Home > Amcore Bank > Derivatives
Amcore Bank, Derivatives
| 2010-03-31 | Rank | |
| Derivatives | $111,121,000 | 194 |
| Notional amount of credit derivatives | $0 | 50 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 33 |
| Interest rate contracts | $111,121,000 | 189 |
| Notional value of interest rate swaps | $100,000,000 | 142 |
| Futures and forward contracts | $6,940,000 | 222 |
| Written option contracts | $4,181,000 | 342 |
| Purchased option contracts | $0 | 142 |
| Foreign exchange rate contracts | $0 | 104 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
| Spot foreign exchange rate contracts | $0 | 70 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 122 |
| Notional value of other swaps | $0 | 53 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 91 |
| Purchased option contracts | $0 | 66 |
| 2009-12-31 | Rank | |
| Derivatives | $27,358,000 | 334 |
| Notional amount of credit derivatives | $0 | 51 |
| Bank is guarantor | $0 | 41 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $27,358,000 | 323 |
| Notional value of interest rate swaps | $0 | 347 |
| Futures and forward contracts | $15,958,000 | 152 |
| Written option contracts | $11,400,000 | 208 |
| Purchased option contracts | $0 | 146 |
| Foreign exchange rate contracts | $0 | 100 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 94 |
| Spot foreign exchange rate contracts | $0 | 67 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $0 | 118 |
| Notional value of other swaps | $0 | 53 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 90 |
| Purchased option contracts | $0 | 65 |
| 2009-09-30 | Rank | |
| Derivatives | $102,028,000 | 197 |
| Notional amount of credit derivatives | $0 | 51 |
| Bank is guarantor | $0 | 42 |
| Bank is beneficiary | $0 | 36 |
| Interest rate contracts | $102,028,000 | 193 |
| Notional value of interest rate swaps | $74,592,000 | 154 |
| Futures and forward contracts | $16,192,000 | 160 |
| Written option contracts | $11,244,000 | 231 |
| Purchased option contracts | $0 | 147 |
| Foreign exchange rate contracts | $0 | 101 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 96 |
| Spot foreign exchange rate contracts | $0 | 70 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 130 |
| Notional value of other swaps | $0 | 58 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 98 |
| Purchased option contracts | $0 | 67 |
| 2009-06-30 | Rank | |
| Derivatives | $138,238,000 | 187 |
| Notional amount of credit derivatives | $0 | 50 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 36 |
| Interest rate contracts | $138,238,000 | 182 |
| Notional value of interest rate swaps | $74,592,000 | 151 |
| Futures and forward contracts | $37,184,000 | 122 |
| Written option contracts | $26,462,000 | 150 |
| Purchased option contracts | $0 | 145 |
| Foreign exchange rate contracts | $0 | 102 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
| Spot foreign exchange rate contracts | $0 | 69 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 135 |
| Notional value of other swaps | $0 | 65 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $0 | 100 |
| Purchased option contracts | $0 | 75 |
| 2009-03-31 | Rank | |
| Derivatives | $219,590,000 | 177 |
| Notional amount of credit derivatives | $0 | 53 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 38 |
| Interest rate contracts | $219,559,000 | 172 |
| Notional value of interest rate swaps | $74,592,000 | 150 |
| Futures and forward contracts | $77,116,000 | 97 |
| Written option contracts | $67,851,000 | 115 |
| Purchased option contracts | $0 | 145 |
| Foreign exchange rate contracts | $31,000 | 102 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $31,000 | 96 |
| Spot foreign exchange rate contracts | $0 | 71 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 135 |
| Notional value of other swaps | $0 | 62 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $0 | 104 |
| Purchased option contracts | $0 | 79 |
| 2008-12-31 | Rank | |
| Derivatives | $162,054,000 | 167 |
| Notional amount of credit derivatives | $0 | 50 |
| Bank is guarantor | $0 | 36 |
| Bank is beneficiary | $0 | 40 |
| Interest rate contracts | $162,054,000 | 165 |
| Notional value of interest rate swaps | $42,970,000 | 178 |
| Futures and forward contracts | $62,905,000 | 83 |
| Written option contracts | $56,179,000 | 92 |
| Purchased option contracts | $0 | 145 |
| Foreign exchange rate contracts | $0 | 104 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
