Home > Citizens Bank > Derivatives
Citizens Bank, Derivatives
| 2007-06-30 | Rank | |
| Derivatives | $223,094,000 | 151 |
| Notional amount of credit derivatives | $0 | 52 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $223,094,000 | 144 |
| Notional value of interest rate swaps | $223,094,000 | 115 |
| Futures and forward contracts | $0 | 460 |
| Written option contracts | $0 | 570 |
| Purchased option contracts | $0 | 190 |
| Foreign exchange rate contracts | $0 | 105 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 163 |
| Notional value of other swaps | $0 | 82 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 118 |
| Purchased option contracts | $0 | 83 |
| 2007-03-31 | Rank | |
| Derivatives | $225,394,000 | 150 |
| Notional amount of credit derivatives | $0 | 54 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $225,394,000 | 143 |
| Notional value of interest rate swaps | $225,394,000 | 115 |
| Futures and forward contracts | $0 | 444 |
| Written option contracts | $0 | 548 |
| Purchased option contracts | $0 | 191 |
| Foreign exchange rate contracts | $0 | 101 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 95 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 169 |
| Notional value of other swaps | $0 | 83 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $0 | 123 |
| Purchased option contracts | $0 | 88 |
| 2006-12-31 | Rank | |
| Derivatives | $207,905,000 | 154 |
| Notional amount of credit derivatives | $0 | 48 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $0 | 36 |
| Interest rate contracts | $207,905,000 | 147 |
| Notional value of interest rate swaps | $207,905,000 | 116 |
| Futures and forward contracts | $0 | 427 |
| Written option contracts | $0 | 518 |
| Purchased option contracts | $0 | 188 |
| Foreign exchange rate contracts | $0 | 104 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 98 |
| Spot foreign exchange rate contracts | $0 | 73 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 165 |
| Notional value of other swaps | $0 | 84 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $0 | 122 |
| Purchased option contracts | $0 | 86 |
| 2006-09-30 | Rank | |
| Derivatives | $214,028,000 | 155 |
| Notional amount of credit derivatives | $0 | 47 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $214,027,000 | 147 |
| Notional value of interest rate swaps | $214,027,000 | 120 |
| Futures and forward contracts | $0 | 430 |
| Written option contracts | $0 | 512 |
| Purchased option contracts | $0 | 185 |
| Foreign exchange rate contracts | $1,000 | 108 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,000 | 103 |
| Spot foreign exchange rate contracts | $1,000 | 75 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 173 |
| Notional value of other swaps | $0 | 85 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 130 |
| Purchased option contracts | $0 | 92 |
| 2006-06-30 | Rank | |
| Derivatives | $219,878,000 | 157 |
| Notional amount of credit derivatives | $0 | 41 |
| Bank is guarantor | $0 | 26 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $219,751,000 | 147 |
| Notional value of interest rate swaps | $219,751,000 | 122 |
| Futures and forward contracts | $0 | 416 |
| Written option contracts | $0 | 505 |
| Purchased option contracts | $0 | 168 |
| Foreign exchange rate contracts | $127,000 | 101 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $127,000 | 95 |
| Spot foreign exchange rate contracts | $127,000 | 70 |
| Written option contracts | $0 | 36 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 172 |
| Notional value of other swaps | $0 | 88 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $0 | 124 |
| Purchased option contracts | $0 | 90 |
| 2006-03-31 | Rank | |
| Derivatives | $131,068,000 | 181 |
| Notional amount of credit derivatives | $0 | 41 |
| Bank is guarantor | $0 | 27 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $119,573,000 | 183 |
| Notional value of interest rate swaps | $119,573,000 | 143 |
| Futures and forward contracts | $0 | 407 |
| Written option contracts | $0 | 497 |
| Purchased option contracts | $0 | 163 |
| Foreign exchange rate contracts | $11,495,000 | 71 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $11,495,000 | 67 |
| Spot foreign exchange rate contracts | $1,227,000 | 52 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 177 |
| Notional value of other swaps | $0 | 87 |
| Futures and forward contracts | $0 | 30 |
| Written option contracts | $0 | 127 |
| Purchased option contracts | $0 | 93 |
| 2005-12-31 | Rank | |
| Derivatives | $210,118,000 | 155 |
| Notional amount of credit derivatives | $0 | 38 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 33 |
| Interest rate contracts | $203,345,000 | 149 |
