Skip Site Summary NavigationFDIC Home - Federal Deposit Insurance Corporation Stars graphic

Advanced Search
HomeDeposit InsuranceConsumer ProtectionIndustry AnalysisRegulation and ExaminationsAsset SalesNews and EventsAbout FDIC
FDIC - Quarterly Banking Profile
Table VI-A Derivatives, All FDIC-Insured Commercial Banks and State-Chartered Savings Banks
(dollar figures in millions
notional amounts unless otherwise indicated)		 4th Quarter
2007 		3rd Quarter
2007 		2nd Quarter
2007 		1st Quarter
2007 		4th Quarter
2006 		% Change
06:4-07:4 		Asset Size Distribution 4th Quarter 2007
Less
Than $100
Million		 $100 Million
To
$1 Billion		 $1 Billion
To
$10 Billion		 Greater
Than $10
Billion
ALL DERIVATIVE HOLDERS
Number of institutions reporting derivatives 1,042 1,025 1,058 1,056 1,014 2.8 67 632 264 79
Total assets of institutions reporting derivatives $9,826,802 $9,460,260 $9,147,067 $8,871,745 $8,834,288 11.2 $4,954 $275,039 $821,793 $8,725,016
Total deposits of institutions reporting derivatives 6,324,177 6,031,920 5,900,355 5,750,636 5,751,266 10.0 3,969 216,148 588,151 5,515,908
Total derivatives 164,780,773 173,284,358 153,678,084 144,098,922 132,182,732 24.7 94 17,670 101,276 164,661,733
Derivative Contracts by Underlying Risk Exposure
Interest rate 129,587,559 138,789,177 123,340,595 116,751,425 107,434,665 20.6 75 17,256 83,520 129,486,707
Foreign exchange* 17,174,474 16,696,567 15,117,713 14,167,853 12,564,160 36.7 8 30 5,170 17,169,265
Equity 2,533,531 2,783,712 2,491,034 2,173,375 2,270,942 11.6 11 186 12,162 2,521,172
Commodity & other (excluding credit derivatives) 1,073,116 1,025,685 951,725 840,505 893,310 20.1 0 0 207 1,072,908
Credit 14,412,094 13,989,217 11,777,017 10,165,765 9,019,655 59.8 0 198 216 14,411,679
Total 164,780,773 173,284,358 153,678,084 144,098,922 132,182,732 24.7 94 17,670 101,276 164,661,733
Derivative Contracts by Transaction Type
Swaps 103,100,934 111,410,085 95,320,189 88,006,970 81,339,865 26.8 19 10,639 59,484 103,030,791
Futures & forwards 18,967,549 17,202,716 16,198,687 15,307,497 14,881,758 27.5 18 1,621 16,017 18,949,894
Purchased options 13,784,021 14,562,615 14,298,899 14,737,699 12,944,893 6.5 5 3,109 20,357 13,760,550
Written options 13,956,210 15,033,429 14,773,476 14,601,673 13,332,489 4.7 44 2,088 4,884 13,949,194
Total 149,808,714 158,208,844 140,591,251 132,653,840 122,499,005 22.3 86 17,457 100,742 149,690,429
Fair Value of Derivative Contracts
Interest rate contracts 33,902 30,716 20,001 24,423 23,275 45.7 0 45 58 33,799
Foreign exchange contracts 6,569 3,119 5,661 74,088 5,324 23.4 0 0 -7 6,576
Equity contracts -18,947 -20,872 -24,473 -18,499 -17,845 6.2 0 10 59 -19,016
Commodity & other (excluding credit derivatives) 1,422 1,664 1,946 22,530 2,658 -46.5 0 0 0 1,421
Credit derivatives as guarantor -212,447 -104,120 -22,960 9,032 31,583 N/M 0 0 -16 -212,431
Credit derivatives as beneficiary 222,426 110,905 23,824 -9,668 -32,745 N/M 0 0 7 222,419
Derivative Contracts by Maturity**
Interest rate contracts < 1 year 39,085,024 48,917,897 39,403,807 32,457,730 29,551,704 32.3 11 2,067 23,077 39,059,868
1-5 years 37,222,439 36,310,944 33,846,133 33,802,189 31,385,640 18.6 9 10,311 27,112 37,185,007
> 5 years 27,722,186 27,875,202 24,588,177 24,684,533 23,273,618 19.1 12 2,552 27,038 27,692,583
Foreign exchange contracts < 1 year 11,592,113 10,094,603 8,948,450 8,372,488 7,690,210 50.7 0 7 3,801 11,588,305
1-5 years 1,604,898 1,831,220 1,667,700 1,571,241 1,415,846 13.4 0 4 17 1,604,878
> 5 years 618,960 718,390 676,071 624,415 592,897 4.4 0 5 10 618,945
Equity contracts < 1 year 473,413 464,820 442,652 397,237 341,346 38.7 0 22 148 473,242
1-5 years 297,419 330,227 283,520 236,563 220,856 34.7 5 74 400 296,940
> 5 years 70,485 95,900 62,916 74,332 44,858 57.1 0 1 37 70,447