| Spot foreign exchange rate contracts | $0 | 71 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 134 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 16 |
| Written option contracts | $0 | 102 |
| Purchased option contracts | $0 | 76 |
| 2008-09-30 | Rank | |
| Derivatives | $44,462,000 | 253 |
| Notional amount of credit derivatives | $0 | 54 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $0 | 41 |
| Interest rate contracts | $44,355,000 | 244 |
| Notional value of interest rate swaps | $18,000,000 | 229 |
| Futures and forward contracts | $15,154,000 | 116 |
| Written option contracts | $11,201,000 | 165 |
| Purchased option contracts | $0 | 153 |
| Foreign exchange rate contracts | $107,000 | 98 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $107,000 | 90 |
| Spot foreign exchange rate contracts | $0 | 73 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 149 |
| Notional value of other swaps | $0 | 73 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 112 |
| Purchased option contracts | $0 | 82 |
| 2008-06-30 | Rank | |
| Derivatives | $83,418,000 | 205 |
| Notional amount of credit derivatives | $0 | 52 |
| Bank is guarantor | $0 | 37 |
| Bank is beneficiary | $0 | 39 |
| Interest rate contracts | $83,344,000 | 197 |
| Notional value of interest rate swaps | $46,853,000 | 182 |
| Futures and forward contracts | $22,398,000 | 96 |
| Written option contracts | $14,093,000 | 146 |
| Purchased option contracts | $0 | 152 |
| Foreign exchange rate contracts | $74,000 | 96 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $74,000 | 89 |
| Spot foreign exchange rate contracts | $0 | 73 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 156 |
| Notional value of other swaps | $0 | 75 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 114 |
| Purchased option contracts | $0 | 87 |
| 2008-03-31 | Rank | |
| Derivatives | $149,649,000 | 169 |
| Notional amount of credit derivatives | $0 | 50 |
| Bank is guarantor | $0 | 38 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $149,113,000 | 162 |
| Notional value of interest rate swaps | $82,853,000 | 150 |
| Futures and forward contracts | $37,362,000 | 88 |
| Written option contracts | $28,898,000 | 114 |
| Purchased option contracts | $0 | 158 |
| Foreign exchange rate contracts | $536,000 | 90 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $536,000 | 83 |
| Spot foreign exchange rate contracts | $0 | 71 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 157 |
| Notional value of other swaps | $0 | 76 |
| Futures and forward contracts | $0 | 18 |
| Written option contracts | $0 | 113 |
| Purchased option contracts | $0 | 83 |
| 2007-12-31 | Rank | |
| Derivatives | $181,323,000 | 145 |
| Notional amount of credit derivatives | $0 | 48 |
| Bank is guarantor | $0 | 36 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $181,323,000 | 142 |
| Notional value of interest rate swaps | $141,388,000 | 128 |
| Futures and forward contracts | $22,029,000 | 90 |
| Written option contracts | $17,906,000 | 121 |
| Purchased option contracts | $0 | 169 |
| Foreign exchange rate contracts | $0 | 100 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 94 |
| Spot foreign exchange rate contracts | $0 | 70 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $0 | 157 |
| Notional value of other swaps | $0 | 79 |
| Futures and forward contracts | $0 | 22 |
| Written option contracts | $0 | 111 |
| Purchased option contracts | $0 | 82 |
| 2007-09-30 | Rank | |
| Derivatives | $196,254,000 | 147 |
| Notional amount of credit derivatives | $0 | 48 |
| Bank is guarantor | $0 | 35 |
| Bank is beneficiary | $0 | 39 |
| Interest rate contracts | $191,917,000 | 141 |
| Notional value of interest rate swaps | $141,738,000 | 123 |
| Futures and forward contracts | $25,536,000 | 91 |
| Written option contracts | $24,643,000 | 110 |
| Purchased option contracts | $0 | 177 |
| Foreign exchange rate contracts | $4,337,000 | 73 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $4,337,000 | 68 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 170 |
| Notional value of other swaps | $0 | 83 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $0 | 124 |
| Purchased option contracts | $0 | 86 |
| 2007-06-30 | Rank | |
| Derivatives | $234,657,000 | 148 |
| Notional amount of credit derivatives | $0 | 52 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $230,272,000 | 142 |
| Notional value of interest rate swaps | $169,752,000 | 127 |
