONTRACTS TOP 25 HOLDING COMPANIES IN DERIVATIVES DECEMBER 31, 2010, $ MILLIONS CREDIT TOTAL TOTAL FUTURES OPTIONS FORWARDS SWAPS OPTIONS DERIVATIVES SPOT RANK HOLDING COMPANY STATE ASSETS DERIVATIVES (EXCH TR) (EXCH TR) (OTC) (OTC) (OTC) (OTC) FX 1 JPMORGAN CHASE & CO. NY 2117605 78656462 1354852 1791511 11806979 49331627 8899046 5472447 239459 2 BANK OF AMERICA CORPORATION NC 2268347 68163843 2650054 1529857 10287375 43481989 5847866 4366702 147175 3 CITIGROUP INC. NY 1913902 48670941 1013863 2505858 6895160 28638854 7071397 2545809 389579 4 GOLDMAN SACHS GROUP, INC., THE NY 911330 47200484 1173925 2028168 3805327 27391560 8568358 4233146 254567 5 MORGAN STANLEY NY 807698 42110912 147214 839648 5458883 27161921 3854976 4648270 39892 6 WELLS FARGO & COMPANY CA 1258128 3708007 206091 59331 1081418 1805775 462521 92871 14745 7 HSBC NORTH AMERICA HOLDINGS INC. NY 343644 3628015 67633 74506 757669 1901059 127240 699908 56489 8 BANK OF NEW YORK MELLON CORPORATION, THE NY 247222 1414622 34786 37291 419885 555346 366633 681 24554 9 TAUNUS CORPORATION NY 372556 1317959 63700 153522 847678 199456 21100 32503 744 10 STATE STREET CORPORATION MA 158891 778823 25259 0 598730 78766 75914 155 17223 11 ALLY FINANCIAL INC. MI 172011 448180 25852 628 55469 334346 31855 30 0 12 PNC FINANCIAL SERVICES GROUP, INC., THE PA 264414 345160 52033 31250 17410 205523 35445 3499 333 13 SUNTRUST BANKS, INC. GA 172875 322002 39210 30372 36216 172616 41214 2375 320 14 METLIFE, INC. NY 730906 254084 18672 0 38929 78373 107152 10957 0 15 NORTHERN TRUST CORPORATION IL 83844 244440 0 0 236933 7229 128 150 8152 16 REGIONS FINANCIAL CORPORATION AL 132399 121978 1481 0 34533 79723 5649 593 77 17 TD BANK US HOLDING COMPANY ME 176972 100845 0 0 13057 86616 830 341 1 18 U.S. BANCORP MN 307786 99209 320 5600 38718 44343 8395 1833 439 19 FIFTH THIRD BANCORP OH 111007 81884 179 858 11984 46269 21569 1025 1196 20 KEYCORP OH 91718 71195 2358 3 4692 53766 7001 3375 483 21 BB&T CORPORATION NC 157081 65480 6019 0 15715 35680 8067 0 16 22 CAPITAL ONE FINANCIAL CORPORATION VA 197503 50781 350 0 2966 47462 3 0 0 23 CITIZENS FINANCIAL GROUP, INC. RI 129970 50741 0 0 6627 40190 2918 1005 45 24 UNIONBANCAL CORPORATION CA 79098 42969 3181 0 1731 27650 10347 60 417 25 AMERICAN EXPRESS COMPANY NY 146006 38970 0 0 21488 17466 15 0 216 TOP 25 HOLDING COMPANIES WITH DERIVATIVES 13352914 297987985 6887031 9088402 42495573 181823604 35575639 22117736 1196123 Note: Currently, the Y-9 report does not differentiate credit derivatives by contract type. Credit derivatives have been included in the sum of total derivatives. Note: Prior to the first quarter of 2005, total derivatives included spot foreign exchange. Beginning in that quarter, spot foreign exchange has been reported separately. Note: Numbers may not add due to rounding. Data source: Consolidated Financial Statements for Bank Holding Companies, FR Y- 9, schedule HC-L 3 12 1 False False TABLE 3 DISTRIBUTION OF DERIVATIVE CONTRACTS TOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES DECEMBER 31, 2010, $ MILLIONS 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 1631621 77898648 3.6 96.4 80.9 9.7 2.4 7 2 CITIBANK NATIONAL ASSN NV 1154293 50252508 4.1 95.9 