Home > Citizens Bank of Connecticut > Derivatives
Citizens Bank of Connecticut, Derivatives
| 2007-06-30 | Rank | |
| Derivatives | $1,742,867,000 | 71 |
| Notional amount of credit derivatives | $0 | 52 |
| Bank is guarantor | $0 | 39 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $1,742,867,000 | 65 |
| Notional value of interest rate swaps | $1,685,703,000 | 58 |
| Futures and forward contracts | $0 | 460 |
| Written option contracts | $28,582,000 | 107 |
| Purchased option contracts | $28,582,000 | 128 |
| 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 | $1,677,177,000 | 73 |
| Notional amount of credit derivatives | $0 | 54 |
| Bank is guarantor | $0 | 40 |
| Bank is beneficiary | $0 | 37 |
| Interest rate contracts | $1,677,177,000 | 70 |
| Notional value of interest rate swaps | $1,628,017,000 | 61 |
| Futures and forward contracts | $0 | 444 |
| Written option contracts | $24,580,000 | 111 |
| Purchased option contracts | $24,580,000 | 133 |
| 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 | $1,612,122,000 | 78 |
| Notional amount of credit derivatives | $0 | 48 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $0 | 36 |
| Interest rate contracts | $1,612,122,000 | 74 |
| Notional value of interest rate swaps | $1,571,884,000 | 62 |
| Futures and forward contracts | $0 | 427 |
| Written option contracts | $20,119,000 | 117 |
| Purchased option contracts | $20,119,000 | 135 |
| 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 | $1,431,397,000 | 80 |
| Notional amount of credit derivatives | $0 | 47 |
| Bank is guarantor | $0 | 34 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $1,428,857,000 | 76 |
| Notional value of interest rate swaps | $1,399,363,000 | 67 |
| Futures and forward contracts | $0 | 430 |
| Written option contracts | $14,747,000 | 152 |
| Purchased option contracts | $14,747,000 | 152 |
| Foreign exchange rate contracts | $2,540,000 | 77 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,540,000 | 71 |
| Spot foreign exchange rate contracts | $2,540,000 | 48 |
| 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 | $1,307,517,000 | 87 |
| Notional amount of credit derivatives | $0 | 41 |
| Bank is guarantor | $0 | 26 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $1,304,173,000 | 82 |
| Notional value of interest rate swaps | $1,282,237,000 | 73 |
| Futures and forward contracts | $0 | 416 |
| Written option contracts | $10,968,000 | 178 |
| Purchased option contracts | $10,968,000 | 137 |
| Foreign exchange rate contracts | $3,344,000 | 76 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $3,344,000 | 68 |
| Spot foreign exchange rate contracts | $3,344,000 | 46 |
| 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 | $1,236,342,000 | 87 |
| Notional amount of credit derivatives | $0 | 41 |
| Bank is guarantor | $0 | 27 |
| Bank is beneficiary | $0 | 35 |
| Interest rate contracts | $1,213,242,000 | 81 |
| Notional value of interest rate swaps | $1,191,130,000 | 73 |
| Futures and forward contracts | $0 | 407 |
| Written option contracts | $11,056,000 | 168 |
| Purchased option contracts | $11,056,000 | 131 |
| Foreign exchange rate contracts | $23,100,000 | 59 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $23,100,000 | 57 |
| Spot foreign exchange rate contracts | $11,018,000 | 41 |
| 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 | $1,231,009,000 | 85 |
| Notional amount of credit derivatives | $0 | 38 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 33 |
| Interest rate contracts | $1,202,102,000 | 83 |
| Notional value of interest rate swaps | $1,179,824,000 | 73 |
| Futures and forward contracts | $0 | 388 |
| Written option contracts | $11,139,000 | 160 |
| Purchased option contracts | $11,139,000 | 119 |
| Foreign exchange rate contracts | $28,907,000 | 57 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $28,907,000 | 55 |
| Spot foreign exchange rate contracts | $614,000 | 55 |
| 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 | $1,134,003,000 | 82 |
| Notional amount of credit derivatives | $0 | 39 |
| Bank is guarantor | $0 | 28 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $1,127,978,000 | 80 |
| Notional value of interest rate swaps | $1,105,534,000 | 72 |
| Futures and forward contracts | $0 | 355 |
| Written option contracts | $11,222,000 | 164 |
| Purchased option contracts | $11,222,000 | 103 |
| Foreign exchange rate contracts | $6,025,000 | 71 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $6,025,000 | 67 |
| Spot foreign exchange rate contracts | $1,630,000 | 49 |
| 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 | $1,113,308,000 | 81 |
| Notional amount of credit derivatives | $0 | 38 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $1,093,795,000 | 77 |
