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Bucks County Bank and Trust Company, Derivatives
1993-12-31 | Rank | |
Derivatives | $249,000,000 | 194 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $249,000,000 | 185 |
Notional value of interest rate swaps | $235,000,000 | 171 |
Futures and forward contracts | $0 | 179 |
Written option contracts | $0 | 121 |
Purchased option contracts | $14,000,000 | 145 |
Foreign exchange rate contracts | $0 | 204 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 212 |
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 | $420,400,000 | 136 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $420,400,000 | 129 |
Notional value of interest rate swaps | $406,400,000 | 116 |
Futures and forward contracts | $10,000,000 | 110 |
Written option contracts | $0 | 109 |
Purchased option contracts | $4,000,000 | 178 |
Foreign exchange rate contracts | $0 | 229 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 237 |
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 |