TIC Derivatives--Total Gross Negative Fair Value of Holdings, by Type of Contract [Holdings at end of period in millions of dollars. Source: Treasury International Capital Reporting System] <----------------------------------------------------------------Over-The-Counter (OTC) Contracts---------------------------------------------------------------> <-----Total Exchange Traded Contracts-----> <--------Memorandum Items:--------> <-----Single-currency Int. Rate Contracts-----> <--------Foreign Exchange Contracts--------> <-----Other Contracts by Type of Risk-----> Memorandum Total Total Memorandum item: Memorandum U.S. Single- Own Customers' Foreign item: Contracts item: Gross currency Total Total Total Contracts Contracts Counterparty Contracts with Contracts Negative Total Interest Foreign- All Exchange on on Contracts with Own Foreign of U.S. Fair OTC Rate exchange Other Traded Foreign Foreign on U.S. Foreign Official Depository Value Contracts Contracts Forwards Swaps Options Contracts Forwards Swaps Options Contracts Equity Credit All Other Contracts Exchanges Exchanges Exchanges Offices Institutions Institutions (=2+12) (=3+7+11) (=4+5+6) (=8+9+10) (=12+13+14) (=16+17+18) [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] -------- --------- --------- -------- -------- -------- --------- -------- -------- -------- --------- -------- -------- -------- ----------- --------- ---------- ------------ ---------- ------------ ------------ 2009-Sep 3,996,282 3,960,823 2,980,283 6,232 2,733,210 240,841 303,964 85,655 177,310 40,999 676,576 63,034 494,829 118,713 35,459 1,169 5,090 29,200 1,005,797 15,288 n.a. 2009-Jun 3,900,274 3,867,363 2,691,915 6,410 2,461,510 223,995 282,152 80,532 158,090 43,530 893,296 62,762 698,936 131,598 32,911 1,330 6,230 25,351 953,188 13,078 n.a. 2009-Mar 5,412,106 5,374,379 3,638,340 6,214 3,367,808 264,318 323,645 104,191 163,323 56,131 1,412,394 85,255 1,169,626 157,513 37,727 2,175 8,029 27,523 1,348,473 17,054 n.a. 2008-Dec 5,967,815 5,904,724 3,977,190 9,851 3,685,072 282,267 481,833 169,983 234,573 77,277 1,445,701 n.a. n.a. n.a. 63,091 1,725 7,325 54,041 1,423,392 26,636 2,803,032 2008-Sep 3,137,738 3,092,038 1,602,170 8,046 1,425,059 169,065 325,466 113,706 160,807 50,953 1,164,402 n.a. n.a. n.a. 45,700 3,952 5,336 36,412 928,243 12,094 1,180,178 2008-Jun 3,528,055 3,469,018 1,781,034 4,586 1,594,291 182,157 294,743 87,327 151,177 56,239 1,393,241 n.a. n.a. n.a. 59,037 5,837 6,110 47,090 937,871 13,152 997,078 2008-Mar 4,055,518 4,015,089 2,320,674 3,554 2,125,556 191,564 367,553 120,033 172,489 75,031 1,326,862 n.a. n.a. n.a. 40,429 6,033 4,019 30,377 1,018,175 15,166 1,409,843 2007-Dec 2,487,860 2,456,093 1,434,083 1,410 1,275,308 157,365 240,138 72,450 115,889 51,799 781,872 n.a. n.a. n.a. 31,767 4,101 3,658 24,008 615,885 14,495 790,580 2007-Sep 1,649,656 1,621,385 901,771 1,483 795,200 105,088 242,717 85,173 115,327 42,217 476,897 n.a. n.a. n.a. 28,271 3,799 3,337 21,135 475,390 13,916 511,518 2007-Jun 1,489,898 1,462,713 969,166 2,042 879,661 87,463 166,586 51,084 84,892 30,610 326,961 n.a. n.a. n.a. 27,185 4,803 2,729 19,653 420,988 10,572 485,572 2007-Mar 1,198,603 1,176,646 760,432 550 683,914 75,968 140,273 41,760 71,766 26,747 275,941 n.a. n.a. n.a. 21,957 4,052 2,845 15,060 335,867 8,879 395,519 2006-Dec 1,179,159 1,156,241 749,009 541 678,413 70,055 151,046 47,068 78,390 25,588 256,186 n.a. n.a. n.a. 22,918 4,042 2,738 16,138 312,724 9,586 391,948 2006-Sep 1,133,857 1,114,914 766,008 1,862 696,989 67,157 131,233 36,822 71,607 22,804 217,673 n.a. n.a. n.a. 18,943 3,897 2,943 12,103 268,397 10,123 397,472 2006-Jun 1,228,111 1,204,780 859,969 9,577 781,527 68,865 140,948 44,932 71,149 24,867 203,863 n.a. n.a. n.a. 23,331 5,163 3,153 15,015 265,717 13,174 463,520 2006-Mar 1,123,500 1,105,110 796,990 1,861 729,685 65,444 124,814 33,597 67,098 24,119 183,306 n.a. n.a. n.a. 18,390 2,981 3,588 11,821 266,508 14,135 385,913 2005-Dec 1,132,114 1,116,479 815,068 1,461 745,319 68,288 132,101 39,547 69,131 23,423 169,310 n.a. n.a. n.a. 15,635 2,892 3,380 9,363 282,193 13,462 334,677