Derivatives Q1-06
Larrañaga
Rozenman, Crystal
2019-11-14T12:50:59Z
2000-03-06T16:40:40Z
2025-12-02T20:29:09Z
16.00
11160
20730
32760
32760
933
False
False
| TABLE 13 |
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS |
| TOP 25 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2025, MILLIONS OF DOLLARS |
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TOTAL |
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LEGAL |
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TOTAL |
TOTAL |
TOTAL |
TOTAL |
TOTAL |
CREDIT |
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|
ENTITY |
TOTAL |
TOTAL |
FUTURES |
OPTIONS |
FORWARDS |
SWAPS |
OPTIONS |
DERIVATIVES |
SPOT |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
(EXCH TR) |
(EXCH TR) |
(OTC) |
(OTC) |
(OTC) |
(OTC) |
FX |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
3813431 |
61859368 |
1477346 |
1070958.9999999998 |
11682776 |
34587636.000000007 |
10821210 |
2219441 |
1157877 |
|
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
644020 |
55767598.000000007 |
1228065 |
920655 |
5987351 |
35860082 |
11055285.000000002 |
716160 |
999360 |
|
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1844189 |
55512704.000000007 |
712074.00000000012 |
776379 |
7566066.0000000009 |
35659394 |
8858236 |
1940554.9999999998 |
531461 |
|
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
2651090 |
26865051 |
287891 |
580719 |
4592389 |
16117371 |
4628201 |
658480 |
545072 |
|
| 5 |
WELLS FARGO BANK NA |
SD |
KB1H1DSPRFMYMCUFXT09 |
1767105 |
18641450.999999993 |
894618.99999999988 |
711726 |
2938449 |
10964897.999999998 |
2997125 |
134634 |
64453 |
|
| 6 |
STATE STREET BANK&TRUST CO |
MA |
571474TGEMMWANRLN572 |
366079 |
2924103 |
80465 |
0 |
2774043 |
52767 |
16827.999999999996 |
0 |
75070 |
|
| 7 |
HSBC NA |
VA |
1IE8VN30JCEQV1H4R804 |
162239.85500000001 |
1453577.3009999997 |
27500.972999999998 |
0 |
615694.72799999989 |
728009.98499999987 |
67229.639999999985 |
15141.975 |
50295.988000000005 |
|
| 8 |
U S BANK NATIONAL ASSN |
OH |
6BYL5QZYBDK8S7L73M02 |
679293.26 |
1414357.2099999997 |
2844.0129999999999 |
53423.037000000011 |
95740.788000000015 |
1053167.7329999998 |
192350.193 |
16831.446 |
7828.1559999999999 |
|
| 9 |
BANK OF NEW YORK MELLON |
NY |
HPFHU0OQ28E4N0NFVK49 |
366502 |
1382770 |
26659 |
0 |
440900 |
860474 |
54408 |
329 |
147176 |
|
| 10 |
MORGAN STANLEY BANK NA |
UT |
G1MLHIS0N32I3QPILB75 |
249681 |
904773.99999999988 |
2726 |
200 |
261875.99999999997 |
578012 |
38137 |
23823 |
3805 |
|
| 11 |
PNC BANK NATIONAL ASSN |
DE |
AD6GFRVSDT01YPT1CS68 |
563953.196 |
762764.36700000009 |
11178.95 |
7963 |
32845.969000000005 |
643642.14100000006 |
54052.601000000002 |
13081.705999999998 |
2343.7919999999999 |
|
| 12 |
TRUIST BANK |
NC |
JJKC32MCHWDI71265Z06 |
535540 |
496612.99999999994 |
4914 |
19875 |
35275 |
366222.99999999994 |
59670.999999999993 |
10655 |
1178 |
|
| 13 |
NORTHERN TRUST CO |
IL |
6PTKHDJ8HDUF78PFWH30 |
169571.10499999998 |
433055.18799999991 |
0 |
0 |
407255.99799999996 |
25239.449000000001 |
559.7410000000001 |
0 |
4894.2089999999998 |
|
| 14 |
TD BANK NATIONAL ASSN |
DE |
03D0JEWFDFUS0SEEKG89 |
350851.701 |
346511.56799999997 |
0 |
0 |
1903.79 |
344517.951 |
89.826999999999998 |
0 |
0 |
|
| 15 |
CAPITAL ONE NATIONAL ASSN |
VA |
207ALC1P1YM0OVDV0K75 |
652138.08200000005 |
337129.50300000003 |
31142.816000000003 |
0 |
19164.84 |
207941.98700000002 |
72084.258000000016 |
6795.6020000000008 |
336.38800000000003 |
|
| 16 |
CITIZENS BANK NATIONAL ASSN |
RI |
DRMSV1Q0EKMEXLAU1P80 |
222110.65600000002 |
307729.23099999997 |
1924.1999999999998 |
0 |
11896.106 |
256520.11499999996 |
34981.199000000001 |
2407.6110000000003 |
139.017 |
|
| 17 |
REGIONS BANK |
AL |
EQTWLK1G7ODGC2MGLV11 |
158598 |
181856 |
654 |
0 |
4532 |
144647 |
26889.000000000004 |
5134 |
17 |
|
| 18 |
BMO BANK NATIONAL ASSN |
IL |
|
249342.46899999998 |
161849.94099999999 |
0 |
0 |
2619.7909999999997 |
156091.777 |
3138.136 |
0.23700000000000002 |
348.48899999999998 |
|
| 19 |
FIFTH THIRD BANK NA |
OH |
QFROUN1UWUYU0DVIWD51 |
212207 |
150218.00000000003 |
2267.0000000000005 |
1231.9999999999998 |
5884 |
94802 |
41562.000000000007 |
4471 |
699 |
|
| 20 |
KEYBANK NATIONAL ASSN |
OH |
HUX2X73FUCYHUVH1BK78 |
184694.965 |
145013.421 |
774.08999999999992 |
0 |
4717.3289999999997 |
121962.728 |
17481.234 |
78.039999999999992 |
601.5200000000001 |
|
| 21 |
HUNTINGTON NATIONAL BANK |
OH |
2WHM8VNJH63UN14OL754 |
209540.85499999998 |
112162.00199999999 |
564.36000000000013 |
0 |
8155.2749999999996 |
75309.091 |
24550.86 |
3582.4160000000002 |
213.578 |
|
| 22 |
MANUFACTURERS&TRADERS TR CO |
NY |
WWB2V0FCW3A0EE3ZJN75 |
210741.94399999999 |
88146.561999999991 |
0 |
0 |
3800.4290000000001 |
75791.159 |
8554.9740000000002 |
0 |
70.913000000000011 |
|
| 23 |
MORGAN STANLEY PRIVATE BK NA |
NY |
|
240201 |
81525 |
0 |
0 |
0 |
81525 |
0 |
0 |
0 |
|
| 24 |
COMERICA BANK |
TX |
|
77366 |
71488.999999999985 |
0 |
0 |
2650 |
54623 |
12508 |
1708 |
139 |
|
| 25 |
WESTERN ALLIANCE BANK |
AZ |
|
90816.27 |
67298.388000000006 |
20330 |
0 |
28571.110999999997 |
13971.897000000001 |
4185.9830000000002 |
239.39699999999999 |
0 |
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| TOP 25 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
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16671303.358000001 |
230469114.68200004 |
4813939.4020000007 |
4143131.037 |
37524557.154000007 |
139124620.01300001 |
39089318.646000005 |
5773548.4299999997 |
3593379.05 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
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|
5931823.9510000013 |
1366569.2230000028 |
7455.0220000000008 |
3504.5210000000006 |
106748.08699999998 |
1058209.9910000004 |
147955.53799999983 |
42696.064000000006 |
1379.761 |
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| TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
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22603127.308999997 |
231835683.90500024 |
4821394.4239999996 |
4146635.5579999997 |
37631305.241000071 |
140182830.00399992 |
39237274.184000008 |
5816244.4939999999 |
3594758.8109999993 |
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| Note: Credit derivatives have been included in the sum of total derivatives. Credit derivatives have been included as an "over the counter" category, although the call report does not differentiate by market currently. |
| Note: Before the first quarter of 1995 total derivatives included spot FX. Beginning in that quarter, spot FX has been reported separately. |
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| Source: Call reports, Schedule RC-L |
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65
600
600
70
False
False
| TABLE 14 |
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| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS (HOLDING COMPANIES) |