83.6 10.8 0.6 5 3 BANK OF AMERICA NA NC 1482278 48463617 4.5 95.5 81.9 8 0.2 9.9 4 GOLDMAN SACHS BANK USA NY 89447 42547726 3.3 96.7 94.8 4 0 1.1 5 WELLS FARGO BANK NA SD 1102278 3754683 6.4 93.6 89.6 3.5 4.1 2.7 6 HSBC BANK USA NATIONAL ASSN VA 181118 3667023 3.6 96.4 61.5 17.7 1.7 19.1 7 BANK OF NEW YORK MELLON NY 181855 1429403 5 95 78.3 21.2 0.5 0 8 STATE STREET BANK&TRUST CO MA 155529 778801 3.2 96.8 10.6 83.4 6 0 9 MORGAN STANLEY BANK NA UT 68180 373770 0 100 2 92.1 0 5.8 10 PNC BANK NATIONAL ASSN DE 256639 344617 24.1 75.9 96.7 2.2 0.1 1 11 SUNTRUST BANK GA 162510 319644 21.8 78.2 92.6 2.2 4.4 0.7 12 NORTHERN TRUST CO IL 70373 243838 0 100 2.4 97.6 0 0.1 13 REGIONS BANK AL 128373 122002 1.2 98.8 98.9 0.6 0 0.5 14 U S BANK NATIONAL ASSN OH 302260 96923 6.1 93.9 81 17.1 0.1 1.9 15 FIFTH THIRD BANK OH 108972 77779 1.3 98.7 69.7 24.8 4.2 1.3 16 KEYBANK NATIONAL ASSN OH 88592 67537 3.5 96.5 83.7 10.4 0.9 5 17 TD BANK NATIONAL ASSN DE 168749 66525 0 100 88.2 11.2 0 0.5 18 BRANCH BANKING&TRUST CO NC 150828 65838 9.1 90.9 99.3 0.7 0 0 19 UNION BANK NATIONAL ASSN CA 78675 42969 7.4 92.6 79.9 6 14 0.1 20 RBS CITIZENS NATIONAL ASSN RI 107836 42534 0 100 85 13 0 2 21 ALLY BANK UT 70284 35994 0 100 90.3 0 9.7 0 22 TD BANK USA NATIONAL ASSN ME 11148 34319 0 100 72.3 27.7 0 0 23 BANK OF OKLAHOMA NA OK 17415 28665 4.9 95.1 83.3 0.3 16.4 0 24 HUNTINGTON NATIONAL BANK OH 53407 28381 0.1 99.9 97.4 1.3 0.1 1.2 25 DEUTSCHE BANK TR CO AMERICAS NY 45504 27879 0 100 66.5 18 0 15.5 TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES 7868163 230811622 9094420 221717203 193149720 20964999 2548467 14148436 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 2758743 369774 21839 347935 332355 25192 10344 1882 TOTAL FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10626906 231181397 9116259 222065138 193482075 20990191 2558811 14150318 (%) (%) (%) (%) (%) (%) (%) TOP 25 COMMERCIAL BANKS & TC: % OF TOTAL COMMERCIAL BKS &TCs WITH DERIVATIVES 99.8 3.9 95.9 83.5 9.1 1.1 6.1 OTHER COMMERCIAL BANKS & TCs: % OF TOTAL COMMERCIAL BKs & TCs WITH DERIVATIVES 0.2 0 0.2 0.1 0 0 0 TOTAL FOR COMMERCIAL BANKs & TCs: % OF TOTAL COMMERCIAL BANKs & TCs WITH DERIVATIVES 100 3.9 96.1 83.7 9.1 1.1 6.1 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: Numbers may not add due to rounding. Data source: Call Reports, schedule RC-L 3 23 4 False False TABLE 4 CREDIT EQUIVALENT EXPOSURES TOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES DECEMBER 31, 2010, $ MILLIONS 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 1631621 77898648 130444 153573 191852 345425 265 2 CITIBANK NATIONAL ASSN NV 1154293 50252508 117682 57926 153491 211417 180 3 BANK OF AMERICA NA NC 1482278 48463617 150777 60476 201391 261867 174 4 GOLDMAN SACHS BANK USA NY 89447 42547726 23587 23591 124785 148376 629 5 WELLS FARGO BANK NA SD 1102278 3754683 117141 26410 38515 64925 55 6 HSBC BANK USA NATIONAL ASSN VA 181118 3667023 22177 8706 28319 37025 167 7 BANK OF NEW YORK MELLON NY 181855 1429403 13095 4981 5001 9982 76 8 STATE STREET BANK&TRUST CO MA 155529 778801 11565 5068 6783 11851 102 9 MORGAN STANLEY BANK NA UT 68180 373770 9571 249 1562 1811 19 10 PNC BANK NATIONAL ASSN DE 256639 344617 31777 2669 984 