Fleet National Bank of Massachusetts, Derivatives

1995-12-31Rank
Derivatives$3,018,791,00072
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$3,018,791,00068
Notional value of interest rate swaps$2,284,011,00058
Futures and forward contracts$0149
Written option contracts$242,390,00058
Purchased option contracts$492,390,00056
Foreign exchange rate contracts$0190
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0183
Spot foreign exchange rate contracts$0142
Written option contracts$044
Purchased option contracts$047
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$14,705,696,00029
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$8,518,180,00032
Notional value of interest rate swaps$2,443,500,00058
Futures and forward contracts$3,128,000,00022
Written option contracts$1,048,340,00028
Purchased option contracts$1,898,340,00025
Foreign exchange rate contracts$6,187,516,00019
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$6,187,516,00019
Spot foreign exchange rate contractsNANA
Written option contracts$036
Purchased option contracts$042
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$10,738,288,00037
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$6,120,814,00040
Notional value of interest rate swaps$924,500,000101
Futures and forward contracts$839,000,00037
Written option contracts$1,903,657,00022
Purchased option contracts$2,453,657,00024
Foreign exchange rate contracts$4,615,646,00021
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$4,615,646,00022
Spot foreign exchange rate contractsNANA
Written option contracts$039
Purchased option contracts$040
Contracts on other commodities and equities.$1,828,00026
Notional value of other swaps$015
Futures and forward contracts$020
Written option contracts$015
Purchased option contracts$1,828,00013
1992-12-31Rank
Derivatives$4,741,126,00048
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$2,427,800,00060
Notional value of interest rate swaps$933,800,00078
Futures and forward contracts$0150
Written option contracts$747,000,00024
Purchased option contracts$747,000,00030
Foreign exchange rate contracts$2,313,326,00021
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$2,313,326,00022
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