Home > Citizens Bank of Massachusetts > Derivatives
Citizens Bank of Massachusetts, Derivatives
| 2007-06-30 | Rank | |
| Derivatives | $12,838,928,000 | 39 |
| Notional amount of credit derivatives | $1,652,000 | 38 |
| Bank is guarantor | $1,264,000 | 28 |
| Bank is beneficiary | $388,000 | 35 |
| Interest rate contracts | $12,806,347,000 | 33 |
| Notional value of interest rate swaps | $12,575,481,000 | 26 |
| Futures and forward contracts | $0 | 460 |
| Written option contracts | $115,433,000 | 55 |
| Purchased option contracts | $115,433,000 | 57 |
| Foreign exchange rate contracts | $30,000,000 | 50 |
| Notional value of exchange swaps | $30,000,000 | 22 |
| 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. | $929,000 | 111 |
| Notional value of other swaps | $0 | 82 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 118 |
| Purchased option contracts | $929,000 | 40 |
| 2007-03-31 | Rank | |
| Derivatives | $12,694,609,000 | 40 |
| Notional amount of credit derivatives | $1,534,000 | 37 |
| Bank is guarantor | $1,229,000 | 27 |
| Bank is beneficiary | $305,000 | 35 |
| Interest rate contracts | $12,662,146,000 | 31 |
| Notional value of interest rate swaps | $12,461,590,000 | 27 |
| Futures and forward contracts | $0 | 444 |
| Written option contracts | $100,278,000 | 58 |
| Purchased option contracts | $100,278,000 | 61 |
| Foreign exchange rate contracts | $30,000,000 | 52 |
| Notional value of exchange swaps | $30,000,000 | 23 |
| 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. | $929,000 | 113 |
| Notional value of other swaps | $0 | 83 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $0 | 123 |
| Purchased option contracts | $929,000 | 46 |
| 2006-12-31 | Rank | |
| Derivatives | $11,953,562,000 | 41 |
| Notional amount of credit derivatives | $1,697,000 | 33 |
| Bank is guarantor | $1,292,000 | 23 |
| Bank is beneficiary | $405,000 | 33 |
| Interest rate contracts | $11,920,936,000 | 34 |
| Notional value of interest rate swaps | $11,710,956,000 | 26 |
| Futures and forward contracts | $0 | 427 |
| Written option contracts | $104,990,000 | 56 |
| Purchased option contracts | $104,990,000 | 60 |
| Foreign exchange rate contracts | $30,000,000 | 56 |
| Notional value of exchange swaps | $30,000,000 | 23 |
| 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. | $929,000 | 116 |
| Notional value of other swaps | $0 | 84 |
| Futures and forward contracts | $0 | 26 |
| Written option contracts | $0 | 122 |
| Purchased option contracts | $929,000 | 51 |
| 2006-09-30 | Rank | |
| Derivatives | $9,307,480,000 | 43 |
| Notional amount of credit derivatives | $1,742,000 | 33 |
| Bank is guarantor | $1,306,000 | 24 |
| Bank is beneficiary | $436,000 | 32 |
| Interest rate contracts | $9,246,737,000 | 39 |
| Notional value of interest rate swaps | $9,015,351,000 | 33 |
| Futures and forward contracts | $0 | 430 |
| Written option contracts | $115,693,000 | 54 |
| Purchased option contracts | $115,693,000 | 58 |
| Foreign exchange rate contracts | $58,072,000 | 50 |
| Notional value of exchange swaps | $30,000,000 | 21 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $28,072,000 | 54 |
| Spot foreign exchange rate contracts | $28,072,000 | 35 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $929,000 | 121 |
| Notional value of other swaps | $0 | 85 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 130 |
| Purchased option contracts | $929,000 | 51 |
| 2006-06-30 | Rank | |
| Derivatives | $8,445,816,000 | 45 |
| Notional amount of credit derivatives | $1,661,000 | 32 |
| Bank is guarantor | $842,000 | 22 |
| Bank is beneficiary | $819,000 | 30 |
| Interest rate contracts | $8,399,826,000 | 42 |
| Notional value of interest rate swaps | $8,236,156,000 | 36 |
| Futures and forward contracts | $0 | 416 |
| Written option contracts | $81,835,000 | 66 |
| Purchased option contracts | $81,835,000 | 63 |
| Foreign exchange rate contracts | $43,400,000 | 52 |
| Notional value of exchange swaps | $30,000,000 | 21 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $13,400,000 | 59 |
| Spot foreign exchange rate contracts | $13,400,000 | 40 |
| Written option contracts | $0 | 36 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $929,000 | 122 |
| Notional value of other swaps | $0 | 88 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $0 | 124 |