3653 11 11 SUNTRUST BANK GA 162510 319644 16424 2608 1323 3932 24 12 NORTHERN TRUST CO IL 70373 243838 6440 6725 2500 9225 143 13 REGIONS BANK AL 128373 122002 14028 964 283 1247 9 14 U S BANK NATIONAL ASSN OH 302260 96923 29419 1453 5 1459 5 15 FIFTH THIRD BANK OH 108972 77779 14796 1688 659 2347 16 16 KEYBANK NATIONAL ASSN OH 88592 67537 12175 1181 186 1367 11 17 TD BANK NATIONAL ASSN DE 168749 66525 13009 1344 769 2113 16 18 BRANCH BANKING&TRUST CO NC 150828 65838 17417 929 378 1307 8 19 UNION BANK NATIONAL ASSN CA 78675 42969 8866 846 702 1547 17 20 RBS CITIZENS NATIONAL ASSN RI 107836 42534 10035 970 322 1293 13 21 ALLY BANK UT 70284 35994 11438 171 405 577 5 22 TD BANK USA NATIONAL ASSN ME 11148 34319 1207 652 393 1045 87 23 BANK OF OKLAHOMA NA OK 17415 28665 1528 231 286 517 34 24 HUNTINGTON NATIONAL BANK OH 53407 28381 5549 426 129 555 10 25 DEUTSCHE BANK TR CO AMERICAS NY 45504 27879 8777 1766 777 2543 29 TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES 7868163 230811622 798923 365605 761800 1127406 141 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 2758743 369774 306426 9834 2639 12473 4 TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10626906 231181397 1105349 375439 764439 1139878 103 Commercial banks also hold on-balance sheet assets in volumes that are multiples of bank capital. For example: EXPOSURES FROM OTHER ASSETS EXPOSURE TO RISK ALL COMMERCIAL BANKS BASED CAPITAL 1-4 FAMILY MORTGAGES 1.68 C&I LOANS 0.89 SECURITIES NOT IN TRADING ACCOUNT 1.87 Note: Total credit exposure is defined as the credit equivalent amount from derivative contracts (RC-R line 54), which is the sum of netted current credit exposure and PFE. Note: The total credit exposure to capital ratio is calculated using risk based capital (tier 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. Note: Beginning in 2Q09, the methodology to calculate the Credit Risk Exposure to Capital ratio for the aggregated categories (Top 25, Other and Overall Total) was adjusted to a summing methodology. Data source: Call Reports, Schedule RC-R. 3 14 1 False False TABLE 5 NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS HELD FOR TRADING TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES DECEMBER 31, 2010, $ 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 1631621 72423670 72306321 99.8 117349 0.2 2 CITIBANK NATIONAL ASSN NV 1154293 47722668 47462249 99.5 260419 0.5 3 BANK OF AMERICA NA NC 1482278 43648406 43531795 99.7 116611 0.3 4 GOLDMAN SACHS BANK USA NY 89447 42062393 42055737 100 6656 0 5 WELLS FARGO BANK NA SD 1102278 3653126 3142897 86 510229 14 TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES 5459917 209510263 208498999 99.5 1011264 0.5 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 5166989 7520815 6662670 88.6 858145 11.4 TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10626906 217031078 215161669 99.1 1869410 0.9 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. Data source: Call Reports, schedule RC-L 3 25 6 False False TABLE 6 GROSS FAIR VALUES OF DERIVATIVE CONTRACTS TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES DECEMBER 31, 2010, $ 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 1631621 77898648 