Kilambi News
Wednesday, October 28, 2026

OCC Bank Derivatives Activities

Wednesday, October 28, 2026

OCC bank derivatives: total notional 300.5 trillion USD at Tue 30 Jun 2026, by instrument and institution.

Data as of Quarter ended Tue 30 Jun 2026

Quarter ended Tue 30 Jun 2026 - published about 10 to 12 weeks after quarter end

The OCC Quarterly Report on Bank Trading and Derivatives Activities is a structural series, not a positioning flow: notional amounts at bank holding company and bank level, by product, at quarter end. Levels print in USD trillions; shares are percent of the total.

Total derivatives notional, USD trillions300.5
Quarter endedTue 30 Jun 2026
Dataset spanQ2 1998 to Q2 2026 (113 quarters)
Observations in dataset202,465

Notional by instrument, latest quarter

InstrumentNotional, USD trillionsShare of total, %
Futures, exchange traded6.12.0
Options, exchange traded4.31.4
Forwards, OTC46.515.5
Swaps, OTC187.662.4
Options, OTC49.816.6
Credit derivatives, OTC6.22.1

Largest derivatives books, latest quarter

Institution, as publishedNotional, USD trillionsShare of total, %
JPMORGAN CHASE BANK NA64.821.6
GOLDMAN SACHS BANK USA63.121.0
CITIBANK NATIONAL ASSN57.219.0
MORGAN STANLEY BANK NA56.018.6
BANK OF AMERICA NA27.29.1
WELLS FARGO BANK NA18.56.2
STATE STREET BANK&TRUST CO3.41.1
BANK OF NEW YORK MELLON1.70.6
HSBC NA1.70.6
U S BANK NATIONAL ASSN1.60.5

Total notional, last 20 quarters

Quarter endedNotional, USD trillions
2021-09-30184.5
2021-12-31177.5
2022-03-31200.4
2022-06-30194.8
2022-09-30195.1
2022-12-31191.0
2023-03-31217.6
2023-06-30221.9
2023-09-30204.2
2023-12-31192.5
2024-03-31206.1
2024-06-30208.1
2024-09-30218.8
2024-12-31186.5
2025-03-31210.4
2025-06-30223.5
2025-09-30231.8
2025-12-31208.1
2026-03-31296.5
2026-06-30300.5

Source: OCC Quarterly Report on Bank Trading and Derivatives Activities, Exhibit 1 (notional amounts). Quarter ended Tue 30 Jun 2026.