| TOP 25 HOLDING COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2025, MILLIONS OF DOLLARS |
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LEGAL |
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CREDIT |
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|
ENTITY |
TOTAL |
TOTAL |
FUTURES |
OPTIONS |
FORWARDS |
SWAPS |
OPTIONS |
DERIVATIVES |
SPOT |
| RANK |
HOLDING COMPANY |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
(EXCH TR) |
(EXCH TR) |
(OTC) |
(OTC) |
(OTC) |
(OTC) |
FX |
| 1 |
JPMORGAN CHASE & CO. |
NY |
8I5DZWZKVSZI1NUHU748 |
4560205 |
61835279 |
1563303 |
2346271 |
12566897 |
32949102 |
10245101 |
2164605 |
1139315 |
|
| 2 |
CITIGROUP INC. |
NY |
6SHGI4ZSSLCXXQSBB395 |
2642475 |
51314521 |
849887 |
1650397 |
8710018 |
30455259 |
8426857 |
1222103 |
529445 |
|
| 3 |
BANK OF AMERICA CORPORATION |
NC |
9DJT3UXIJIZJI4WXO774 |
3403716 |
49701521 |
851670 |
1932505 |
9274982 |
30405238 |
6088423 |
1148703 |
428838 |
|
| 4 |
GOLDMAN SACHS GROUP, INC., THE |
NY |
784F5XWPLTWKTBV3E584 |
1807982 |
46611139 |
1783754 |
3084967 |
6812775 |
22938961 |
10032002 |
1958680 |
353332 |
|
| 5 |
MORGAN STANLEY |
NY |
IGJSJL3JD5P30I6NJZ34 |
1364806 |
39528194 |
1088712 |
2351719 |
5211591 |
21118802 |
8631905 |
1125465 |
91276 |
|
| 6 |
WELLS FARGO & COMPANY |
CA |
PBLD0EJDB5FWOLXP3B76 |
2062977 |
19185816 |
921295 |
812257 |
3545277 |
10792234 |
2993553 |
121200 |
64413 |
|
| 7 |
MIZUHO AMERICAS LLC |
NY |
|
84623 |
11578027 |
51292 |
44150 |
674743 |
10157090 |
563184 |
87568 |
2635 |
|
| 8 |
SMBC AMERICAS HOLDINGS, INC. |
NY |
60994.099000000002 |
6202450.9510000004 |
455695.10499999998 |
868266.11300000001 |
347981.70400000003 |
2743497.875 |
1785031.9539999999 |
1978.2 |
1684.9349999999999 |
|
| 9 |
STATE STREET CORPORATION |
MA |
549300ZFEEJ2IP5VME73 |
371070 |
2912051 |
80613 |
0 |
2774043 |
40567 |
16828 |
0 |
75070 |
|
| 10 |
RBC US GROUP HOLDINGS LLC |
0 |
193536.769 |
1960799.4470000002 |
472586.212 |
691596.82600000012 |
32710.448 |
762250.88100000005 |
110.62100000000001 |
1544.4590000000001 |
387.721 |
|
| 11 |
HSBC NORTH AMERICA HOLDINGS INC. |
NY |
213800JCL1FHBQK3M654 |
236412.715 |
1454516.1020000004 |
29252.992000000002 |
0 |
616711.11100000015 |
719399.19400000002 |
74010.83 |
15141.974999999999 |
50295.987999999998 |
|
| 12 |
U.S. BANCORP |
MN |
N1GZ7BBF3NP8GI976H15 |
695357 |
1404429 |
2844 |
53423 |
95791 |
1043189 |
192351 |
16831 |
7828 |
|
| 13 |
BANK OF NEW YORK MELLON CORPORATION, THE |
NY |
WFLLPEPC7FZXENRZV188 |
455321 |
1376215 |
27292 |
0 |
465706 |
828480 |
54408 |
329 |
147226 |
|
| 14 |
BARCLAYS US LLC |
NY |
213800H14XVWOV87OI72 |
214902 |
1231123 |
73178 |
477702 |
660117 |
19098 |
228 |
800 |
10 |
|
| 15 |
PNC FINANCIAL SERVICES GROUP, INC., THE |
PA |
CFGNEKW0P8842LEUIA51 |
568770.103 |
737199.25300000003 |
11218.95 |
7963 |
40175.856 |
610562.14 |
54052.600999999995 |
13226.706 |
2343.7919999999999 |
|
| 16 |
BMO FINANCIAL CORP. |
IL |
H0XK735,RK7LZM6JH557 |
286206.00099999999 |
600107.26699999999 |
105428.8 |
19377.532999999999 |
312157.24599999998 |
158286.53700000001 |
3190.48 |
1666.671 |
363.303 |
|
| 17 |
TRUIST FINANCIAL CORPORATION |
NC |
549300DRQQI75D2JP341 |
543851 |
478132 |
4914 |
19875 |
35939 |
346848 |
59671 |
10885 |
1178 |
|
| 18 |
TD GROUP US HOLDINGS LLC |
NJ |
549300ARWZ5E3L64UH29 |
519713.109 |
435345.23699999996 |
41909.241000000002 |
11517.294 |
19370.587 |
361356.65399999998 |
1191.461 |
0 |
0 |
|
| 19 |
NORTHERN TRUST CORPORATION |
IL |
170263.25899999999 |
431055.18800000002 |
0 |
0 |
407255.99800000002 |
23239.449000000001 |
559.74099999999999 |
0 |
4894.2089999999998 |
|
| 20 |
CAPITAL ONE FINANCIAL CORPORATION |
VA |
ZUE8T73ROZOF6FLBAR73 |
661876.81000000006 |
374512.88400000002 |
31142.815999999999 |
0 |
19630.103999999999 |
244860.10399999999 |
72084.258000000002 |
6795.6020000000008 |
336.38799999999998 |
|
| 21 |
CITIZENS FINANCIAL GROUP, INC. |
RI |
DRMSV1Q0EKMEXLAU1P80 |
223156.48199999999 |
307917.56 |
1924.2 |
0 |
12084.434999999999 |
256520.11499999999 |
34981.199000000001 |
2407.6109999999999 |
139.017 |
|
| 22 |
BNP PARIBAS USA, INC. |
NY |
70203.684999999998 |
188621.78 |
0.54900000000000004 |
9.1880000000000006 |
188264.64300000001 |
347.4 |
0 |
0 |
0 |
|
| 23 |
REGIONS FINANCIAL CORPORATION |
AL |
THRNG6BD57P9QWTQLG42 |
159976 |
179473 |
654 |
0 |
4549 |
142247 |
26889 |
5134 |
17 |
|
| 24 |
AMERIPRISE FINANCIAL, INC. |
MN |
RKPI3RZGV1V1FJTH5T61 |
190091.34400000001 |
173731.266 |
6717.5730000000003 |
4852.8999999999996 |
539.26700000000005 |
43861.987999999998 |
114412.01300000001 |
3347.5250000000001 |
12.654 |
|
| 25 |
KEYCORP |
OH |
CW05CS5KW59QTC0DG824 |
187408.96799999999 |
155866.83800000002 |
781.59 |
0 |
10324.749 |
127201.22500000001 |
17481.234 |
78.040000000000006 |
601.52 |
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|
| TOP 25 HOLDING COMPANIES WITH DERIVATIVES |
|
|
|
21735894.343999997 |
300358043.773 |
8456066.0280000009 |
14376848.853999998 |
52839634.148000002 |
167288498.56200004 |
49488506.39199999 |
7908489.7889999999 |
2901642.5269999993 |
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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: Before to the first quarter of 2005, total derivatives included spot FX. Beginning in that quarter, spot FX has been reported separately. |
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| Source: Consolidated Financial Statements for Bank Holding Companies, FR Y- 9, Schedule HC-L |
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64
600
600
80
3
37
12
R38C5:R38C13
False
False
| TABLE 15 |
|
| DISTRIBUTION OF DERIVATIVE CONTRACTS |
| TOP 25 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
|
| SEPTEMBER 30, 2025, MILLIONS OF DOLLARS |
|
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|
LEGAL |
|
|
PERCENT |
PERCENT |
PERCENT |
PERCENT |
PERCENT |
PERCENT |
PERCENT |
|
|
|
ENTITY |
TOTAL |
TOTAL |
EXCH TRADED |
OTC |
INT RATE |
FOREIGN EXCH |
EQUITY |
OTHER |
CREDIT |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
CONTRACTS |
CONTRACTS |
CONTRACTS |
CONTRACTS |
CONTRACTS |
CONTRACTS |
DERIVATIVES |
|
|
|
|
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
3813431 |
61859368 |
4.1195134744991249 |
95.880486525500871 |
62.074434708094664 |
27.323437898686581 |
5.4176192036103563 |
1.5966263994161722 |
3.5878817901922302 |
|
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
644020 |
55767598.000000007 |
3.8529900462989279 |
96.147009953701073 |
81.614798973411041 |
15.311869806549671 |
1.7097132281006615 |
7.9431428981395241E-2 |
1.2841865629572209 |
|
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1844189 |
55512704.000000007 |
2.6812835490773423 |
97.318716450922636 |
62.033784194695315 |
30.996551708236009 |
