Home > Fleet National Bank > Derivatives

Fleet National Bank, Derivatives

2005-03-31Rank
Derivatives$235,580,805,00010
Notional amount of credit derivatives$22,929,968,0006
Bank is guarantor$11,721,226,0006
Bank is beneficiary$11,208,742,0006
Interest rate contracts$189,981,967,0009
Notional value of interest rate swaps$104,951,802,0007
Futures and forward contracts$19,474,976,00012
Written option contracts$32,347,642,0009
Purchased option contracts$33,207,547,00010
Foreign exchange rate contracts$22,212,703,00011
Notional value of exchange swaps$11,649,151,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$10,185,512,00012
Spot foreign exchange rate contracts$271,326,00019
Written option contracts$193,017,00017
Purchased option contracts$185,023,00017
Contracts on other commodities and equities.$456,167,00015
Notional value of other swaps$4,835,00029
Futures and forward contracts$414,138,0007
Written option contracts$1,032,00068
Purchased option contracts$36,162,00020
2004-12-31Rank
Derivatives$292,989,984,0009
Notional amount of credit derivatives$41,431,408,0006
Bank is guarantor$21,231,780,0006
Bank is beneficiary$20,199,628,0006
Interest rate contracts$230,579,363,0009
Notional value of interest rate swaps$115,670,389,0007
Futures and forward contracts$14,737,760,00012
Written option contracts$49,213,217,0009
Purchased option contracts$50,957,997,00010
Foreign exchange rate contracts$20,539,151,00011
Notional value of exchange swaps$12,372,908,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$8,010,043,00012
Spot foreign exchange rate contracts$317,077,00015
Written option contracts$81,446,00018
Purchased option contracts$74,754,00019
Contracts on other commodities and equities.$440,062,00014
Notional value of other swaps$078
Futures and forward contracts$405,623,0007
Written option contracts$210,00094
Purchased option contracts$34,229,00020
2004-09-30Rank
Derivatives$363,889,521,00010
Notional amount of credit derivatives$48,855,715,0006
Bank is guarantor$22,532,886,0006
Bank is beneficiary$26,322,829,0006
Interest rate contracts$279,543,833,0009
Notional value of interest rate swaps$130,171,253,0008
Futures and forward contracts$14,888,273,00012
Written option contracts$59,368,878,0009
Purchased option contracts$75,115,429,0008
Foreign exchange rate contracts$35,113,881,00011
Notional value of exchange swaps$12,366,761,0008
Commitments to purchase foreign currencies & U.S. dollar exchange$18,667,186,00012
Spot foreign exchange rate contracts$431,703,00017
Written option contracts$2,051,668,00010
Purchased option contracts$2,028,266,00010
Contracts on other commodities and equities.$376,092,00015
Notional value of other swaps$075
Futures and forward contracts$357,092,0007
Written option contracts$0112
Purchased option contracts$19,000,00022
2004-06-30Rank
Derivatives$336,406,020,00010
Notional amount of credit derivatives$30,008,684,0006
Bank is guarantor$14,094,211,0006
Bank is beneficiary$15,914,473,0006
Interest rate contracts$273,051,975,0009
Notional value of interest rate swaps$80,322,010,00010
Futures and forward contracts$18,477,410,00014
Written option contracts$75,255,997,0008
Purchased option contracts$98,996,558,0008
Foreign exchange rate contracts$31,017,177,00011
Notional value of exchange swaps$9,218,148,0008
Commitments to purchase foreign currencies & U.S. dollar exchange$18,174,864,00012
Spot foreign exchange rate contracts$543,202,00015
Written option contracts$1,882,583,00010
Purchased option contracts$1,741,582,00011
Contracts on other commodities and equities.$2,328,184,00012
Notional value of other swaps$32,030,00021
Futures and forward contracts$294,670,0007
Written option contracts$991,242,0009
Purchased option contracts$1,010,242,00010
2004-03-31Rank
Derivatives$469,243,000,0009
Notional amount of credit derivatives$29,763,000,0006
Bank is guarantor$13,872,000,0006
Bank is beneficiary$15,891,000,0006
Interest rate contracts$387,263,000,0009
Notional value of interest rate swaps$105,366,000,0008
Futures and forward contracts$18,371,000,00014
Written option contracts$104,118,000,0007
Purchased option contracts$159,408,000,0005
Foreign exchange rate contracts$49,328,000,00010
Notional value of exchange swaps$9,928,000,0008
Commitments to purchase foreign currencies & U.S. dollar exchange$33,770,000,00010
Spot foreign exchange rate contracts$3,901,000,00012
Written option contracts$2,854,000,00010
Purchased option contracts$2,776,000,00010
