Home > Harris Trust and Savings Bank > Derivatives
Harris Trust and Savings Bank, Derivatives
| 2005-03-31 | Rank | |
| Derivatives | $12,106,385,000 | 35 |
| Notional amount of credit derivatives | $67,894,000 | 22 |
| Bank is guarantor | $57,894,000 | 16 |
| Bank is beneficiary | $10,000,000 | 24 |
| Interest rate contracts | $10,110,472,000 | 33 |
| Notional value of interest rate swaps | $7,652,138,000 | 33 |
| Futures and forward contracts | $37,562,000 | 89 |
| Written option contracts | $1,010,386,000 | 26 |
| Purchased option contracts | $1,410,386,000 | 20 |
| Foreign exchange rate contracts | $1,863,567,000 | 24 |
| Notional value of exchange swaps | $36,744,000 | 23 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,664,989,000 | 22 |
| Spot foreign exchange rate contracts | $132,557,000 | 22 |
| Written option contracts | $80,917,000 | 19 |
| Purchased option contracts | $80,917,000 | 19 |
| Contracts on other commodities and equities. | $64,452,000 | 28 |
| Notional value of other swaps | $4,104,000 | 30 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $30,174,000 | 19 |
| Purchased option contracts | $30,174,000 | 21 |
| 2004-12-31 | Rank | |
| Derivatives | $12,021,054,000 | 36 |
| Notional amount of credit derivatives | $58,980,000 | 23 |
| Bank is guarantor | $48,980,000 | 16 |
| Bank is beneficiary | $10,000,000 | 26 |
| Interest rate contracts | $10,319,952,000 | 33 |
| Notional value of interest rate swaps | $8,470,099,000 | 30 |
| Futures and forward contracts | $53,800,000 | 71 |
| Written option contracts | $924,746,000 | 28 |
| Purchased option contracts | $871,307,000 | 25 |
| Foreign exchange rate contracts | $1,576,796,000 | 26 |
| Notional value of exchange swaps | $38,430,000 | 22 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,420,402,000 | 23 |
| Spot foreign exchange rate contracts | $47,227,000 | 26 |
| Written option contracts | $58,982,000 | 20 |
| Purchased option contracts | $58,982,000 | 20 |
| Contracts on other commodities and equities. | $65,326,000 | 27 |
| Notional value of other swaps | $4,976,000 | 29 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $30,175,000 | 18 |
| Purchased option contracts | $30,175,000 | 21 |
| 2004-09-30 | Rank | |
| Derivatives | $12,633,455,000 | 33 |
| Notional amount of credit derivatives | $60,062,000 | 23 |
| Bank is guarantor | $50,062,000 | 16 |
| Bank is beneficiary | $10,000,000 | 26 |
| Interest rate contracts | $11,400,223,000 | 32 |
| Notional value of interest rate swaps | $8,842,866,000 | 29 |
| Futures and forward contracts | $81,483,000 | 71 |
| Written option contracts | $1,278,614,000 | 29 |
| Purchased option contracts | $1,197,260,000 | 22 |
| Foreign exchange rate contracts | $1,114,824,000 | 29 |
| Notional value of exchange swaps | $35,631,000 | 25 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,067,033,000 | 28 |
| Spot foreign exchange rate contracts | $96,801,000 | 30 |
| Written option contracts | $6,080,000 | 26 |
| Purchased option contracts | $6,080,000 | 26 |
| Contracts on other commodities and equities. | $58,346,000 | 30 |
| Notional value of other swaps | $1,390,000 | 43 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $28,478,000 | 19 |
| Purchased option contracts | $28,478,000 | 21 |
| 2004-06-30 | Rank | |
| Derivatives | $12,476,517,000 | 34 |
| Notional amount of credit derivatives | $61,138,000 | 22 |
| Bank is guarantor | $61,138,000 | 16 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $11,093,555,000 | 34 |
| Notional value of interest rate swaps | $9,317,402,000 | 29 |
| Futures and forward contracts | $46,468,000 | 83 |
| Written option contracts | $913,765,000 | 28 |
| Purchased option contracts | $815,920,000 | 24 |
| Foreign exchange rate contracts | $1,260,285,000 | 29 |
| Notional value of exchange swaps | $91,583,000 | 22 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,139,866,000 | 25 |