2.731812523490118 |
0.74215624589283202 |
3.4956953276857128 |
|
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
2651090 |
26865051 |
3.2332341375417455 |
96.766765862458243 |
63.292375659365028 |
28.142023627649177 |
5.5073113391818982 |
0.60722386121656724 |
2.4510655125873391 |
|
| 5 |
WELLS FARGO BANK NA |
SD |
KB1H1DSPRFMYMCUFXT09 |
1767105 |
18641450.999999993 |
8.6170599059053963 |
91.382940094094636 |
68.46004637729115 |
27.479926321186056 |
2.6231112588821555 |
0.71468685565302859 |
0.72222918698764416 |
|
| 6 |
STATE STREET BANK&TRUST CO |
MA |
571474TGEMMWANRLN572 |
366079 |
2924103 |
2.7517840513825949 |
97.2482159486174 |
4.5529859926274829 |
94.90472804822538 |
0 |
0.54228595914712985 |
0 |
|
| 7 |
HSBC NA |
VA |
1IE8VN30JCEQV1H4R804 |
162239.85500000001 |
1453577.3009999997 |
1.8919511869840353 |
98.108048813015969 |
10.910618574663614 |
85.288820632181867 |
1.3941668589663814 |
1.3646897888645551 |
1.0417041453236069 |
|
| 8 |
U S BANK NATIONAL ASSN |
OH |
6BYL5QZYBDK8S7L73M02 |
679293.26 |
1414357.2099999997 |
3.9782771708711415 |
96.021722829128862 |
87.338094242825733 |
9.5363790735722294 |
2.3847158102301477E-2 |
1.911637442707985 |
1.1900420827918008 |
|
| 9 |
BANK OF NEW YORK MELLON |
NY |
HPFHU0OQ28E4N0NFVK49 |
366502 |
1382770 |
1.9279417401303183 |
98.072058259869678 |
19.134346275953341 |
80.437961483109987 |
0.40389941928158696 |
0 |
2.3792821655083639E-2 |
|
| 10 |
MORGAN STANLEY BANK NA |
UT |
G1MLHIS0N32I3QPILB75 |
249681 |
904773.99999999988 |
0.32339567671042724 |
99.676604323289567 |
48.542951057391136 |
16.000680833003599 |
32.823224363211153 |
1.1052483824689923E-4 |
2.6330332215558805 |
|
| 11 |
PNC BANK NATIONAL ASSN |
DE |
AD6GFRVSDT01YPT1CS68 |
563953.196 |
762764.36700000009 |
2.5095495841378228 |
97.490450415862171 |
91.069498530992576 |
4.6638905196786675 |
0.69429947558103466 |
1.8572725225377493 |
1.7150389512099475 |
|
| 12 |
TRUIST BANK |
NC |
JJKC32MCHWDI71265Z06 |
535540 |
496612.99999999994 |
4.9916131877337087 |
95.008386812266281 |
78.921413656106466 |
8.5664289899781121 |
8.4470201142539594 |
1.9196033933868022 |
2.1455338462746649 |
|
| 13 |
NORTHERN TRUST CO |
IL |
6PTKHDJ8HDUF78PFWH30 |
169571.10499999998 |
433055.18799999991 |
0 |
100 |
5.8197496989690851 |
94.042516816586442 |
0.1377334844444815 |
0 |
0 |
|
| 14 |
TD BANK NATIONAL ASSN |
DE |
03D0JEWFDFUS0SEEKG89 |
350851.701 |
346511.56799999997 |
0 |
100.00000000000003 |
99.577708182025262 |
0.41929566980574812 |
2.9961481689985028E-3 |
0 |
0 |
|
| 15 |
CAPITAL ONE NATIONAL ASSN |
VA |
207ALC1P1YM0OVDV0K75 |
652138.08200000005 |
337129.50300000003 |
9.2376418328478369 |
90.762358167152172 |
84.615030859521056 |
6.6285050110253918 |
0 |
6.7407396261014867 |
2.0157245033520548 |
|
| 16 |
CITIZENS BANK NATIONAL ASSN |
RI |
DRMSV1Q0EKMEXLAU1P80 |
222110.65600000002 |
307729.23099999997 |
0.62528996473526433 |
99.374710035264727 |
85.144867502041109 |
13.664748994872056 |
0 |
0.40800381423628884 |
0.7823796888505532 |
|
| 17 |
REGIONS BANK |
AL |
EQTWLK1G7ODGC2MGLV11 |
158598 |
181856 |
0.35962519795882458 |
99.64037480204118 |
91.868841281013545 |
2.1016628541263414 |
0 |
3.206383072320957 |
2.8231127925391521 |
|
| 18 |
BMO BANK NATIONAL ASSN |
IL |
|
249342.46899999998 |
161849.94099999999 |
0 |
100 |
96.963237694352941 |
1.5824676760308489 |
1.4541481976814561 |
0 |
1.4643193475121502E-4 |
|
| 19 |
FIFTH THIRD BANK NA |
OH |
QFROUN1UWUYU0DVIWD51 |
212207 |
150218.00000000003 |
2.3292814443009493 |
97.670718555699054 |
64.646713443129315 |
19.027014072880743 |
1.7487917559813069 |
11.601139677002754 |
2.9763410510058712 |
|
|
| 20 |
KEYBANK NATIONAL ASSN |
OH |
HUX2X73FUCYHUVH1BK78 |
184694.965 |
145013.421 |
0.53380576408855274 |
99.466194235911445 |
91.745576431853166 |
4.005645105083067 |
0 |
4.1949627545163564 |
5.3815708547417837E-2 |
|
| 21 |
HUNTINGTON NATIONAL BANK |
OH |
2WHM8VNJH63UN14OL754 |
209540.85499999998 |
112162.00199999999 |
0.50316505584484861 |
99.496834944155154 |
89.660470753722819 |
5.842664077982489 |
0.6923467717703542 |
0.61055258268303736 |
3.193965813841305 |
|
| 22 |
MANUFACTURERS&TRADERS TR CO |
NY |
WWB2V0FCW3A0EE3ZJN75 |
210741.94399999999 |
88146.561999999991 |
0 |
100 |
97.807883874132273 |
2.192116125867734 |
0 |
0 |
0 |
|
| 23 |
MORGAN STANLEY PRIVATE BK NA |
NY |
|
240201 |
81525 |
0 |
100 |
99.342532965348056 |
0 |
0.65746703465194722 |
0 |
0 |
|
| 24 |
COMERICA BANK |
TX |
|
77366 |
71488.999999999985 |
0 |
100 |
73.025220663318834 |
3.7740071899173304 |
0 |
20.811593391990378 |
2.3891787547734618 |
|
| 25 |
WESTERN ALLIANCE BANK |
AZ |
|
90816.27 |
67298.388000000006 |
30.208747347707643 |
69.791252652292343 |
98.946451733732459 |
0.69782354965173898 |
0 |
0 |
0.35572471661579769 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
16671303.358000001 |
230469114.68200004 |
8957070.4389999975 |
221512044.243 |
153291190.45199996 |
61341638.969999991 |
8167110.3779999996 |
1895626.452 |
5773548.4299999997 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
5931823.9510000013 |
1366569.2230000028 |
10959.543 |
1355609.6800000023 |
1254742.2660000012 |
49285.561000000016 |
601.78 |
19243.552 |
42696.064000000006 |
| TOTAL FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
22603127.308999997 |
231835683.90500024 |
8968029.981999997 |
222867653.92300013 |
154545932.71800014 |
61390924.530999996 |
8167712.1579999989 |
1914870.0040000002 |
5816244.4939999999 |
|
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|
|
|
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
| TOP 25 COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
|
99.410544054313846 |
3.8635426126507575 |
95.547001441663056 |
66.120619513782174 |
26.459101522583587 |
3.5228012532128803 |
0.81765948195307792 |
2.4903622827820748 |
| OTHER COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
|
0.58945594568607673 |
4.7272890934645382E-3 |
0.58472865659261197 |
0.54122050793274745 |
2.1258833053584562E-2 |
2.5957177508816655E-4 |
8.3005133963266267E-3 |
1.8416519528329234E-2 |
| TOTAL FOR COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
|
100 |
3.8682699017442217 |
96.13173009825573 |
66.661840021715008 |
26.480360355637174 |
3.5230608249879678 |
0.82595999534940456 |
2.5087788023104043 |
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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: "FX" 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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| Source: Call reports, Schedule RC-L |
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62
600
600
80
15
1
3
45
12
R44C6:R46C13
False
False
| TABLE 16 |
|
| CREDIT EQUIVALENT EXPOSURES |
| TOP 25 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
|
|
| SEPTEMBER 30, 2025, MILLIONS OF DOLLARS |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BILATERALLY |
