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QUARTERLY REPORT TO FEDERAL RESERVE BANK OF NEW YORK

Please type or print:
Name of Reporting Entity:

REPORT OF HOLDINGS OF,
AND TRANSACTIONS IN,

FORM D
DEPARTMENT OF THE TREASURY Office of the Assistant Secretary for International Affairs Revised June 2006 Form Approved OMB Control No. 1505-0199

ID Number:

FINANCIAL DERIVATIVES CONTRACTS
Legal basis and confidentiality statement:
This report is required by law (22 U.S.C. 286f; 22 U.S.C. 3103; E.O. 10033; 31 C.F.R. 128.1 (a)). Failure to report can result in a civil penalty of not less than $2,500 and not more than $25,000. Willful failure to report can result in criminal prosecution and upon conviction a fine of not more than $10,000; and, if an individual, imprisonment for not more than one year, or both. Any officer, director, employee, or agent of any corporation who knowingly participates in such violation may, upon conviction, be punished by a like fine, imprisonment, or both (22 U.S.C. 3105 (a) and (b); 31 C.F.R. 128.4 (a) and (b)). Data reported on this form will be held in confidence by the Department of the Treasury, the Board of Governors of the Federal Reserve System, and the Federal Reserve Bank of New York acting as fiscal agent for the Treasury. The data reported by individual respondents will not be published or otherwise publicly disclosed; information may be given to other Federal agencies, insofar as authorized by applicable law (44 U.S.C. 3501 et seq.; 22 U.S.C. 3101 et seq.). Aggregate data derived from reports on this form may be published or otherwise disclosed only in a manner that does not specifically identify any individual respondent. Note: No person is required to respond to any U.S. Government collection of information unless the form displays a currently valid control number assigned by the Office of Management and Budget (OMB).

As of Date:

Name of Contact if We Have Questions:

Important notes:
Contact’s Phone Number: • Before preparing this report, please read the Instructions carefully. • Additional copies of this form, the Instructions, and the answers to Frequently Asked Questions can be obtained at the following web site: www.ustreas.gov/tic/forms.html • This report should be filed no later than the sixtieth calendar day following the last day of the quarter. • Amounts should be reported in millions of dollars.

Name and Title of Officer Authorized to Sign Report:

Please read carefully and sign below: I,_______________________,
(Signature of Officer Authorized to Sign Report)

of the reporting entity do hereby declare that the Treasury International Capital D report for this report date has been prepared in conformance with the instructions and is true to the best of my knowledge and belief.

Name of Reporting Institution_______________

ID Number ______________ As-of-Date______________

TIC Form D Page 2 of 11

PART 1 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS
DERIVATIVES CONTRACTS BY MAJOR RISK CATEGORY FAIR VALUE OF DERIVATIVES CONTRACTS WITH FOREIGN RESIDENTS AT END OF REPORTING QUARTER GROSS POSITIVE CODE
1 Millions

GROSS NEGATIVE
2 Millions

U.S. NET SETTLEMENTS DURING THE QUARTER WITH FOREIGN RESIDENTS
3 Millions

OVER-THE-COUNTER CONTRACTS
1 1.a 1.b 1.c 2 2.a 2.b 2.c 3

SINGLE - CURRENCY INTEREST RATE CONTRACTS
FORWARDS SWAPS OPTIONS

86010 86011 86012 86013 86020 86021 86022 86023 86030 86041 86042 86043 86099 86050 86052 86054

FOREIGN EXCHANGE CONTRACTS
FORWARDS SWAPS OPTIONS

OTHER CONTRACTS

EXCHANGE-TRADED CONTRACTS
4 5 6 7

OWN DERIVATIVES CONTRACTS ON FOREIGN EXCHANGES U.S. CUSTOMERS’ DERIVATIVES CONTRACTS ON FOREIGN EXCHANGES FOREIGN COUNTERPARTY DERIVATIVES CONTRACTS ON U.S. EXCHANGES

GRAND TOTAL
OF WHICH:

(SUM OF ROWS 1-6)

M.1 M.2 M.3

CONTRACTS WITH OWN FOREIGN OFFICES CONTRACTS WITH FOREIGN OFFICIAL INSTITUTIONS CONTRACTS OF U.S. DEPOSITORY INSTITUTIONS WITH FOREIGNERS

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 3 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH FOREIGN RESIDENTS AT END OF REPORTING QUARTER CODE
Europe Albania Andorra Armenia Austria Azerbaijan Bank for International Settlements Belarus Belgium Bosnia and Herzegovina Bulgaria Croatia Cyprus Czech Republic Denmark Estonia European Central Bank Faroe Islands Finland France Georgia Germany Gibraltar Greece Greenland Guernsey Holy See Hungary Iceland Ireland Isle of Man Italy

