Home > BayBank Boston > Derivatives
BayBank Boston, Derivatives
| 1994-12-31 | Rank | |
| Derivatives | $111,840,000 | 277 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $13,284,000 | 474 |
| Notional value of interest rate swaps | $2,200,000 | 509 |
| Futures and forward contracts | $11,084,000 | 99 |
| Written option contracts | $0 | 137 |
| Purchased option contracts | $0 | 280 |
| Foreign exchange rate contracts | $98,556,000 | 61 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $98,556,000 | 62 |
| 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 | $67,111,000 | 320 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $22,955,000 | 416 |
| Notional value of interest rate swaps | $570,000 | 535 |
| Futures and forward contracts | $22,385,000 | 100 |
| Written option contracts | $0 | 121 |
| Purchased option contracts | $0 | 236 |
| Foreign exchange rate contracts | $44,156,000 | 81 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $44,156,000 | 83 |
| 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 | $60,319,000 | 302 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $22,855,000 | 391 |
| Notional value of interest rate swaps | $10,320,000 | 389 |
| Futures and forward contracts | $12,535,000 | 107 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $0 | 202 |
| Foreign exchange rate contracts | $37,464,000 | 85 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $37,464,000 | 90 |
| 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 |