| Spot foreign exchange rate contracts | $85,124,000 | 30 |
| Written option contracts | $14,418,000 | 25 |
| Purchased option contracts | $14,418,000 | 26 |
| Contracts on other commodities and equities. | $61,539,000 | 28 |
| Notional value of other swaps | $2,779,000 | 37 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $29,380,000 | 19 |
| Purchased option contracts | $29,380,000 | 22 |
| 2004-03-31 | Rank | |
| Derivatives | $11,254,546,000 | 36 |
| Notional amount of credit derivatives | $38,810,000 | 24 |
| Bank is guarantor | $38,810,000 | 17 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $9,853,616,000 | 35 |
| Notional value of interest rate swaps | $7,042,864,000 | 34 |
| Futures and forward contracts | $123,639,000 | 65 |
| Written option contracts | $1,313,680,000 | 27 |
| Purchased option contracts | $1,373,433,000 | 19 |
| Foreign exchange rate contracts | $1,297,388,000 | 30 |
| Notional value of exchange swaps | $91,759,000 | 20 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,201,069,000 | 26 |
| Spot foreign exchange rate contracts | $17,701,000 | 38 |
| Written option contracts | $2,280,000 | 29 |
| Purchased option contracts | $2,280,000 | 28 |
| Contracts on other commodities and equities. | $64,732,000 | 27 |
| Notional value of other swaps | $4,168,000 | 27 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $30,282,000 | 19 |
| Purchased option contracts | $30,282,000 | 22 |
| 2003-12-31 | Rank | |
| Derivatives | $11,822,977,000 | 34 |
| Notional amount of credit derivatives | $39,652,000 | 24 |
| Bank is guarantor | $39,652,000 | 15 |
| Bank is beneficiary | $0 | 29 |
| Interest rate contracts | $10,411,173,000 | 34 |
| Notional value of interest rate swaps | $8,600,043,000 | 29 |
| Futures and forward contracts | $56,090,000 | 76 |
| Written option contracts | $918,312,000 | 26 |
| Purchased option contracts | $836,728,000 | 20 |
| Foreign exchange rate contracts | $1,305,430,000 | 29 |
| Notional value of exchange swaps | $92,116,000 | 20 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,210,914,000 | 26 |
| Spot foreign exchange rate contracts | $79,785,000 | 22 |
| Written option contracts | $1,200,000 | 28 |
| Purchased option contracts | $1,200,000 | 28 |
| Contracts on other commodities and equities. | $66,722,000 | 25 |
| Notional value of other swaps | $5,558,000 | 27 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $30,582,000 | 18 |
| Purchased option contracts | $30,582,000 | 21 |
| 2003-09-30 | Rank | |
| Derivatives | $11,399,820,000 | 34 |
| Notional amount of credit derivatives | $40,491,000 | 21 |
| Bank is guarantor | $40,491,000 | 13 |
| Bank is beneficiary | $0 | 28 |
| Interest rate contracts | $9,975,164,000 | 34 |
| Notional value of interest rate swaps | $7,979,807,000 | 29 |
| Futures and forward contracts | $109,304,000 | 65 |
| Written option contracts | $1,007,973,000 | 28 |
| Purchased option contracts | $878,080,000 | 24 |
| Foreign exchange rate contracts | $1,315,973,000 | 29 |
| Notional value of exchange swaps | $90,805,000 | 19 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,221,328,000 | 25 |
| Spot foreign exchange rate contracts | $72,988,000 | 27 |
| Written option contracts | $1,920,000 | 29 |
| Purchased option contracts | $1,920,000 | 27 |
| Contracts on other commodities and equities. | $68,192,000 | 26 |
| Notional value of other swaps | $7,028,000 | 24 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $30,582,000 | 19 |
| Purchased option contracts | $30,582,000 | 22 |
| 2003-06-30 | Rank | |
| Derivatives | $10,396,992,000 | 36 |
| Notional amount of credit derivatives | $41,324,000 | 21 |
| Bank is guarantor | $41,324,000 | 13 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $8,350,995,000 | 37 |
