Home > Allfirst Bank > Derivatives
Allfirst Bank, Derivatives
2003-03-31 | Rank | |
Derivatives | $5,056,596,000 | 47 |
Notional amount of credit derivatives | $0 | 33 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 25 |
Interest rate contracts | $4,936,581,000 | 46 |
Notional value of interest rate swaps | $4,014,785,000 | 41 |
Futures and forward contracts | $581,161,000 | 43 |
Written option contracts | $173,713,000 | 52 |
Purchased option contracts | $166,922,000 | 50 |
Foreign exchange rate contracts | $120,015,000 | 45 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $120,015,000 | 42 |
Spot foreign exchange rate contracts | $7,691,000 | 43 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
Contracts on other commodities and equities. | $0 | 123 |
Notional value of other swaps | $0 | 65 |
Futures and forward contracts | $0 | 12 |
Written option contracts | $0 | 86 |
Purchased option contracts | $0 | 62 |
2002-12-31 | Rank | |
Derivatives | $5,041,826,000 | 45 |
Notional amount of credit derivatives | $0 | 30 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 21 |
Interest rate contracts | $4,943,393,000 | 44 |
Notional value of interest rate swaps | $3,827,881,000 | 41 |
Futures and forward contracts | $787,615,000 | 35 |
Written option contracts | $167,346,000 | 48 |
Purchased option contracts | $160,551,000 | 47 |
Foreign exchange rate contracts | $98,433,000 | 47 |
Notional value of exchange swaps | $0 | 32 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $98,433,000 | 42 |
Spot foreign exchange rate contracts | $6,985,000 | 36 |
Written option contracts | $0 | 30 |
Purchased option contracts | $0 | 30 |
Contracts on other commodities and equities. | $0 | 109 |
Notional value of other swaps | $0 | 53 |
Futures and forward contracts | $0 | 11 |
Written option contracts | $0 | 75 |
Purchased option contracts | $0 | 59 |
2001-12-31 | Rank | |
Derivatives | $12,351,638,000 | 30 |
Notional amount of credit derivatives | $0 | 32 |
Bank is guarantor | $0 | 22 |
Bank is beneficiary | $0 | 24 |
Interest rate contracts | $3,753,904,000 | 47 |
Notional value of interest rate swaps | $3,163,493,000 | 43 |
Futures and forward contracts | $252,951,000 | 42 |
Written option contracts | $171,742,000 | 49 |
Purchased option contracts | $165,718,000 | 57 |
Foreign exchange rate contracts | $8,597,734,000 | 14 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $7,487,939,000 | 14 |
Spot foreign exchange rate contracts | $4,280,000 | 41 |
Written option contracts | $941,869,000 | 11 |
Purchased option contracts | $167,926,000 | 14 |
Contracts on other commodities and equities. | $0 | 73 |
Notional value of other swaps | $0 | 28 |
Futures and forward contracts | $0 | 11 |
Written option contracts | $0 | 44 |
Purchased option contracts | $0 | 38 |
2000-12-31 | Rank | |
Derivatives | $7,233,483,000 | 35 |
Notional amount of credit derivatives | $0 | 31 |
Bank is guarantor | $0 | 24 |
Bank is beneficiary | $0 | 19 |
Interest rate contracts | $4,058,340,000 | 41 |
Notional value of interest rate swaps | $2,488,440,000 | 40 |
Futures and forward contracts | $74,936,000 | 51 |
Written option contracts | $750,661,000 | 30 |
Purchased option contracts | $744,303,000 | 41 |
Foreign exchange rate contracts | $3,175,143,000 | 18 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,428,101,000 | 25 |
Spot foreign exchange rate contracts | $9,481,000 | 41 |
Written option contracts | $900,531,000 | 11 |
Purchased option contracts | $846,511,000 | 11 |
Contracts on other commodities and equities. | $0 | 66 |
Notional value of other swaps | $0 | 24 |
Futures and forward contracts | $0 | 12 |
Written option contracts | $0 | 49 |
Purchased option contracts | $0 | 31 |
1999-12-31 | Rank | |
Derivatives | $9,315,682,000 | 31 |
Notional amount of credit derivatives | $0 | 27 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 15 |
Interest rate contracts | $5,811,629,000 | 40 |
Notional value of interest rate swaps | $4,275,146,000 | 30 |
Futures and forward contracts | $77,089,000 | 56 |
Written option contracts | $734,105,000 | 29 |
Purchased option contracts | $725,289,000 | 37 |
Foreign exchange rate contracts | $3,504,053,000 | 18 |
Notional value of exchange swaps | $0 | 38 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,128,058,000 | 27 |
Spot foreign exchange rate contracts | $469,000 | 60 |
Written option contracts | $1,267,365,000 | 11 |
Purchased option contracts | $1,108,630,000 | 10 |
Contracts on other commodities and equities. | $0 | 60 |
Notional value of other swaps | $0 | 24 |
Futures and forward contracts | $0 | 10 |
Written option contracts | $0 | 47 |
Purchased option contracts | $0 | 32 |
1998-12-31 | Rank | |
Derivatives | $6,333,566,000 | 41 |
Notional amount of credit derivatives | $0 | 24 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 16 |
Interest rate contracts | $4,538,555,000 | 45 |
Notional value of interest rate swaps | $2,997,593,000 | 43 |
Futures and forward contracts | $147,617,000 | 64 |
Written option contracts | $693,709,000 | 33 |
Purchased option contracts | $699,636,000 | 41 |
Foreign exchange rate contracts | $1,793,401,000 | 26 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $343,990,000 | 38 |
Spot foreign exchange rate contracts | $120,316,000 | 27 |
