Accessible Version
Depository Institutions: Off Balance Sheet Items 1
Billions of dollars; levels, not seasonally adjusted
| Description | 2018 | 2019 | 2018:Q4 | 2019:Q1 | 2019:Q2 | 2019:Q3 | 2019:Q4 | 2020:Q1 | 2020:Q2 |
|---|---|---|---|---|---|---|---|---|---|
| Total unused commitments | 7693.9 | 8096.2 | 7693.9 | 7861.2 | 7920.5 | 8003.8 | 8096.2 | 7900.7 | 8235.0 |
| Revolving open-end lines secured by 1-4 family residential property | 423.2 | 430.0 | 423.2 | 429.6 | 430.2 | 430.0 | 430.0 | 428.4 | 434.2 |
| Credit card lines | 3714.7 | 3856.5 | 3714.7 | 3783.3 | 3789.0 | 3833.6 | 3856.5 | 3952.5 | 3919.3 |
| Construction loan commitments | 446.8 | 483.6 | 446.8 | 448.3 | 466.3 | 475.2 | 483.6 | 455.9 | 457.5 |
| Other unused commitments | 3109.2 | 3326.0 | 3109.2 | 3200.0 | 3235.0 | 3265.0 | 3326.0 | 3063.8 | 3424.1 |
| Other unused commitments: C&I loans | 2039.2 | 2127.7 | 2039.2 | 2029.7 | 2063.6 | 2085.2 | 2127.7 | 1858.2 | 2081.6 |
| Other unused commitments: Loans to financial institutions | 385.3 | 427.1 | 385.3 | 402.6 | 417.5 | 409.7 | 427.1 | 383.6 | 435.5 |
| Other unused commitments: All other | 684.7 | 771.3 | 684.7 | 767.7 | 753.8 | 770.1 | 771.3 | 821.9 | 907.0 |
| Letters of credit | 704.4 | 722.0 | 704.4 | 707.9 | 739.8 | 738.0 | 722.0 | 673.2 | 651.2 |
| Letters of credit; Financial standby letters of credit and foreign office guarantees | 566.8 | 592.4 | 566.8 | 577.6 | 610.0 | 610.4 | 592.4 | 540.3 | 516.0 |
| Letters of credit; All other letters of credit | 137.6 | 129.6 | 137.6 | 130.3 | 129.8 | 127.6 | 129.6 | 132.9 | 135.2 |
| Credit derivatives: protection sold, total notional amount | 2078.1 | 1895.2 | 2078.1 | 2022.1 | 1969.6 | 2010.3 | 1895.2 | 1922.1 | 1545.4 |
| Credit derivatives: protection sold, total notional amount; Credit default swaps | 1809.8 | 1677.6 | 1809.8 | 1778.3 | 1710.9 | 1790.4 | 1677.6 | 1685.1 | 1363.5 |
| Credit derivatives: protection sold, total notional amount; Other | 268.3 | 217.6 | 268.3 | 243.8 | 258.7 | 219.9 | 217.6 | 237.1 | 181.8 |
| Credit derivatives: protection sold, total positive fair value | 23.6 | 35.7 | 23.6 | 29.1 | 31.4 | 32.8 | 35.7 | 11.5 | 14.7 |
| Credit derivatives: protection sold, total negative fair value | 17.0 | 9.8 | 17.0 | 12.7 | 12.9 | 12.3 | 9.8 | 35.7 | 16.9 |
| Credit derivatives: protection bought, total notional amount | 2198.9 | 2049.4 | 2198.9 | 2122.9 | 2104.4 | 2172.4 | 2049.4 | 2064.4 | 1709.2 |
| Credit derivatives: protection bought, total notional amount; Credit default swaps | 1906.6 | 1782.2 | 1906.6 | 1865.8 | 1812.1 | 1894.8 | 1782.2 | 1803.9 | 1500.8 |
| Credit derivatives: protection bought, total notional amount; Other | 292.3 | 267.3 | 292.3 | 257.1 | 292.3 | 277.6 | 267.3 | 260.4 | 208.4 |
| Credit derivatives: protection bought, total positive fair value | 19.7 | 11.7 | 19.7 | 14.1 | 14.6 | 14.2 | 11.7 | 42.3 | 19.3 |
| Credit derivatives: protection bought, total negative fair value | 26.5 | 38.6 | 26.5 | 32.5 | 36.3 | 37.2 | 38.6 | 15.9 | 19.9 |
| Interest rate derivatives, total notional amount | 128173.9 | 125078.3 | 128173.9 | 149194.6 | 151862.7 | 147186.1 | 125078.3 | 146068.9 | 132102.0 |
| Interest rate derivatives, total notional amount; Swaps | 81970.5 | 80916.3 | 81970.5 | 90253.4 | 94272.0 | 91738.4 | 80916.3 | 94803.4 | 86309.9 |