| Futures and forward contracts | $32,349,000 | 97 |
| Written option contracts | $28,171,000 | 109 |
| Purchased option contracts | $0 | 190 |
| Foreign exchange rate contracts | $4,385,000 | 75 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $4,385,000 | 69 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 163 |
| Notional value of other swaps | $0 | 82 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 118 |
| Purchased option contracts | $0 | 83 |
| 2007-03-31 | Rank | |
| Derivatives | $211,678,000 | 154 |
| Notional amount of credit derivatives | $0 | 54 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $207,341,000 | 148 |
| Notional value of interest rate swaps | $152,089,000 | 128 |
| Futures and forward contracts | $29,596,000 | 96 |
| Written option contracts | $25,656,000 | 108 |
| Purchased option contracts | $0 | 191 |
| Foreign exchange rate contracts | $4,337,000 | 73 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $4,337,000 | 66 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 169 |
| Notional value of other swaps | $0 | 83 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $0 | 123 |
| Purchased option contracts | $0 | 88 |
| 2006-12-31 | Rank | |
| Derivatives | $223,668,000 | 150 |
| Notional amount of credit derivatives | $0 | 48 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $0 | 36 |
| Interest rate contracts | $219,137,000 | 143 |
| Notional value of interest rate swaps | $172,408,000 | 127 |
| Futures and forward contracts | $25,405,000 | 98 |
| Written option contracts | $21,324,000 | 114 |
| Purchased option contracts | $0 | 188 |
| Foreign exchange rate contracts | $4,531,000 | 75 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $4,531,000 | 67 |
| Spot foreign exchange rate contracts | $0 | 73 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 165 |
| Notional value of other swaps | $0 | 84 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $0 | 122 |
| Purchased option contracts | $0 | 86 |
| 2006-09-30 | Rank | |
| Derivatives | $244,488,000 | 145 |
| Notional amount of credit derivatives | $0 | 47 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $235,834,000 | 139 |
| Notional value of interest rate swaps | $172,722,000 | 128 |
| Futures and forward contracts | $34,328,000 | 92 |
| Written option contracts | $28,784,000 | 111 |
| Purchased option contracts | $0 | 185 |
| Foreign exchange rate contracts | $8,654,000 | 71 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $8,654,000 | 65 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 173 |
| Notional value of other swaps | $0 | 85 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 130 |
| Purchased option contracts | $0 | 92 |
| 2006-06-30 | Rank | |
| Derivatives | $276,824,000 | 142 |
| Notional amount of credit derivatives | $0 | 41 |
| Bank is guarantor | $0 | 26 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $268,170,000 | 137 |
| Notional value of interest rate swaps | $173,029,000 | 133 |
| Futures and forward contracts | $47,436,000 | 85 |
| Written option contracts | $47,705,000 | 88 |
| Purchased option contracts | $0 | 168 |
| Foreign exchange rate contracts | $8,654,000 | 71 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $8,654,000 | 64 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 36 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 172 |
| Notional value of other swaps | $0 | 88 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $0 | 124 |
| Purchased option contracts | $0 | 90 |
| 2006-03-31 | Rank | |
| Derivatives | $269,265,000 | 144 |
| Notional amount of credit derivatives | $0 | 41 |
| Bank is guarantor | $0 | 27 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $260,658,000 | 138 |
| Notional value of interest rate swaps | $171,813,000 | 130 |
| Futures and forward contracts | $52,629,000 | 77 |
| Written option contracts | $36,216,000 | 103 |
| Purchased option contracts | $0 | 163 |
| Foreign exchange rate contracts | $8,607,000 | 74 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $8,607,000 | 70 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 177 |
| Notional value of other swaps | $0 | 87 |
| Futures and forward contracts | $0 | 30 |
| Written option contracts | $0 | 127 |
| Purchased option contracts | $0 | 93 |
| 2005-12-31 | Rank | |
| Derivatives | $312,163,000 | 134 |
| Notional amount of credit derivatives | $0 | 38 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 33 |
| Interest rate contracts | $303,556,000 | 130 |