| Notional value of interest rate swaps | $6,120,679,000 | 37 |
| Futures and forward contracts | $183,653,000 | 64 |
| Written option contracts | $1,181,697,000 | 29 |
| Purchased option contracts | $864,966,000 | 26 |
| Foreign exchange rate contracts | $1,934,971,000 | 21 |
| Notional value of exchange swaps | $96,921,000 | 19 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,832,890,000 | 20 |
| Spot foreign exchange rate contracts | $141,308,000 | 29 |
| Written option contracts | $2,580,000 | 26 |
| Purchased option contracts | $2,580,000 | 28 |
| Contracts on other commodities and equities. | $69,702,000 | 25 |
| Notional value of other swaps | $8,538,000 | 23 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $30,582,000 | 18 |
| Purchased option contracts | $30,582,000 | 21 |
| 2003-03-31 | Rank | |
| Derivatives | $10,405,706,000 | 36 |
| Notional amount of credit derivatives | $42,153,000 | 24 |
| Bank is guarantor | $42,153,000 | 15 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $8,538,655,000 | 37 |
| Notional value of interest rate swaps | $4,985,636,000 | 36 |
| Futures and forward contracts | $1,600,000 | 167 |
| Written option contracts | $1,773,817,000 | 26 |
| Purchased option contracts | $1,777,602,000 | 20 |
| Foreign exchange rate contracts | $1,753,684,000 | 23 |
| Notional value of exchange swaps | $95,684,000 | 19 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,658,000,000 | 21 |
| Spot foreign exchange rate contracts | $12,717,000 | 39 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 27 |
| Contracts on other commodities and equities. | $71,214,000 | 23 |
| Notional value of other swaps | $10,050,000 | 22 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $30,582,000 | 18 |
| Purchased option contracts | $30,582,000 | 20 |
| 2002-12-31 | Rank | |
| Derivatives | $9,755,106,000 | 36 |
| Notional amount of credit derivatives | $32,431,000 | 24 |
| Bank is guarantor | $32,431,000 | 17 |
| Bank is beneficiary | $0 | 21 |
| Interest rate contracts | $8,048,848,000 | 36 |
| Notional value of interest rate swaps | $4,490,851,000 | 37 |
| Futures and forward contracts | $82,661,000 | 70 |
| Written option contracts | $1,733,551,000 | 24 |
| Purchased option contracts | $1,741,785,000 | 19 |
| Foreign exchange rate contracts | $1,566,854,000 | 25 |
| Notional value of exchange swaps | $94,877,000 | 20 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,455,977,000 | 22 |
| Spot foreign exchange rate contracts | $41,329,000 | 28 |
| Written option contracts | $8,000,000 | 27 |
| Purchased option contracts | $8,000,000 | 27 |
| Contracts on other commodities and equities. | $106,973,000 | 22 |
| Notional value of other swaps | $51,219,000 | 17 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $27,877,000 | 19 |
| Purchased option contracts | $27,877,000 | 21 |
| 2001-12-31 | Rank | |
| Derivatives | $9,664,147,000 | 33 |
| Notional amount of credit derivatives | $28,499,000 | 27 |
| Bank is guarantor | $28,499,000 | 18 |
| Bank is beneficiary | $0 | 24 |
| Interest rate contracts | $8,100,447,000 | 32 |
| Notional value of interest rate swaps | $5,980,485,000 | 29 |
| Futures and forward contracts | $119,402,000 | 55 |
| Written option contracts | $997,055,000 | 27 |
| Purchased option contracts | $1,003,505,000 | 28 |
| Foreign exchange rate contracts | $1,434,039,000 | 25 |
| Notional value of exchange swaps | $96,552,000 | 23 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,322,899,000 | 25 |
| Spot foreign exchange rate contracts | $39,245,000 | 29 |
| Written option contracts | $7,294,000 | 24 |
| Purchased option contracts | $7,294,000 | 25 |
| Contracts on other commodities and equities. | $101,162,000 | 21 |
| Notional value of other swaps | $45,408,000 | 14 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $27,877,000 | 17 |
| Purchased option contracts | $27,877,000 | 20 |
