Home > Citizens Bank New Hampshire > Derivatives
Citizens Bank New Hampshire, Derivatives
| 2007-06-30 | Rank | |
| Derivatives | $2,316,480,000 | 62 |
| Notional amount of credit derivatives | $70,000 | 49 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $70,000 | 36 |
| Interest rate contracts | $2,316,410,000 | 58 |
| Notional value of interest rate swaps | $2,283,618,000 | 54 |
| Futures and forward contracts | $0 | 460 |
| Written option contracts | $16,396,000 | 150 |
| Purchased option contracts | $16,396,000 | 155 |
| 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 | $2,263,580,000 | 63 |
| Notional amount of credit derivatives | $50,000 | 53 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $50,000 | 36 |
| Interest rate contracts | $2,263,530,000 | 60 |
| Notional value of interest rate swaps | $2,229,526,000 | 55 |
| Futures and forward contracts | $0 | 444 |
| Written option contracts | $17,002,000 | 133 |
| Purchased option contracts | $17,002,000 | 154 |
| 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 | $2,297,010,000 | 63 |
| Notional amount of credit derivatives | $67,000 | 46 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $67,000 | 35 |
| Interest rate contracts | $2,296,943,000 | 60 |
| Notional value of interest rate swaps | $2,270,209,000 | 56 |
| Futures and forward contracts | $0 | 427 |
| Written option contracts | $13,367,000 | 144 |
| Purchased option contracts | $13,367,000 | 157 |
| 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 | $2,010,207,000 | 68 |
| Notional amount of credit derivatives | $71,000 | 45 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $71,000 | 34 |
| Interest rate contracts | $2,008,604,000 | 65 |
| Notional value of interest rate swaps | $1,967,168,000 | 58 |
| Futures and forward contracts | $0 | 430 |
| Written option contracts | $20,718,000 | 127 |
| Purchased option contracts | $20,718,000 | 130 |
| Foreign exchange rate contracts | $1,532,000 | 81 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,532,000 | 75 |
| Spot foreign exchange rate contracts | $1,532,000 | 54 |
| 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 | $1,943,397,000 | 70 |
| Notional amount of credit derivatives | $130,000 | 39 |
| Bank is guarantor | $0 | 26 |
| Bank is beneficiary | $130,000 | 34 |
| Interest rate contracts | $1,940,092,000 | 65 |
| Notional value of interest rate swaps | $1,898,868,000 | 60 |
| Futures and forward contracts | $0 | 416 |
| Written option contracts | $20,612,000 | 129 |
| Purchased option contracts | $20,612,000 | 121 |
| Foreign exchange rate contracts | $3,175,000 | 78 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $3,175,000 | 70 |
| Spot foreign exchange rate contracts | $3,175,000 | 48 |
| 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 | $1,978,963,000 | 69 |
| Notional amount of credit derivatives | $106,000 | 37 |
| Bank is guarantor | $0 | 27 |
| Bank is beneficiary | $106,000 | 34 |
| Interest rate contracts | $1,836,696,000 | 66 |
| Notional value of interest rate swaps | $1,784,476,000 | 60 |
| Futures and forward contracts | $0 | 407 |
| Written option contracts | $26,110,000 | 116 |
| Purchased option contracts | $26,110,000 | 105 |
| Foreign exchange rate contracts | $142,161,000 | 43 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $142,161,000 | 40 |
| Spot foreign exchange rate contracts | $2,059,000 | 51 |
| 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 | $1,773,426,000 | 71 |
| Notional amount of credit derivatives | $65,000 | 37 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $65,000 | 32 |
| Interest rate contracts | $1,625,565,000 | 69 |
| Notional value of interest rate swaps | $1,565,149,000 | 66 |
| Futures and forward contracts | $0 | 388 |
| Written option contracts | $30,208,000 | 99 |
| Purchased option contracts | $30,208,000 | 88 |
| Foreign exchange rate contracts | $147,796,000 | 40 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $147,796,000 | 38 |
| Spot foreign exchange rate contracts | $5,537,000 | 43 |
| 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 | $1,586,719,000 | 73 |
| Notional amount of credit derivatives | $40,000 | 37 |
| Bank is guarantor | $0 | 28 |
| Bank is beneficiary | $40,000 | 30 |
| Interest rate contracts | $1,336,779,000 | 73 |
| Notional value of interest rate swaps | $1,292,449,000 | 67 |
| Futures and forward contracts | $0 | 355 |
| Written option contracts | $22,165,000 | 127 |
| Purchased option contracts | $22,165,000 | 87 |