| Notional value of interest rate swaps | $239,897,000 | 119 |
| Futures and forward contracts | $38,711,000 | 84 |
| Written option contracts | $24,948,000 | 110 |
| Purchased option contracts | $0 | 157 |
| Foreign exchange rate contracts | $8,607,000 | 70 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $8,607,000 | 64 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 170 |
| Notional value of other swaps | $0 | 84 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $0 | 117 |
| Purchased option contracts | $0 | 94 |
| 2005-09-30 | Rank | |
| Derivatives | $364,799,000 | 126 |
| Notional amount of credit derivatives | $0 | 39 |
| Bank is guarantor | $0 | 28 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $345,252,000 | 124 |
| Notional value of interest rate swaps | $237,907,000 | 121 |
| Futures and forward contracts | $57,956,000 | 82 |
| Written option contracts | $49,389,000 | 87 |
| Purchased option contracts | $0 | 141 |
| Foreign exchange rate contracts | $19,547,000 | 60 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $19,547,000 | 57 |
| Spot foreign exchange rate contracts | $0 | 79 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 166 |
| Notional value of other swaps | $0 | 76 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 118 |
| Purchased option contracts | $0 | 91 |
| 2005-06-30 | Rank | |
| Derivatives | $393,908,000 | 119 |
| Notional amount of credit derivatives | $0 | 38 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $373,803,000 | 119 |
| Notional value of interest rate swaps | $237,729,000 | 117 |
| Futures and forward contracts | $69,243,000 | 77 |
| Written option contracts | $66,831,000 | 76 |
| Purchased option contracts | $0 | 117 |
| Foreign exchange rate contracts | $20,105,000 | 60 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $20,105,000 | 56 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 163 |
| Notional value of other swaps | $0 | 79 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $0 | 117 |
| Purchased option contracts | $0 | 88 |
| 2005-03-31 | Rank | |
| Derivatives | $356,213,000 | 119 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $336,460,000 | 118 |
| Notional value of interest rate swaps | $227,566,000 | 115 |
| Futures and forward contracts | $55,641,000 | 75 |
| Written option contracts | $53,253,000 | 74 |
| Purchased option contracts | $0 | 119 |
| Foreign exchange rate contracts | $19,753,000 | 61 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $19,753,000 | 57 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 152 |
| Notional value of other swaps | $0 | 80 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 113 |
| Purchased option contracts | $0 | 84 |
| 2004-12-31 | Rank | |
| Derivatives | $325,966,000 | 126 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $305,669,000 | 122 |
| Notional value of interest rate swaps | $218,980,000 | 117 |
| Futures and forward contracts | $41,951,000 | 78 |
| Written option contracts | $44,738,000 | 75 |
| Purchased option contracts | $0 | 114 |
| Foreign exchange rate contracts | $20,297,000 | 59 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $20,297,000 | 57 |
| Spot foreign exchange rate contracts | $0 | 74 |
| 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 | $352,344,000 | 120 |
| Notional amount of credit derivatives | $0 | 36 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $332,915,000 | 120 |
| Notional value of interest rate swaps | $224,900,000 | 118 |
| Futures and forward contracts | $49,447,000 | 86 |
| Written option contracts | $58,568,000 | 77 |
| Purchased option contracts | $0 | 120 |
| Foreign exchange rate contracts | $19,429,000 | 60 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $19,429,000 | 56 |
| Spot foreign exchange rate contracts | $0 | 80 |
| 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 | $318,801,000 | 127 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $300,232,000 | 122 |
| Notional value of interest rate swaps | $178,320,000 | 123 |
| Futures and forward contracts | $43,837,000 | 85 |
| Written option contracts | $58,075,000 | 73 |
| Purchased option contracts | $20,000,000 | 78 |
| Foreign exchange rate contracts | $18,569,000 | 63 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $18,569,000 | 59 |
| Spot foreign exchange rate contracts | $0 | 81 |
| 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 | $295,022,000 | 132 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $280,528,000 | 129 |