FOREIGN ECONOMIES AND ORGANIZATIONS

GROSS POSITIVE
1 Millions

GROSS NEGATIVE
2 Millions

U.S. NET SETTLEMENTS DURING THE QUARTER WITH FOREIGN RESIDENTS
3 Millions

1510-5 1010-3 1651-9 1018-9 1652-7 1330-7 1620-9 1025-1 1410-9 1520-2 1421-4 1040-5 1528-8 1050-2 1540-7 1350-1 1061-8 1070-7 1080-4 1653-5 1100-2 1108-8 1120-7 1054-5 1300-6 1310-2 1550-4 1130-4 1140-1 1300-8 1150-9

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 4 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH FOREIGN RESIDENTS AT END OF REPORTING QUARTER FOREIGN ECONOMIES AND ORGANIZATIONS GROSS POSITIVE CODE
EUROPE (CONT.) Jersey Kazakhstan Kyrgyzstan Latvia Liechtenstein Lithuania Luxembourg Macedonia Malta Moldova Monaco Netherlands Norway Poland Portugal Romania Russia San Marino Serbia and Montenegro Slovakia Slovenia Spain Sweden Switzerland Tajikistan Turkey Turkmenistan Ukraine United Kingdom Uzbekistan TOTAL EUROPE
1 Millions

GROSS NEGATIVE
2 Millions

U.S. NET SETTLEMENTS DURING THE QUARTER WITH FOREIGN RESIDENTS
3 Millions

1300-7 1654-3 1655-1 1560-1 1160-6 1570-9 1170-3 1441-9 1181-9 1630-6 1200-9 1210-6 1220-3 1576-8 1231-9 1580-6 1610-1 1240-8 1321-8 1531-8 1433-8 1250-5 1260-2 1268-8 1657-8 1280-7 1661-6 1640-3 1300-5 1670-5 1999-2

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 5 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH FOREIGN RESIDENTS AT END OF REPORTING QUARTER GROSS POSITIVE CODE
1 Millions

FOREIGN ECONOMIES AND ORGANIZATIONS

GROSS NEGATIVE
2 Millions

U.S. NET SETTLEMENTS DURING THE QUARTER WITH FOREIGN RESIDENTS
3 Millions

CANADA LATIN AMERICA Argentina Belize Bolivia Brazil Chile Colombia Costa Rica Ecuador El Salvador Falkland Islands French Guiana Guatemala Guyana Honduras Mexico Nicaragua Panama Paraguay Peru Suriname Uruguay Venezuela TOTAL LATIN AMERICA

2999-8

3010-4 3571-8 3020-1 3030-9 3040-6 3050-3 3058-9 3100-3 3108-9 3630-7 3640-4 3120-8 3130-5 3148-8 3170-4 3180-1 3188-7 3210-7 3220-4 3770-2 3260-3 3271-9 3994-2

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 6 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH FOREIGN RESIDENTS AT END OF REPORTING QUARTER GROSS POSITIVE CODE
CARIBBEAN Anguilla Antigua and Barbuda Aruba Bahamas Barbados Bermuda Cayman Islands Cuba Dominica Dominican Republic Eastern Caribbean Central Bank Grenada Guadeloupe (and smaller French islands) Haiti Jamaica Martinique Montserrat Netherlands Antilles St. Kitts and Nevis St. Lucia St. Vincent & the Grenadines Trinidad and Tobago Turks and Caicos Islands Virgin Islands, British TOTAL CARIBBEAN
1 Millions

FOREIGN ECONOMIES AND ORGANIZATIONS

GROSS NEGATIVE
2 Millions

U.S. NET SETTLEMENTS DURING THE QUARTER WITH FOREIGN RESIDENTS
3 Millions

3022-8 3520-3 3525-4 3531-9 3015-5 3560-2 3613-7 3070-8 3621-8 3080-5 3541-6 3670-6 3680-3 3140-2 3160-7 3700-1 3710-9 3720-6 3730-3 3750-8 3760-5 3240-9 3781-8 3580-7 3440-1

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 7 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH FOREIGN RESIDENTS AT END OF REPORTING QUARTER FOREIGN ECONOMIES AND ORGANIZATIONS CODE
ASIA Afghanistan Bahrain Bangladesh Bhutan Brunei Burma Cambodia China, Mainland East Timor Hong Kong India Indonesia Iran Iraq Israel Japan Jordan Korea, North Korea, South Kuwait Laos Lebanon Macau Malaysia Maldives Mongolia Nepal Oman Pakistan Philippines Qatar

GROSS POSITIVE
1 Millions

GROSS NEGATIVE
2 Millions

U.S. NET SETTLEMENTS DURING THE QUARTER WITH FOREIGN RESIDENTS
3 Millions

4040-1 4070-3 4074-6 4081-9 4100-9 4110-6 4120-3 4140-8 4500-4 4200-5 4210-2 4221-8 4230-7 4240-4 4250-1 4260-9 4270-6 4440-7 4300-1 4310-9 4330-3 4341-9 4350-8 4360-5 4370-2 4381-8 4420-2 4410-5 4470-9 4480-6 4510-1