Written option contracts | $810,108,000 | 12 |
Purchased option contracts | $639,303,000 | 12 |
Contracts on other commodities and equities. | $1,610,000 | 41 |
Notional value of other swaps | $0 | 22 |
Futures and forward contracts | $0 | 13 |
Written option contracts | $0 | 40 |
Purchased option contracts | $1,610,000 | 26 |
1997-12-31 | Rank | |
Derivatives | $6,311,468,000 | 41 |
Notional amount of credit derivatives | $0 | 18 |
Bank is guarantor | $0 | 16 |
Bank is beneficiary | $0 | 11 |
Interest rate contracts | $4,474,210,000 | 46 |
Notional value of interest rate swaps | $2,691,153,000 | 45 |
Futures and forward contracts | $398,016,000 | 42 |
Written option contracts | $681,475,000 | 31 |
Purchased option contracts | $703,566,000 | 46 |
Foreign exchange rate contracts | $1,835,665,000 | 27 |
Notional value of exchange swaps | $0 | 37 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $965,387,000 | 32 |
Spot foreign exchange rate contracts | $824,724,000 | 14 |
Written option contracts | $417,170,000 | 12 |
Purchased option contracts | $453,108,000 | 13 |
Contracts on other commodities and equities. | $1,593,000 | 35 |
Notional value of other swaps | $0 | 18 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 28 |
Purchased option contracts | $1,593,000 | 24 |
1996-12-31 | Rank | |
Derivatives | $7,826,005,000 | 38 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $4,388,393,000 | 49 |
Notional value of interest rate swaps | $2,958,580,000 | 47 |
Futures and forward contracts | $67,534,000 | 73 |
Written option contracts | $681,419,000 | 35 |
Purchased option contracts | $680,860,000 | 43 |
Foreign exchange rate contracts | $3,426,665,000 | 15 |
Notional value of exchange swaps | $0 | 36 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $503,562,000 | 35 |
Spot foreign exchange rate contracts | $48,680,000 | 36 |
Written option contracts | $1,852,874,000 | 11 |
Purchased option contracts | $1,070,229,000 | 11 |
Contracts on other commodities and equities. | $10,947,000 | 25 |
Notional value of other swaps | $0 | 16 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 27 |
Purchased option contracts | $10,947,000 | 14 |
1995-12-31 | Rank | |
Derivatives | $3,905,374,000 | 63 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $2,361,498,000 | 79 |
Notional value of interest rate swaps | $1,923,421,000 | 63 |
Futures and forward contracts | $79,258,000 | 77 |
Written option contracts | $183,244,000 | 66 |
Purchased option contracts | $175,575,000 | 93 |
Foreign exchange rate contracts | $1,532,986,000 | 26 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $825,332,000 | 32 |
Spot foreign exchange rate contracts | $470,562,000 | 15 |
Written option contracts | $305,683,000 | 14 |
Purchased option contracts | $401,971,000 | 14 |
Contracts on other commodities and equities. | $10,890,000 | 27 |
Notional value of other swaps | $0 | 22 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 26 |
Purchased option contracts | $10,890,000 | 14 |
1994-12-31 | Rank | |
Derivatives | $2,669,830,000 | 83 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $1,886,570,000 | 92 |
Notional value of interest rate swaps | $1,454,350,000 | 86 |
Futures and forward contracts | $68,025,000 | 70 |
Written option contracts | $178,835,000 | 60 |
Purchased option contracts | $185,360,000 | 98 |
Foreign exchange rate contracts | $772,636,000 | 34 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $347,226,000 | 47 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $212,705,000 | 15 |
Purchased option contracts | $212,705,000 | 16 |
Contracts on other commodities and equities. | $10,624,000 | 23 |
Notional value of other swaps | $0 | 16 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 17 |
Purchased option contracts | $10,624,000 | 13 |
1993-12-31 | Rank | |
Derivatives | $1,387,874,000 | 104 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $999,551,000 | 120 |
Notional value of interest rate swaps | $683,559,000 | 113 |
Futures and forward contracts | $170,427,000 | 66 |
Written option contracts | $72,305,000 | 67 |
Purchased option contracts | $73,260,000 | 96 |
Foreign exchange rate contracts | $388,323,000 | 43 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $175,333,000 | 58 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $111,495,000 | 18 |
Purchased option contracts | $101,495,000 | 17 |
Contracts on other commodities and equities. | $0 | 46 |
Notional value of other swaps | $0 | 15 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 15 |
Purchased option contracts | $0 | 24 |
1992-12-31 | Rank | |
Derivatives | $1,329,178,000 | 83 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $1,026,051,000 | 90 |
Notional value of interest rate swaps | $620,982,000 | 100 |
Futures and forward contracts | $1,637,000 | 132 |
Written option contracts | $203,841,000 | 43 |
Purchased option contracts | $199,591,000 | 57 |
Foreign exchange rate contracts | $303,127,000 | 49 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $303,127,000 | 51 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 43 |
Purchased option contracts | $0 | 41 |
Contracts on other commodities and equities. | $0 | 32 |
Notional value of other swaps | $0 | 12 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 15 |
Purchased option contracts | $0 | 13 |