| Notional value of interest rate swaps | $177,344,000 | 122 |
| Futures and forward contracts | $83,184,000 | 78 |
| Written option contracts | $0 | 273 |
| Purchased option contracts | $20,000,000 | 73 |
| Foreign exchange rate contracts | $14,494,000 | 66 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $14,494,000 | 60 |
| Spot foreign exchange rate contracts | $0 | 78 |
| 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 | $235,865,000 | 137 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 29 |
| Interest rate contracts | $220,847,000 | 134 |
| Notional value of interest rate swaps | $159,000,000 | 129 |
| Futures and forward contracts | $41,847,000 | 85 |
| Written option contracts | $0 | 251 |
| Purchased option contracts | $20,000,000 | 73 |
| Foreign exchange rate contracts | $14,747,000 | 61 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $14,747,000 | 57 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $271,000 | 117 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $271,000 | 81 |
| Purchased option contracts | $0 | 71 |
| 2003-09-30 | Rank | |
| Derivatives | $269,958,000 | 141 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 28 |
| Interest rate contracts | $256,433,000 | 138 |
| Notional value of interest rate swaps | $174,000,000 | 126 |
| Futures and forward contracts | $62,433,000 | 76 |
| Written option contracts | $0 | 233 |
| Purchased option contracts | $20,000,000 | 72 |
| Foreign exchange rate contracts | $13,254,000 | 62 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $13,254,000 | 57 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $271,000 | 121 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $271,000 | 83 |
| Purchased option contracts | $0 | 70 |
| 2003-06-30 | Rank | |
| Derivatives | $375,580,000 | 125 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $362,065,000 | 120 |
| Notional value of interest rate swaps | $100,000,000 | 141 |
| Futures and forward contracts | $242,065,000 | 59 |
| Written option contracts | $0 | 209 |
| Purchased option contracts | $20,000,000 | 79 |
| Foreign exchange rate contracts | $13,254,000 | 64 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $13,254,000 | 59 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $261,000 | 113 |
| Notional value of other swaps | $0 | 68 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $261,000 | 78 |
| Purchased option contracts | $0 | 64 |
| 2003-03-31 | Rank | |
| Derivatives | $277,264,000 | 135 |
| Notional amount of credit derivatives | $0 | 33 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $277,003,000 | 131 |
| Notional value of interest rate swaps | $100,000,000 | 141 |
| Futures and forward contracts | $157,003,000 | 66 |
| Written option contracts | $0 | 168 |
| Purchased option contracts | $20,000,000 | 82 |
| Foreign exchange rate contracts | $0 | 110 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 27 |
| Contracts on other commodities and equities. | $261,000 | 103 |
| Notional value of other swaps | $0 | 65 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $261,000 | 65 |
| Purchased option contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Derivatives | $245,084,000 | 132 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 21 |
| Interest rate contracts | $244,790,000 | 125 |
| Notional value of interest rate swaps | $90,000,000 | 139 |
| Futures and forward contracts | $114,790,000 | 60 |
| Written option contracts | $0 | 138 |
| Purchased option contracts | $40,000,000 | 70 |
| Foreign exchange rate contracts | $33,000 | 104 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $33,000 | 97 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $261,000 | 92 |
| Notional value of other swaps | $0 | 53 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $261,000 | 57 |
| Purchased option contracts | $0 | 59 |
| 2001-12-31 | Rank | |
| Derivatives | $310,243,000 | 114 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 24 |
| Interest rate contracts | $310,082,000 | 109 |
| Notional value of interest rate swaps | $130,000,000 | 117 |
| Futures and forward contracts | $100,082,000 | 61 |
| Written option contracts | $10,000,000 | 77 |
| Purchased option contracts | $70,000,000 | 75 |
| Foreign exchange rate contracts | $161,000 | 102 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $161,000 | 94 |
| 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 | $559,158,000 | 109 |
| Notional amount of credit derivatives | $0 | 31 |