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 8 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH FOREIGN RESIDENTS AT END OF REPORTING QUARTER FOREIGN ECONOMIES AND ORGANIZATIONS CODE
ASIA (CONT.) Saudi Arabia Singapore Sri Lanka Syria Taiwan Thailand United Arab Emirates (Trucial States) Vietnam West Bank & Gaza Yemen TOTAL ASIA AFRICA Algeria Angola Bank of Central African States (BEAC) Benin Botswana Burkina Faso Burundi Cameroon Cape Verde Central African Republic Central Bank of West African States (BCEOA) Chad Comoros Congo (Brazzaville) Congo (Kinshasa) Cote d’Ivoire (Ivory Coast) Djibouti Egypt Equatorial Guinea

GROSS POSITIVE
1 Millions

GROSS NEGATIVE
2 Millions

U.S. NET SETTLEMENTS DURING THE QUARTER WITH FOREIGN RESIDENTS
3 Millions

4560-8 4601-9 4131-9 4620-5 4630-2 4641-8 4660-4 4690-6 4720-1 4710-4 4999-9

5010-5 5020-2 5031-8 5180-2 5050-4 5711-8 5080-6 5100-4 5120-9 5130-6 5064-4 5140-3 5151-9 5160-8 5170-5 5300-7 5230-2 5700-2 5194-2

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 9 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH FOREIGN RESIDENTS AT END OF REPORTING QUARTER FOREIGN ECONOMIES AND ORGANIZATIONS CODE
AFRICA (CONT.)

GROSS POSITIVE
1 Millions

GROSS NEGATIVE
2 Millions

U.S. NET SETTLEMENTS DURING THE QUARTER WITH FOREIGN RESIDENTS
3 Millions

Eritrea Ethiopia Gabon Gambia, The Ghana Guinea Guinea-Bissau Kenya Lesotho Liberia Libya Madagascar Malawi Mali Mauritania Mauritius Mayotte Morocco Mozambique Namibia Niger Nigeria Réunion Rwanda Saint Helena Sao Tome & Principe Senegal Seychelles Sierra Leone Somalia South Africa Sudan

5201-9 5210-8 5241-8 5250-7 5260-4 5270-1 5440-2 5310-4 5315-5 5320-1 5330-9 5340-6 5350-3 5358-9 5370-8 5380-5 5451-8 5400-3 5408-9 5412-7 5420-8 5430-5 5460-7 5501-8 5510-7 5520-4 5530-1 5540-9 5550-6 5560-3 5571-9 5610-3

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 10 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH FOREIGN RESIDENTS AT END OF REPORTING QUARTER FOREIGN ECONOMIES AND ORGANIZATIONS CODE
AFRICA (CONT.) Swaziland Tanzania Togo Tunisia Uganda Western Sahara Zambia Zimbabwe TOTAL AFRICA OTHER COUNTRIES Australia British Indian Ocean Territory Cook Islands Fiji French Polynesia Kiribati Marshall Islands Micronesia, Federated States of Nauru New Caledonia New Zealand Niue Palau Papua New Guinea Pitcairn Islands St. Pierre and Miquelon Samoa Solomon Islands Tokelau Islands Tonga Tuvalu 5621-9 5640-5 5650-2 5670-7 5680-4 5600-6 5720-7 5470-4 5999-4

GROSS POSITIVE
1 Millions

GROSS NEGATIVE
2 Millions

U.S. NET SETTLEMENTS DURING THE QUARTER WITH FOREIGN RESIDENTS
3 Millions

6008-9 6020-8 6040-2 6060-7 6070-4 6052-6 6120-4 6030-5 6130-1 6140-9 6168-9 6180-8 6250-2 6175-1 6210-3 6221-9 6261-8 6230-8 6240-5 6244-8 6051-8

Name of Reporting Institution_______________ ID Number _______________

As-of Date_______________

TIC Form D Page 11 of 11

PART 2 - HOLDINGS OF, AND TRANSACTIONS IN, DERIVATIVES CONTRACTS WITH FOREIGN-RESIDENTS BY COUNTRY
FAIR VALUE OF DERIVATIVES CONTRACTS WITH FOREIGN RESIDENTS AT END OF REPORTING QUARTER FOREIGN ECONOMIES AND ORGANIZATIONS CODE
OTHER COUNTRIES (CONT.) Vanuatu Wallis and Futuna TOTAL OTHER COUNTRIES INTERNATIONAL & REGIONAL ORGANIZATIONS International European Latin American Caribbean Asian African Middle Eastern TOTAL INT’L & REGIONAL ORGS 6160-3 6011-9 6990-6

GROSS POSITIVE
1 Millions

GROSS NEGATIVE
2 Millions

U.S. NET SETTLEMENTS DURING THE QUARTER WITH FOREIGN RESIDENTS
3 Millions

7290-7 7390-3 7491-8 7494-2 7590-6 7690-2 7790-9 7999-5

GRAND TOTAL

9999-6