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Federal Deposit
Insurance Corporation

Each depositor insured to at least $250,000 per insured bank

FDIC Quarterly Banking Profile

FDIC Second Quarter of 2018 Banking Profile - All FDIC-Insured Institutions
Table VI-A. Derivatives, All FDIC-Insured Call Report Filers
(dollar figures in millions 2nd Quarter
2018
1st Quarter
2018
4th Quarter
2017
3rd Quarter
2017
2nd Quarter
2017
% Change
17Q2-18Q2
Asset Size Distribution
Less
Than $100
Million
$100 Million
To
$1 Billion
$1 Billion
To
$10 Billion
$10 Billion
To
$250 Billion
Greater
Than $250
Billion
ALL DERIVATIVE HOLDERS
Number of institutions reporting derivatives 1,359 1,360 1,367 1,397 1,423 -4.5 44 759 429 118 9
Total assets of institutions reporting derivatives $15,926,402 $15,928,570 $15,815,208 $15,675,909 $15,459,961 3.0 $3,236 $325,748 $1,286,437 $5,630,349 $8,680,632
Total deposits of institutions reporting derivatives 12,187,330 12,247,546 12,133,179 11,947,224 11,796,323 3.3 2,704 268,929 1,018,035 4,315,385 6,582,278
Total derivatives 209,828,300 205,986,536 173,483,956 190,609,917 187,865,984 11.7 178 22,630 142,428 62,339,270 147,323,793
Derivative Contracts by Underlying Risk Exposure
Interest rate 157,435,118 155,478,363 130,423,065 141,278,946 139,831,983 12.6 173 19,505 136,600 54,751,870 102,526,970
Foreign exchange* 43,280,045 41,064,224 34,422,180 39,707,400 38,856,459 11.4 0 0 4,331 7,037,368 36,238,346
Equity 3,420,624 3,466,899 3,079,607 3,055,705 2,908,473 17.6 0 0 190 173,155 3,247,279
Commodity & other (excluding credit derivatives) 1,510,765 1,631,020 1,372,891 1,477,532 1,334,384 13.2 0 0 18 95,176 1,415,571
Credit 4,178,619 4,345,494 4,186,122 5,090,240 4,934,591 -15.3 0 1 1,289 281,702 3,895,627
Total 209,816,738 205,976,797 173,477,230 190,601,362 187,856,881 11.7 40 11,277 142,358 62,339,270 147,323,793
Derivative Contracts by Transaction Type
Swaps 107,957,920 105,094,180 94,523,862 101,820,942 103,004,241 4.8 17 6,724 79,913 29,430,295 78,440,970
Futures & forwards 46,024,430 45,497,597 34,407,162 40,132,650 39,846,961 15.5 13 2,094 33,818 11,294,511 34,693,994
Purchased options 23,883,350 23,840,759 19,163,376 20,398,592 19,127,368 24.9 0 275 13,247 10,076,250 13,793,579
Written options 25,142,037 24,973,515 19,677,317 20,908,669 18,608,635 35.1 10 2,183 13,934 10,930,742 14,195,168
Total 203,007,738 199,406,052 167,771,716 183,260,854 180,587,205 12.4 40 11,276 140,913 61,731,798 141,123,711
Fair Value of Derivative Contracts
Interest rate contracts 49,616 51,494 49,032 52,123 68,960 -28.1 0 111 1,195 6,917 41,393
Foreign exchange contracts 23,843 27,846 10,372 13,938 -430 N/M 0 0 1 5,556 18,286
Equity contracts 5,006 6,582 -7,514 -5,742 -4,898 N/M 0 0 1 20 4,985
Commodity & other (excluding credit derivatives) 1,181 -867 -829 -1,390 -1,300 N/M 0 0 0 128 1,053
Credit derivatives as guarantor** 23,965 33,701 33,170 34,840 31,164 -23.1 0 -1 0 1,021 22,945
Credit derivatives as beneficiary** -24,348 -34,976 -34,547 -37,666 -31,788 N/M 0 0 -34 -1,134 -23,180
Derivative Contracts by Maturity***
Interest rate contracts < 1 year 91,960,164 95,441,267 72,590,567 72,171,780 65,977,189 39.4 36 5,187 33,251 27,851,146 64,070,544
1-5 years 42,279,176 40,334,549 36,154,531 43,431,393 48,374,437 -12.6 12 4,689 36,527 9,152,484 33,085,464
> 5 years 24,373,707 23,687,625 23,565,841 27,041,460 29,634,366 -17.8 19 6,578 49,473 6,996,867 17,320,770
Foreign exchange and gold contracts < 1 year 31,341,488 29,696,500 24,379,652 28,385,819 27,411,021 14.3 0 5 2,724 5,071,690 26,267,068
1-5 years 4,906,416 5,021,957 4,805,216 4,987,149 4,813,394 1.9 0 0 891 813,844 4,091,681
> 5 years 2,472,893 2,630,013 2,525,329 2,574,435 2,496,193 -0.9 0 0 8 623,741 1,849,144
Equity contracts < 1 year 2,679,109 2,747,190 2,295,686 2,159,633 2,236,176 19.8 0 0 43 77,846 2,601,220
1-5 years 867,817 843,259 732,909 780,834 730,676 18.8 0 0 65 51,797 815,954