|
TOTAL CREDIT |
(%) |
|
|
|
LEGAL |
|
|
TOTAL |
NETTED CURRENT |
POTENTIAL |
EXPOSURE |
TOTAL CREDIT |
|
|
|
ENTITY |
TOTAL |
TOTAL |
RISK-BASED |
CREDIT |
FUTURE |
FROM ALL |
EXPOSURE |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
CAPITAL |
EXPOSURE |
EXPOSURE |
CONTRACTS |
TO CAPITAL |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
3813431 |
61859368 |
313284 |
98091 |
281541 |
379632 |
121.17822806143946 |
|
|
|
|
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
644020 |
55767598.000000007 |
68705 |
18034 |
73027 |
91061 |
132.53911651262644 |
|
|
|
|
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1844189 |
55512704.000000007 |
171042 |
33053 |
143190 |
176243 |
103.04077361115984 |
|
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
2651090 |
26865051 |
212398 |
37659 |
78182 |
115841 |
54.539590768274657 |
| 5 |
WELLS FARGO BANK NA |
SD |
KB1H1DSPRFMYMCUFXT09 |
1767105 |
18641450.999999993 |
167823 |
20476 |
60760 |
81236 |
48.405760831352076 |
| 6 |
STATE STREET BANK&TRUST CO |
MA |
571474TGEMMWANRLN572 |
366079 |
2924103 |
21079 |
4325 |
23684 |
28009 |
132.87632240618626 |
|
|
| 7 |
HSBC NA |
VA |
1IE8VN30JCEQV1H4R804 |
162239.85500000001 |
1453577.3009999997 |
19520.377 |
3154.7759999999998 |
4686.2970000000005 |
7841.0730000000003 |
40.168655554142219 |
| 8 |
U S BANK NATIONAL ASSN |
OH |
6BYL5QZYBDK8S7L73M02 |
679293.26 |
1414357.2099999997 |
70732.366999999998 |
5824.4170000000004 |
7588.347999999999 |
13412.764999999999 |
18.962697798590568 |
| 9 |
BANK OF NEW YORK MELLON |
NY |
HPFHU0OQ28E4N0NFVK49 |
366502 |
1382770 |
22611 |
3129 |
13719 |
16848 |
74.512405466365934 |
|
| 10 |
MORGAN STANLEY BANK NA |
UT |
G1MLHIS0N32I3QPILB75 |
249681 |
904773.99999999988 |
26890 |
4228 |
17347 |
21575 |
80.234287839345484 |
| 11 |
PNC BANK NATIONAL ASSN |
DE |
AD6GFRVSDT01YPT1CS68 |
563953.196 |
762764.36700000009 |
57381.313999999998 |
3909.31 |
-559.58100000000013 |
3349.7289999999998 |
5.8376652022991316 |
| 12 |
TRUIST BANK |
NC |
JJKC32MCHWDI71265Z06 |
535540 |
496612.99999999994 |
58003 |
1796 |
4837 |
6633 |
11.43561539920349 |
| 13 |
NORTHERN TRUST CO |
IL |
6PTKHDJ8HDUF78PFWH30 |
169571.10499999998 |
433055.18799999991 |
11644.415000000001 |
1429.6009999999999 |
5656.1530000000002 |
7085.7539999999999 |
60.851094709352068 |
| 14 |
TD BANK NATIONAL ASSN |
DE |
03D0JEWFDFUS0SEEKG89 |
350851.701 |
346511.56799999997 |
40401.652000000002 |
15.705 |
1170.3690000000001 |
1186.0740000000001 |
2.9357066884294731 |
| 15 |
CAPITAL ONE NATIONAL ASSN |
VA |
207ALC1P1YM0OVDV0K75 |
652138.08200000005 |
337129.50300000003 |
76074.682000000001 |
2492.5060000000003 |
5542.8059999999996 |
8035.3119999999999 |
10.562399721894336 |
|
| 16 |
CITIZENS BANK NATIONAL ASSN |
RI |
DRMSV1Q0EKMEXLAU1P80 |
222110.65600000002 |
307729.23099999997 |
24009.502 |
665.01699999999994 |
1966.7550000000001 |
2631.7719999999999 |
10.96137687487229 |
|
|
| 17 |
REGIONS BANK |
AL |
EQTWLK1G7ODGC2MGLV11 |
158598 |
181856 |
16636 |
346 |
696 |
1042 |
6.2635248857898533 |
| 18 |
BMO BANK NATIONAL ASSN |
IL |
|
249342.46899999998 |
161849.94099999999 |
28738.597000000002 |
146.26900000000001 |
212.51799999999997 |
358.78699999999998 |
1.2484499504272946 |
| 19 |
FIFTH THIRD BANK NA |
OH |
QFROUN1UWUYU0DVIWD51 |
212207 |
150218.00000000003 |
23533 |
843 |
2719 |
3562 |
15.136191730761059 |
| 20 |
KEYBANK NATIONAL ASSN |
OH |
HUX2X73FUCYHUVH1BK78 |
184694.965 |
145013.421 |
21060.468000000001 |
290.57899999999995 |
674.03300000000002 |
964.61199999999997 |
4.5802021113680862 |
| 21 |
HUNTINGTON NATIONAL BANK |
OH |
2WHM8VNJH63UN14OL754 |
209540.85499999998 |
112162.00199999999 |
21160.999 |
368.41800000000001 |
834.05499999999995 |
1202.473 |
5.6824963698547499 |
| 22 |
MANUFACTURERS&TRADERS TR CO |
NY |
WWB2V0FCW3A0EE3ZJN75 |
210741.94399999999 |
88146.561999999991 |
22303.914000000001 |
203.69899999999998 |
254.89200000000002 |
458.59100000000001 |
2.0561010054109783 |
| 23 |
MORGAN STANLEY PRIVATE BK NA |
NY |
|
240201 |
81525 |
18007 |
61 |
218 |
279 |
1.5493974565446771 |
| 24 |
COMERICA BANK |
TX |
|
77366 |
71488.999999999985 |
9588 |
287 |
1372 |
1659 |
17.302878598247808 |
| 25 |
WESTERN ALLIANCE BANK |
AZ |
|
90816.27 |
67298.388000000006 |
8106.5140000000001 |
336.702 |
62.257000000000005 |
398.959 |
4.9214619255576446 |
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
16671303.358000001 |
230469114.68200004 |
1530733.8010000004 |
241164.99899999995 |
729380.90200000012 |
970545.90100000007 |
63.403963534741322 |
|
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
5931823.9510000013 |
1366569.2230000028 |
645235.64600000042 |
10567.645000000002 |
10702.927000000005 |
21270.572000000007 |
3.2965587273211487 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
22603127.308999997 |
231835683.90500024 |
2175969.4469999992 |
251732.6439999998 |
740083.82899999991 |
991816.47300000035 |
45.580441139346604 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 |
|
0 |
|
|
|
|
|
|
| C&I LOANS |
|
0 |
|
|
|
|
|
|
| SECURITIES NOT IN TRADING ACCOUNT |
|
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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. |
|
|
|
|
|
|
|
|
|
|
| Note: The total credit exposure to capital ratio is calculated using risk based capital (tier 1 plus tier 2 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. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Source: Call reports, Schedule RC-L and RC-R |
|
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75
600
600
80
3
40
10
R39C5:R41C11
False
False
| TABLE 17 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS HELD FOR TRADING |
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
|
|
|
| SEPTEMBER 30, 2025, MILLIONS OF DOLLARS |
|
|
|
|
|
|
|
TOTAL |
% |
TOTAL |
% |
|
|
|
LEGAL |
|
|
HELD FOR |
HELD FOR |
NOT FOR |
NOT FOR |
|
|
|
ENTITY |
TOTAL |
TOTAL |
TRADING |
TRADING |
TRADING |
TRADING |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
& MTM |
& MTM |
MTM |
MTM |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
3813431 |
61859368 |
58407271.000000007 |
97.933169837716278 |
1232656 |
2.0668301622837331 |
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
644020 |
55767598.000000007 |
54974068 |
99.859458712050355 |
77370 |
0.14054128794964449 |
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1844189 |
55512704.000000007 |
53432187 |
99.738741113409489 |
139962.00000000003 |
0.26125888659049312 |
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
2651090 |
26865051 |
24613674.000000004 |
93.92176488866096 |
1592897.0000000002 |
6.0782351113390618 |
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
8952730 |
200004721 |
191427200 |
98.43529404535407 |
3042885 |
1.5647059546459292 |
|
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
13650397.308999987 |