| 2000-12-31 | Rank | |
| Derivatives | $8,870,950,000 | 30 |
| Notional amount of credit derivatives | $15,000,000 | 25 |
| Bank is guarantor | $15,000,000 | 17 |
| Bank is beneficiary | $0 | 19 |
| Interest rate contracts | $5,915,947,000 | 34 |
| Notional value of interest rate swaps | $4,177,144,000 | 32 |
| Futures and forward contracts | $50,825,000 | 59 |
| Written option contracts | $844,239,000 | 29 |
| Purchased option contracts | $843,739,000 | 40 |
| Foreign exchange rate contracts | $2,882,815,000 | 21 |
| Notional value of exchange swaps | $136,975,000 | 23 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,700,940,000 | 18 |
| Spot foreign exchange rate contracts | $66,674,000 | 27 |
| Written option contracts | $22,450,000 | 22 |
| Purchased option contracts | $22,450,000 | 22 |
| Contracts on other commodities and equities. | $57,188,000 | 25 |
| Notional value of other swaps | $1,434,000 | 21 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $27,877,000 | 18 |
| Purchased option contracts | $27,877,000 | 21 |
| 1999-12-31 | Rank | |
| Derivatives | $6,225,208,000 | 41 |
| Notional amount of credit derivatives | $15,000,000 | 22 |
| Bank is guarantor | $15,000,000 | 18 |
| Bank is beneficiary | $0 | 15 |
| Interest rate contracts | $3,952,460,000 | 45 |
| Notional value of interest rate swaps | $2,788,953,000 | 43 |
| Futures and forward contracts | $111,710,000 | 51 |
| Written option contracts | $531,775,000 | 34 |
| Purchased option contracts | $520,022,000 | 42 |
| Foreign exchange rate contracts | $2,224,593,000 | 22 |
| Notional value of exchange swaps | $324,235,000 | 15 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,563,178,000 | 23 |
| Spot foreign exchange rate contracts | $49,424,000 | 24 |
| Written option contracts | $168,590,000 | 14 |
| Purchased option contracts | $168,590,000 | 14 |
| Contracts on other commodities and equities. | $33,155,000 | 30 |
| Notional value of other swaps | $2,253,000 | 20 |
| Futures and forward contracts | $0 | 10 |
| Written option contracts | $15,451,000 | 21 |
| Purchased option contracts | $15,451,000 | 23 |
| 1998-12-31 | Rank | |
| Derivatives | $7,089,551,000 | 39 |
| Notional amount of credit derivatives | $15,000,000 | 21 |
| Bank is guarantor | $15,000,000 | 16 |
| Bank is beneficiary | $0 | 16 |
| Interest rate contracts | $4,766,403,000 | 44 |
| Notional value of interest rate swaps | $2,876,503,000 | 46 |
| Futures and forward contracts | $419,458,000 | 46 |
| Written option contracts | $735,221,000 | 31 |
| Purchased option contracts | $735,221,000 | 39 |
| Foreign exchange rate contracts | $2,296,074,000 | 20 |
| Notional value of exchange swaps | $123,906,000 | 21 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,802,938,000 | 21 |
| Spot foreign exchange rate contracts | $11,112,000 | 45 |
| Written option contracts | $184,615,000 | 16 |
| Purchased option contracts | $184,615,000 | 16 |
| Contracts on other commodities and equities. | $12,074,000 | 30 |
| Notional value of other swaps | $4,670,000 | 19 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $3,702,000 | 20 |
| Purchased option contracts | $3,702,000 | 19 |
| 1997-12-31 | Rank | |
| Derivatives | $6,283,331,000 | 42 |
| Notional amount of credit derivatives | $11,951,000 | 15 |
| Bank is guarantor | $11,951,000 | 13 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $3,972,447,000 | 49 |
| Notional value of interest rate swaps | $2,300,541,000 | 48 |
| Futures and forward contracts | $482,386,000 | 40 |
| Written option contracts | $594,760,000 | 34 |
| Purchased option contracts | $594,760,000 | 50 |
| Foreign exchange rate contracts | $2,298,933,000 | 21 |
| Notional value of exchange swaps | $0 | 37 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,122,053,000 | 21 |
| Spot foreign exchange rate contracts | $172,457,000 | 25 |
