TIC Derivatives--U.S. Holdings of, and Transactions in, Financial Derivatives Contracts with Foreign Residents [In millions of dollars; holdings at end of period; negative figures indicate net cash payments or a net capital outflow of capital from the United States. Source: Treasury International Capital Reporting System] Net Total Total Cash U.S. U.S. Settlements Gross Gross Received Negative Positive from Fair Fair Foreign- Cntry End of Value Value Residents Code Qtr [1] [2] [3] ----- -------- --------- --------- ----------- 10251 2009-Jun 13,115 18,103 1,073 10251 2009-Mar 21,017 28,326 -570 10251 2008-Dec 23,990 30,559 -520 10251 2008-Sep 12,470 14,308 188 10251 2008-Jun 17,750 19,872 101 10251 2008-Mar 16,305 18,708 23 10251 2007-Dec 12,803 13,329 -2,396 10251 2007-Sep 9,699 9,314 381 10251 2007-Jun 9,409 8,842 139 10251 2007-Mar 8,696 8,912 -503 10251 2006-Dec 9,338 9,806 -17 10251 2006-Sep 9,533 9,726 124 10251 2006-Jun 8,321 8,904 171 10251 2006-Mar 9,749 9,557 -595 10251 2005-Dec 11,388 11,616 n.a. 10804 2009-Jun 185,376 205,911 3,667 10804 2009-Mar 267,759 287,586 377 10804 2008-Dec 302,240 328,209 -12,373 10804 2008-Sep 164,518 173,382 -3,982 10804 2008-Jun 194,366 204,125 -2,673 10804 2008-Mar 215,113 226,062 -156 10804 2007-Dec 130,795 139,382 -103 10804 2007-Sep 87,513 93,953 -1,175 10804 2007-Jun 77,359 83,389 -1,679 10804 2007-Mar 67,904 73,207 -728 10804 2006-Dec 67,056 73,478 -554 10804 2006-Sep 69,565 73,689 66 10804 2006-Jun 76,192 81,038 450 10804 2006-Mar 76,140 80,335 813 10804 2005-Dec 72,467 77,606 n.a. 11002 2009-Jun 220,570 238,970 -428 11002 2009-Mar 325,000 334,350 -6,470 11002 2008-Dec 357,176 365,763 -4,565 11002 2008-Sep 177,000 188,081 1,310 11002 2008-Jun 255,611 271,668 -2,746 11002 2008-Mar 276,936 290,360 -563 11002 2007-Dec 175,390 185,036 338 11002 2007-Sep 110,814 121,413 -1,804 11002 2007-Jun 101,391 117,155 -424 11002 2007-Mar 86,348 98,356 1,974 11002 2006-Dec 85,235 97,012 -1,515 11002 2006-Sep 84,216 94,658 -412 11002 2006-Jun 87,400 102,194 -1,182 11002 2006-Mar 83,075 94,527 2,422 11002 2005-Dec 91,334 101,760 n.a. 11401 2009-Jun 298,678 313,260 1,116 11401 2009-Mar 397,375 406,282 1,635 11401 2008-Dec 411,112 424,358 -1,984 11401 2008-Sep 213,901 222,010 -791 11401 2008-Jun 184,059 193,358 -318 11401 2008-Mar 265,049 275,417 -1,061 11401 2007-Dec 162,977 163,883 1,087 11401 2007-Sep 121,036 126,251 605 11401 2007-Jun 128,092 133,020 1,103 11401 2007-Mar 106,725 112,496 -3,114 11401 2006-Dec 115,002 120,433 360 11401 2006-Sep 34,702 37,638 943 11401 2006-Jun 46,594 48,757 2,741 