31830962.904999956 |
28091816.824000005 |
89.040861052312195 |
3457537.5689999997 |
10.959138890634474 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
22603127.308999997 |
231835683.90500024 |
219519016.82399973 |
97.123954203257824 |
6500422.5690000039 |
2.8760457887781299 |
|
|
|
|
| |
|
| 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. |
|
|
|
| Source: Call reports, Schedule RC-L |
|
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|
79
600
600
80
3
19
9
R18C5:R20C10
False
False
| TABLE 18 |
|
| GROSS FAIR VALUES OF DERIVATIVE CONTRACTS |
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2025, MILLIONS OF DOLLARS |
|
|
|
|
|
|
|
TRADING |
NOT FOR TRADING |
CREDIT DERIVATIVES |
|
|
|
LEGAL |
|
|
GROSS |
GROSS |
GROSS |
GROSS |
GROSS |
GROSS |
|
|
|
ENTITY |
TOTAL |
TOTAL |
POSITIVE |
NEGATIVE |
POSITIVE |
NEGATIVE |
POSITIVE |
NEGATIVE |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
FAIR VALUE* |
FAIR VALUE** |
FAIR VALUE* |
FAIR VALUE** |
FAIR VALUE* |
FAIR VALUE** |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
3813431 |
61859368 |
605435.00000000012 |
575637 |
2465 |
3401.0000000000005 |
14238 |
20008.000000000004 |
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
644020 |
55767598.000000007 |
649509.00000000012 |
623141.99999999988 |
8 |
147.00000000000003 |
8508 |
9463 |
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1844189 |
55512704.000000007 |
500877 |
480680 |
1357 |
1513 |
21025 |
20784 |
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
2651090 |
26865051 |
173046 |
163756 |
19017 |
26169 |
4671 |
4948 |
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
8952730 |
200004721 |
1928867.0000000002 |
1843215 |
22847 |
31230 |
48442 |
55203 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
13650397.308999987 |
31830962.904999956 |
143825.90400000004 |
136348.40199999994 |
25521.098999999987 |
21324.376999999971 |
1426.9059999999999 |
2949.8460000000023 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
22603127.308999997 |
231835683.90500024 |
2072692.904000001 |
1979563.4020000009 |
48368.098999999966 |
52554.376999999986 |
49868.905999999974 |
58152.845999999961 |
|
|
| |
|
| 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. |
|
| *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. |
|
| Source: Call reports, Schedule RC-L |
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
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|
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|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
64
600
600
80
1
3
19
11
R18C5:R20C12
False
False
| TABLE 19 |
|
| TRADING REVENUES FROM CASH INSTRUMENTS AND DERIVATIVES |
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2025, MILLIONS OF DOLLARS |
| NOTE: REVENUE FIGURES ARE FOR THE QUARTER (NOT YEAR-TO-DATE) |
|
|
|
|
|
|
|
TOTAL TRADING |
TRADING REV |
TRADING REV |
TRADING REV |
TRADING REV |
TRADING REV |
|
LEGAL |
|
|
REV FROM CASH & |
FROM |
FROM |
FROM |
FROM |
FROM |
|
ENTITY |
TOTAL |
TOTAL |
OFF BAL SHEET |
INT RATE |
FOREIGN EXCH |
EQUITY |
COMMOD & OTH |
CREDIT |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
POSITIONS |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
3813431 |
61859368 |
8252 |
1506 |
1362 |
4872 |
327 |
185 |
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
644020 |
55767598.000000007 |
1334 |
446 |
642 |
436 |
15 |
-205 |
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1844189 |
55512704.000000007 |
4191 |
617 |
1579 |
276 |
1654 |
65 |
|
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
2651090 |
26865051 |
1963 |
476 |
745 |
627 |
81 |
34 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
8952730 |
200004721 |
15740 |
3045 |
4328 |
6211 |
2077 |
79 |
|
|
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
13650397.308999987 |
31830962.904999956 |
2634.0990000000002 |
713.06799999999998 |
867.78100000000006 |
789.63400000000001 |
219.52699999999996 |
44.088999999999999 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
22603127.308999997 |
231835683.90500024 |
18374.098999999995 |
3758.0680000000002 |
5195.7809999999999 |
7000.634 |
2296.5269999999991 |
123.08899999999998 |
|
|
|
|
|
|
| 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." |
|
|
|
| Source: Call reports, Schedule RC-L and 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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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
60
600
600
80
1
3
20
11
R19C5:R21C12
False
False
| TABLE 20 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE AND MATURITY (INTEREST RATE AND FOREIGN EXCHANGE RATE) |
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2025, MILLIONS OF DOLLARS |
|
|
|
|
LEGAL |
|
|
INTEREST RATE |
INTEREST RATE |
INTEREST RATE |
INTEREST RATE |
FOREIGN EXCHANGE RATE |
FOREIGN EXCHANGE RATE |
FOREIGN EXCHANGE RATE |
FOREIGN EXCHANGE RATE |
|
|
|
ENTITY |
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
3813431 |
61859368 |
36333686 |
9415325 |
6883258 |
52632269 |
12698114 |
2967916 |
1438226 |
17104255.999999996 |
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
644020 |
55767598.000000007 |
25625675.000000004 |
8108951 |
7373462 |
41108088 |
5820520 |
1296300 |
861327 |
7978147.0000000009 |
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1844189 |
55512704.000000007 |
22209430 |
5290617 |
3551727 |
31051773.999999996 |
12432146.999999998 |
2610781 |
1097165 |
16140093 |
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
2651090 |
26865051 |
8167983 |
5913860.0000000009 |
3463734.0000000005 |
17545577 |
6193429.9999999991 |
716826 |
381344 |
7291599.9999999991 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
8952730 |
200004721 |
92336774 |
28728753 |
21272181 |
142337708 |
37144211 |
7591823 |
3778062 |
48514096 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
13650397.308999987 |
31830962.904999956 |
14230425.53599998 |
3381776 |
1147471.2010000004 |
18759672.736999977 |
10438716.190000005 |
577037.1129999999 |
151048.03200000001 |
11166801.335000005 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
22603127.308999997 |
231835683.90500024 |
106567199.536 |
32110529.000000004 |
22419652.200999998 |
161097380.7369999 |
47582927.190000005 |
8168860.112999998 |
3929110.0319999992 |
59680897.335000008 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Note: |
Beginning January 1, 2022, the largest banks are required to calculate their derivative exposure amount for regulatory capital purposes using the Standardized Approach for Counterparty Credit Risk (SA-CCR). Refer to the call report instructions and OCC Bulletin 2020-7 “Standardized Approach for Counterparty Credit Risk: Final Rule,” for additional information on the SA-CCR exposure calculation. |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Source: Call reports, Schedule RC-L and RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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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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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
