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Federal Deposit
Insurance Corporation

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

FDIC Quarterly Banking Profile

FDIC Third Quarter of 2018 Banking Profile - All FDIC-Insured Institutions
Table VI-A. Derivatives, All FDIC-Insured Call Report Filers
(dollar figures in millions 3rd Quarter
2018
2nd Quarter
2018
1st Quarter
2018
4th Quarter
2017
3rd Quarter
2017
% Change
17Q3-18Q3
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 1,347 1,362 1,361 1,367 1,397 -3.6 45 747 425 121 9
Total assets of institutions reporting derivatives $16,059,255 $15,950,923 $15,950,609 $15,815,208 $15,675,909 2.4 $3,193 $323,484 $1,271,290 $5,705,857 $8,755,431
Total deposits of institutions reporting derivatives 12,292,477 12,207,274 12,265,380 12,133,179 11,947,224 2.9 2,659 267,317 1,009,657 4,364,596 6,648,248
Total derivatives 209,754,241 209,828,278 205,986,579 173,484,033 190,609,917 10 193 21,250 134,866 61,813,863 147,784,068
Derivative Contracts by Underlying Risk Exposure
Interest rate 156,781,057 157,435,142 155,478,406 130,423,142 141,278,946 11 186 18,501 129,683 53,313,635 103,319,052
Foreign exchange* 43,473,496 43,279,998 41,064,224 34,422,180 39,707,400 9.5 0 0 3,689 7,929,308 35,540,498
Equity 3,644,559 3,420,624 3,466,899 3,079,607 3,055,705 19.3 0 0 225 165,936 3,478,397
Commodity & other (excluding credit derivatives) 1,510,680 1,510,765 1,631,020 1,372,891 1,477,532 2.2 0 0 33 89,967 1,420,679
Credit 4,341,695 4,178,619 4,345,494 4,186,122 5,090,240 -14.7 0 5 1,230 315,018 4,025,442
Total 209,743,836 209,816,763 205,976,871 173,477,307 190,601,362 10 31 11,203 134,670 61,813,863 147,784,068
Derivative Contracts by Transaction Type
Swaps 104,786,177 107,958,507 105,094,254 94,523,939 101,820,942 2.9 17 7,250 79,731 27,038,503 77,660,676
Futures & forwards 47,051,282 46,023,905 45,497,597 34,407,162 40,132,650 17.2 10 1,884 30,636 11,924,082 35,094,669
Purchased options 25,031,774 23,883,350 23,840,759 19,163,376 20,398,592 22.7 0 260 12,320 10,770,692 14,248,502
Written options 25,769,185 25,142,041 24,973,515 19,677,317 20,908,669 23.2 4 1,804 10,610 11,342,136 14,414,631
Total 202,638,417 203,007,802 199,406,126 167,771,793 183,260,854 10.6 31 11,198 133,297 61,075,413 141,418,478
Fair Value of Derivative Contracts
Interest rate contracts 53,589 49,616 51,494 49,030 52,123 2.8 0 116 1,254 4,698 47,520
Foreign exchange contracts 25,827 23,843 27,846 10,372 13,938 85.3 0 0 0 4,452 21,375
Equity contracts 1,975 5,003 6,582 -7,514 -5,742 N/M 0 0 1 101 1,873
Commodity & other (excluding credit derivatives) 2,948 1,181 -867 -829 -1,390 N/M 0 0 0 72 2,875
Credit derivatives as guarantor** 26,237 23,965 33,701 33,170 34,840 -24.7 0 0 0 1,442 24,795
Credit derivatives as beneficiary** -26,912 -24,348 -34,976 -34,547 -37,666 N/M 0 0 0 -1,749 -25,164
Derivative Contracts by Maturity***
Interest rate contracts < 1 year 93,168,891 91,960,395 95,441,271 72,590,571 72,171,780 29.1 37 4,555 31,628 27,239,671 65,893,001
1-5 years 42,735,054 42,279,244 40,334,591 36,154,566 43,431,393 -1.6 10 4,421 35,268 8,437,539 34,257,816
> 5 years 24,228,352 24,373,830 23,687,654 23,565,880 27,041,460 -10.4 15 7,056 49,181 6,575,786 17,596,315
Foreign exchange and gold contracts < 1 year 29,674,903 31,341,537 29,696,500 24,379,652 28,385,819 4.5 0 9 2,066 5,900,780 23,772,047
1-5 years 4,928,405 4,906,415 5,021,957 4,805,216 4,987,149 -1.2 0 0 907 799,040 4,128,458
> 5 years 2,470,383 2,472,893 2,630,013 2,525,329 2,574,435 -4 0 0 7 619,093 1,851,282