| Written option contracts | $88,440,000 | 22 |
| Purchased option contracts | $88,440,000 | 21 |
| 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 | $6,238,584,000 | 43 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $4,216,849,000 | 51 |
| Notional value of interest rate swaps | $2,215,172,000 | 56 |
| Futures and forward contracts | $288,743,000 | 51 |
| Written option contracts | $855,967,000 | 30 |
| Purchased option contracts | $856,967,000 | 39 |
| Foreign exchange rate contracts | $2,021,735,000 | 21 |
| Notional value of exchange swaps | $0 | 36 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,908,919,000 | 20 |
| Spot foreign exchange rate contracts | $209,590,000 | 19 |
| Written option contracts | $56,408,000 | 20 |
| Purchased option contracts | $56,408,000 | 20 |
| 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 | $9,456,790,000 | 36 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $4,498,805,000 | 52 |
| Notional value of interest rate swaps | $1,167,352,000 | 86 |
| Futures and forward contracts | $61,175,000 | 85 |
| Written option contracts | $1,632,121,000 | 23 |
| Purchased option contracts | $1,638,157,000 | 29 |
| Foreign exchange rate contracts | $4,957,985,000 | 17 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $4,786,883,000 | 17 |
| Spot foreign exchange rate contracts | $366,176,000 | 17 |
| Written option contracts | $85,551,000 | 16 |
| Purchased option contracts | $85,551,000 | 15 |
| 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 | $19,920,856,000 | 24 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $5,558,494,000 | 49 |
| Notional value of interest rate swaps | $1,652,018,000 | 75 |
| Futures and forward contracts | $1,496,499,000 | 28 |
| Written option contracts | $1,205,143,000 | 25 |
| Purchased option contracts | $1,204,834,000 | 37 |
| Foreign exchange rate contracts | $14,362,362,000 | 14 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $12,822,530,000 | 13 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $769,916,000 | 12 |
| Purchased option contracts | $769,916,000 | 13 |
| 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 | $27,312,603,000 | 19 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $5,060,202,000 | 44 |
| Notional value of interest rate swaps | $2,278,770,000 | 54 |
| Futures and forward contracts | $787,899,000 | 38 |
| Written option contracts | $811,943,000 | 33 |
| Purchased option contracts | $1,181,590,000 | 32 |
| Foreign exchange rate contracts | $22,251,624,000 | 15 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $19,150,816,000 | 13 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $1,557,366,000 | 12 |
| Purchased option contracts | $1,543,442,000 | 12 |
| Contracts on other commodities and equities. | $777,000 | 30 |
| Notional value of other swaps | $0 | 15 |
| Futures and forward contracts | $777,000 | 19 |
| Written option contracts | $0 | 15 |
| Purchased option contracts | $0 | 24 |
| 1992-12-31 | Rank | |
| Derivatives | $16,490,936,000 | 22 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $5,478,170,000 | 37 |
| Notional value of interest rate swaps | $2,425,094,000 | 43 |
| Futures and forward contracts | $1,406,187,000 | 36 |
| Written option contracts | $910,553,000 | 23 |
| Purchased option contracts | $736,336,000 | 31 |
| Foreign exchange rate contracts | $11,011,406,000 | 14 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $8,374,252,000 | 13 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $1,275,343,000 | 11 |
| Purchased option contracts | $1,361,811,000 | 11 |
| Contracts on other commodities and equities. | $1,360,000 | 21 |
| Notional value of other swaps | $0 | 12 |
| Futures and forward contracts | $1,360,000 | 16 |
| Written option contracts | $0 | 15 |
| Purchased option contracts | $0 | 13 |