55
600
600
70
1
3
18
13
R17C5:R19C14
False
False
| TABLE 21 |
|
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE & MATURITY (PRECIOUS METALS) |
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
|
|
|
|
| SEPTEMBER 30, 2025, MILLIONS OF DOLLARS |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
LEGAL |
|
|
PRECIOUS METALS |
PRECIOUS METALS |
PRECIOUS METALS |
PRECIOUS METALS |
|
|
|
|
ENTITY |
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
|
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
|
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
3813431 |
61859368 |
417804.99999999994 |
19548 |
0 |
437352.99999999994 |
|
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
644020 |
55767598.000000007 |
382 |
232 |
0 |
614 |
|
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1844189 |
55512704.000000007 |
190801.00000000003 |
13440 |
44 |
204285.00000000003 |
|
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
2651090 |
26865051 |
41918 |
6467.0000000000009 |
574 |
48958.999999999993 |
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
8952730 |
200004721 |
650906 |
39687 |
618 |
691211 |
|
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
13650397.308999987 |
31830962.904999956 |
12079.706 |
763.423 |
0 |
12843.129000000001 |
|
| TOTAL FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
22603127.308999997 |
231835683.90500024 |
662985.70600000001 |
40450.423000000003 |
618 |
704054.12899999996 |
|
|
|
|
|
|
|
|
|
|
|
|
| Note: |
Beginning January 1, 2022, the largest banks are required to calculate their derivative exposure amount for regulatory capital purposes using the Standardized Approach for Counterparty Credit Risk (SA-CCR). Under SA-CCR gold derivatives are considered precious metal derivative contracts rather than an exchange rate derivative contract resulting in an increase in reported precious metals derivative contracts compared to prior quarters. Refer to the call report instructions and OCC Bulletin 2020-7 “Standardized Approach for Counterparty Credit Risk: Final Rule,” for additional information on the SA-CCR exposure calculation. |
|
|
|
|
|
|
|
|
|
|
|
|
| Source: Call reports, Schedule RC-L and RC-R |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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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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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
61
600
600
85
3
18
9
R17C5:R19C10
False
False
11
24
| TABLE 22 |
|
| NOTIONAL AMOUNTS OF DERIVATIVE CONTRACTS BY CONTRACT TYPE AND MATURITY (OTHER COMMODITY AND EQUITY) |
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2025, MILLIONS OF DOLLARS |
|
|
|
|
|
LEGAL |
|
|
OTHER COMMODITY |
OTHER COMMODITY |
OTHER COMMODITY |
OTHER COMMODITY |
EQUITY |
EQUITY |
EQUITY |
EQUITY |
|
|
|
ENTITY |
TOTAL |
TOTAL |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
< 1 YR |
1 - 5 YRS |
> 5 YRS |
MATURITIES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
3813431 |
61859368 |
989877 |
159727 |
10222.999999999998 |
1159827 |
4958369 |
999807 |
105129 |
6063304.9999999991 |
|
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
644020 |
55767598.000000007 |
31599 |
11402 |
345 |
43346 |
722101 |
117276 |
52336.999999999993 |
891714 |
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1844189 |
55512704.000000007 |
99214 |
36726 |
712.00000000000011 |
136652 |
754956 |
201886 |
14108 |
970949.99999999988 |
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
2651090 |
26865051 |
116566 |
9995 |
1098 |
127659 |
1048415.9999999999 |
391951 |
42595 |
1482962 |
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|
|
|
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|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
8952730 |
200004721 |
1237256 |
217850 |
12377.999999999998 |
1467484 |
7483842 |
1710920 |
214169 |
9408931 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
13650397.308999987 |
31830962.904999956 |
109768.76700000002 |
111876.08300000001 |
5322.4930000000004 |
226967.34299999999 |
476265.929 |
390773.00299999997 |
22629.751 |
889668.68299999996 |
| TOTAL FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
22603127.308999997 |
231835683.90500024 |
1347024.767 |
329726.08299999998 |
17700.493000000002 |
1694451.3430000001 |
7960107.9290000005 |
2101693.003 |
236798.75099999999 |
10298599.682999996 |
|
|
|
| Note: |
Beginning January 1, 2022, the largest banks are required to calculate their derivative exposure amount for regulatory capital purposes using the Standardized Approach for Counterparty Credit Risk (SA-CCR). Refer to the call report instructions and OCC Bulletin 2020-7 “Standardized Approach for Counterparty Credit Risk: Final Rule,” for additional information on the SA-CCR exposure calculation.
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| Source: Call reports, Schedule RC-L and RC-R |
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57
600
600
70
1
3
18
13
R17C5:R19C14
False
False
| TABLE 23 |
|
| NOTIONAL AMOUNTS OF CREDIT DERIVATIVE CONTRACTS BY CONTRACT TYPE AND MATURITY (INVESTMENT GRADE AND SUB-INVESTMENT GRADE) |
| TOP 4 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2025, MILLIONS OF DOLLARS |
|
|
|
|
|
|
|
|
CREDIT DERIVATIVES |
CREDIT DERIVATIVES |
|
LEGAL |
|
|
|
INVESTMENT GRADE |
SUB-INVESTMENT GRADE |
|
ENTITY |
TOTAL |
TOTAL |
TOTAL CREDIT |
MATURITY |
MATURITY |
MATURITY |
ALL |
MATURITY |
MATURITY |
MATURITY |
ALL |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
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 |
7H6GLXDRUGQFU57RNE97 |
3813431 |
61859368 |
2219441 |
525887 |
850050 |
340532.00000000006 |
1716469 |
127280.99999999999 |
273563 |
102128 |
502972 |
|
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
644020 |
55767598.000000007 |
716160 |
59832 |
355316.00000000006 |
91333 |
506481 |
32387 |
137099 |
40193 |
209678.99999999997 |
|
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1844189 |
55512704.000000007 |
1940554.9999999998 |
305640.99999999994 |
1217504 |
74081 |
1597226 |
76246.000000000015 |
230257.99999999997 |
36825 |
343329 |
|
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
2651090 |
26865051 |
658480 |
142358.99999999997 |
284642.00000000006 |
63629.999999999993 |
490631 |
50833 |
105610 |
11405.999999999998 |
167849 |
|
|
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|
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|
