Home > The Provident Bank > Derivatives
The Provident Bank, Derivatives
| 2004-12-31 | Rank | |
| Derivatives | $8,130,131,000 | 43 |
| Notional amount of credit derivatives | $581,479,000 | 15 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $581,479,000 | 15 |
| Interest rate contracts | $7,542,832,000 | 40 |
| Notional value of interest rate swaps | $3,905,702,000 | 44 |
| Futures and forward contracts | $0 | 272 |
| Written option contracts | $1,292,508,000 | 26 |
| Purchased option contracts | $2,344,622,000 | 15 |
| Foreign exchange rate contracts | $5,820,000 | 71 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $5,820,000 | 67 |
| Spot foreign exchange rate contracts | $1,038,000 | 49 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 147 |
| Notional value of other swaps | $0 | 78 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 110 |
| Purchased option contracts | $0 | 79 |
| 2004-09-30 | Rank | |
| Derivatives | $8,776,736,000 | 38 |
| Notional amount of credit derivatives | $706,866,000 | 15 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $706,866,000 | 14 |
| Interest rate contracts | $8,062,916,000 | 38 |
| Notional value of interest rate swaps | $4,287,503,000 | 43 |
| Futures and forward contracts | $0 | 268 |
| Written option contracts | $1,388,617,000 | 27 |
| Purchased option contracts | $2,386,796,000 | 18 |
| Foreign exchange rate contracts | $6,954,000 | 72 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $6,954,000 | 67 |
| Spot foreign exchange rate contracts | $6,000 | 77 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 148 |
| Notional value of other swaps | $0 | 75 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 112 |
| Purchased option contracts | $0 | 76 |
| 2004-06-30 | Rank | |
| Derivatives | $9,837,511,000 | 38 |
| Notional amount of credit derivatives | $847,020,000 | 14 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $847,020,000 | 14 |
| Interest rate contracts | $8,971,342,000 | 35 |
| Notional value of interest rate swaps | $6,284,363,000 | 37 |
| Futures and forward contracts | $169,106,000 | 50 |
| Written option contracts | $2,485,389,000 | 20 |
| Purchased option contracts | $32,484,000 | 69 |
| Foreign exchange rate contracts | $19,149,000 | 62 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $19,149,000 | 58 |
| Spot foreign exchange rate contracts | $99,000 | 69 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 141 |
| Notional value of other swaps | $0 | 74 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 108 |
| Purchased option contracts | $0 | 75 |
| 2004-03-31 | Rank | |
| Derivatives | $9,929,818,000 | 37 |
| Notional amount of credit derivatives | $837,115,000 | 13 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $837,115,000 | 12 |
| Interest rate contracts | $9,076,852,000 | 36 |
| Notional value of interest rate swaps | $6,321,369,000 | 37 |
| Futures and forward contracts | $169,106,000 | 59 |
| Written option contracts | $2,553,762,000 | 21 |
| Purchased option contracts | $32,615,000 | 63 |
| Foreign exchange rate contracts | $15,851,000 | 61 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $15,851,000 | 56 |
| Spot foreign exchange rate contracts | $41,000 | 75 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 134 |
| Notional value of other swaps | $0 | 71 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 102 |
| Purchased option contracts | $0 | 71 |
| 2003-12-31 | Rank | |
| Derivatives | $10,703,165,000 | 36 |
| Notional amount of credit derivatives | $1,147,546,000 | 12 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $1,147,546,000 | 11 |
| Interest rate contracts | $9,537,350,000 | 36 |
| Notional value of interest rate swaps | $6,720,300,000 | 36 |
| Futures and forward contracts | $176,986,000 | 52 |
| Written option contracts | $2,594,821,000 | 17 |
| Purchased option contracts | $45,243,000 | 55 |
| Foreign exchange rate contracts | $18,269,000 | 59 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $18,269,000 | 55 |
| Spot foreign exchange rate contracts | $4,089,000 | 44 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 131 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 99 |
| Purchased option contracts | $0 | 71 |
| 2003-09-30 | Rank | |
| Derivatives | $10,473,198,000 | 38 |
| Notional amount of credit derivatives | $1,211,541,000 | 13 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $1,211,541,000 | 12 |
| Interest rate contracts | $9,258,742,000 | 37 |
