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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) 1st Quarter
2008 		4th Quarter
2007 		3rd Quarter
2007 		2nd Quarter
2007 		1st Quarter
2007 		% Change
07:1-08:1 		Asset Size Distribution
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 1,093 1,044 1,026 1,059 1,057 3.4 72 672 269 80
Total assets of institutions reporting derivatives $10,192,270 $9,826,616 $9,459,619 $9,147,957 $8,873,356 14.9 $5,299 $286,886 $846,204 $9,053,881
Total deposits of institutions reporting derivatives 6,469,560 6,324,701 6,030,658 5,900,485 5,750,763 12.5 4,181 224,215 596,073 5,645,090
Total derivatives 181,599,195 166,120,761 174,581,925 154,810,235 145,070,582 25.2 168 19,499 92,568 181,486,961
Derivative Contracts by Underlying Risk Exposure
Interest rate 141,878,832 129,488,054 138,717,531 123,336,016 116,751,443 21.5 135 19,145 84,948 141,774,604
Foreign exchange* 19,738,204 17,174,160 16,696,567 15,117,713 14,167,853 39.3 22 48 5,940 19,732,194
Equity 2,410,959 2,522,430 2,745,807 2,487,655 2,180,725 10.6 10 171 1,013 2,409,765
Commodity & other (excluding credit derivatives) 1,129,778 1,073,116 1,025,685 951,725 840,505 34.4 0 1 475 1,129,302
Credit 16,441,421 15,863,002 15,396,335 12,917,125 11,130,056 47.7 0 134 191 16,441,096
Total 181,599,195 166,120,761 174,581,925 154,810,235 145,070,582 25.2 168 19,499 92,568 181,486,961
Derivative Contracts by Transaction Type
Swaps 112,564,785 103,100,905 111,395,368 95,327,302 88,014,320 27.9 25 10,592 58,860 112,495,307
Futures & forwards 22,361,721 18,868,676 17,130,268 16,194,081 15,307,483 46.1 65 2,638 19,870 22,339,148
Purchased options 14,285,714 13,772,286 14,552,366 14,288,409 14,737,701 -3.1 12 2,639 6,739 14,276,324
Written options 14,704,816 13,955,935 15,021,291 14,773,502 14,601,704 0.7 66 3,458 6,342 14,694,950
Total 163,917,035 149,697,803 158,099,293 140,583,294 132,661,208 23.6 168 19,326 91,812 163,805,728
Fair Value of Derivative Contracts
Interest rate contracts 45,259 33,895 30,716 20,006 24,424 85.3 0 39 -50 45,271
Foreign exchange contracts 5,827 6,568 3,119 5,661 74,088 -92.1 0 0 -21 5,848
Equity contracts -19,806 -18,941 -20,872 -24,473 -18,499 N/M 0 8 38 -19,852
Commodity & other (excluding credit derivatives) 2,242 1,422 1,664 1,946 22,530 -90.0 0 0 1 2,241
Credit derivatives as guarantor -474,045 -212,447 -104,120 -22,960 9,032 N/M 0 0 -18 -474,027
Credit derivatives as beneficiary 501,034 222,426 110,905 23,824 -9,668 N/M 0 0 18 501,017
Derivative Contracts by Maturity**
Interest rate contracts < 1 year 42,621,616 39,085,061 48,918,705 39,403,807 32,457,723 31.3 40 2,723 26,679 42,592,173
1-5 years 39,752,478 37,222,183 36,310,944 33,846,133 33,802,189 17.6 13 9,497 21,206 39,721,762
> 5 years 30,106,011 27,722,187 27,875,202 24,588,178 24,684,534 22.0 12 3,055 28,700 30,074,243
Foreign exchange contracts < 1 year 12,524,602 11,591,807 10,094,603 8,948,450 8,372,488 49.6 22 7 4,214 12,520,359
1-5 years 1,924,840 1,604,898 1,831,220 1,667,700 1,571,241 22.5 0 3 26 1,924,811
> 5 years 714,707 618,960 718,390 676,071 624,415 14.5 0 0 10 714,697
Equity contracts < 1 year 509,709 473,413 464,820 442,652 397,237 28.3 0 27 116 509,566
