Home > Delaware Trust Company > Derivatives
Delaware Trust Company, Derivatives
1995-12-31 | Rank | |
Derivatives | $310,057,000 | 195 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $310,057,000 | 185 |
Notional value of interest rate swaps | $275,000,000 | 166 |
Futures and forward contracts | $0 | 149 |
Written option contracts | $10,057,000 | 110 |
Purchased option contracts | $25,000,000 | 183 |
Foreign exchange rate contracts | $0 | 190 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 183 |
Spot foreign exchange rate contracts | $0 | 142 |
Written option contracts | $0 | 44 |
Purchased option contracts | $0 | 47 |
Contracts on other commodities and equities. | $0 | 52 |
Notional value of other swaps | $0 | 22 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $0 | 26 |
Purchased option contracts | $0 | 32 |
1994-12-31 | Rank | |
Derivatives | $324,918,000 | 191 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $324,918,000 | 186 |
Notional value of interest rate swaps | $300,000,000 | 162 |
Futures and forward contracts | $0 | 164 |
Written option contracts | $24,918,000 | 92 |
Purchased option contracts | $0 | 280 |
Foreign exchange rate contracts | $0 | 190 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 196 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 36 |
Purchased option contracts | $0 | 42 |
Contracts on other commodities and equities. | $0 | 52 |
Notional value of other swaps | $0 | 16 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 17 |
Purchased option contracts | $0 | 27 |
1993-12-31 | Rank | |
Derivatives | $362,068,000 | 166 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $362,068,000 | 159 |
Notional value of interest rate swaps | $325,000,000 | 150 |
Futures and forward contracts | $0 | 179 |
Written option contracts | $37,068,000 | 80 |
Purchased option contracts | $0 | 236 |
Foreign exchange rate contracts | $0 | 204 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 212 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 40 |
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 | $338,686,000 | 155 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $338,686,000 | 143 |
Notional value of interest rate swaps | $250,000,000 | 140 |
Futures and forward contracts | $50,000,000 | 86 |
Written option contracts | $38,686,000 | 66 |
Purchased option contracts | $0 | 202 |
Foreign exchange rate contracts | $0 | 229 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 237 |
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 |