Equity contracts < 1 year 2,825,222 2,679,109 2,747,190 2,295,686 2,159,633 30.8 0 0 90 71,388 2,753,744
1-5 years 963,096 867,817 843,259 732,909 780,834 23.3 0 0 50 51,680 911,366
> 5 years 135,954 123,737 139,432 113,150 119,191 14.1 0 0 2 8,389 127,563
Commodity & other contracts (including credit < 1 year 1,896,557 1,994,605 2,314,371 2,172,996 2,542,161 -25.4 0 13 24 60,366 1,836,153
derivatives, excluding gold contracts) 1-5 years 3,017,006 3,019,612 2,862,714 2,814,096 3,173,395 -4.9 0 5 307 196,674 2,820,020
> 5 years 537,194 309,072 527,870 312,753 524,420 2.4 0 22 402 41,096 495,675
Risk-Based Capital: Credit Equivalent Amount
Total current exposure to tier 1 capital (%) 23.9 24.5 24.8 23.3 24.2   0.1 0.7 1.4 12.6 37.8
Total potential future exposure to tier 1 capital (%) 40.9 39.5 41.8 38.6 45.1   0.1 0.4 0.8 20.2 66
Total exposure (credit equivalent amount) to tier 1 capital (%) 64.8 64.0 66.6 61.9 69.3   0.2 1.1 2.2 32.8 103.9
Credit losses on derivatives**** 12.0 3.0 -1.0 11.0 1.0 1,100.0 0.0 0.0 1.0 -1.0 11.0
HELD FOR TRADING
Number of institutions reporting derivatives 197 197 199 201 200 -1.5 3 33 87 66 8
Total assets of institutions reporting derivatives 12,611,908 12,484,261 12,578,335 12,481,545 12,403,492 1.7 239 16,932 289,774 3,843,863 8,461,099
Total deposits of institutions reporting derivatives 9,613,503 9,518,157 9,638,443 9,555,469 9,421,994 2.0 210 14,076 229,887 2,971,783 6,397,547
Derivative Contracts by Underlying Risk Exposure
Interest rate 154,523,852 155,241,947 153,262,676 128,177,117 138,893,663 11.3 2 684 33,237 52,742,905 101,747,023
Foreign exchange 40,241,704 40,144,539 38,353,254 32,402,215 36,960,571 8.9 0 0 3,183 7,476,328 32,762,193
Equity 3,628,434 3,402,588 3,450,109 3,063,576 3,040,023 19.4 0 0 70 155,118 3,473,246
Commodity & other 1,481,650 1,481,752 1,602,648 1,343,837 1,450,053 2.2 0 0 10 62,312 1,419,327
Total 199,875,639 200,270,826 196,668,687 164,986,745 180,344,309 10.8 2 684 36,500 60,436,663 139,401,790
Trading Revenues: Cash & Derivative Instruments
Interest rate** 1,998 255 2,648 2,225 3,010 -33.6 0 0 5 -80 2,073
Foreign exchange** 3,130 4,535 2,894 1,813 1,608 94.7 0 0 3 921 2,206
Equity** 1,444 1,486 1,865 1,648 1,454 -0.7 0 0 6 31 1,406
Commodity & other (including credit derivatives)** 487 594 789 145 866 -43.8 0 0 0 42 445
Total trading revenues** 7,059 6,871 8,197 5,831 6,938 1.7 0 0 14 915 6,130
Share of Revenue
Trading revenues to gross revenues (%)** 4.5 4.5 5.5 4.1 4.9   0.0 0.0 0.4 2.0 5.8
Trading revenues to net operating revenues (%)** 16.7 16.6 21.4 36.0 21.5   0.0 0.0 1.5 7.6 21.0
HELD FOR PURPOSES OTHER THAN TRADING
Number of institutions reporting derivatives 751 759 758 783 801 -6.2 8 231 389 114 9
Total assets of institutions reporting derivatives 15,576,512 15,481,219 15,475,562 15,370,175 15,239,663 2.2 547 113,176 1,198,891 5,508,467 8,755,431
Total deposits of institutions reporting derivatives 11,905,169 11,829,384 11,881,099 11,775,231 11,593,669 2.7 467 94,157 952,389 4,209,908 6,648,248
Derivative Contracts by Underlying Risk Exposure
Interest rate 2,249,555 2,184,811 2,206,558 2,239,391 2,376,823 -5.4 29 10,513 96,254 570,730 1,572,029
Foreign exchange 468,068 505,117 485,719 500,573 496,561 -5.7 0 0 365 29,547 438,157
Equity 16,125 18,036 16,790 16,031 15,682 2.8 0 0 155 10,818 5,151
Commodity & other 29,030 29,012 28,371 29,054 27,479 5.6 0 0 23 27,655 1,352
Total notional amount 2,762,778 2,736,976 2,737,439 2,785,049 2,916,545 -5.3 29 10,514 96,797 638,750 2,016,688

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.