CoreStates Hamilton Bank, Derivatives

1992-12-31Rank
Derivatives$1,267,459,00086
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$1,260,000,00077
Notional value of interest rate swaps$1,260,000,00063
Futures and forward contracts$0150
Written option contracts$0109
Purchased option contracts$0202
Foreign exchange rate contracts$7,459,000118
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$7,459,000123
Spot foreign exchange rate contractsNANA
Written option contracts$043
Purchased option contracts$041
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