| Purchased option contracts | $929,000 | 53 |
| 2006-03-31 | Rank | |
| Derivatives | $9,171,940,000 | 42 |
| Notional amount of credit derivatives | $679,000 | 33 |
| Bank is guarantor | $32,000 | 24 |
| Bank is beneficiary | $647,000 | 30 |
| Interest rate contracts | $7,618,002,000 | 44 |
| Notional value of interest rate swaps | $7,495,762,000 | 36 |
| Futures and forward contracts | $0 | 407 |
| Written option contracts | $61,120,000 | 78 |
| Purchased option contracts | $61,120,000 | 70 |
| Foreign exchange rate contracts | $1,552,330,000 | 26 |
| Notional value of exchange swaps | $30,000,000 | 23 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,522,330,000 | 24 |
| Spot foreign exchange rate contracts | $16,981,000 | 36 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $929,000 | 120 |
| Notional value of other swaps | $0 | 87 |
| Futures and forward contracts | $0 | 30 |
| Written option contracts | $0 | 127 |
| Purchased option contracts | $929,000 | 56 |
| 2005-12-31 | Rank | |
| Derivatives | $8,538,151,000 | 43 |
| Notional amount of credit derivatives | $998,000 | 32 |
| Bank is guarantor | $744,000 | 22 |
| Bank is beneficiary | $254,000 | 30 |
| Interest rate contracts | $6,639,465,000 | 44 |
| Notional value of interest rate swaps | $6,509,177,000 | 39 |
| Futures and forward contracts | $0 | 388 |
| Written option contracts | $65,144,000 | 69 |
| Purchased option contracts | $65,144,000 | 62 |
| Foreign exchange rate contracts | $1,896,759,000 | 25 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,896,759,000 | 22 |
| Spot foreign exchange rate contracts | $93,697,000 | 23 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $929,000 | 117 |
| Notional value of other swaps | $0 | 84 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $0 | 117 |
| Purchased option contracts | $929,000 | 57 |
| 2005-09-30 | Rank | |
| Derivatives | $7,675,848,000 | 41 |
| Notional amount of credit derivatives | $487,000 | 34 |
| Bank is guarantor | $249,000 | 24 |
| Bank is beneficiary | $238,000 | 29 |
| Interest rate contracts | $5,958,557,000 | 42 |
| Notional value of interest rate swaps | $5,810,515,000 | 38 |
| Futures and forward contracts | $0 | 355 |
| Written option contracts | $74,021,000 | 69 |
| Purchased option contracts | $74,021,000 | 55 |
| Foreign exchange rate contracts | $1,715,875,000 | 26 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,715,875,000 | 23 |
| Spot foreign exchange rate contracts | $121,078,000 | 22 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $929,000 | 117 |
| Notional value of other swaps | $0 | 76 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 118 |
| Purchased option contracts | $929,000 | 54 |
| 2005-06-30 | Rank | |
| Derivatives | $7,096,734,000 | 43 |
| Notional amount of credit derivatives | $830,000 | 33 |
| Bank is guarantor | $673,000 | 21 |
| Bank is beneficiary | $157,000 | 30 |
| Interest rate contracts | $5,340,134,000 | 46 |
| Notional value of interest rate swaps | $5,188,234,000 | 40 |
| Futures and forward contracts | $0 | 325 |
| Written option contracts | $75,950,000 | 68 |
| Purchased option contracts | $75,950,000 | 54 |
| Foreign exchange rate contracts | $1,754,753,000 | 25 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,754,753,000 | 22 |
| Spot foreign exchange rate contracts | $140,312,000 | 25 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $1,017,000 | 114 |
| Notional value of other swaps | $0 | 79 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $0 | 117 |
| Purchased option contracts | $1,017,000 | 48 |
| 2005-03-31 | Rank | |
| Derivatives | $5,932,157,000 | 48 |
| Notional amount of credit derivatives | $389,000 | 33 |
| Bank is guarantor | $338,000 | 23 |
| Bank is beneficiary | $51,000 | 29 |
| Interest rate contracts | $4,348,345,000 | 49 |
| Notional value of interest rate swaps | $4,157,959,000 | 43 |
| Futures and forward contracts | $0 | 283 |
| Written option contracts | $94,343,000 | 56 |
| Purchased option contracts | $96,043,000 | 46 |
| Foreign exchange rate contracts | $1,582,406,000 | 28 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,582,406,000 | 24 |
| Spot foreign exchange rate contracts | $49,390,000 | 28 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $1,017,000 | 110 |