Commodity & other contracts < 1 year 288,125 278,442 280,133 271,647 235,107 22.6 0 0 158 287,967
1-5 years 337,075 308,298 261,410 200,458 272,314 23.8 0 0 27 337,048
> 5 years 26,387 27,617 27,273 23,931 21,581 22.3 0 0 0 26,387
Risk-Based Capital: Credit Equivalent Amount
Total current exposure to tier 1 capital (%) 45.6 38.0 30.7 28.3 29.2 Blank 0.2 0.4 1.9 52.8
Total potential future exposure to tier 1 capital (%) 109.8 115.1 113.4 106.8 97.7 Blank 0.1 0.4 0.9 127.5
Total exposure (credit equivalent amount) to tier 1 capital (%) 155.4 153.1 144.1 135.1 126.9 Blank 0.3 0.8 2.7 180.3
Credit losses on derivatives*** 156.0 125.0 6.0 -3.0 -25.0 N/M 0.0 1.0 0.0 155.0
HELD FOR TRADING
Number of institutions reporting derivatives 166 159 167 156 147 12.9 11 45 57 53
Total assets of institutions reporting derivatives 8,307,238 7,977,733 7,640,639 7,388,068 7,223,404 15.0 760 22,358 250,499 8,033,621
Total deposits of institutions reporting derivatives 5,354,783 5,083,233 4,917,948 4,770,665 4,712,089 13.6 599 17,483 175,641 5,161,060
Derivative Contracts by Underlying Risk Exposure
Interest rate 127,126,919 136,068,953 120,820,791 114,003,913 104,692,154 21.4 9 304 30,489 127,096,117
Foreign exchange 16,483,269 15,489,462 13,683,371 12,769,131 11,788,161 39.8 0 12 4,486 16,478,771
Equity 2,515,242 2,767,663 2,474,617 2,168,932 2,266,778 11.0 0 1 347 2,514,894
Commodity & other 1,072,230 1,024,998 951,236 840,237 893,087 20.1 0 0 148 1,072,082
Total 147,197,659 155,351,076 137,930,014 129,782,212 119,640,180 23.0 9 317 35,470 147,161,864
Trading Revenues: Cash & Derivative Instruments
Interest rate -5,658 1,364 2,939 2,405 1,151 N/M 0 0 13 -5,671
Foreign exchange 1,873 2,005 1,265 1,830 1,613 16.1 0 0 9 1,864
Equity 211 -92 1,020 1,732 1,214 -82.6 0 0 0 211
Commodity & other (including credit derivatives) -6,400 -1,017 907 1,053 -111 N/M 0 0 1 -6,401
Total trading revenues -9,974 2,260 6,131 7,020 3,866 N/M 0 0 23 -9,997
Share of Revenue
Trading revenues to gross revenues (%) -7.2 1.5 4.1 4.9 3.0 Blank 0.0 0.0 0.7 -7.4
Trading revenues to net operating revenues (%) -233.9 12.6 27.0 33.0 19.6 Blank 0.0 -0.4 7.3 -256.0
HELD FOR PURPOSES OTHER THAN TRADING
Number of institutions reporting derivatives 959 949 971 969 935 2.6 56 591 237 75
Total assets of institutions reporting derivatives 9,651,581 9,300,460 8,967,342 8,637,459 8,604,674 12.2 4,160 254,949 749,334 8,643,139
Total deposits of institutions reporting derivatives 6,204,217 5,923,372 5,776,699 5,582,898 5,589,964 11.0 3,336 200,320 536,933 5,463,628
Derivative Contracts by Underlying Risk Exposure
Interest rate 2,460,640 2,720,224 2,519,804 2,747,512 2,742,511 -10.3 66 16,952 53,031 2,390,591
Foreign exchange 131,240 120,808 124,526 119,405 111,928 17.3 0 4 366 130,870
Equity 18,289 16,048 16,417 4,443 4,164 339.2 11 185 11,815 6,279
Commodity & other 886 687 489 268 223 297.3 0 0 59 826
Total notional amount 2,611,055 2,857,768 2,661,237 2,871,628 2,858,826 -8.7 77 17,140 65,272 2,528,566

All line items are reported on a quarterly basis.

*Include spot foreign exchange contracts All other references to foreign exchange contracts in which notional values or fair values are reported exclude spot foreign exchange contracts.

** Derivative contracts subject to the risk-based capital requirements for derivatives.

*** The reporting of credit losses on derivatives is applicable to all banks filing the FFIEC 031 report form and to those banks filing the FFIEC 041 report form that have $300 million or more in total assets.

Last Updated 02/26/2008 Questions, Suggestions & Requests

Home    Contact Us    Search    Help    SiteMap    Forms
Freedom of Information Act (FOIA) Service Center    Website Policies    USA.gov
FDIC Office of Inspector General