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BayBank, Derivatives

1996-12-31Rank
Derivatives$22,950,000369
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$22,950,000360
Notional value of interest rate swaps$0389
Futures and forward contracts$22,950,00094
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$279,013,000203
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$95,435,000281
Notional value of interest rate swaps$23,917,000366
Futures and forward contracts$71,518,00082
Written option contracts$0132
Purchased option contracts$0296
Foreign exchange rate contracts$183,578,00057
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$182,306,00053
Spot foreign exchange rate contracts$7,064,00061
Written option contracts$136,00043
Purchased option contracts$1,136,00043
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$27,548,000424
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$27,548,000409
Notional value of interest rate swaps$2,775,000505
Futures and forward contracts$6,373,000114
Written option contracts$9,200,000109
Purchased option contracts$9,200,000230
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$155,920,000220
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$155,920,000210
Notional value of interest rate swaps$8,870,000448
Futures and forward contracts$147,050,00071
Written option contracts$0121
Purchased option contracts$0236
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$255,792,000171
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$255,792,000162
Notional value of interest rate swaps$21,708,000341
Futures and forward contracts$234,084,00060
Written option contracts$0109
Purchased option contracts$0202
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