| Notional value of other swaps | $0 | 80 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 113 |
| Purchased option contracts | $1,017,000 | 50 |
| 2004-12-31 | Rank | |
| Derivatives | $5,053,114,000 | 50 |
| Notional amount of credit derivatives | $1,075,000 | 31 |
| Bank is guarantor | $677,000 | 20 |
| Bank is beneficiary | $398,000 | 31 |
| Interest rate contracts | $3,852,004,000 | 51 |
| Notional value of interest rate swaps | $3,655,865,000 | 47 |
| Futures and forward contracts | $0 | 272 |
| Written option contracts | $98,070,000 | 56 |
| Purchased option contracts | $98,069,000 | 49 |
| Foreign exchange rate contracts | $1,199,018,000 | 28 |
| Notional value of exchange swaps | $14,000,000 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,185,018,000 | 25 |
| Spot foreign exchange rate contracts | $35,292,000 | 30 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $1,017,000 | 106 |
| Notional value of other swaps | $0 | 78 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 110 |
| Purchased option contracts | $1,017,000 | 48 |
| 2004-09-30 | Rank | |
| Derivatives | $4,647,135,000 | 52 |
| Notional amount of credit derivatives | $1,568,000 | 31 |
| Bank is guarantor | $1,019,000 | 19 |
| Bank is beneficiary | $549,000 | 30 |
| Interest rate contracts | $3,479,441,000 | 51 |
| Notional value of interest rate swaps | $3,282,575,000 | 47 |
| Futures and forward contracts | $0 | 268 |
| Written option contracts | $97,716,000 | 61 |
| Purchased option contracts | $99,150,000 | 53 |
| Foreign exchange rate contracts | $1,165,022,000 | 28 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,165,022,000 | 25 |
| Spot foreign exchange rate contracts | $150,848,000 | 27 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $1,104,000 | 107 |
| Notional value of other swaps | $0 | 75 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 112 |
| Purchased option contracts | $1,104,000 | 46 |
| 2004-06-30 | Rank | |
| Derivatives | $4,683,286,000 | 51 |
| Notional amount of credit derivatives | $729,000 | 33 |
| Bank is guarantor | $552,000 | 20 |
| Bank is beneficiary | $177,000 | 29 |
| Interest rate contracts | $3,914,108,000 | 51 |
| Notional value of interest rate swaps | $3,237,014,000 | 48 |
| Futures and forward contracts | $0 | 251 |
| Written option contracts | $98,547,000 | 58 |
| Purchased option contracts | $578,547,000 | 28 |
| Foreign exchange rate contracts | $767,345,000 | 30 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $767,345,000 | 28 |
| Spot foreign exchange rate contracts | $30,991,000 | 36 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $1,104,000 | 102 |
| Notional value of other swaps | $0 | 74 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 108 |
| Purchased option contracts | $1,104,000 | 46 |
| 2004-03-31 | Rank | |
| Derivatives | $4,201,838,000 | 56 |
| Notional amount of credit derivatives | $1,566,000 | 32 |
| Bank is guarantor | $1,392,000 | 21 |
| Bank is beneficiary | $174,000 | 28 |
| Interest rate contracts | $3,298,019,000 | 56 |
| Notional value of interest rate swaps | $3,176,065,000 | 48 |
| Futures and forward contracts | $0 | 237 |
| Written option contracts | $60,977,000 | 76 |
| Purchased option contracts | $60,977,000 | 54 |
| Foreign exchange rate contracts | $901,009,000 | 32 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $901,009,000 | 28 |
| Spot foreign exchange rate contracts | $16,807,000 | 39 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $1,244,000 | 91 |
| Notional value of other swaps | $0 | 71 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 102 |
| Purchased option contracts | $1,244,000 | 44 |
| 2003-12-31 | Rank | |
| Derivatives | $3,485,730,000 | 55 |
| Notional amount of credit derivatives | $1,345,000 | 30 |
| Bank is guarantor | $1,205,000 | 19 |
| Bank is beneficiary | $140,000 | 28 |
| Interest rate contracts | $3,123,559,000 | 54 |
| Notional value of interest rate swaps | $2,935,067,000 | 50 |
| Futures and forward contracts | $50,000,000 | 79 |
| Written option contracts | $69,246,000 | 61 |
| Purchased option contracts | $69,246,000 | 50 |
| Foreign exchange rate contracts | $359,582,000 | 37 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $359,582,000 | 33 |
