TIC Derivatives--Total Gross Positive 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 Positive 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 4,135,557 4,099,829 3,052,513 7,011 2,782,042 263,460 332,739 87,887 198,629 46,223 714,577 51,084 535,975 127,518 35,728 1,016 4,538 30,174 1,035,691 15,141 n.a. 2009-Jun 4,056,571 4,022,588 2,779,770 7,475 2,525,824 246,471 299,728 79,760 170,712 49,256 943,090 49,227 753,286 140,577 33,983 1,362 4,935 27,686 981,442 15,604 n.a. 2009-Mar 5,563,217 5,526,367 3,722,984 7,873 3,422,647 292,464 329,872 103,874 161,932 64,066 1,473,511 57,010 1,244,167 172,334 36,850 1,734 6,938 28,178 1,369,287 17,257 n.a. 2008-Dec 6,127,450 6,065,174 4,053,356 10,831 3,719,245 323,280 497,234 180,414 229,552 87,268 1,514,584 n.a. n.a. n.a. 62,276 1,852 7,387 53,037 1,429,761 20,794 2,837,891 2008-Sep 3,241,052 3,190,484 1,655,033 5,119 1,463,033 186,881 356,026 118,693 179,177 58,156 1,179,425 n.a. n.a. n.a. 50,568 3,549 6,185 40,834 934,312 9,657 1,205,971 2008-Jun 3,638,417 3,575,564 1,825,236 4,926 1,619,634 200,676 349,048 82,668 205,104 61,276 1,401,280 n.a. n.a. n.a. 62,853 5,665 7,742 49,446 955,322 12,861 1,029,986 2008-Mar 4,186,275 4,142,982 2,363,064 3,445 2,146,969 212,650 436,499 123,941 230,375 82,183 1,343,419 n.a. n.a. n.a. 43,293 5,730 4,869 32,694 1,044,166 17,015 1,435,062 2007-Dec 2,559,332 2,526,075 1,463,086 1,234 1,288,685 173,167 290,943 73,894 160,129 56,920 772,046 n.a. n.a. n.a. 33,257 4,558 3,422 25,277 623,349 13,040 811,889 2007-Sep 1,720,605 1,687,484 936,941 1,646 815,722 119,573 279,826 79,290 153,116 47,420 470,717 n.a. n.a. n.a. 33,121 5,063 3,109 24,949 479,632 11,017 526,490 2007-Jun 1,546,712 1,516,672 1,004,345 2,312 902,124 99,909 196,449 47,015 114,228 35,206 315,878 n.a. n.a. n.a. 30,040 6,005 2,192 21,843 427,383 10,821 501,678 2007-Mar 1,255,575 1,232,097 798,480 1,003 703,564 93,913 169,301 38,584 101,064 29,653 264,316 n.a. n.a. n.a. 23,478 4,724 2,709 16,045 337,374 9,846 408,855 2006-Dec 1,238,995 1,213,354 793,057 1,027 702,386 89,644 176,267 44,941 102,795 28,531 244,030 n.a. n.a. n.a. 25,641 4,590 2,882 18,169 318,870 10,385 407,594 2006-Sep 1,194,164 1,173,055 803,357 1,688 715,285 86,384 148,117 33,783 88,817 25,517 221,581 n.a. n.a. n.a. 21,109 4,571 2,793 13,745 277,792 10,961 407,250 2006-Jun 1,296,050 1,270,737 902,011 5,240 814,689 82,082 159,565 40,094 92,413 27,058 209,161 n.a. n.a. n.a. 25,313 5,587 3,610 16,116 275,686 12,050 483,430 2006-Mar 1,189,856 1,168,623 839,046 2,353 755,082 81,611 139,673 31,316 82,534 25,823 189,904 n.a. n.a. n.a. 21,233 4,378 3,064 13,791 282,355 13,807 405,034 2005-Dec 1,190,029 1,171,172 853,993 1,132 768,817 84,044 147,057 37,635 84,581 24,841 170,122 n.a. n.a. n.a. 18,857 3,557 3,582 11,718 290,693 12,281 353,435