Commerce Security Bank, Derivatives

1996-12-31Rank
Derivatives$28,550,000352
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$28,550,000342
Notional value of interest rate swaps$0389
Futures and forward contracts$19,500,00096
Written option contracts$0132
Purchased option contracts$9,050,000204
Foreign exchange rate contracts$0170
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$0162
Spot foreign exchange rate contracts$0127
Written option contracts$037
Purchased option contracts$041
Contracts on other commodities and equities.$044
Notional value of other swaps$016
Futures and forward contracts$019
Written option contracts$027
Purchased option contracts$026
1995-12-31Rank
Derivatives$42,734,000382
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$42,734,000369
Notional value of interest rate swaps$0470
Futures and forward contracts$28,734,000101
Written option contracts$0132
Purchased option contracts$14,000,000214
Foreign exchange rate contracts$0190
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0183
Spot foreign exchange rate contracts$0142
Written option contracts$044
Purchased option contracts$047
Contracts on other commodities and equities.$052
Notional value of other swaps$022
Futures and forward contracts$021
Written option contracts$026
Purchased option contracts$032
1994-12-31Rank
Derivatives$47,715,000383
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$47,715,000369
Notional value of interest rate swaps$0530
Futures and forward contracts$32,715,00080
Written option contracts$0137
Purchased option contracts$15,000,000200
Foreign exchange rate contracts$0190
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0196
Spot foreign exchange rate contractsNANA
Written option contracts$036
Purchased option contracts$042
Contracts on other commodities and equities.$052
Notional value of other swapsNANA
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA
1993-12-31Rank
Derivatives$44,000,000371
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$44,000,000359
Notional value of interest rate swaps$0543
Futures and forward contracts$44,000,00089
Written option contracts$0121
Purchased option contracts$0236
Foreign exchange rate contracts$0204
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0212
Spot foreign exchange rate contractsNANA
Written option contracts$039
Purchased option contracts$040
Contracts on other commodities and equities.$046
Notional value of other swapsNANA
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA
1992-12-31Rank
Derivatives$38,000,000341
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$38,000,000328
Notional value of interest rate swaps$0497
Futures and forward contracts$38,000,00092
Written option contracts$0109
Purchased option contracts$0202
Foreign exchange rate contracts$0229
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0237
Spot foreign exchange rate contractsNANA
Written option contracts$043
Purchased option contracts$041
Contracts on other commodities and equities.$032
Notional value of other swapsNANA
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA