Bank of Boston Connecticut, Derivatives

1996-12-31Rank
Derivatives$170,000,000220
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$170,000,000213
Notional value of interest rate swaps$170,000,000172
Futures and forward contracts$0134
Written option contracts$0132
Purchased option contracts$0241
Foreign exchange rate contracts$0170
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$0162
Spot foreign exchange rate contracts$0127
Written option contracts$037
Purchased option contracts$041
Contracts on other commodities and equities.$044
Notional value of other swaps$016
Futures and forward contracts$019
Written option contracts$027
Purchased option contracts$026
1995-12-31Rank
Derivatives$660,666,000142
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$660,666,000137
Notional value of interest rate swaps$379,040,000145
Futures and forward contracts$0149
Written option contracts$0132
Purchased option contracts$281,626,00072
Foreign exchange rate contracts$0190
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0183
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$841,160,000136
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$841,160,000131
Notional value of interest rate swaps$389,845,000153
Futures and forward contracts$0164
Written option contracts$245,000132
Purchased option contracts$451,070,00062
Foreign exchange rate contracts$0190
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0196
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$947,405,000128
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$947,405,000121
Notional value of interest rate swaps$433,655,000138
Futures and forward contracts$0179
Written option contracts$39,438,00079
Purchased option contracts$474,312,00050
Foreign exchange rate contracts$0204
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0212
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$726,630,000117
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$726,630,000110
Notional value of interest rate swaps$372,560,000122
Futures and forward contracts$0150
Written option contracts$64,000,00060
Purchased option contracts$290,070,00047
Foreign exchange rate contracts$0229
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0237
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