11401 2006-Mar 36,937 40,616 391 11401 2005-Dec 34,382 38,558 n.a. 11509 2009-Jun 8,308 11,741 299 11509 2009-Mar 11,925 14,315 -41 11509 2008-Dec 11,448 15,130 -1,211 11509 2008-Sep 6,652 12,104 -1,004 11509 2008-Jun 8,952 20,761 41 11509 2008-Mar 8,841 20,850 -249 11509 2007-Dec 6,412 15,668 303 11509 2007-Sep 5,070 12,539 641 11509 2007-Jun 5,379 12,016 55 11509 2007-Mar 5,112 11,957 -269 11509 2006-Dec 5,850 12,119 -556 11509 2006-Sep 6,235 11,756 850 11509 2006-Jun 6,172 11,372 102 11509 2006-Mar 6,861 11,840 -181 11509 2005-Dec 9,031 14,548 n.a. 12106 2009-Jun 21,317 26,771 407 12106 2009-Mar 34,357 37,071 415 12106 2008-Dec 42,442 45,155 1,473 12106 2008-Sep 39,964 41,475 124 12106 2008-Jun 58,928 63,412 -3,206 12106 2008-Mar 60,808 66,908 -594 12106 2007-Dec 31,659 36,044 89 12106 2007-Sep 26,644 30,090 -444 12106 2007-Jun 24,152 26,664 928 12106 2007-Mar 21,285 24,160 -56 12106 2006-Dec 21,114 23,547 437 12106 2006-Sep 19,965 23,315 614 12106 2006-Jun 19,777 22,320 288 12106 2006-Mar 18,330 20,658 573 12106 2005-Dec 19,773 22,789 n.a. 12688 2009-Jun 68,733 72,601 2,186 12688 2009-Mar 93,177 99,416 3,199 12688 2008-Dec 114,215 123,836 1,685 12688 2008-Sep 77,780 86,565 -2,907 12688 2008-Jun 97,204 103,906 -996 12688 2008-Mar 104,751 111,750 -5,085 12688 2007-Dec 61,915 69,586 -887 12688 2007-Sep 42,079 47,315 2,080 12688 2007-Jun 31,898 34,479 1,847 12688 2007-Mar 27,421 29,596 3,458 12688 2006-Dec 28,036 29,175 -1,372 12688 2006-Sep 27,793 27,953 4,004 12688 2006-Jun 30,452 30,254 1,659 12688 2006-Mar 27,249 26,429 557 12688 2005-Dec 27,999 27,298 n.a. 13005 2009-Jun 3,087,508 3,164,368 2,425 13005 2009-Mar 4,247,792 4,329,400 9,343 13005 2008-Dec 4,590,128 4,658,297 2,318 13005 2008-Sep 2,055,700 2,095,893 -11,055 13005 2008-Jun 2,251,499 2,272,620 5,581 13005 2008-Mar 2,594,941 2,639,440 -1,866 13005 2007-Dec 1,535,536 1,558,496 -6,129 13005 2007-Sep 963,006 997,074 8,408 13005 2007-Jun 863,035 886,400 -1,185 13005 2007-Mar 663,276 686,388 11,476 13005 2006-Dec 632,362 658,948 4,347 13005 2006-Sep 682,020 710,356 3,150 13005 2006-Jun 733,364 767,812 5,984 13005 2006-Mar 671,598 704,349 -7,103 13005 2005-Dec 679,961 707,004 n.a. 16713 2009-Jun 780,096 839,037 4,363 16713 2009-Mar 1,098,407 1,142,111 -3,685 16713 2008-Dec 1,191,135 1,247,252 -16,236 16713 2008-Sep 645,133 673,487 1,231 16713 2008-Jun 757,354 801,150 -13,618 16713 2008-Mar 879,490 925,817 -2,367 16713 2007-Dec 549,170 572,162 -2,026 16713 2007-Sep 387,989 409,853 -1,018 16713 2007-Jun 371,630 396,621 3,462 16713 2007-Mar 317,096 342,463 -3,380 