> 5 years 123,737 139,432 113,150 119,191 116,759 6.0 0 0 1 6,012 117,723
Commodity & other contracts (including credit < 1 year 1,994,605 2,314,371 2,172,996 2,542,161 2,544,432 -21.6 0 2 24 59,314 1,935,264
derivatives, excluding gold contracts) 1-5 years 3,019,612 2,862,714 2,814,096 3,173,395 3,069,752 -1.6 0 5 254 185,512 2,833,841
> 5 years 309,072 527,870 312,753 524,420 311,157 -0.7 0 23 363 32,132 276,554
Risk-Based Capital: Credit Equivalent Amount
Total current exposure to tier 1 capital (%) 24.5 24.8 23.3 24.2 24.6   0.1 0.8 1.3 14.2 37.6
Total potential future exposure to tier 1 capital (%) 39.6 41.9 38.5 45.1 46.9   0.1 0.4 0.8 19.6 63.5
Total exposure (credit equivalent amount) to tier 1 capital (%) 64.1 66.7 61.9 69.3 71.4   0.2 1.2 2.1 33.8 101.0
Credit losses on derivatives**** 2.8 -1.1 11.4 1.2 9.9 -71.7 0.0 0.0 1.5 -0.6 1.9
HELD FOR TRADING
Number of institutions reporting derivatives 196 198 200 200 205 -4.4 3 36 86 63 8
Total assets of institutions reporting derivatives 12,462,036 12,556,298 12,460,269 12,403,492 12,228,056 1.9 241 18,817 291,064 3,763,024 8,388,890
Total deposits of institutions reporting derivatives 9,500,260 9,620,609 9,538,277 9,421,994 9,306,454 2.1 216 15,516 229,366 2,920,877 6,334,285
Derivative Contracts by Underlying Risk Exposure
Interest rate 155,241,882 153,262,602 128,177,040 138,893,663 137,316,308 13.1 4 710 32,313 54,196,843 101,012,011
Foreign exchange 40,144,539 38,353,254 32,402,215 36,960,571 36,002,239 11.5 0 0 3,797 6,682,214 33,458,529
Equity 3,402,588 3,450,109 3,063,576 3,040,023 2,893,124 17.6 0 0 37 159,836 3,242,715
Commodity & other 1,481,752 1,602,648 1,343,837 1,450,053 1,306,894 13.4 0 0 9 67,446 1,414,298
Total 200,270,761 196,668,613 164,986,668 180,344,309 177,518,566 12.8 4 710 36,156 61,106,338 139,127,552
Trading Revenues: Cash & Derivative Instruments
Interest rate** 255 2,648 2,229 2,917 4,521 -94.4 0 0 8 -1,879 2,127
Foreign exchange** 4,535 2,894 1,793 1,540 681 565.9 0 0 3 2,802 1,730
Equity** 1,486 1,865 989 1,183 1,122 32.4 0 0 7 -84 1,563
Commodity & other (including credit derivatives)** 594 789 13 754 314 89.2 0 0 1 -36 629
Total trading revenues** 6,871 8,197 5,024 6,394 6,637 3.5 0 0 19 804 6,048
Share of Revenue
Trading revenues to gross revenues (%)** 4.5 5.6 3.6 4.6 4.8   0.0 0.0 0.5 1.8 5.8
Trading revenues to net operating revenues (%)** 16.6 21.4 31.3 19.9 20.5   0.0 0.0 2.0 6.8 21.2
HELD FOR PURPOSES OTHER THAN TRADING
Number of institutions reporting derivatives 758 758 783 801 821 -7.7 9 229 397 114 9
Total assets of institutions reporting derivatives 15,479,274 15,475,559 15,370,175 15,239,665 15,029,964 3.0 668 109,500 1,209,545 5,478,929 8,680,632
Total deposits of institutions reporting derivatives 11,827,656 11,881,099 11,775,231 11,593,669 11,445,122 3.3 569 90,913 957,598 4,196,299 6,582,278
Derivative Contracts by Underlying Risk Exposure
Interest rate 2,184,804 2,206,558 2,239,391 2,376,823 2,506,666 -12.8 36 10,565 104,217 555,027 1,514,959
Foreign exchange 505,125 485,719 500,573 496,561 519,135 -2.7 0 0 378 29,384 475,362
Equity 18,036 16,790 16,031 15,682 15,349 17.5 0 0 153 13,318 4,564
Commodity & other 29,012 28,371 29,054 27,479 27,490 5.5 0 0 9 27,730 1,273
Total notional amount 2,736,977 2,737,439 2,785,049 2,916,545 3,068,640 -10.8 36 10,566 104,757 625,460 1,996,158

All line items are reported on a quarterly basis.

N/M - Not Meaningful

* Includes 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.

** Does not include banks filing the FFIEC 051 report form, which was introduced in first quarter 2017.

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

**** Credit losses on derivatives is applicable to all banks filing the FFIEC 031 report form and banks filing the FFIEC 041 report form that have $300 million or more in total assets, but is not applicaable to banks filing the FFIEC 051 form.

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