1373142 1342323 2078 3515 129839 125967 2 CITIBANK NATIONAL ASSN NV 1154293 50252508 667574 661509 3228 6668 64101 57587 3 BANK OF AMERICA NA NC 1482278 48463617 984221 966081 831 2141 96715 94407 4 GOLDMAN SACHS BANK USA NY 89447 42547726 633970 587695 557 0 13603 12918 5 WELLS FARGO BANK NA SD 1102278 3754683 73998 74561 6757 4092 4327 5446 TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES 5459917 222917182 3732905 3632169 13451 16416 308585 296325 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 5166989 8264214 111660 112926 15427 10645 15547 13285 TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10626906 231181397 3844565 3745095 28878 27061 324133 309610 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 3 18 6 False False TABLE 7 TRADING REVENUES FROM CASH INSTRUMENTS AND DERIVATIVES TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES DECEMBER 31, 2010, $ 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 1631621 77898648 1244 159 361 241 404 79 2 CITIBANK NATIONAL ASSN NV 1154293 50252508 271 627 240 69 -287 -378 3 BANK OF AMERICA NA NC 1482278 48463617 345 93 185 22 47 -2 4 GOLDMAN SACHS BANK USA NY 89447 42547726 35 -203 460 0 0 -222 5 WELLS FARGO BANK NA SD 1102278 3754683 617 414 156 -40 29 58 TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES 5459917 222917182 2512 1090 1402 292 193 -465 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 5166989 8264214 967 379 503 46 58 -20 TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10626906 231181397 3479 1469 1905 338 252 -485 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 3 22 R23C1:R23C11 False False TABLE 8 NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES DECEMBER 31, 2010, $ MILLIONS INT RATE INT RATE INT RATE INT RATE FOREIGN EXCH FOREIGN EXCH FOREIGN EXCH FOREIGN EXCH TOTAL TOTAL MATURITY MATURITY MATURITY ALL MATURITY MATURITY MATURITY ALL RANK BANK NAME STATE ASSETS DERIVATIVES < 1 YR 1 - 5 YRS > 5 YRS MATURITIES < 1 YR 1 - 5 YRS > 5 YRS MATURITIES 1 JPMORGAN CHASE BANK NA OH 1631621 77898648 38934613 9530323 6722871 55187807 5533592 771015 183628 6488235 2 CITIBANK NATIONAL ASSN NV 1154293 50252508 22351050 7045640 4690307 34086997 3976921 384554 177867 4539342 3 BANK OF AMERICA NA NC 1482278 48463617 6667729 6176018 4904120 17747867 2743006 429217 248028 3420250 4 GOLDMAN SACHS BANK USA NY 89447 42547726 20495374 8335770 6838741 35669885 359575 650795 615301 1625671 5 WELLS FARGO BANK NA SD 1102278 3754683 1000519 495736 367028 1863283 42565 22995 11796 77356 TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES 5459917 222917182 89449285 31583487 23523067 144555839 12655659 2258576 1236620 16150854 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 5166989 8264214 1389206 1907785 780287 4077278 1811688 174151 52489 2038328 TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10626906 231181397 90838491 33491272 24303354 148633117 14467347 2432726 1289109 18189182 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 3 16 6 False False TABLE 9 NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES DECEMBER 31, 2010, $ MILLIONS GOLD GOLD GOLD GOLD PREC METALS PREC METALS PREC METALS PREC METALS TOTAL TOTAL MATURITY MATURITY