Home > First Massachusetts Bank > Derivatives
First Massachusetts Bank, Derivatives
| 2001-12-31 | Rank | |
| Derivatives | $172,504,000 | 144 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 24 |
| Interest rate contracts | $172,504,000 | 137 |
| Notional value of interest rate swaps | $0 | 263 |
| Futures and forward contracts | $172,504,000 | 51 |
| Written option contracts | $0 | 91 |
| Purchased option contracts | $0 | 176 |
| Foreign exchange rate contracts | $0 | 113 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
| Spot foreign exchange rate contracts | $0 | 79 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 28 |
| Contracts on other commodities and equities. | $0 | 73 |
| Notional value of other swaps | $0 | 28 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $0 | 44 |
| Purchased option contracts | $0 | 38 |
| 2000-12-31 | Rank | |
| Derivatives | $172,791,000 | 153 |
| Notional amount of credit derivatives | $0 | 31 |
| Bank is guarantor | $0 | 24 |
| Bank is beneficiary | $0 | 19 |
| Interest rate contracts | $172,363,000 | 147 |
| Notional value of interest rate swaps | $0 | 286 |
| Futures and forward contracts | $92,363,000 | 48 |
| Written option contracts | $0 | 98 |
| Purchased option contracts | $80,000,000 | 83 |
| Foreign exchange rate contracts | $428,000 | 114 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $428,000 | 105 |
| Spot foreign exchange rate contracts | $0 | 90 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $0 | 66 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $0 | 49 |
| Purchased option contracts | $0 | 31 |
| 1999-12-31 | Rank | |
| Derivatives | $155,000,000 | 164 |
| Notional amount of credit derivatives | $0 | 27 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 15 |
| Interest rate contracts | $155,000,000 | 159 |
| Notional value of interest rate swaps | $25,000,000 | 222 |
| Futures and forward contracts | $0 | 135 |
| Written option contracts | $25,000,000 | 67 |
| Purchased option contracts | $105,000,000 | 70 |
| Foreign exchange rate contracts | $0 | 125 |
| Notional value of exchange swaps | $0 | 38 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 120 |
| Spot foreign exchange rate contracts | $0 | 87 |
| Written option contracts | $0 | 35 |
| Purchased option contracts | $0 | 36 |
| Contracts on other commodities and equities. | $0 | 60 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $0 | 10 |
| Written option contracts | $0 | 47 |
| Purchased option contracts | $0 | 32 |
| 1998-12-31 | Rank | |
| Derivatives | $130,000,000 | 190 |
| Notional amount of credit derivatives | $0 | 24 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 16 |
| Interest rate contracts | $130,000,000 | 183 |
| Notional value of interest rate swaps | $25,000,000 | 221 |
| Futures and forward contracts | $0 | 151 |
| Written option contracts | $0 | 98 |
| Purchased option contracts | $105,000,000 | 76 |
| Foreign exchange rate contracts | $0 | 135 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 127 |
| Spot foreign exchange rate contracts | $0 | 101 |
| Written option contracts | $0 | 37 |
| Purchased option contracts | $0 | 39 |
| Contracts on other commodities and equities. | $0 | 57 |
| Notional value of other swaps | $0 | 22 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 40 |
| Purchased option contracts | $0 | 27 |
| 1997-12-31 | Rank | |
| Derivatives | $105,000,000 | 203 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $105,000,000 | 194 |
| Notional value of interest rate swaps | $25,000,000 | 223 |
| Futures and forward contracts | $0 | 177 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $80,000,000 | 99 |
| 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 | $105,000,000 | 251 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $105,000,000 | 240 |
| Notional value of interest rate swaps | $25,000,000 | 289 |
| Futures and forward contracts | $0 | 134 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $80,000,000 | 116 |
| 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 |