| Notional value of interest rate swaps | $1,071,185,000 | 69 |
| Futures and forward contracts | $0 | 325 |
| Written option contracts | $11,305,000 | 168 |
| Purchased option contracts | $11,305,000 | 86 |
| Foreign exchange rate contracts | $19,513,000 | 61 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $19,513,000 | 57 |
| Spot foreign exchange rate contracts | $413,000 | 60 |
| 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 | $959,318,000 | 86 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $958,302,000 | 82 |
| Notional value of interest rate swaps | $935,526,000 | 75 |
| Futures and forward contracts | $0 | 283 |
| Written option contracts | $11,388,000 | 130 |
| Purchased option contracts | $11,388,000 | 88 |
| Foreign exchange rate contracts | $1,016,000 | 86 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,016,000 | 82 |
| Spot foreign exchange rate contracts | $936,000 | 55 |
| 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 | $803,702,000 | 92 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $803,702,000 | 89 |
| Notional value of interest rate swaps | $780,770,000 | 81 |
| Futures and forward contracts | $0 | 272 |
| Written option contracts | $11,466,000 | 120 |
| Purchased option contracts | $11,466,000 | 84 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| 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 | $777,998,000 | 96 |
| Notional amount of credit derivatives | $0 | 36 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $777,805,000 | 91 |
| Notional value of interest rate swaps | $736,718,000 | 85 |
| Futures and forward contracts | $0 | 268 |
| Written option contracts | $20,518,000 | 114 |
| Purchased option contracts | $20,569,000 | 78 |
| Foreign exchange rate contracts | $193,000 | 101 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $193,000 | 97 |
| Spot foreign exchange rate contracts | $1,000 | 78 |
| 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 | $791,586,000 | 95 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $787,329,000 | 88 |
| Notional value of interest rate swaps | $706,085,000 | 84 |
| Futures and forward contracts | $0 | 251 |
| Written option contracts | $20,622,000 | 109 |
| Purchased option contracts | $60,622,000 | 59 |
| Foreign exchange rate contracts | $4,257,000 | 77 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $4,257,000 | 69 |
| Spot foreign exchange rate contracts | $153,000 | 65 |
| 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 | $732,045,000 | 98 |
| Notional amount of credit derivatives | $71,000 | 34 |
| Bank is guarantor | $71,000 | 23 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $729,470,000 | 92 |
| Notional value of interest rate swaps | $688,122,000 | 81 |
| Futures and forward contracts | $0 | 237 |
| Written option contracts | $20,674,000 | 117 |
| Purchased option contracts | $20,674,000 | 72 |
| Foreign exchange rate contracts | $2,504,000 | 85 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,504,000 | 79 |
| 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 | $678,508,000 | 96 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 29 |
| Interest rate contracts | $674,023,000 | 92 |
| Notional value of interest rate swaps | $638,023,000 | 82 |
| Futures and forward contracts | $0 | 228 |
| Written option contracts | $18,000,000 | 98 |
| Purchased option contracts | $18,000,000 | 83 |
| Foreign exchange rate contracts | $4,485,000 | 74 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $4,485,000 | 68 |
| Spot foreign exchange rate contracts | $1,120,000 | 53 |
| 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 | $591,733,000 | 102 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 28 |
| Interest rate contracts | $588,468,000 | 92 |
| Notional value of interest rate swaps | $557,868,000 | 81 |
| Futures and forward contracts | $0 | 219 |
| Written option contracts | $15,300,000 | 111 |
| Purchased option contracts | $15,300,000 | 87 |
| Foreign exchange rate contracts | $3,265,000 | 78 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $3,265,000 | 71 |
| 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 | $666,025,000 | 105 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $663,752,000 | 96 |
| Notional value of interest rate swaps | $588,552,000 | 79 |
| Futures and forward contracts | $50,000,000 | 98 |
| Written option contracts | $12,600,000 | 132 |
| Purchased option contracts | $12,600,000 | 97 |
| Foreign exchange rate contracts | $2,273,000 | 82 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,273,000 | 74 |
| 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 | $561,419,000 | 110 |
| Notional amount of credit derivatives | $0 | 33 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $557,372,000 | 106 |