MATURITY ALL MATURITY MATURITY MATURITY ALL RANK BANK NAME STATE ASSETS DERIVATIVES < 1 YR 1 - 5 YRS > 5 YRS MATURITIES < 1 YR 1 - 5 YRS > 5 YRS MATURITIES 1 JPMORGAN CHASE BANK NA OH 1631621 77898648 134066 28615 1150 163831 10443 1381 18 11842 2 CITIBANK NATIONAL ASSN NV 1154293 50252508 775 3 0 778 47 4 0 51 3 BANK OF AMERICA NA NC 1482278 48463617 0 0 0 0 19 0 0 19 4 GOLDMAN SACHS BANK USA NY 89447 42547726 0 0 0 0 0 0 0 0 5 WELLS FARGO BANK NA SD 1102278 3754683 0 0 0 0 0 0 0 0 TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES 5459917 222917182 134841 28618 1150 164609 10509 1385 18 11912 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 5166989 8264214 27122 233 0 27355 6958 503 10 7471 TOTAL FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10626906 231181397 161963 28851 1150 191964 17467 1888 28 19383 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 3 25 6 False False TABLE 10 NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES DECEMBER 31, 2010, $ 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 1631621 77898648 130689 186378 22484 339551 180126 113619 43243 336988 2 CITIBANK NATIONAL ASSN NV 1154293 50252508 25947 9420 472 35839 70582 33846 17659 122087 3 BANK OF AMERICA NA NC 1482278 48463617 510 199 0 709 18981 19831 15976 54788 4 GOLDMAN SACHS BANK USA NY 89447 42547726 10687 37 0 10724 0 11 228 239 5 WELLS FARGO BANK NA SD 1102278 3754683 25649 8427 1820 35896 17940 10538 2134 30612 TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES 5459917 222917182 193482 204461 24776 422719 287629 177845 79240 544714 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 5166989 8264214 9595 4648 222 14464 8569 12981 5389 26939 TOTAL FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10626906 231181397 203077 209109 24998 437183 296198 190826 84629 571653 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 3 44 1 False False TABLE 11 NOTIONAL AMOUNTS OF CREDIT DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY TOP 5 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES DECEMBER 31, 2010, $ 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 1631621 77898648 5474978 348423 2388591 681869 3418883 310915 1365834 379346 2056095 2 CITIBANK NATIONAL ASSN NV 1154293 50252508 2529840 132720 757468 197375 1087563 157055 1046524 238698 1442277 3 BANK OF AMERICA NA NC 1482278 48463617 4815211 303565 2148063 481135 2932764 208156 1136272 538019 1882447 4 GOLDMAN SACHS BANK USA NY 89447 42547726 485333 21249 163938 34035 219222 55076 195265 15770 266111 5 WELLS FARGO BANK NA SD 1102278 3754683 101557 8535 26594 7896 43025 6194 30910 21428 58532 TOP 5 COMMERCIAL BANKS & TCs WITH DERIVATIVES 5459917 222917182 13406919 814492 5484654 1402310 7701457 737396 3774805 1193261 5705462 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 5166989 8264214 743399 41387 246319 43582 331288 53269 298081 60761 412111 TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10626906 231181397 14150318 855879 5730973 1445893 8032745 790665 4072886 1254022 6117573 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. Note: Beginning in 2Q10, HSBC replaced Wells Fargo as one of the top five commerical banks in derivatives. See Table 1. Data