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BCH-USA, Derivatives

2000-12-31Rank
Derivatives$0481
Notional amount of credit derivatives$031
Bank is guarantor$024
Bank is beneficiary$019
Interest rate contracts$0427
Notional value of interest rate swaps$0286
Futures and forward contracts$0127
Written option contracts$098
Purchased option contracts$0204
Foreign exchange rate contracts$0134
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$0125
Spot foreign exchange rate contracts$090
Written option contracts$028
Purchased option contracts$029
Contracts on other commodities and equities.$066
Notional value of other swaps$024
Futures and forward contracts$012
Written option contracts$049
Purchased option contracts$031
1999-12-31Rank
Derivatives$0488
Notional amount of credit derivatives$027
Bank is guarantor$023
Bank is beneficiary$015
Interest rate contracts$0447
Notional value of interest rate swaps$0316
Futures and forward contracts$0135
Written option contracts$099
Purchased option contracts$0208
Foreign exchange rate contracts$0125
Notional value of exchange swaps$038
Commitments to purchase foreign currencies & U.S. dollar exchange$0120
Spot foreign exchange rate contracts$087
Written option contracts$035
Purchased option contracts$036
Contracts on other commodities and equities.$060
Notional value of other swaps$024
Futures and forward contracts$010
Written option contracts$047
Purchased option contracts$032
1998-12-31Rank
Derivatives$52,342,000247
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$52,257,000238
Notional value of interest rate swaps$52,257,000181
Futures and forward contracts$0151
Written option contracts$098
Purchased option contracts$0228
Foreign exchange rate contracts$85,000122
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$85,000114
Spot foreign exchange rate contracts$0101
Written option contracts$037
Purchased option contracts$039
Contracts on other commodities and equities.$057
Notional value of other swaps$022
Futures and forward contracts$013
Written option contracts$040
Purchased option contracts$027
1997-12-31Rank
Derivatives$130,900,000187
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$125,900,000180
Notional value of interest rate swaps$125,900,000150
Futures and forward contracts$0177
Written option contracts$0109
Purchased option contracts$0240
Foreign exchange rate contracts$5,000,000100
Notional value of exchange swaps$5,000,00032
Commitments to purchase foreign currencies & U.S. dollar exchange$0140
Spot foreign exchange rate contracts$0110
Written option contracts$041
Purchased option contracts$043
Contracts on other commodities and equities.$044
Notional value of other swaps$018
Futures and forward contracts$017
Written option contracts$028
Purchased option contracts$027
1996-12-31Rank
Derivatives$182,654,000214
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$175,720,000207
Notional value of interest rate swaps$175,720,000170
Futures and forward contracts$0134
Written option contracts$0132
Purchased option contracts$0241
Foreign exchange rate contracts$6,934,000113
Notional value of exchange swaps$5,000,00032
Commitments to purchase foreign currencies & U.S. dollar exchange$1,934,000116
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$229,782,000214
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$224,782,000206
Notional value of interest rate swaps$224,782,000177
Futures and forward contracts$0149
Written option contracts$0132
Purchased option contracts$0296
Foreign exchange rate contracts$5,000,000126
Notional value of exchange swaps$5,000,00030
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$268,359,000203
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$258,360,000198
Notional value of interest rate swaps$258,360,000172
Futures and forward contracts$0164
Written option contracts$0137
Purchased option contracts$0280
Foreign exchange rate contracts$9,999,000108
Notional value of exchange swaps$5,000,00026
Commitments to purchase foreign currencies & U.S. dollar exchange$4,999,000123
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$50,000,000349
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$45,000,000355
Notional value of interest rate swaps$45,000,000313
Futures and forward contracts$0179
Written option contracts$0121
Purchased option contracts$0236
Foreign exchange rate contracts$5,000,000123
Notional value of exchange swaps$5,000,00026
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$0651
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0574
Notional value of interest rate swaps$0497
Futures and forward contracts$0150
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