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Bank IV, Derivatives

1995-12-31Rank
Derivatives$81,249,000317
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$80,744,000303
Notional value of interest rate swaps$51,000,000303
Futures and forward contracts$29,744,000100
Written option contracts$0132
Purchased option contracts$0296
Foreign exchange rate contracts$505,000157
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$505,000150
Spot foreign exchange rate contracts$0142
Written option contracts$044
Purchased option contracts$047
Contracts on other commodities and equities.$052
Notional value of other swaps$022
Futures and forward contracts$021
Written option contracts$026
Purchased option contracts$032
1994-12-31Rank
Derivatives$163,555,000243
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$162,697,000233
Notional value of interest rate swaps$151,000,000208
Futures and forward contracts$11,697,00098
Written option contracts$0137
Purchased option contracts$0280
Foreign exchange rate contracts$858,000139
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$858,000146
Spot foreign exchange rate contractsNANA
Written option contracts$036
Purchased option contracts$042
Contracts on other commodities and equities.$052
Notional value of other swaps$016
Futures and forward contracts$020
Written option contracts$017
Purchased option contracts$027
1993-12-31Rank
Derivatives$263,497,000187
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$261,780,000180
Notional value of interest rate swaps$251,000,000165
Futures and forward contracts$10,780,000112
Written option contracts$0121
Purchased option contracts$0236
Foreign exchange rate contracts$1,717,000141
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$1,717,000148
Spot foreign exchange rate contractsNANA
Written option contracts$039
Purchased option contracts$040
Contracts on other commodities and equities.$046
Notional value of other swaps$015
Futures and forward contracts$020
Written option contracts$015
Purchased option contracts$024
1992-12-31Rank
Derivatives$7,287,000486
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$7,220,000468
Notional value of interest rate swaps$1,000,000484
Futures and forward contracts$6,220,000117
Written option contracts$0109
Purchased option contracts$0202
Foreign exchange rate contracts$67,000213
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$67,000222
Spot foreign exchange rate contractsNANA
Written option contracts$043
Purchased option contracts$041
Contracts on other commodities and equities.$032
Notional value of other swaps$012
Futures and forward contracts$019
Written option contracts$015
Purchased option contracts$013