Home > Deposit Guaranty National Bank > Derivatives
Deposit Guaranty National Bank, Derivatives
| 1997-12-31 | Rank | |
| Derivatives | $606,940,000 | 115 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $606,940,000 | 107 |
| Notional value of interest rate swaps | $156,225,000 | 143 |
| Futures and forward contracts | $150,715,000 | 55 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $300,000,000 | 60 |
| 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 | $554,749,000 | 139 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $554,749,000 | 130 |
| Notional value of interest rate swaps | $22,622,000 | 298 |
| Futures and forward contracts | $117,127,000 | 66 |
| Written option contracts | $15,000,000 | 99 |
| Purchased option contracts | $400,000,000 | 58 |
| 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 | $823,312,000 | 133 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $823,292,000 | 129 |
| Notional value of interest rate swaps | $234,215,000 | 174 |
| Futures and forward contracts | $359,077,000 | 49 |
| Written option contracts | $15,000,000 | 105 |
| Purchased option contracts | $215,000,000 | 82 |
| Foreign exchange rate contracts | $20,000 | 187 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $20,000 | 180 |
| Spot foreign exchange rate contracts | $20,000 | 137 |
| 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 | $654,053,000 | 155 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $654,000,000 | 150 |
| Notional value of interest rate swaps | $355,000,000 | 158 |
| Futures and forward contracts | $24,000,000 | 87 |
| Written option contracts | $50,000,000 | 80 |
| Purchased option contracts | $225,000,000 | 94 |
| Foreign exchange rate contracts | $53,000 | 180 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $53,000 | 186 |
| 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 | $686,763,000 | 137 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $685,250,000 | 133 |
| Notional value of interest rate swaps | $555,000,000 | 125 |
| Futures and forward contracts | $130,250,000 | 73 |
| Written option contracts | $0 | 121 |
| Purchased option contracts | $0 | 236 |
| Foreign exchange rate contracts | $1,513,000 | 142 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,513,000 | 149 |
| 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 | $260,048,000 | 169 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $260,000,000 | 161 |
| Notional value of interest rate swaps | $0 | 497 |
| Futures and forward contracts | $250,000,000 | 57 |
| Written option contracts | $10,000,000 | 88 |
| Purchased option contracts | $0 | 202 |
| Foreign exchange rate contracts | $48,000 | 216 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $48,000 | 225 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $0 | 43 |
| Purchased option contracts | $0 | 41 |
| 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 |