Contracts on other commodities and equities.$2,889,000,0009
Notional value of other swaps$1,026,000,00011
Futures and forward contracts$274,000,0007
Written option contracts$779,000,00010
Purchased option contracts$810,000,00011
2003-12-31Rank
Derivatives$445,608,000,0009
Notional amount of credit derivatives$15,930,000,0007
Bank is guarantor$7,000,000,0007
Bank is beneficiary$8,930,000,0007
Interest rate contracts$380,997,000,0009
Notional value of interest rate swaps$110,858,000,0008
Futures and forward contracts$13,262,000,00013
Written option contracts$102,271,000,0007
Purchased option contracts$154,606,000,0006
Foreign exchange rate contracts$45,605,000,00010
Notional value of exchange swaps$9,054,000,0008
Commitments to purchase foreign currencies & U.S. dollar exchange$27,861,000,00011
Spot foreign exchange rate contracts$1,900,000,00012
Written option contracts$4,406,000,0008
Purchased option contracts$4,284,000,0008
Contracts on other commodities and equities.$3,076,000,0008
Notional value of other swaps$1,095,000,0009
Futures and forward contracts$256,000,0007
Written option contracts$853,000,0009
Purchased option contracts$872,000,0009
2003-09-30Rank
Derivatives$478,694,000,0009
Notional amount of credit derivatives$11,739,000,0007
Bank is guarantor$4,963,000,0007
Bank is beneficiary$6,776,000,0007
Interest rate contracts$413,813,000,0009
Notional value of interest rate swaps$106,703,000,0008
Futures and forward contracts$14,220,000,00015
Written option contracts$123,382,000,0008
Purchased option contracts$169,508,000,0006
Foreign exchange rate contracts$49,969,000,00010
Notional value of exchange swaps$7,841,000,0008
Commitments to purchase foreign currencies & U.S. dollar exchange$31,577,000,00010
Spot foreign exchange rate contracts$4,561,000,00012
Written option contracts$5,074,000,0008
Purchased option contracts$5,477,000,0008
Contracts on other commodities and equities.$3,173,000,0008
Notional value of other swaps$1,116,000,0009
Futures and forward contracts$275,000,0007
Written option contracts$882,000,00010
Purchased option contracts$900,000,00010
2003-06-30Rank
Derivatives$499,406,000,0009
Notional amount of credit derivatives$9,585,000,0007
Bank is guarantor$3,759,000,0007
Bank is beneficiary$5,826,000,0008
Interest rate contracts$437,629,000,0008
Notional value of interest rate swaps$105,814,000,0008
Futures and forward contracts$46,356,000,00010
Written option contracts$117,844,000,0008
Purchased option contracts$167,615,000,0006
Foreign exchange rate contracts$48,714,000,00010
Notional value of exchange swaps$6,698,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$31,633,000,00010
Spot foreign exchange rate contracts$3,762,000,00012
Written option contracts$4,960,000,0008
Purchased option contracts$5,423,000,0008
Contracts on other commodities and equities.$3,478,000,0008
Notional value of other swaps$1,195,000,0008
Futures and forward contracts$261,000,0007
Written option contracts$1,002,000,0008
Purchased option contracts$1,020,000,0008
2003-03-31Rank
Derivatives$511,804,000,0008
Notional amount of credit derivatives$8,947,000,0007
Bank is guarantor$3,615,000,0006
Bank is beneficiary$5,332,000,0008
Interest rate contracts$451,634,000,0008
Notional value of interest rate swaps$118,666,000,0008
Futures and forward contracts$25,140,000,00012
Written option contracts$119,903,000,0007
Purchased option contracts$187,925,000,0005
Foreign exchange rate contracts$47,680,000,00010
Notional value of exchange swaps$7,134,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$31,089,000,00010
Spot foreign exchange rate contracts$3,628,000,00011
Written option contracts$4,680,000,0007
Purchased option contracts$4,777,000,0008
Contracts on other commodities and equities.$3,543,000,0008
Notional value of other swaps$1,210,000,0008
Futures and forward contracts$263,000,0007
Written option contracts$1,020,000,0008
Purchased option contracts$1,050,000,0008
2002-12-31Rank
Derivatives$440,280,000,0008
Notional amount of credit derivatives$8,035,000,0007
Bank is guarantor$3,566,000,0006
Bank is beneficiary$4,469,000,0008
Interest rate contracts$383,708,000,0008
Notional value of interest rate swaps$118,227,000,0008
Futures and forward contracts$28,488,000,00010
Written option contracts$97,251,000,0008
Purchased option contracts$139,742,000,0005
Foreign exchange rate contracts$44,762,000,00010
Notional value of exchange swaps$6,360,000,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$30,819,000,0008