| Spot foreign exchange rate contracts | $11,246,000 | 38 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $1,244,000 | 86 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 99 |
| Purchased option contracts | $1,244,000 | 43 |
| 2003-09-30 | Rank | |
| Derivatives | $4,422,959,000 | 51 |
| Notional amount of credit derivatives | $1,715,000 | 30 |
| Bank is guarantor | $1,531,000 | 17 |
| Bank is beneficiary | $184,000 | 27 |
| Interest rate contracts | $4,110,570,000 | 51 |
| Notional value of interest rate swaps | $2,729,008,000 | 48 |
| Futures and forward contracts | $0 | 219 |
| Written option contracts | $65,781,000 | 68 |
| Purchased option contracts | $1,315,781,000 | 21 |
| Foreign exchange rate contracts | $309,430,000 | 38 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $309,430,000 | 34 |
| Spot foreign exchange rate contracts | $8,022,000 | 39 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $1,244,000 | 92 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 101 |
| Purchased option contracts | $1,244,000 | 41 |
| 2003-06-30 | Rank | |
| Derivatives | $4,080,930,000 | 53 |
| Notional amount of credit derivatives | $2,299,000 | 28 |
| Bank is guarantor | $2,057,000 | 19 |
| Bank is beneficiary | $242,000 | 24 |
| Interest rate contracts | $3,869,613,000 | 53 |
| Notional value of interest rate swaps | $2,493,195,000 | 48 |
| Futures and forward contracts | $0 | 197 |
| Written option contracts | $63,209,000 | 81 |
| Purchased option contracts | $1,313,209,000 | 21 |
| Foreign exchange rate contracts | $206,275,000 | 40 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $206,275,000 | 38 |
| Spot foreign exchange rate contracts | $11,745,000 | 40 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $2,743,000 | 61 |
| Notional value of other swaps | $0 | 68 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 96 |
| Purchased option contracts | $2,743,000 | 32 |
| 2003-03-31 | Rank | |
| Derivatives | $3,446,267,000 | 57 |
| Notional amount of credit derivatives | $4,597,000 | 31 |
| Bank is guarantor | $4,397,000 | 22 |
| Bank is beneficiary | $200,000 | 24 |
| Interest rate contracts | $3,290,619,000 | 56 |
| Notional value of interest rate swaps | $1,922,755,000 | 53 |
| Futures and forward contracts | $0 | 175 |
| Written option contracts | $58,932,000 | 76 |
| Purchased option contracts | $1,308,932,000 | 26 |
| Foreign exchange rate contracts | $148,307,000 | 44 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $148,307,000 | 40 |
| Spot foreign exchange rate contracts | $13,614,000 | 37 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 27 |
| Contracts on other commodities and equities. | $2,744,000 | 56 |
| Notional value of other swaps | $0 | 65 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $0 | 86 |
| Purchased option contracts | $2,744,000 | 30 |
| 2002-12-31 | Rank | |
| Derivatives | $1,921,901,000 | 66 |
| Notional amount of credit derivatives | $3,805,000 | 28 |
| Bank is guarantor | $3,805,000 | 22 |
| Bank is beneficiary | $0 | 21 |
| Interest rate contracts | $1,795,504,000 | 63 |
| Notional value of interest rate swaps | $1,653,383,000 | 56 |
| Futures and forward contracts | $50,000,000 | 82 |
| Written option contracts | $43,186,000 | 76 |
| Purchased option contracts | $48,935,000 | 69 |
| Foreign exchange rate contracts | $120,311,000 | 43 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $120,311,000 | 38 |
| Spot foreign exchange rate contracts | $3,504,000 | 40 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $2,281,000 | 54 |
| Notional value of other swaps | $0 | 53 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $0 | 75 |
| Purchased option contracts | $2,281,000 | 29 |
| 2001-12-31 | Rank | |
| Derivatives | $1,273,942,000 | 77 |
| Notional amount of credit derivatives | $38,000,000 | 26 |
| Bank is guarantor | $38,000,000 | 16 |
| Bank is beneficiary | $0 | 24 |
| Interest rate contracts | $1,097,414,000 | 75 |
| Notional value of interest rate swaps | $827,852,000 | 72 |
| Futures and forward contracts | $213,000,000 | 46 |
| Written option contracts | $25,406,000 | 68 |
| Purchased option contracts | $31,156,000 | 99 |
| Foreign exchange rate contracts | $136,247,000 | 43 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $136,247,000 | 40 |