|
|
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|
|
|
|
|
|
|
| TOP 4 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
8952730 |
200004721 |
5534636 |
1033719 |
2707512 |
569576 |
4310807 |
286747 |
746530 |
190552 |
1223829 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
13650397.308999987 |
31830962.904999956 |
281608.49400000001 |
65242.597000000002 |
104507.85500000003 |
15676.553 |
185427.00499999995 |
15554.053 |
69436.17200000002 |
11191.263999999994 |
96181.489000000045 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
22603127.308999997 |
231835683.90500024 |
5816244.4939999999 |
1098961.5969999994 |
2812019.8550000009 |
585252.55300000031 |
4496234.0050000027 |
302301.05300000001 |
815966.17199999979 |
201743.26400000002 |
1320010.4889999998 |
|
|
| Source: Call reports, Schedule RC-L |
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54
600
600
70
1
3
19
14
R18C5:R20C15
False
False
| TABLE 24 |
|
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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, 2025, MILLIONS OF DOLLARS |
|
|
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|
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|
TOTAL CREDIT |
PURCHASED |
SOLD |
|
|
|
LEGAL |
TOTAL |
DERIVATIVES |
CREDIT |
TOTAL |
|
OTHER |
CREDIT |
TOTAL |
|
OTHER |
|
|
|
ENTITY |
TOTAL |
TOTAL |
CREDIT |
|
|
DEFAULT |
RETURN |
CREDIT |
CREDIT |
DEFAULT |
RETURN |
CREDIT |
CREDIT |
| RANK |
BANK NAME |
STATE |
INDENTIFIER |
ASSETS |
DERIVATIVES |
DERVATIVES |
PURCHASED |
SOLD |
SWAPS |
SWAPS |
OPTIONS |
DERIVATIVES |
SWAPS |
SWAPS |
OPTIONS |
DERIVATIVES |
| 1 |
JPMORGAN CHASE BANK NA |
OH |
7H6GLXDRUGQFU57RNE97 |
3813431 |
61859368 |
2219441 |
1173099 |
1046342.0000000001 |
836199 |
111760 |
219098 |
6042 |
775446 |
43222 |
227167 |
507 |
| 2 |
GOLDMAN SACHS BANK USA |
NY |
KD3XUN7C6T14HNAYLU02 |
644020 |
55767598.000000007 |
716160 |
383807 |
332353 |
368123 |
2863 |
12806 |
15 |
316715 |
4486 |
11132 |
20 |
| 3 |
CITIBANK NATIONAL ASSN |
SD |
E57ODZWZ7FF32TWEFA76 |
1844189 |
55512704.000000007 |
1940554.9999999998 |
1011772 |
928783 |
909653 |
45156 |
56963 |
0 |
858927 |
15587 |
54269 |
0 |
| 4 |
BANK OF AMERICA NA |
NC |
B4TYDEB6GKMZO031MB27 |
2651090 |
26865051 |
658480 |
336232 |
322248 |
272209 |
6924 |
57099 |
0 |
250386 |
11616 |
60246 |
0 |
| 5 |
WELLS FARGO BANK NA |
SD |
KB1H1DSPRFMYMCUFXT09 |
1767105 |
18641450.999999993 |
134634 |
79614 |
55020 |
17937 |
36576 |
100 |
25001 |
10906 |
35029 |
0 |
9085 |
| 6 |
STATE STREET BANK&TRUST CO |
MA |
571474TGEMMWANRLN572 |
366079 |
2924103 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 7 |
HSBC NA |
VA |
1IE8VN30JCEQV1H4R804 |
162239.85500000001 |
1453577.3009999997 |
15141.975 |
9574.6190000000006 |
5567.3559999999998 |
7649.0919999999996 |
1925.527 |
0 |
0 |
5567.3559999999998 |
0 |
0 |
0 |
| 8 |
U S BANK NATIONAL ASSN |
OH |
6BYL5QZYBDK8S7L73M02 |
679293.26 |
1414357.2099999997 |
16831.446 |
7590.2909999999993 |
9241.1549999999988 |
3365.0970000000002 |
0 |
0 |
4225.1940000000004 |
0 |
0 |
0 |
9241.1549999999988 |
| 9 |
BANK OF NEW YORK MELLON |
NY |
HPFHU0OQ28E4N0NFVK49 |
366502 |
1382770 |
329 |
329 |
0 |
329 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 10 |
MORGAN STANLEY BANK NA |
UT |
G1MLHIS0N32I3QPILB75 |
249681 |
904773.99999999988 |
23823 |
20736 |
3087 |
19361 |
1375 |
0 |
0 |
3087 |
0 |
0 |
0 |
| 11 |
PNC BANK NATIONAL ASSN |
DE |
AD6GFRVSDT01YPT1CS68 |
563953.196 |
762764.36700000009 |
13081.705999999998 |
4987.63 |
8094.0759999999991 |
100 |
0 |
0 |
4887.63 |
0 |
0 |
0 |
8094.0759999999991 |
| 12 |
TRUIST BANK |
NC |
JJKC32MCHWDI71265Z06 |
535540 |
496612.99999999994 |
10655 |
4240 |
6415 |
708 |
1809 |
0 |
1723 |
0 |
0 |
0 |
6415 |
| 13 |
NORTHERN TRUST CO |
IL |
6PTKHDJ8HDUF78PFWH30 |
169571.10499999998 |
433055.18799999991 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 14 |
TD BANK NATIONAL ASSN |
DE |
03D0JEWFDFUS0SEEKG89 |
350851.701 |
346511.56799999997 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 15 |
CAPITAL ONE NATIONAL ASSN |
VA |
207ALC1P1YM0OVDV0K75 |
652138.08200000005 |
337129.50300000003 |
6795.6020000000008 |
4322.7820000000002 |
2472.8200000000002 |
0 |
0 |
0 |
4322.7820000000002 |
0 |
0 |
0 |
2472.8200000000002 |
| 16 |
CITIZENS BANK NATIONAL ASSN |
RI |
DRMSV1Q0EKMEXLAU1P80 |
222110.65600000002 |
307729.23099999997 |
2407.6110000000003 |
0 |
2407.6110000000003 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2407.6110000000003 |
| 17 |
REGIONS BANK |
AL |
EQTWLK1G7ODGC2MGLV11 |
158598 |
181856 |
5134 |
1818 |
3316 |
0 |
0 |
0 |
1818 |
0 |
0 |
0 |
3316 |
| 18 |
BMO BANK NATIONAL ASSN |
IL |
|
249342.46899999998 |
161849.94099999999 |
0.23700000000000002 |
3.3000000000000002E-2 |
0.20399999999999999 |
3.3000000000000002E-2 |
0 |
0 |
0 |
0.20399999999999999 |
0 |
0 |
0 |
| 19 |
FIFTH THIRD BANK NA |
OH |
QFROUN1UWUYU0DVIWD51 |
212207 |
150218.00000000003 |
4471 |
1442 |
3029 |
0 |
0 |
0 |
1442 |
0 |
0 |
0 |
3029 |
| 20 |
KEYBANK NATIONAL ASSN |
OH |
HUX2X73FUCYHUVH1BK78 |
184694.965 |
145013.421 |
78.039999999999992 |
22.622 |
55.417999999999999 |
22.622 |
0 |
0 |
0 |
9.0530000000000008 |
46.365000000000002 |
0 |
0 |
| 21 |
HUNTINGTON NATIONAL BANK |
OH |
2WHM8VNJH63UN14OL754 |
209540.85499999998 |
112162.00199999999 |
3582.4160000000002 |
2219.7309999999998 |
1362.6849999999999 |
160.49299999999999 |
0 |
0 |
2059.2380000000003 |
0 |
0 |
0 |
1362.6849999999999 |
| 22 |
MANUFACTURERS&TRADERS TR CO |
NY |
WWB2V0FCW3A0EE3ZJN75 |
210741.94399999999 |
88146.561999999991 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 23 |
MORGAN STANLEY PRIVATE BK NA |
NY |
|
240201 |
81525 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 24 |
COMERICA BANK |
TX |
|
77366 |
71488.999999999985 |
1708 |
739 |
969 |
739 |
0 |
0 |
0 |
969 |
0 |
0 |
0 |
| 25 |
WESTERN ALLIANCE BANK |
AZ |
|
90816.27 |
67298.388000000006 |
239.39699999999999 |
23.314 |
216.083 |
0 |
0 |
0 |
23.314 |
0 |
0 |
0 |
216.083 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOP 25 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
16671303.358000001 |
230469114.68200004 |
5773548.4299999997 |
3042569.0219999999 |
2730979.4079999998 |
2436555.3369999998 |
208388.527 |
346066 |
51559.157999999996 |
2222012.6129999999 |
109986.36500000001 |
352814 |
46166.429999999993 |
| OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
5931823.9510000013 |
1366569.2230000028 |
42696.064000000006 |
26798.127999999993 |
15897.935999999998 |
2496.165 |
598.71300000000008 |
0 |
23703.249999999993 |
3197.2150000000006 |
493.23199999999997 |
0 |
12207.488999999998 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
22603127.308999997 |
231835683.90500024 |
5816244.4939999999 |
3069367.1499999985 |
2746877.3440000028 |
2439051.5019999999 |
208987.24 |
346066 |