| Foreign exchange rate contracts | $249,900,000 | 38 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $249,900,000 | 35 |
| Spot foreign exchange rate contracts | $17,362,000 | 37 |
| 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 | $1,363,929,000 | 75 |
| Notional amount of credit derivatives | $7,000 | 37 |
| Bank is guarantor | $7,000 | 24 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $1,140,451,000 | 75 |
| Notional value of interest rate swaps | $1,094,821,000 | 68 |
| Futures and forward contracts | $0 | 325 |
| Written option contracts | $22,815,000 | 127 |
| Purchased option contracts | $22,815,000 | 73 |
| Foreign exchange rate contracts | $223,471,000 | 39 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $223,471,000 | 37 |
| Spot foreign exchange rate contracts | $5,375,000 | 45 |
| 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 | $1,220,564,000 | 80 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $1,003,666,000 | 80 |
| Notional value of interest rate swaps | $836,486,000 | 78 |
| Futures and forward contracts | $0 | 283 |
| Written option contracts | $83,590,000 | 60 |
| Purchased option contracts | $83,590,000 | 49 |
| Foreign exchange rate contracts | $216,898,000 | 39 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $216,898,000 | 37 |
| Spot foreign exchange rate contracts | $999,000 | 53 |
| 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 | $1,309,552,000 | 77 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $1,001,079,000 | 79 |
| Notional value of interest rate swaps | $829,351,000 | 77 |
| Futures and forward contracts | $0 | 272 |
| Written option contracts | $85,864,000 | 57 |
| Purchased option contracts | $85,864,000 | 51 |
| Foreign exchange rate contracts | $308,473,000 | 37 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $308,473,000 | 36 |
| Spot foreign exchange rate contracts | $43,220,000 | 29 |
| 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 | $911,934,000 | 91 |
| Notional amount of credit derivatives | $0 | 36 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $721,520,000 | 94 |
| Notional value of interest rate swaps | $667,892,000 | 86 |
| Futures and forward contracts | $0 | 268 |
| Written option contracts | $26,814,000 | 102 |
| Purchased option contracts | $26,814,000 | 69 |
| Foreign exchange rate contracts | $190,414,000 | 42 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $190,414,000 | 41 |
| Spot foreign exchange rate contracts | $1,383,000 | 54 |
| 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 | $996,422,000 | 86 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $790,843,000 | 87 |
| Notional value of interest rate swaps | $615,864,000 | 87 |
| Futures and forward contracts | $0 | 251 |
| Written option contracts | $20,525,000 | 110 |
| Purchased option contracts | $154,454,000 | 46 |
| Foreign exchange rate contracts | $205,579,000 | 42 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $205,579,000 | 40 |
| Spot foreign exchange rate contracts | $76,000 | 71 |
| 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 | $948,530,000 | 87 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $693,873,000 | 94 |
| Notional value of interest rate swaps | $637,547,000 | 85 |
| Futures and forward contracts | $0 | 237 |
| Written option contracts | $28,163,000 | 100 |
| Purchased option contracts | $28,163,000 | 68 |
| Foreign exchange rate contracts | $254,657,000 | 41 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $254,657,000 | 39 |
| Spot foreign exchange rate contracts | $16,499,000 | 40 |
| 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 | $1,154,778,000 | 77 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 29 |
| Interest rate contracts | $715,633,000 | 87 |
| Notional value of interest rate swaps | $621,909,000 | 84 |
| Futures and forward contracts | $25,000,000 | 97 |
| Written option contracts | $34,362,000 | 78 |
| Purchased option contracts | $34,362,000 | 59 |
| Foreign exchange rate contracts | $439,145,000 | 35 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $439,145,000 | 30 |
| Spot foreign exchange rate contracts | $50,731,000 | 28 |
| 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 | $869,077,000 | 83 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 28 |
| Interest rate contracts | $575,165,000 | 93 |
| Notional value of interest rate swaps | $536,103,000 | 85 |
| Futures and forward contracts | $0 | 219 |