| Interest rate derivatives, total notional amount; Forward contracts | 12706.6 | 11953.7 | 12706.6 | 20887.5 | 19364.1 | 19660.3 | 11953.7 | 20368.4 | 16885.2 |
| Interest rate derivatives, total notional amount; Other | 33487.9 | 32185.9 | 33487.9 | 38043.5 | 38214.6 | 35766.4 | 32185.9 | 30855.0 | 28848.9 |
| Interest rate derivatives, positive fair value | 1007.3 | 1296.3 | 1007.3 | 1130.1 | 1342.0 | 1563.0 | 1296.3 | 1862.5 | 1880.2 |
| Interest rate derivatives, negative fair value | 960.1 | 1246.5 | 960.1 | 1076.3 | 1286.1 | 1508.8 | 1246.5 | 1814.2 | 1820.0 |
| Other derivatives, total notional amount | 43909.9 | 42461.3 | 43909.9 | 47951.3 | 48948.0 | 49907.6 | 42461.3 | 47486.6 | 44272.3 |
| Other derivatives, total notional amount; Swaps | 15952.7 | 15697.8 | 15952.7 | 16579.4 | 16633.1 | 17197.1 | 15697.8 | 15795.4 | 15424.2 |
| Other derivatives, total notional amount; Forward contracts | 19144.3 | 18873.3 | 19144.3 | 21542.4 | 22780.4 | 23445.5 | 18873.3 | 22624.9 | 20635.9 |
| Other derivatives, total notional amount; Other | 8812.8 | 7890.2 | 8812.8 | 9829.5 | 9534.5 | 9265.0 | 7890.2 | 9066.3 | 8212.3 |
| Other derivatives, positive fair value | 687.3 | 581.6 | 687.3 | 594.0 | 597.3 | 669.2 | 581.6 | 1051.4 | 704.4 |
| Other derivatives, negative fair value | 671.4 | 592.0 | 671.4 | 584.2 | 603.2 | 668.9 | 592.0 | 1047.8 | 729.1 |
| Memo; Credit derivatives: protection sold (notional amounts); Investment grade: remaining maturity of one year or less | 409.9 | 365.4 | 409.9 | 375.6 | 362.8 | 312.8 | 365.4 | 349.6 | 295.3 |
| Memo; Credit derivatives: protection sold (notional amounts); Investment grade: remaining maturity of over one year | 1159.1 | 1079.8 | 1159.1 | 1143.1 | 1106.7 | 1177.3 | 1079.8 | 1051.9 | 807.2 |
| Memo; Credit derivatives: protection sold (notional amounts); Subinvestment grade: remaining maturity of one year or less | 149.2 | 125.6 | 149.2 | 127.8 | 134.8 | 126.2 | 125.6 | 116.0 | 129.1 |
| Memo; Credit derivatives: protection sold (notional amounts); Subinvestment grade: remaining maturity of over one year | 359.9 | 324.4 | 359.9 | 375.5 | 365.3 | 394.1 | 324.4 | 404.7 | 313.8 |
| Memo; Credit derivatives: protection bought (notional amounts); Investment grade: remaining maturity of one year or less | 434.0 | 415.5 | 434.0 | 387.8 | 394.8 | 361.7 | 415.5 | 375.9 | 323.5 |
| Memo; Credit derivatives: protection bought (notional amounts); Investment grade: remaining maturity of over one year | 1218.4 | 1136.4 | 1218.4 | 1199.6 | 1165.7 | 1237.5 | 1136.4 | 1114.1 | 886.7 |
| Memo; Credit derivatives: protection bought (notional amounts); Subinvestment grade: remaining maturity of one year or less | 154.7 | 142.2 | 154.7 | 131.4 | 147.7 | 148.8 | 142.2 | 131.2 | 149.1 |
| Memo; Credit derivatives: protection bought (notional amounts); Subinvestment grade: remaining maturity of over one year | 391.9 | 355.3 | 391.9 | 404.1 | 396.1 | 424.3 | 355.3 | 443.2 | 349.9 |
(1) Data are reported on a consolidated basis, i.e., including bank assets and liabilities held abroad. Return to text.
(2) Interest rate derivatives, total notional amount (line 22) may not equal the sum of lines 23, 24, and 25 because additional detail is not available on the FFIEC 051 Call Report. Return to text.
Last Update:
October 02, 2020