75262.407999999967 |
2225209.8280000002 |
110479.59699999999 |
352814 |
58373.918999999973 |
|
|
|
|
|
|
|
|
|
|
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
| TOP 25 COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
99.265916966797988 |
52.311573647543433 |
46.954343319254555 |
41.892244033302497 |
3.5828708235180322 |
5.9499905885490101 |
0.88646820217389566 |
38.203562716323461 |
1.8910203158319983 |
6.066010470570153 |
0.79374981652894727 |
| OTHER COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
|
|
0.73408303320200841 |
0.46074624317538182 |
0.27333679002662636 |
4.2917126378972333E-2 |
1.0293807294683512E-2 |
0 |
0.4075353095017259 |
5.4970436736251835E-2 |
8.4802487328174553E-3 |
0 |
0.2098861045575571 |
| TOTAL AMOUNT FOR COMMERCIAL BANKS, SAs & TCs: % OF TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES |
|
|
|
|
|
100 |
52.772319890718791 |
47.227680109281231 |
41.935161159681464 |
3.5931646308127152 |
5.9499905885490101 |
1.2940035116756212 |
38.258533153059716 |
1.8995005645648155 |
6.066010470570153 |
1.003635921086504 |
|
|
|
| Note: Credit derivatives have been excluded from the sum of total derivatives here. |
|
|
|
| Source: Call reports, Schedule RC-L |
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51
600
600
70
1
3
52
15
False
False
| TABLE 25 |
|
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| DERIVATIVES DATA REPORTED BY FFIEC 051 FILERS* |
| COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES |
| SEPTEMBER 30, 2025, MILLIONS OF DOLLARS |
|
|
|
|
|
|
| Call Report Schedule SU |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
| A. Gross Notional Amount of Derivatives |
3Q25 |
2Q25 |
1Q25 |
4Q24 |
3Q24 |
2Q24 |
1Q24 |
4Q23 |
3Q23 |
2Q23 |
1Q23 |
4Q22 |
3Q22 |
2Q22 |
1Q22 |
4Q21 |
3Q21 |
2Q21 |
1Q21 |
4Q20 |
3Q20 |
2Q20 |
1Q20 |
4Q19 |
3Q19 |
2Q19 |
1Q19 |
4Q18 |
3Q18 |
2Q18 |
1Q18 |
4Q17 |
3Q17 |
2Q17 |
1Q17 |
|
|
Total gross notional amount of interest rate derivatives held for trading |
4351 |
6108 |
6119 |
5818 |
5854 |
5850 |
5774 |
5586 |
5325 |
5242 |
5016 |
4792 |
4915 |
4953 |
4994 |
5011 |
5301 |
5189 |
5391 |
5819 |
6236 |
5183 |
4476 |
2293 |
2526 |
913 |
1131 |
623 |
751 |
736 |
684 |
542 |
729 |
749 |
655 |
|
|
Total gross notional amount of all other derivatives held for trading |
96 |
105 |
105 |
59 |
59 |
61 |
51 |
149 |
50 |
47 |
51 |
43 |
42 |
35 |
39 |
44 |
14 |
173 |
20 |
19 |
53 |
34 |
48 |
33 |
30 |
37 |
24 |
2 |
2 |
5 |
7 |
5 |
5 |
6 |
2 |
|
|
Total gross notional amount of interest rate derivatives not held for trading |
44019 |
34150 |
32070 |
31313 |
34792 |
32196 |
29189 |
26068 |
122763 |
21050 |
17819 |
14395 |
16786 |
19499 |
21308 |
22545 |
29991 |
31949 |
38839 |
52867 |
57459 |
52779 |
37572 |
20044 |
18527 |
11135 |
9020 |
8432 |
6893 |
7642 |
8483 |
6092 |
7731 |
8259 |
7154 |
|
|
Total gross notional amount of all other derivatives not held for trading |
653 |
1253 |
760 |
858 |
817 |
698 |
626 |
614 |
845 |
842 |
676 |
1103 |
1037 |
1142 |
1007 |
1314 |
1461 |
1350 |
1269 |
1137 |
1202 |
1302 |
1171 |
631 |
546 |
273 |
242 |
160 |
2754 |
3133 |
531 |
86 |
89 |
89 |
80 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
Call Report Schedule RC-R** |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
A. Notional principal amounts of over-the-counter derivative contracts covered by the regulatory capital rules: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
a. Interest rate |
Data Not Reported |
23391 |
Data Not Reported |
23259 |
Data Not Reported |
23617 |
Data Not Reported |
20246 |
Data Not Reported |
20844 |
Data Not Reported |
12839 |
Data Not Reported |
14092 |
Data Not Reported |
14005 |
Data Not Reported |
17688 |
Data Not Reported |
22947 |
Data Not Reported |
33122 |
Data Not Reported |
12478 |
Data Not Reported |
7177 |
5858 |
4147 |
4459 |
4584 |
4471 |
3847 |
4657 |
5024 |
4758 |
|
|
b. Foreign exchange rate |
|
10 |
|
11 |
|
9 |
|
7 |
|
5 |
|
5 |
|
4 |
|
4 |
|
3 |
|
84 |
|
19 |
|
18 |
|
4 |
5 |
3 |
4 |
5 |
429 |
0 |
0 |
0 |
0 |
|
|
c. Credit (investment grade reference asset) |
|
108 |
|
86 |
|
89 |
|
75 |
|
80 |
|
188 |
|
265 |
|
230 |
|
196 |
|
217 |
|
199 |
|
166 |
|
39 |
41 |
35 |
17 |
14 |
14 |
13 |
14 |
8 |
4 |
|
|
d. Credit (non-investment grade reference asset) |
|
321 |
|
291 |
|
324 |
|
302 |
|
251 |
|
212 |
|
176 |
|
168 |
|
154 |
|
143 |
|
138 |
|
61 |
|
25 |
25 |
12 |
12 |
12 |
11 |
11 |
11 |
11 |
11 |
|
|
e. Equity |
|
0 |
|
15 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
f. Precious metals |
|
4 |
|
11 |
|
4 |
|
4 |
|
0 |
|
0 |
|
0 |
|
4 |
|
1 |
|
0 |
|
0 |
|
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
g. Other |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
1 |
|
20 |
|
25 |
|
9 |
|
5 |
5 |
5 |
5 |
5 |
5 |
5 |
5 |
5 |
5 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
B. Notional principal amounts of centrally cleared derivative contracts covered by the regulatory capital rules: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
a. Interest rate |
|
71 |
|
84 |
|
90 |
|
69 |
|
90 |
|
79 |
|
108 |
|
21 |
|
193 |
|
250 |
|
299 |
|
96 |
|
168 |
686 |
1937 |
2731 |
3169 |
129 |
249 |
343 |
178 |
158 |
|
|
b. Foreign exchange rate |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
c. Credit (investment grade reference asset) |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
|
|
d. Credit (non-investment grade reference asset) |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
e. Equity |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
f. Precious metals |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
g. Other |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
|
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
C. Current credit exposure across all derivative contracts covered by the regulatory capital rules |
|
235 |
|
407 |
|
466 |
|
354 |
|
455 |
|
493 |
|
363 |
|
233 |
|
287 |
|
449 |
|
504 |
|
140 |
|
95 |
59 |
49 |
76 |
119 |
62 |
44 |
57 |
49 |
39 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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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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|
|
Source: Call reports, Schedule SU and Schedule RC-R |
|
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|
|
*Beginning September 30, 2019, the eligibility to file the FFIEC 051 Call Report expanded from banks with total assets less than $1 billion to include banks with less than $5 billion in total assets. |
|
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|
|
**Beginning September 30, 2019, banks filing the FFIEC 051 Call Report complete this information from schedule RC-R in the June and December reports only. |
|
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51
600
600
70
3
15
2
R13C3:R16C3
False
False