| Written option contracts | $19,531,000 | 105 |
| Purchased option contracts | $19,531,000 | 83 |
| Foreign exchange rate contracts | $293,912,000 | 39 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $293,912,000 | 35 |
| 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 | $838,683,000 | 94 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $474,387,000 | 111 |
| Notional value of interest rate swaps | $434,955,000 | 88 |
| Futures and forward contracts | $0 | 197 |
| Written option contracts | $19,716,000 | 119 |
| Purchased option contracts | $19,716,000 | 89 |
| Foreign exchange rate contracts | $364,296,000 | 36 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $364,296,000 | 33 |
| Spot foreign exchange rate contracts | $2,401,000 | 48 |
| 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 | $830,982,000 | 94 |
| Notional amount of credit derivatives | $0 | 33 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $378,134,000 | 118 |
| Notional value of interest rate swaps | $338,368,000 | 100 |
| Futures and forward contracts | $0 | 175 |
| Written option contracts | $19,883,000 | 101 |
| Purchased option contracts | $19,883,000 | 92 |
| Foreign exchange rate contracts | $452,848,000 | 33 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $452,848,000 | 30 |
| Spot foreign exchange rate contracts | $39,083,000 | 32 |
| 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 | $747,561,000 | 94 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 21 |
| Interest rate contracts | $402,515,000 | 107 |
| Notional value of interest rate swaps | $362,453,000 | 92 |
| Futures and forward contracts | $0 | 158 |
| Written option contracts | $20,031,000 | 91 |
| Purchased option contracts | $20,031,000 | 84 |
| Foreign exchange rate contracts | $345,046,000 | 34 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $345,046,000 | 29 |
| Spot foreign exchange rate contracts | $10,780,000 | 34 |
| 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 | $732,297,000 | 95 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 24 |
| Interest rate contracts | $565,583,000 | 93 |
| Notional value of interest rate swaps | $464,383,000 | 85 |
| Futures and forward contracts | $101,200,000 | 60 |
| Written option contracts | $0 | 91 |
| Purchased option contracts | $0 | 176 |
| Foreign exchange rate contracts | $166,714,000 | 42 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $166,714,000 | 39 |
| Spot foreign exchange rate contracts | $12,154,000 | 37 |
| 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 |
| 2000-12-31 | Rank | |
| Derivatives | $180,000,000 | 149 |
| Notional amount of credit derivatives | $0 | 31 |
| Bank is guarantor | $0 | 24 |
| Bank is beneficiary | $0 | 19 |
| Interest rate contracts | $180,000,000 | 141 |
| Notional value of interest rate swaps | $180,000,000 | 123 |
| Futures and forward contracts | $0 | 127 |
| Written option contracts | $0 | 98 |
| Purchased option contracts | $0 | 204 |
| Foreign exchange rate contracts | $0 | 134 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 125 |
| Spot foreign exchange rate contracts | $0 | 90 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $0 | 66 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $0 | 49 |
| Purchased option contracts | $0 | 31 |
| 1999-12-31 | Rank | |
| Derivatives | $31,752,000 | 272 |
| Notional amount of credit derivatives | $0 | 27 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 15 |
| Interest rate contracts | $30,000,000 | 263 |
| Notional value of interest rate swaps | $30,000,000 | 214 |
| Futures and forward contracts | $0 | 135 |
| Written option contracts | $0 | 99 |
| Purchased option contracts | $0 | 208 |
| Foreign exchange rate contracts | $1,752,000 | 95 |
| Notional value of exchange swaps | $0 | 38 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,752,000 | 88 |
| Spot foreign exchange rate contracts | $0 | 87 |
| Written option contracts | $0 | 35 |
| Purchased option contracts | $0 | 36 |
| Contracts on other commodities and equities. | $0 | 60 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $0 | 10 |
| Written option contracts | $0 | 47 |
| Purchased option contracts | $0 | 32 |
| 1998-12-31 | Rank | |
| Derivatives | $130,000,000 | 190 |
| Notional amount of credit derivatives | $0 | 24 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 16 |
| Interest rate contracts | $130,000,000 | 183 |
| Notional value of interest rate swaps | $80,000,000 | 166 |