16713 2006-Dec 323,436 349,741 -2,445 16713 2006-Sep 243,584 263,663 3,380 16713 2006-Jun 265,434 288,038 4,590 16713 2006-Mar 249,676 269,204 3,675 16713 2005-Dec 257,799 280,163 n.a. 16721 2009-Jun 3,879,897 4,014,296 6,179 16721 2009-Mar 5,362,335 5,484,568 3,428 16721 2008-Dec 5,804,938 5,922,585 -14,886 16721 2008-Sep 2,712,368 2,781,596 -10,115 16721 2008-Jun 3,022,261 3,090,441 -8,153 16721 2008-Mar 3,488,499 3,581,027 -2,906 16721 2007-Dec 2,095,271 2,144,029 -8,585 16721 2007-Sep 1,360,096 1,418,452 8,190 16721 2007-Jun 1,241,915 1,293,805 2,187 16721 2007-Mar 986,853 1,036,441 7,958 16721 2006-Dec 963,045 1,015,511 2,035 16721 2006-Sep 932,271 979,750 6,698 16721 2006-Jun 1,005,123 1,063,436 10,105 16721 2006-Mar n.a. n.a. n.a. 16721 2005-Dec n.a. n.a. n.a. 19992 2009-Jun 3,955,488 4,093,482 9,496 19992 2009-Mar 5,464,364 5,594,754 7,363 19992 2008-Dec 5,930,073 6,059,778 -11,459 19992 2008-Sep 2,808,245 2,886,905 -11,834 19992 2008-Jun 3,143,328 3,217,646 -8,425 19992 2008-Mar 3,602,489 3,701,396 -8,027 19992 2007-Dec 2,174,397 2,229,373 -9,567 19992 2007-Sep 1,407,832 1,469,891 10,123 19992 2007-Jun 1,278,035 1,331,710 3,841 19992 2007-Mar 1,017,891 1,069,011 11,731 19992 2006-Dec 994,376 1,047,984 113 19992 2006-Sep 963,355 1,010,985 10,859 19992 2006-Jun 1,038,590 1,097,219 11,367 19992 2006-Mar 957,601 1,010,405 -2,615 19992 2005-Dec 976,994 1,024,110 n.a. 29998 2009-Jun 55,278 57,959 -2,599 29998 2009-Mar 77,738 77,908 -1,109 29998 2008-Dec 90,601 92,214 2,126 29998 2008-Sep 50,747 55,749 -2,387 29998 2008-Jun 58,529 74,917 399 29998 2008-Mar 58,898 71,569 3,139 29998 2007-Dec 43,759 51,648 -1,145 29998 2007-Sep 39,513 45,346 -625 29998 2007-Jun 32,131 37,100 -3,865 29998 2007-Mar 25,675 29,244 2,630 29998 2006-Dec 27,239 31,611 715 29998 2006-Sep 28,394 32,727 -1,281 29998 2006-Jun 29,730 34,436 -1,159 29998 2006-Mar 26,613 30,560 -1,700 29998 2005-Dec 28,926 33,094 n.a. 34401 2009-Jun 91,519 111,709 -277 34401 2009-Mar 133,077 153,150 3,213 34401 2008-Dec 167,061 186,086 -631 34401 2008-Sep 129,884 140,087 10,217 34401 2008-Jun 154,316 159,256 4,181 34401 2008-Mar 175,192 184,389 2,146 34401 2007-Dec 132,780 133,312 1,621 34401 2007-Sep 100,336 93,773 -3,754 34401 2007-Jun 86,122 75,392 -1,271 34401 2007-Mar 71,730 67,774 1,995 34401 2006-Dec 72,889 67,163 -602 34401 2006-Sep 56,698 60,267 1,322 34401 2006-Jun 63,585 61,897 1,272 34401 2006-Mar 53,166 56,788 3,339 34401 2005-Dec 50,915 55,117 n.a. 36137 2009-Jun 76,141 93,275 -132 36137 2009-Mar 111,254 131,209 1,843 36137 2008-Dec 133,614 153,197 -664 36137 