| Notional value of interest rate swaps | $119,345,000 | 145 |
| Futures and forward contracts | $0 | 388 |
| Written option contracts | $42,000,000 | 85 |
| Purchased option contracts | $42,000,000 | 79 |
| Foreign exchange rate contracts | $6,773,000 | 73 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $6,773,000 | 67 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 170 |
| Notional value of other swaps | $0 | 84 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $0 | 117 |
| Purchased option contracts | $0 | 94 |
| 2005-09-30 | Rank | |
| Derivatives | $208,533,000 | 161 |
| Notional amount of credit derivatives | $0 | 39 |
| Bank is guarantor | $0 | 28 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $194,845,000 | 158 |
| Notional value of interest rate swaps | $110,845,000 | 148 |
| Futures and forward contracts | $0 | 355 |
| Written option contracts | $42,000,000 | 95 |
| Purchased option contracts | $42,000,000 | 70 |
| Foreign exchange rate contracts | $13,688,000 | 65 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $13,688,000 | 60 |
| Spot foreign exchange rate contracts | $4,000 | 78 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 166 |
| Notional value of other swaps | $0 | 76 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 118 |
| Purchased option contracts | $0 | 91 |
| 2005-06-30 | Rank | |
| Derivatives | $198,728,000 | 158 |
| Notional amount of credit derivatives | $0 | 38 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $185,225,000 | 158 |
| Notional value of interest rate swaps | $101,225,000 | 151 |
| Futures and forward contracts | $0 | 325 |
| Written option contracts | $42,000,000 | 96 |
| Purchased option contracts | $42,000,000 | 62 |
| Foreign exchange rate contracts | $13,503,000 | 64 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $13,503,000 | 60 |
| Spot foreign exchange rate contracts | $1,327,000 | 51 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 163 |
| Notional value of other swaps | $0 | 79 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $0 | 117 |
| Purchased option contracts | $0 | 88 |
| 2005-03-31 | Rank | |
| Derivatives | $190,282,000 | 151 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $178,683,000 | 151 |
| Notional value of interest rate swaps | $94,683,000 | 154 |
| Futures and forward contracts | $0 | 283 |
| Written option contracts | $42,000,000 | 79 |
| Purchased option contracts | $42,000,000 | 59 |
| Foreign exchange rate contracts | $11,599,000 | 66 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $11,599,000 | 61 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 152 |
| Notional value of other swaps | $0 | 80 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 113 |
| Purchased option contracts | $0 | 84 |
| 2004-12-31 | Rank | |
| Derivatives | $165,574,000 | 158 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $154,581,000 | 157 |
| Notional value of interest rate swaps | $70,581,000 | 166 |
| Futures and forward contracts | $0 | 272 |
| Written option contracts | $42,000,000 | 78 |
| Purchased option contracts | $42,000,000 | 61 |
| Foreign exchange rate contracts | $10,993,000 | 67 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $10,993,000 | 63 |
| Spot foreign exchange rate contracts | $0 | 74 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 147 |
| Notional value of other swaps | $0 | 78 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 110 |
| Purchased option contracts | $0 | 79 |
| 2004-09-30 | Rank | |
| Derivatives | $156,277,000 | 160 |
| Notional amount of credit derivatives | $0 | 36 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $145,690,000 | 155 |
| Notional value of interest rate swaps | $61,690,000 | 171 |
| Futures and forward contracts | $0 | 268 |
| Written option contracts | $42,000,000 | 87 |
| Purchased option contracts | $42,000,000 | 66 |
| Foreign exchange rate contracts | $10,587,000 | 68 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $10,587,000 | 63 |
| Spot foreign exchange rate contracts | $0 | 80 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 148 |
| Notional value of other swaps | $0 | 75 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 112 |
| Purchased option contracts | $0 | 76 |
| 2004-06-30 | Rank | |
| Derivatives | $134,340,000 | 167 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $127,524,000 | 162 |
| Notional value of interest rate swaps | $43,524,000 | 198 |
| Futures and forward contracts | $0 | 251 |
| Written option contracts | $42,000,000 | 87 |
| Purchased option contracts | $42,000,000 | 65 |
| Foreign exchange rate contracts | $6,816,000 | 71 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $6,816,000 | 65 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 141 |