| Futures and forward contracts | $50,000,000 | 81 |
| Written option contracts | $0 | 98 |
| Purchased option contracts | $0 | 228 |
| Foreign exchange rate contracts | $0 | 135 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 127 |
| Spot foreign exchange rate contracts | $0 | 101 |
| Written option contracts | $0 | 37 |
| Purchased option contracts | $0 | 39 |
| Contracts on other commodities and equities. | $0 | 57 |
| Notional value of other swaps | $0 | 22 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 40 |
| Purchased option contracts | $0 | 27 |
| 1997-12-31 | Rank | |
| Derivatives | $307,526,000 | 157 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $305,000,000 | 147 |
| Notional value of interest rate swaps | $80,000,000 | 168 |
| Futures and forward contracts | $25,000,000 | 95 |
| Written option contracts | $100,000,000 | 62 |
| Purchased option contracts | $100,000,000 | 88 |
| Foreign exchange rate contracts | $2,526,000 | 108 |
| Notional value of exchange swaps | $0 | 37 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,526,000 | 96 |
| Spot foreign exchange rate contracts | $0 | 110 |
| Written option contracts | $0 | 41 |
| Purchased option contracts | $0 | 43 |
| Contracts on other commodities and equities. | $0 | 44 |
| Notional value of other swaps | $0 | 18 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 27 |
| 1996-12-31 | Rank | |
| Derivatives | $971,000 | 522 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $0 | 508 |
| Notional value of interest rate swaps | $0 | 389 |
| Futures and forward contracts | $0 | 134 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $0 | 241 |
| Foreign exchange rate contracts | $971,000 | 133 |
| Notional value of exchange swaps | $0 | 36 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $971,000 | 123 |
| Spot foreign exchange rate contracts | $0 | 127 |
| Written option contracts | $0 | 37 |
| Purchased option contracts | $0 | 41 |
| Contracts on other commodities and equities. | $0 | 44 |
| Notional value of other swaps | $0 | 16 |
| Futures and forward contracts | $0 | 19 |
| Written option contracts | $0 | 27 |
| Purchased option contracts | $0 | 26 |
| 1995-12-31 | Rank | |
| Derivatives | $45,765,000 | 376 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $36,700,000 | 377 |
| Notional value of interest rate swaps | $35,000,000 | 328 |
| Futures and forward contracts | $1,700,000 | 136 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $0 | 296 |
| Foreign exchange rate contracts | $9,065,000 | 121 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $9,065,000 | 116 |
| Spot foreign exchange rate contracts | $322,000 | 109 |
| Written option contracts | $0 | 44 |
| Purchased option contracts | $0 | 47 |
| Contracts on other commodities and equities. | $0 | 52 |
| Notional value of other swaps | $0 | 22 |
| Futures and forward contracts | $0 | 21 |
| Written option contracts | $0 | 26 |
| Purchased option contracts | $0 | 32 |
| 1994-12-31 | Rank | |
| Derivatives | $23,333,000 | 443 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $10,300,000 | 488 |
| Notional value of interest rate swaps | $0 | 530 |
| Futures and forward contracts | $10,300,000 | 101 |
| Written option contracts | $0 | 137 |
| Purchased option contracts | $0 | 280 |
| Foreign exchange rate contracts | $13,033,000 | 101 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $13,033,000 | 108 |
| 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 | $45,380,000 | 367 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $42,000,000 | 362 |
| Notional value of interest rate swaps | $42,000,000 | 322 |
| Futures and forward contracts | $0 | 179 |
| Written option contracts | $0 | 121 |
| Purchased option contracts | $0 | 236 |
| Foreign exchange rate contracts | $3,380,000 | 130 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $3,380,000 | 138 |
| 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 | $81,367,000 | 275 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $72,000,000 | 272 |
| Notional value of interest rate swaps | $72,000,000 | 244 |
| Futures and forward contracts | $0 | 150 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $0 | 202 |
| Foreign exchange rate contracts | $9,367,000 | 112 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $7,467,000 | 122 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $950,000 | 38 |
| Purchased option contracts | $950,000 | 38 |
| 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 |