source: Call Reports, schedule RC-L and RC-R 3 22 R23C1:R23C14 False False TABLE 12 DISTRIBUTION OF CREDIT DERIVATIVE CONTRACTS TOP 25 COMMERCIAL BANKS AND TRUST COMPANIES IN DERIVATIVES DECEMBER 31, 2010, $ MILLIONS 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 1631621 72423670 5474978 2719672 2755306 2685422 15532 8447 10271 2661550 1332 7706 84718 2 CITIBANK NATIONAL ASSN NV 1154293 47722668 2529840 1311072 1218768 1284672 26350 50 0 1214713 4005 50 0 3 BANK OF AMERICA NA NC 1482278 43648406 4815211 2419360 2395851 2399170 979 19211 0 2378999 915 15937 0 4 GOLDMAN SACHS BANK USA NY 89447 42062393 485333 289673 195660 218746 5333 4473 61121 187869 5554 2230 7 5 WELLS FARGO BANK NA SD 1102278 3653126 101557 49754 51803 46984 135 0 2635 46490 411 0 4902 6 HSBC BANK USA NATIONAL ASSN VA 181118 2966918 700105 344291 355814 331609 12432 250 0 342237 13577 0 0 7 BANK OF NEW YORK MELLON NY 181855 1428722 681 679 2 679 0 0 0 2 0 0 0 8 STATE STREET BANK&TRUST CO MA 155529 778646 155 155 0 155 0 0 0 0 0 0 0 9 MORGAN STANLEY BANK NA UT 68180 351956 21814 19183 2631 19183 0 0 0 2631 0 0 0 10 PNC BANK NATIONAL ASSN DE 256639 341118 3499 1898 1600 527 0 0 1371 234 0 0 1367 11 SUNTRUST BANK GA 162510 317269 2375 1294 1081 324 969 0 1 104 969 0 8 12 NORTHERN TRUST CO IL 70373 243688 150 150 0 150 0 0 0 0 0 0 0 13 REGIONS BANK AL 128373 121409 593 89 505 0 0 0 89 0 0 0 505 14 U S BANK NATIONAL ASSN OH 302260 95072 1851 687 1164 123 0 0 564 25 0 0 1139 15 FIFTH THIRD BANK OH 108972 76754 1025 174 851 0 0 0 174 0 0 0 851 16 KEYBANK NATIONAL ASSN OH 88592 64162 3375 1895 1479 1895 0 0 0 1354 125 0 0 17 TD BANK NATIONAL ASSN DE 168749 66184 341 244 98 243 1 0 0 98 0 0 0 18 BRANCH BANKING&TRUST CO NC 150828 65838 0 0 0 0 0 0 0 0 0 0 0 19 UNION BANK NATIONAL ASSN CA 78675 42909 60 0 60 0 0 0 0 0 60 0 0 20 RBS CITIZENS NATIONAL ASSN RI 107836 41688 846 0 846 0 0 0 0 0 0 0 846 21 ALLY BANK UT 70284 35994 0 0 0 0 0 0 0 0 0 0 0 22 TD BANK USA NATIONAL ASSN ME 11148 34319 0 0 0 0 0 0 0 0 0 0 0 23 BANK OF OKLAHOMA NA OK 17415 28665 0 0 0 0 0 0 0 0 0 0 0 24 HUNTINGTON NATIONAL BANK OH 53407 28046 336 234 102 0 0 0 234 0 0 0 102 25 DEUTSCHE BANK TR CO AMERICAS NY 45504 23567 4312 4312 0 0 4312 0 0 0 0 0 0 TOP 25 COMMERCIAL BANKS & TCs WITH DERIVATIVES 7868163 216663186 14148436 7164815 6983621 6989882 66042 32431 76459 6836306 26948 25923 94444 OTHER COMMERCIAL BANKS & TCs WITH DERIVATIVES 2758743 367892 1882 1280 603 7 60 0 1213 90 0 0 512 TOTAL AMOUNT FOR COMMERCIAL BANKS & TCs WITH DERIVATIVES 10626906 217031078 14150318 7166095 6984224 6989889 66102 32431 77673 6836397 26948 25923 94956 (%) (%) (%) (%) (%) (%) (%) (%) (%) (%) (%) TOP 25 COMMERCIAL BANKS & TC: % OF TOTAL COMMERCIAL BANKS &TCs WITH DERIVATIVES 100 50.6 49.4 49.4 0.5 0.2 0.5 48.3 0.2 0.2 0.7 OTHER COMMERCIAL BANKS & TCs: % OF TOTAL COMMERCIAL BANKs & TCs WITH DERIVATIVES 0 0 0 0 0 0 0 0 0 0 0 TOTAL AMOUNT FOR COMMERCIAL BANKs & TCs: % OF TOTAL COMMERCIAL BANKs & TCs WITH DERIVATIVES 100 50.6 49.4 49.4 0.5 0.2 0.5 48.3 0.2 0.2 0.7 Note: Credit derivatives have been excluded from the sum of total derivatives here. Note: Numbers may not add due to rounding. Data source: Call Reports, schedule RC-L 3 34 2 False False