| Notional value of interest rate swaps | $535,772,000 | 87 |
| Futures and forward contracts | $0 | 175 |
| Written option contracts | $10,800,000 | 115 |
| Purchased option contracts | $10,800,000 | 100 |
| Foreign exchange rate contracts | $4,047,000 | 72 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $4,047,000 | 67 |
| Spot foreign exchange rate contracts | $0 | 81 |
| 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 | $577,419,000 | 103 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 21 |
| Interest rate contracts | $576,482,000 | 97 |
| Notional value of interest rate swaps | $558,482,000 | 85 |
| Futures and forward contracts | $0 | 158 |
| Written option contracts | $9,000,000 | 107 |
| Purchased option contracts | $9,000,000 | 119 |
| Foreign exchange rate contracts | $937,000 | 85 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $937,000 | 78 |
| 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 | $250,474,000 | 128 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 24 |
| Interest rate contracts | $250,474,000 | 121 |
| Notional value of interest rate swaps | $182,474,000 | 112 |
| Futures and forward contracts | $50,000,000 | 73 |
| Written option contracts | $9,000,000 | 81 |
| Purchased option contracts | $9,000,000 | 152 |
| 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 |
| 2000-12-31 | Rank | |
| Derivatives | $0 | 481 |
| Notional amount of credit derivatives | $0 | 31 |
| Bank is guarantor | $0 | 24 |
| Bank is beneficiary | $0 | 19 |
| Interest rate contracts | $0 | 427 |
| Notional value of interest rate swaps | $0 | 286 |
| 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 | $0 | 488 |
| Notional amount of credit derivatives | $0 | 27 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 15 |
| Interest rate contracts | $0 | 447 |
| Notional value of interest rate swaps | $0 | 316 |
| Futures and forward contracts | $0 | 135 |
| Written option contracts | $0 | 99 |
| Purchased option contracts | $0 | 208 |
| Foreign exchange rate contracts | $0 | 125 |
| Notional value of exchange swaps | $0 | 38 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 120 |
| 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 | $49,000,000 | 257 |
| Notional amount of credit derivatives | $0 | 24 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 16 |
| Interest rate contracts | $49,000,000 | 248 |
| Notional value of interest rate swaps | $25,000,000 | 221 |
| Futures and forward contracts | $24,000,000 | 95 |
| 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 | $125,000,000 | 191 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $125,000,000 | 181 |
| Notional value of interest rate swaps | $25,000,000 | 223 |
| Futures and forward contracts | $0 | 177 |
| Written option contracts | $50,000,000 | 67 |
| Purchased option contracts | $50,000,000 | 110 |
| Foreign exchange rate contracts | $0 | 150 |
| Notional value of exchange swaps | $0 | 37 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 140 |
| 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 | $0 | 549 |
| 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 | $0 | 170 |
| Notional value of exchange swaps | $0 | 36 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 162 |
| 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 | $0 | 628 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $0 | 577 |
| Notional value of interest rate swaps | $0 | 470 |
| Futures and forward contracts | $0 | 149 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $0 | 296 |
| Foreign exchange rate contracts | $0 | 190 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 183 |
| Spot foreign exchange rate contracts | $0 | 142 |
| 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 | $0 | 687 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $0 | 630 |
| Notional value of interest rate swaps | $0 | 530 |
| Futures and forward contracts | $0 | 164 |
| Written option contracts | $0 | 137 |
| Purchased option contracts | $0 | 280 |
| Foreign exchange rate contracts | $0 | 190 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 196 |
| 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 | $80,000,000 | 294 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $80,000,000 | 285 |
| Notional value of interest rate swaps | $0 | 543 |
| Futures and forward contracts | $0 | 179 |
| Written option contracts | $0 | 121 |
| Purchased option contracts | $80,000,000 | 90 |
| 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 | $0 | 651 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $0 | 574 |
| Notional value of interest rate swaps | $0 | 497 |
| Futures and forward contracts | $0 | 150 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $0 | 202 |
| 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 |