Home > Corestates Bank > Derivatives
Corestates Bank, Derivatives
1997-12-31 | Rank | |
Derivatives | $22,798,997,000 | 21 |
Notional amount of credit derivatives | $0 | 18 |
Bank is guarantor | $0 | 16 |
Bank is beneficiary | $0 | 11 |
Interest rate contracts | $20,557,807,000 | 20 |
Notional value of interest rate swaps | $13,266,645,000 | 18 |
Futures and forward contracts | $1,580,702,000 | 25 |
Written option contracts | $2,554,389,000 | 20 |
Purchased option contracts | $3,156,071,000 | 21 |
Foreign exchange rate contracts | $2,241,093,000 | 22 |
Notional value of exchange swaps | $0 | 37 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $2,183,903,000 | 20 |
Spot foreign exchange rate contracts | $233,300,000 | 20 |
Written option contracts | $28,595,000 | 26 |
Purchased option contracts | $28,595,000 | 28 |
Contracts on other commodities and equities. | $97,000 | 42 |
Notional value of other swaps | $97,000 | 17 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
1996-12-31 | Rank | |
Derivatives | $20,742,546,000 | 24 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $18,976,424,000 | 23 |
Notional value of interest rate swaps | $10,496,919,000 | 23 |
Futures and forward contracts | $4,740,045,000 | 18 |
Written option contracts | $1,114,548,000 | 26 |
Purchased option contracts | $2,624,912,000 | 22 |
Foreign exchange rate contracts | $1,766,122,000 | 22 |
Notional value of exchange swaps | $0 | 36 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,712,872,000 | 22 |
Spot foreign exchange rate contracts | $190,998,000 | 22 |
Written option contracts | $26,625,000 | 23 |
Purchased option contracts | $26,625,000 | 24 |
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 | $14,574,224,000 | 30 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $12,830,933,000 | 28 |
Notional value of interest rate swaps | $10,249,687,000 | 22 |
Futures and forward contracts | $754,000,000 | 38 |
Written option contracts | $878,223,000 | 33 |
Purchased option contracts | $949,023,000 | 39 |
Foreign exchange rate contracts | $1,743,291,000 | 23 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,664,157,000 | 23 |
Spot foreign exchange rate contracts | $213,532,000 | 22 |
Written option contracts | $39,567,000 | 20 |
Purchased option contracts | $39,567,000 | 19 |
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 | $16,152,633,000 | 25 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $14,263,905,000 | 23 |
Notional value of interest rate swaps | $10,871,391,000 | 21 |
Futures and forward contracts | $1,213,000,000 | 30 |
Written option contracts | $1,078,857,000 | 27 |
Purchased option contracts | $1,100,657,000 | 38 |
Foreign exchange rate contracts | $1,888,728,000 | 25 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,831,798,000 | 27 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $28,465,000 | 23 |
Purchased option contracts | $28,465,000 | 27 |
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 | $9,730,414,000 | 39 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $8,393,809,000 | 34 |
Notional value of interest rate swaps | $6,273,991,000 | 28 |
Futures and forward contracts | $925,500,000 | 36 |
Written option contracts | $622,920,000 | 35 |
Purchased option contracts | $571,398,000 | 47 |
Foreign exchange rate contracts | $1,336,605,000 | 27 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,324,236,000 | 30 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $2,200,000 | 33 |
Purchased option contracts | $10,169,000 | 33 |
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 | $10,939,980,000 | 29 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $9,524,799,000 | 27 |
Notional value of interest rate swaps | $7,626,980,000 | 19 |
Futures and forward contracts | $1,462,000,000 | 35 |
Written option contracts | $231,577,000 | 41 |
Purchased option contracts | $204,242,000 | 53 |
Foreign exchange rate contracts | $1,415,181,000 | 25 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $1,395,353,000 | 27 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $9,914,000 | 27 |
Purchased option contracts | $9,914,000 | 25 |
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 |