Spot foreign exchange rate contracts$4,424,000,0009
Written option contracts$3,576,000,0007
Purchased option contracts$4,007,000,0008
Contracts on other commodities and equities.$3,775,000,0008
Notional value of other swaps$1,121,000,0008
Futures and forward contracts$300,000,0006
Written option contracts$1,162,000,0008
Purchased option contracts$1,192,000,0008
2001-12-31Rank
Derivatives$569,143,000,0007
Notional amount of credit derivatives$7,168,000,0004
Bank is guarantor$3,857,000,0004
Bank is beneficiary$3,311,000,0004
Interest rate contracts$486,776,000,0007
Notional value of interest rate swaps$93,341,000,0008
Futures and forward contracts$27,011,000,0009
Written option contracts$145,311,000,0006
Purchased option contracts$221,113,000,0006
Foreign exchange rate contracts$70,335,000,0007
Notional value of exchange swaps$20,564,000,0004
Commitments to purchase foreign currencies & U.S. dollar exchange$40,192,000,0008
Spot foreign exchange rate contracts$7,181,000,0004
Written option contracts$4,849,000,0006
Purchased option contracts$4,730,000,0007
Contracts on other commodities and equities.$4,864,000,0008
Notional value of other swaps$028
Futures and forward contracts$3,335,000,0006
Written option contracts$797,000,0009
Purchased option contracts$732,000,0009
2000-12-31Rank
Derivatives$396,895,000,0007
Notional amount of credit derivatives$3,578,000,0006
Bank is guarantor$1,855,000,0005
Bank is beneficiary$1,723,000,0006
Interest rate contracts$331,629,000,0007
Notional value of interest rate swaps$88,878,000,0008
Futures and forward contracts$12,476,000,00010
Written option contracts$107,724,000,0006
Purchased option contracts$122,551,000,0006
Foreign exchange rate contracts$56,702,000,0009
Notional value of exchange swaps$6,743,000,0006
Commitments to purchase foreign currencies & U.S. dollar exchange$42,681,000,0009
Spot foreign exchange rate contracts$8,187,000,0004
Written option contracts$3,629,000,0007
Purchased option contracts$3,649,000,0007
Contracts on other commodities and equities.$4,986,000,0009
Notional value of other swaps$024
Futures and forward contracts$636,000,0007
Written option contracts$1,620,000,0008
Purchased option contracts$2,730,000,0007
1999-12-31Rank
Derivatives$199,332,048,00011
Notional amount of credit derivatives$1,717,586,0008
Bank is guarantor$1,119,507,0006
Bank is beneficiary$598,079,0008
Interest rate contracts$99,918,468,00011
Notional value of interest rate swaps$32,008,565,00013
Futures and forward contracts$5,497,417,00013
Written option contracts$37,079,205,0008
Purchased option contracts$25,333,281,00011
Foreign exchange rate contracts$96,454,492,0008
Notional value of exchange swaps$9,097,494,0007
Commitments to purchase foreign currencies & U.S. dollar exchange$81,400,104,0007
Spot foreign exchange rate contracts$853,619,0008
Written option contracts$3,015,425,0008
Purchased option contracts$2,941,469,0008
Contracts on other commodities and equities.$1,241,502,0009
Notional value of other swaps$024
Futures and forward contracts$010
Written option contracts$694,160,0009
Purchased option contracts$547,342,0009
1998-12-31Rank
Derivatives$151,311,971,00011
Notional amount of credit derivatives$534,675,00011
Bank is guarantor$397,598,0009
Bank is beneficiary$137,077,00010
Interest rate contracts$91,999,570,00011
Notional value of interest rate swaps$32,030,204,00012
Futures and forward contracts$4,770,744,00020
Written option contracts$23,074,175,0009
Purchased option contracts$32,124,447,00010
Foreign exchange rate contracts$55,935,605,00011
Notional value of exchange swaps$730,273,00010
Commitments to purchase foreign currencies & U.S. dollar exchange$47,807,747,0009
Spot foreign exchange rate contracts$3,362,112,0007
Written option contracts$3,729,480,00010
Purchased option contracts$3,668,105,00010
Contracts on other commodities and equities.$2,842,121,0009
Notional value of other swaps$022
Futures and forward contracts$110,019,00010
Written option contracts$1,359,846,0009
Purchased option contracts$1,372,256,0009
1997-12-31Rank
Derivatives$149,935,320,00010
Notional amount of credit derivatives$810,150,0005
Bank is guarantor$492,335,0005
Bank is beneficiary$317,815,0006
Interest rate contracts$105,691,865,0009
Notional value of interest rate swaps$24,590,402,00011
Futures and forward contracts$46,789,904,0008
Written option contracts$11,406,140,00010
Purchased option contracts$22,905,419,00010
Foreign exchange rate contracts$41,231,598,00011