| Notional value of interest rate swaps | $6,425,596,000 | 37 |
| Futures and forward contracts | $176,986,000 | 56 |
| Written option contracts | $2,629,374,000 | 17 |
| Purchased option contracts | $26,786,000 | 64 |
| Foreign exchange rate contracts | $2,915,000 | 81 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,915,000 | 73 |
| Spot foreign exchange rate contracts | $82,000 | 65 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 134 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 101 |
| Purchased option contracts | $0 | 70 |
| 2003-06-30 | Rank | |
| Derivatives | $10,419,974,000 | 35 |
| Notional amount of credit derivatives | $1,362,541,000 | 13 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $1,362,541,000 | 12 |
| Interest rate contracts | $9,054,620,000 | 36 |
| Notional value of interest rate swaps | $6,192,804,000 | 36 |
| Futures and forward contracts | $176,986,000 | 65 |
| Written option contracts | $2,668,044,000 | 20 |
| Purchased option contracts | $16,786,000 | 92 |
| Foreign exchange rate contracts | $2,813,000 | 80 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,813,000 | 72 |
| Spot foreign exchange rate contracts | $110,000 | 68 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 130 |
| Notional value of other swaps | $0 | 68 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 96 |
| Purchased option contracts | $0 | 64 |
| 2003-03-31 | Rank | |
| Derivatives | $11,110,650,000 | 33 |
| Notional amount of credit derivatives | $1,515,978,000 | 12 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $1,515,978,000 | 10 |
| Interest rate contracts | $9,591,359,000 | 35 |
| Notional value of interest rate swaps | $6,665,885,000 | 29 |
| Futures and forward contracts | $170,429,000 | 61 |
| Written option contracts | $2,742,545,000 | 21 |
| Purchased option contracts | $12,500,000 | 98 |
| Foreign exchange rate contracts | $3,313,000 | 75 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $3,313,000 | 69 |
| Spot foreign exchange rate contracts | $108,000 | 68 |
| 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 | $10,444,464,000 | 34 |
| Notional amount of credit derivatives | $1,672,850,000 | 13 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $1,672,850,000 | 11 |
| Interest rate contracts | $8,769,289,000 | 33 |
| Notional value of interest rate swaps | $5,788,463,000 | 33 |
| Futures and forward contracts | $170,429,000 | 56 |
| Written option contracts | $2,797,897,000 | 19 |
| Purchased option contracts | $12,500,000 | 103 |
| Foreign exchange rate contracts | $2,325,000 | 81 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,325,000 | 74 |
| Spot foreign exchange rate contracts | $96,000 | 60 |
| 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 | $12,127,281,000 | 31 |
| Notional amount of credit derivatives | $2,559,692,000 | 7 |
| Bank is guarantor | $312,878,000 | 10 |
| Bank is beneficiary | $2,246,814,000 | 6 |
| Interest rate contracts | $9,564,236,000 | 30 |
| Notional value of interest rate swaps | $6,452,291,000 | 27 |
| Futures and forward contracts | $110,299,000 | 58 |
| Written option contracts | $2,953,646,000 | 17 |
| Purchased option contracts | $48,000,000 | 86 |
| Foreign exchange rate contracts | $3,353,000 | 80 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $3,353,000 | 73 |
| Spot foreign exchange rate contracts | $0 | 79 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 28 |
| 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 | $11,482,819,000 | 27 |
| Notional amount of credit derivatives | $0 | 31 |
| Bank is guarantor | $0 | 24 |
| Bank is beneficiary | $0 | 19 |
| Interest rate contracts | $11,431,505,000 | 24 |
| Notional value of interest rate swaps | $6,393,532,000 | 26 |
| Futures and forward contracts | $110,299,000 | 45 |
| Written option contracts | $4,862,674,000 | 14 |
| Purchased option contracts | $65,000,000 | 92 |
| Foreign exchange rate contracts | $51,314,000 | 60 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $51,314,000 | 54 |
| Spot foreign exchange rate contracts | $0 | 90 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 29 |
| 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 | $6,044,408,000 | 42 |
| Notional amount of credit derivatives | $0 | 27 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 15 |
| Interest rate contracts | $6,044,408,000 | 39 |
| Notional value of interest rate swaps | $4,042,267,000 | 33 |
| Futures and forward contracts | $441,101,000 | 38 |
| Written option contracts | $1,531,040,000 | 23 |