2008-Sep 105,363 114,665 5,417 36137 2008-Jun 122,194 131,186 3,109 36137 2008-Mar 144,650 154,244 3,149 36137 2007-Dec 110,074 112,007 2,738 36137 2007-Sep 82,005 76,659 -3,732 36137 2007-Jun 69,515 58,765 -1,238 36137 2007-Mar 57,369 51,721 1,073 36137 2006-Dec 57,234 49,702 -699 36137 2006-Sep 44,268 45,692 1,677 36137 2006-Jun 50,046 47,725 1,056 36137 2006-Mar 42,674 43,424 2,812 36137 2005-Dec 40,066 41,723 n.a. 39942 2009-Jun 11,235 14,131 -152 39942 2009-Mar 11,854 15,357 856 39942 2008-Dec 13,049 15,652 941 39942 2008-Sep 13,013 15,338 -143 39942 2008-Jun 17,092 20,120 260 39942 2008-Mar 18,827 21,763 -330 39942 2007-Dec 13,764 16,037 -2,355 39942 2007-Sep 13,908 16,055 1,346 39942 2007-Jun 14,668 16,905 485 39942 2007-Mar 11,914 13,204 -805 39942 2006-Dec 13,299 14,278 -1,369 39942 2006-Sep 12,599 13,623 -69 39942 2006-Jun 10,048 10,501 -591 39942 2006-Mar 10,574 10,031 565 39942 2005-Dec 10,497 10,593 n.a. 39993 2009-Jun 102,754 125,840 -429 39993 2009-Mar 144,931 168,507 4,069 39993 2008-Dec 180,110 201,738 310 39993 2008-Sep 142,897 155,425 10,074 39993 2008-Jun 171,408 179,376 4,441 39993 2008-Mar 194,019 206,152 1,816 39993 2007-Dec 146,544 149,349 -734 39993 2007-Sep 114,244 109,828 -2,408 39993 2007-Jun 100,790 92,297 -786 39993 2007-Mar 83,644 80,978 1,190 39993 2006-Dec 86,188 81,441 -1,971 39993 2006-Sep 69,297 73,890 1,253 39993 2006-Jun 73,633 72,398 681 39993 2006-Mar 63,740 66,819 3,904 39993 2005-Dec 61,412 65,710 n.a. 42609 2009-Jun 101,125 103,141 2,006 42609 2009-Mar 119,009 120,350 -1,959 42609 2008-Dec 142,646 141,528 -5,085 42609 2008-Sep 62,749 61,780 -2,868 42609 2008-Jun 66,700 65,405 2,998 42609 2008-Mar 101,660 98,841 -4,730 42609 2007-Dec 67,577 66,643 -2,264 42609 2007-Sep 40,878 41,031 511 42609 2007-Jun 38,566 40,831 -936 42609 2007-Mar 35,307 35,427 -14 42609 2006-Dec 37,077 38,327 -942 42609 2006-Sep 35,605 36,415 -412 42609 2006-Jun 46,054 46,666 742 42609 2006-Mar 40,201 42,915 257 42609 2005-Dec 32,273 33,410 n.a. 49999 2009-Jun 148,784 159,718 3,993 49999 2009-Mar 181,734 198,300 -908 49999 2008-Dec 219,771 233,260 -6,357 49999 2008-Sep 109,119 115,978 -2,624 49999 2008-Jun 124,073 130,242 1,356 49999 2008-Mar 167,986 171,999 -6,377 49999 2007-Dec 100,662 103,290 -2,627 49999 2007-Sep 64,424 67,445 -1,374 49999 2007-Jun 61,291 63,369 1,105 49999 2007-Mar 52,761 55,179 181 49999 2006-Dec 53,444 57,887 93 49999 2006-Sep 54,181 56,816 2,584 49999 2006-Jun 66,444 69,307 2,071 49999 2006-Mar 56,570 61,204 1,105 49999 2005-Dec 46,716 49,018 n.a. 59994 2009-Jun 3,610 4,181 53 59994 