| Spot foreign exchange rate contracts | $1,545,000 | 46 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 28 |
| Contracts on other commodities and equities. | $2,281,000 | 43 |
| Notional value of other swaps | $0 | 28 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $0 | 44 |
| Purchased option contracts | $2,281,000 | 26 |
| 2000-12-31 | Rank | |
| Derivatives | $30,090,000 | 252 |
| Notional amount of credit derivatives | $0 | 31 |
| Bank is guarantor | $0 | 24 |
| Bank is beneficiary | $0 | 19 |
| Interest rate contracts | $29,688,000 | 246 |
| Notional value of interest rate swaps | $23,458,000 | 195 |
| Futures and forward contracts | $480,000 | 117 |
| Written option contracts | $0 | 98 |
| Purchased option contracts | $5,750,000 | 184 |
| Foreign exchange rate contracts | $402,000 | 115 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $402,000 | 106 |
| 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 | $976,762,000 | 90 |
| Notional amount of credit derivatives | $0 | 27 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 15 |
| Interest rate contracts | $949,583,000 | 87 |
| Notional value of interest rate swaps | $924,583,000 | 76 |
| Futures and forward contracts | $25,000,000 | 76 |
| Written option contracts | $0 | 99 |
| Purchased option contracts | $0 | 208 |
| Foreign exchange rate contracts | $27,179,000 | 67 |
| Notional value of exchange swaps | $0 | 38 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $27,179,000 | 64 |
| 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 | $330,506,000 | 145 |
| Notional amount of credit derivatives | $0 | 24 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 16 |
| Interest rate contracts | $330,506,000 | 136 |
| Notional value of interest rate swaps | $100,000,000 | 159 |
| Futures and forward contracts | $230,506,000 | 55 |
| 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 | $1,065,865,000 | 93 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $1,065,865,000 | 86 |
| Notional value of interest rate swaps | $100,000,000 | 158 |
| Futures and forward contracts | $65,865,000 | 66 |
| Written option contracts | $175,000,000 | 53 |
| Purchased option contracts | $725,000,000 | 43 |
| 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 | $350,000,000 | 169 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $350,000,000 | 160 |
| Notional value of interest rate swaps | $0 | 389 |
| Futures and forward contracts | $0 | 134 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $350,000,000 | 65 |
| 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 | $215,000,000 | 218 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $215,000,000 | 209 |
| Notional value of interest rate swaps | $50,000,000 | 304 |
| Futures and forward contracts | $0 | 149 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $165,000,000 | 95 |
| 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 | $180,000,000 | 235 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $180,000,000 | 226 |
| Notional value of interest rate swaps | $55,000,000 | 308 |
| Futures and forward contracts | $0 | 164 |
| Written option contracts | $0 | 137 |
| Purchased option contracts | $125,000,000 | 119 |
| 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 | $5,000,000 | 565 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $5,000,000 | 540 |
| Notional value of interest rate swaps | $5,000,000 | 471 |
| Futures and forward contracts | $0 | 179 |
| Written option contracts | $0 | 121 |
| Purchased option contracts | $0 | 236 |
| 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 | NA | NA |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | NA | NA |
| Notional value of interest rate swaps | NA | NA |
| Futures and forward contracts | NA | NA |
| Written option contracts | NA | NA |
| Purchased option contracts | NA | NA |
| Foreign exchange rate contracts | NA | NA |
| Notional value of exchange swaps | NA | NA |
| Commitments to purchase foreign currencies & U.S. dollar exchange | NA | NA |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | NA | NA |
| Purchased option contracts | NA | NA |
| Contracts on other commodities and equities. | NA | NA |
| Notional value of other swaps | NA | NA |
| Futures and forward contracts | NA | NA |
| Written option contracts | NA | NA |
| Purchased option contracts | NA | NA |