Notional value of exchange swaps$759,249,00011
Commitments to purchase foreign currencies & U.S. dollar exchange$28,217,933,00012
Spot foreign exchange rate contracts$4,196,487,0008
Written option contracts$6,759,358,00010
Purchased option contracts$5,495,058,00010
Contracts on other commodities and equities.$2,201,707,0009
Notional value of other swaps$018
Futures and forward contracts$266,064,00010
Written option contracts$115,147,00010
Purchased option contracts$1,820,496,0008
1996-12-31Rank
Derivatives$106,652,600,00011
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$79,240,522,00010
Notional value of interest rate swaps$16,967,273,00015
Futures and forward contracts$51,308,822,0008
Written option contracts$4,523,447,00014
Purchased option contracts$6,440,980,00017
Foreign exchange rate contracts$26,940,634,00011
Notional value of exchange swaps$17,779,00027
Commitments to purchase foreign currencies & U.S. dollar exchange$21,960,408,00011
Spot foreign exchange rate contracts$2,457,401,0009
Written option contracts$2,433,878,00010
Purchased option contracts$2,528,569,00010
Contracts on other commodities and equities.$471,444,00011
Notional value of other swaps$016
Futures and forward contracts$371,983,0008
Written option contracts$69,040,00010
Purchased option contracts$30,421,00012
1995-12-31Rank
Derivatives$85,421,776,00011
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$68,719,612,00011
Notional value of interest rate swaps$15,771,038,00013
Futures and forward contracts$42,152,124,0009
Written option contracts$4,050,656,00015
Purchased option contracts$6,745,794,00015
Foreign exchange rate contracts$16,506,290,00012
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$14,332,152,00013
Spot foreign exchange rate contracts$1,527,128,00011
Written option contracts$1,129,735,00011
Purchased option contracts$1,044,403,00011
Contracts on other commodities and equities.$195,874,00013
Notional value of other swaps$022
Futures and forward contracts$195,874,00010
Written option contracts$026
Purchased option contracts$032
1994-12-31Rank
Derivatives$93,697,245,00011
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$74,190,544,00011
Notional value of interest rate swaps$17,069,317,00013
Futures and forward contracts$34,691,446,00010
Written option contracts$11,565,046,00010
Purchased option contracts$10,864,735,00013
Foreign exchange rate contracts$19,294,129,00013
Notional value of exchange swaps$42,884,00016
Commitments to purchase foreign currencies & U.S. dollar exchange$17,687,155,00012
Spot foreign exchange rate contractsNANA
Written option contracts$753,470,00013
Purchased option contracts$810,620,00012
Contracts on other commodities and equities.$212,572,00014
Notional value of other swaps$016
Futures and forward contracts$199,776,0009
Written option contracts$017
Purchased option contracts$12,796,00012
1993-12-31Rank
Derivatives$64,869,522,00012
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$40,755,273,00012
Notional value of interest rate swaps$10,898,963,00016
Futures and forward contracts$18,607,482,00010
Written option contracts$6,226,134,00011
Purchased option contracts$5,022,694,00019
Foreign exchange rate contracts$23,508,903,00014
Notional value of exchange swaps$56,738,00019
Commitments to purchase foreign currencies & U.S. dollar exchange$22,147,832,00011
Spot foreign exchange rate contractsNANA
Written option contracts$613,438,00014
Purchased option contracts$690,895,00014
Contracts on other commodities and equities.$605,346,00012
Notional value of other swaps$015
Futures and forward contracts$150,256,0008
Written option contracts$227,545,0009
Purchased option contracts$227,545,00010
1992-12-31Rank
Derivatives$54,636,267,00011
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$33,227,813,00010
Notional value of interest rate swaps$10,010,934,00015
Futures and forward contracts$13,285,340,00011
Written option contracts$5,224,707,00011
Purchased option contracts$4,706,832,00014
Foreign exchange rate contracts$21,348,952,00012
Notional value of exchange swaps$144,853,00013
Commitments to purchase foreign currencies & U.S. dollar exchange$19,678,135,00010
Spot foreign exchange rate contractsNANA
Written option contracts$771,917,00012
Purchased option contracts$754,047,00012
Contracts on other commodities and equities.$59,502,00012
Notional value of other swaps$012
Futures and forward contracts$59,502,00010
Written option contracts$015
Purchased option contracts$013