Bucks County Bank and Trust Company, Derivatives

1993-12-31Rank
Derivatives$249,000,000194
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$249,000,000185
Notional value of interest rate swaps$235,000,000171
Futures and forward contracts$0179
Written option contracts$0121
Purchased option contracts$14,000,000145
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$420,400,000136
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$420,400,000129
Notional value of interest rate swaps$406,400,000116
Futures and forward contracts$10,000,000110
Written option contracts$0109
Purchased option contracts$4,000,000178
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