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.