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Corestates Bank, Derivatives

1997-12-31Rank
Derivatives$22,798,997,00021
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$20,557,807,00020
Notional value of interest rate swaps$13,266,645,00018
Futures and forward contracts$1,580,702,00025
Written option contracts$2,554,389,00020
Purchased option contracts$3,156,071,00021
Foreign exchange rate contracts$2,241,093,00022
Notional value of exchange swaps$037
Commitments to purchase foreign currencies & U.S. dollar exchange$2,183,903,00020
Spot foreign exchange rate contracts$233,300,00020
Written option contracts$28,595,00026
Purchased option contracts$28,595,00028
Contracts on other commodities and equities.$97,00042
Notional value of other swaps$97,00017
Futures and forward contracts$017
Written option contracts$028
Purchased option contracts$027
1996-12-31Rank
Derivatives$20,742,546,00024
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$18,976,424,00023
Notional value of interest rate swaps$10,496,919,00023
Futures and forward contracts$4,740,045,00018
Written option contracts$1,114,548,00026
Purchased option contracts$2,624,912,00022
Foreign exchange rate contracts$1,766,122,00022
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$1,712,872,00022
Spot foreign exchange rate contracts$190,998,00022
Written option contracts$26,625,00023
Purchased option contracts$26,625,00024
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$14,574,224,00030
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$12,830,933,00028
Notional value of interest rate swaps$10,249,687,00022
Futures and forward contracts$754,000,00038
Written option contracts$878,223,00033
Purchased option contracts$949,023,00039
Foreign exchange rate contracts$1,743,291,00023
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$1,664,157,00023
Spot foreign exchange rate contracts$213,532,00022
Written option contracts$39,567,00020
Purchased option contracts$39,567,00019
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$16,152,633,00025
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$14,263,905,00023
Notional value of interest rate swaps$10,871,391,00021
Futures and forward contracts$1,213,000,00030
Written option contracts$1,078,857,00027
Purchased option contracts$1,100,657,00038
Foreign exchange rate contracts$1,888,728,00025
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$1,831,798,00027
Spot foreign exchange rate contractsNANA
Written option contracts$28,465,00023
Purchased option contracts$28,465,00027
Contracts on other commodities and equities.$052
Notional value of other swaps$016
Futures and forward contracts$020
Written option contracts$017
Purchased option contracts$027
1993-12-31Rank
Derivatives$9,730,414,00039
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$8,393,809,00034
Notional value of interest rate swaps$6,273,991,00028
Futures and forward contracts$925,500,00036
Written option contracts$622,920,00035
Purchased option contracts$571,398,00047
Foreign exchange rate contracts$1,336,605,00027
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$1,324,236,00030
Spot foreign exchange rate contractsNANA
Written option contracts$2,200,00033
Purchased option contracts$10,169,00033
Contracts on other commodities and equities.$046
Notional value of other swaps$015
Futures and forward contracts$020
Written option contracts$015
Purchased option contracts$024
1992-12-31Rank
Derivatives$10,939,980,00029
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$9,524,799,00027
Notional value of interest rate swaps$7,626,980,00019
Futures and forward contracts$1,462,000,00035
Written option contracts$231,577,00041
Purchased option contracts$204,242,00053
Foreign exchange rate contracts$1,415,181,00025
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$1,395,353,00027
Spot foreign exchange rate contractsNANA
Written option contracts$9,914,00027
Purchased option contracts$9,914,00025
Contracts on other commodities and equities.$032
Notional value of other swaps$012
Futures and forward contracts$019
Written option contracts$015
Purchased option contracts$013