2009-Mar 4,687 5,176 -627 59994 2008-Dec 5,507 6,396 -175 59994 2008-Sep 4,402 4,722 137 59994 2008-Jun 5,845 6,155 36 59994 2008-Mar 3,930 4,987 -146 59994 2007-Dec 3,025 4,260 -118 59994 2007-Sep 2,794 3,579 329 59994 2007-Jun 2,251 3,075 -212 59994 2007-Mar 1,929 3,127 -263 59994 2006-Dec 2,153 3,088 243 59994 2006-Sep 2,597 3,734 70 59994 2006-Jun 2,846 3,828 151 59994 2006-Mar 2,981 3,762 146 59994 2005-Dec 3,013 3,590 n.a. 60089 2009-Jun 16,335 20,506 1,076 60089 2009-Mar 22,279 23,528 -1,156 60089 2008-Dec 24,498 26,023 -2,245 60089 2008-Sep 16,305 18,153 1,907 60089 2008-Jun 18,648 25,666 35 60089 2008-Mar 20,309 25,327 1,352 60089 2007-Dec 13,239 17,356 1,095 60089 2007-Sep 14,915 20,397 -36 60089 2007-Jun 10,909 15,424 -2,012 60089 2007-Mar 11,867 14,605 -649 60089 2006-Dec 10,567 13,509 -1,637 60089 2006-Sep 10,384 12,198 -813 60089 2006-Jun 11,357 14,180 -733 60089 2006-Mar 10,375 12,801 689 60089 2005-Dec 7,558 9,663 n.a. 69906 2009-Jun 17,332 22,127 1,086 69906 2009-Mar 23,441 25,274 -1,232 69906 2008-Dec 25,763 27,856 -2,151 69906 2008-Sep 16,957 19,108 1,838 69906 2008-Jun 19,195 26,374 84 69906 2008-Mar 21,098 26,369 1,370 69906 2007-Dec 14,088 18,310 1,104 69906 2007-Sep 15,716 21,262 -101 69906 2007-Jun 11,750 16,392 -2,050 69906 2007-Mar 12,452 15,371 -785 69906 2006-Dec 11,143 14,271 -1,543 69906 2006-Sep 10,799 12,899 -846 69906 2006-Jun 11,899 14,729 -757 69906 2006-Mar 11,172 13,826 829 69906 2005-Dec 8,679 11,421 n.a. 79995 2009-Jun 7,063 3,462 -333 79995 2009-Mar 8,826 4,197 -335 79995 2008-Dec 9,355 3,888 -31 79995 2008-Sep 5,372 3,164 -98 79995 2008-Jun 5,677 3,705 -247 79995 2008-Mar 7,097 3,802 255 79995 2007-Dec 5,389 3,104 -418 79995 2007-Sep 5,135 3,253 -2 79995 2007-Jun 3,650 2,770 959 79995 2007-Mar 4,250 2,665 112 79995 2006-Dec 4,616 2,713 1,203 79995 2006-Sep 5,234 3,113 2,491 79995 2006-Jun 4,967 4,134 1,734 79995 2006-Mar 4,820 3,276 -32 79995 2005-Dec 6,370 3,087 n.a. 99996 2009-Jun 4,290,310 4,466,770 11,265 99996 2009-Mar 5,905,721 6,074,115 7,221 99996 2008-Dec 6,461,178 6,625,129 -17,740 99996 2008-Sep 3,137,738 3,241,052 -4,886 99996 2008-Jun 3,528,055 3,638,417 -2,355 99996 2008-Mar 4,055,518 4,186,275 -7,966 99996 2007-Dec 2,487,860 2,559,332 -13,508 99996 2007-Sep 1,649,656 1,720,605 5,942 99996 2007-Jun 1,489,898 1,546,712 -1,007 99996 2007-Mar 1,198,603 1,255,575 14,795 99996 2006-Dec 1,179,159 1,238,995 -1,147 99996 2006-Sep 1,133,857 1,194,164 15,134 99996 2006-Jun 1,228,111 1,296,050 14,090 99996 2006-Mar 1,123,500 1,189,856 1,633 99996 2005-Dec 1,132,114 1,190,029 n.a.