| Purchased option contracts | $30,000,000 | 117 |
| Foreign exchange rate contracts | $0 | 125 |
| Notional value of exchange swaps | $0 | 38 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 120 |
| Spot foreign exchange rate contracts | $0 | 87 |
| Written option contracts | $0 | 35 |
| Purchased option contracts | $0 | 36 |
| 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 | $1,917,920,000 | 69 |
| Notional amount of credit derivatives | $0 | 24 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 16 |
| Interest rate contracts | $1,917,920,000 | 67 |
| Notional value of interest rate swaps | $1,809,283,000 | 56 |
| Futures and forward contracts | $63,635,000 | 78 |
| Written option contracts | $0 | 98 |
| Purchased option contracts | $45,002,000 | 112 |
| Foreign exchange rate contracts | $0 | 135 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 127 |
| Spot foreign exchange rate contracts | $0 | 101 |
| Written option contracts | $0 | 37 |
| Purchased option contracts | $0 | 39 |
| Contracts on other commodities and equities. | $0 | 57 |
| Notional value of other swaps | $0 | 22 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 40 |
| Purchased option contracts | $0 | 27 |
| 1997-12-31 | Rank | |
| Derivatives | $1,765,154,000 | 72 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $1,743,904,000 | 68 |
| Notional value of interest rate swaps | $1,523,595,000 | 60 |
| Futures and forward contracts | $18,535,000 | 104 |
| Written option contracts | $100,887,000 | 61 |
| Purchased option contracts | $100,887,000 | 87 |
| Foreign exchange rate contracts | $21,250,000 | 85 |
| Notional value of exchange swaps | $21,250,000 | 27 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 140 |
| Spot foreign exchange rate contracts | $0 | 110 |
| Written option contracts | $0 | 41 |
| Purchased option contracts | $0 | 43 |
| Contracts on other commodities and equities. | $0 | 44 |
| Notional value of other swaps | $0 | 18 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 27 |
| 1996-12-31 | Rank | |
| Derivatives | $2,427,156,000 | 74 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $2,427,156,000 | 71 |
| Notional value of interest rate swaps | $2,133,646,000 | 57 |
| Futures and forward contracts | $0 | 134 |
| Written option contracts | $146,755,000 | 57 |
| Purchased option contracts | $146,755,000 | 93 |
| Foreign exchange rate contracts | $0 | 170 |
| Notional value of exchange swaps | $0 | 36 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 162 |
| Spot foreign exchange rate contracts | $0 | 127 |
| Written option contracts | $0 | 37 |
| Purchased option contracts | $0 | 41 |
| Contracts on other commodities and equities. | $0 | 44 |
| Notional value of other swaps | $0 | 16 |
| Futures and forward contracts | $0 | 19 |
| Written option contracts | $0 | 27 |
| Purchased option contracts | $0 | 26 |
| 1995-12-31 | Rank | |
| Derivatives | $1,922,131,000 | 93 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,922,131,000 | 89 |
| Notional value of interest rate swaps | $1,807,131,000 | 68 |
| Futures and forward contracts | $0 | 149 |
| Written option contracts | $57,500,000 | 84 |
| Purchased option contracts | $57,500,000 | 137 |
| 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 | $1,537,329,000 | 103 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,537,329,000 | 101 |
| Notional value of interest rate swaps | $1,537,329,000 | 84 |
| Futures and forward contracts | $0 | 164 |
| Written option contracts | $0 | 137 |
| 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 | $1,244,277,000 | 113 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,243,995,000 | 107 |
| Notional value of interest rate swaps | $1,243,105,000 | 88 |
| Futures and forward contracts | $890,000 | 162 |
| Written option contracts | $0 | 121 |
| Purchased option contracts | $0 | 236 |
| Foreign exchange rate contracts | $282,000 | 176 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $282,000 | 183 |
| 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 | $657,396,000 | 120 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $657,140,000 | 115 |
| Notional value of interest rate swaps | $657,140,000 | 98 |
| Futures and forward contracts | $0 | 150 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $0 | 202 |
| Foreign exchange rate contracts | $256,000 | 186 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $256,000 | 195 |
| 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 |