| Notional value of other swaps | $0 | 74 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 108 |
| Purchased option contracts | $0 | 75 |
| 2004-03-31 | Rank | |
| Derivatives | $128,086,000 | 174 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $121,424,000 | 167 |
| Notional value of interest rate swaps | $37,424,000 | 201 |
| Futures and forward contracts | $0 | 237 |
| Written option contracts | $42,000,000 | 86 |
| Purchased option contracts | $42,000,000 | 59 |
| Foreign exchange rate contracts | $6,662,000 | 74 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $6,662,000 | 70 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 134 |
| Notional value of other swaps | $0 | 71 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 102 |
| Purchased option contracts | $0 | 71 |
| 2003-12-31 | Rank | |
| Derivatives | $115,590,000 | 171 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 29 |
| Interest rate contracts | $115,590,000 | 162 |
| Notional value of interest rate swaps | $31,590,000 | 206 |
| Futures and forward contracts | $0 | 228 |
| Written option contracts | $42,000,000 | 72 |
| Purchased option contracts | $42,000,000 | 56 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 100 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 131 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 99 |
| Purchased option contracts | $0 | 71 |
| 2003-09-30 | Rank | |
| Derivatives | $113,501,000 | 180 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 28 |
| Interest rate contracts | $113,501,000 | 171 |
| Notional value of interest rate swaps | $29,501,000 | 213 |
| Futures and forward contracts | $0 | 219 |
| Written option contracts | $42,000,000 | 82 |
| Purchased option contracts | $42,000,000 | 55 |
| Foreign exchange rate contracts | $0 | 112 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 134 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 101 |
| Purchased option contracts | $0 | 70 |
| 2003-06-30 | Rank | |
| Derivatives | $111,401,000 | 187 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $111,401,000 | 179 |
| Notional value of interest rate swaps | $27,401,000 | 209 |
| Futures and forward contracts | $0 | 197 |
| Written option contracts | $42,000,000 | 93 |
| Purchased option contracts | $42,000,000 | 64 |
| Foreign exchange rate contracts | $0 | 111 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 130 |
| Notional value of other swaps | $0 | 68 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 96 |
| Purchased option contracts | $0 | 64 |
| 2003-03-31 | Rank | |
| Derivatives | $60,278,000 | 226 |
| Notional amount of credit derivatives | $0 | 33 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $60,257,000 | 217 |
| Notional value of interest rate swaps | $46,257,000 | 179 |
| Futures and forward contracts | $0 | 175 |
| Written option contracts | $7,000,000 | 126 |
| Purchased option contracts | $7,000,000 | 118 |
| Foreign exchange rate contracts | $21,000 | 105 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $21,000 | 99 |
| Spot foreign exchange rate contracts | $21,000 | 76 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 27 |
| Contracts on other commodities and equities. | $0 | 123 |
| Notional value of other swaps | $0 | 65 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $0 | 86 |
| Purchased option contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Derivatives | $2,400,000 | 437 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 21 |
| Interest rate contracts | $2,400,000 | 411 |
| Notional value of interest rate swaps | $2,400,000 | 277 |
| Futures and forward contracts | $0 | 158 |
| Written option contracts | $0 | 138 |
| Purchased option contracts | $0 | 146 |
| Foreign exchange rate contracts | $0 | 110 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 103 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 109 |
| Notional value of other swaps | $0 | 53 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $0 | 75 |
| Purchased option contracts | $0 | 59 |
| 2001-12-31 | Rank | |
| Derivatives | $0 | 450 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 24 |
| Interest rate contracts | $0 | 395 |
| Notional value of interest rate swaps | $0 | 263 |
| Futures and forward contracts | $0 | 140 |
| Written option contracts | $0 | 91 |
| Purchased option contracts | $0 | 176 |
| Foreign exchange rate contracts | $0 | 113 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
| Spot foreign exchange rate contracts | $0 | 79 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 28 |
| Contracts on other commodities and equities. | $0 | 73 |
| Notional value of other swaps | $0 | 28 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $0 | 44 |
| Purchased option contracts | $0 | 38 |