1-5 years 287,805 297,459 330,227 290,633 243,913 18.0 4 64 423 287,314
> 5 years 39,960 70,485 70,134 62,916 74,332 -46.2 0 1 24 39,933
Commodity & other contracts < 1 year 369,747 288,125 278,442 280,133 271,647 36.1 0 0 384 369,362
1-5 years 277,956 337,075 308,298 261,410 200,458 38.7 0 0 45 277,912
> 5 years 33,492 26,387 27,617 27,273 23,931 40.0 0 0 5 33,487
Risk-Based Capital: Credit Equivalent Amount
Total current exposure to tier 1 capital (%) 70.7 45.6 38.0 30.7 28.3   0.3 0.6 2.4 81.9
Total potential future exposure to tier 1 capital (%) 119.0 109.9 114.7 113.5 106.9   0.1 0.4 0.9 138.2
Total exposure (credit equivalent amount) to tier 1 capital (%) 189.8 155.5 152.7 144.2 135.2   0.4 1.0 3.3 220.1
Credit losses on derivatives*** 14.8 156.1 125.5 6.0 -3.1 N/M 0.0 0.3 0.0 14.5
HELD FOR TRADING
Number of institutions reporting derivatives 171 165 158 166 155 10.3 10 50 58 53
Total assets of institutions reporting derivatives 8,627,137 8,306,553 7,976,927 7,641,306 7,389,464 16.7 629 23,524 256,783 8,346,201
Total deposits of institutions reporting derivatives 5,468,260 5,354,716 5,081,807 4,917,882 4,770,607 14.6 481 18,444 177,649 5,271,686
Derivative Contracts by Underlying Risk Exposure
Interest rate 139,169,246 127,126,330 136,068,952 120,820,783 114,003,897 22.1 8 456 32,983 139,135,799
Foreign exchange 18,413,342 16,483,116 15,489,462 13,683,371 12,769,131 44.2 0 2 5,018 18,408,322
Equity 2,402,414 2,515,192 2,729,758 2,481,730 2,176,282 10.4 0 4 329 2,402,081
Commodity & other 1,128,387 1,072,230 1,024,998 951,236 840,237 34.3 0 0 374 1,128,012
Total 161,113,388 147,196,868 155,313,171 137,937,120 129,789,547 24.1 8 462 38,704 161,074,214
Trading Revenues: Cash & Derivative Instruments
Interest rate 2,393 -2,531 1,624 3,056 2,296 4.2 0 -1 24 2,371
Foreign exchange 2,084 1,880 1,936 1,266 1,919 8.6 0 0 9 2,075
Equity -18 217 -98 1,020 1,759 N/M 0 0 0 -19
Commodity & other (including credit derivatives) -3,206 -10,145 -803 937 1,046 N/M 0 0 0 -3,206
Total trading revenues 1,252 -10,579 2,659 6,279 7,020 -82.2 0 -1 33 1,221
Share of Revenue
Trading revenues to gross revenues (%) 0.9 -7.7 1.8 4.2 4.9   0.0 -0.3 0.7 0.9
Trading revenues to net operating revenues (%) 12.1 -277.3 14.9 27.8 33.2   0.0 -3.0 5.6 12.6
HELD FOR PURPOSES OTHER THAN TRADING
Number of institutions reporting derivatives 1,004 964 951 973 971 3.4 63 626 241 74
Total assets of institutions reporting derivatives 9,905,331 9,659,273 9,299,270 8,967,564 8,637,674 14.7 4,724 265,374 764,070 8,871,163
Total deposits of institutions reporting derivatives 6,282,654 6,209,186 5,922,180 5,776,895 5,583,083 12.5 3,744 207,265 536,325 5,535,319
Derivative Contracts by Underlying Risk Exposure
Interest rate 2,709,587 2,361,724 2,648,579 2,515,233 2,747,545 -1.4 127 18,689 51,965 2,638,805
Foreign exchange 84,124 131,087 120,808 124,526 119,405 -29.5 22 8 358 83,735
Equity 8,545 7,238 16,048 5,926 4,443 92.3 10 167 684 7,684
Commodity & other 1,391 886 687 489 268 419.0 0 0 101 1,290
Total notional amount 2,803,647 2,500,935 2,786,122 2,646,174 2,871,661 -2.4 160 18,864 53,108 2,731,514
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 05/29/2008 Questions, Suggestions & Requests

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