| Bank is guarantor | $0 | 24 |
| Bank is beneficiary | $0 | 19 |
| Interest rate contracts | $557,965,000 | 103 |
| Notional value of interest rate swaps | $190,000,000 | 122 |
| Futures and forward contracts | $17,965,000 | 69 |
| Written option contracts | $85,000,000 | 57 |
| Purchased option contracts | $265,000,000 | 54 |
| Foreign exchange rate contracts | $1,193,000 | 104 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,193,000 | 94 |
| 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 | $470,930,000 | 121 |
| Notional amount of credit derivatives | $0 | 27 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 15 |
| Interest rate contracts | $469,790,000 | 113 |
| Notional value of interest rate swaps | $100,000,000 | 157 |
| Futures and forward contracts | $9,790,000 | 88 |
| Written option contracts | $180,000,000 | 45 |
| Purchased option contracts | $180,000,000 | 60 |
| Foreign exchange rate contracts | $1,140,000 | 99 |
| Notional value of exchange swaps | $0 | 38 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,140,000 | 92 |
| 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 | $273,558,000 | 150 |
| Notional amount of credit derivatives | $0 | 24 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 16 |
| Interest rate contracts | $273,000,000 | 143 |
| Notional value of interest rate swaps | $130,000,000 | 144 |
| Futures and forward contracts | $0 | 151 |
| Written option contracts | $71,500,000 | 61 |
| Purchased option contracts | $71,500,000 | 92 |
| Foreign exchange rate contracts | $558,000 | 108 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $558,000 | 98 |
| 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 | $255,689,000 | 170 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $255,000,000 | 157 |
| Notional value of interest rate swaps | $170,000,000 | 141 |
| Futures and forward contracts | $0 | 177 |
| Written option contracts | $30,000,000 | 75 |
| Purchased option contracts | $55,000,000 | 108 |
| Foreign exchange rate contracts | $689,000 | 118 |
| Notional value of exchange swaps | $0 | 37 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $689,000 | 107 |
| 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 | $130,688,000 | 236 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $130,000,000 | 228 |
| Notional value of interest rate swaps | $105,000,000 | 193 |
| Futures and forward contracts | $0 | 134 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $25,000,000 | 156 |
| Foreign exchange rate contracts | $688,000 | 139 |
| Notional value of exchange swaps | $0 | 36 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $688,000 | 129 |
| 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 | $73,339,000 | 338 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $73,127,000 | 323 |
| Notional value of interest rate swaps | $23,127,000 | 368 |
| Futures and forward contracts | $0 | 149 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $50,000,000 | 143 |
| Foreign exchange rate contracts | $212,000 | 171 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $212,000 | 163 |
| 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 | $30,506,000 | 416 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $30,000,000 | 402 |
| Notional value of interest rate swaps | $30,000,000 | 367 |
| Futures and forward contracts | $0 | 164 |
| Written option contracts | $0 | 137 |
| Purchased option contracts | $0 | 280 |
| Foreign exchange rate contracts | $506,000 | 147 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $506,000 | 154 |
| 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 | $803,000 | 651 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $0 | 646 |
| Notional value of interest rate swaps | $0 | 543 |
| Futures and forward contracts | $0 | 179 |
| Written option contracts | $0 | 121 |
| Purchased option contracts | $0 | 236 |
| Foreign exchange rate contracts | $803,000 | 156 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $803,000 | 163 |
| 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 | $1,042,000 | 574 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $0 | 574 |
| Notional value of interest rate swaps | $0 | 497 |
| Futures and forward contracts | $0 | 150 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $0 | 202 |
| Foreign exchange rate contracts | $1,042,000 | 154 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,042,000 | 160 |
| 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 |