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J.P. Morgan Delaware, Derivatives

1995-12-31Rank
Derivatives$18,916,031,00022
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$12,789,996,00029
Notional value of interest rate swaps$4,721,606,00041
Futures and forward contracts$78,500,00079
Written option contracts$3,994,945,00016
Purchased option contracts$3,994,945,00020
Foreign exchange rate contracts$621,943,00037
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$621,943,00035
Spot foreign exchange rate contracts$0142
Written option contracts$044
Purchased option contracts$047
Contracts on other commodities and equities.$5,504,092,0009
Notional value of other swaps$1,003,612,0006
Futures and forward contracts$021
Written option contracts$2,250,240,0007
Purchased option contracts$2,250,240,0008
1994-12-31Rank
Derivatives$8,306,413,00039
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$7,096,532,00035
Notional value of interest rate swaps$3,654,692,00045
Futures and forward contracts$921,600,00036
Written option contracts$1,260,120,00024
Purchased option contracts$1,260,120,00036
Foreign exchange rate contracts$653,085,00038
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$653,085,00037
Spot foreign exchange rate contractsNANA
Written option contracts$036
Purchased option contracts$042
Contracts on other commodities and equities.$556,796,0009
Notional value of other swaps$556,796,0007
Futures and forward contracts$020
Written option contracts$017
Purchased option contracts$027
1993-12-31Rank
Derivatives$25,267,333,00020
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$23,836,125,00017
Notional value of interest rate swaps$14,807,621,00013
Futures and forward contracts$4,076,000,00019
Written option contracts$2,252,252,00019
Purchased option contracts$2,700,252,00023
Foreign exchange rate contracts$692,614,00034
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$692,614,00038
Spot foreign exchange rate contractsNANA
Written option contracts$039
Purchased option contracts$040
Contracts on other commodities and equities.$738,594,00011
Notional value of other swaps$738,594,0006
Futures and forward contracts$020
Written option contracts$015
Purchased option contracts$024
1992-12-31Rank
Derivatives$14,088,788,00026
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$12,588,788,00023
Notional value of interest rate swaps$10,132,788,00014
Futures and forward contracts$1,481,000,00033
Written option contracts$450,000,00030
Purchased option contracts$525,000,00034
Foreign exchange rate contracts$0229
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0237
Spot foreign exchange rate contractsNANA
Written option contracts$043
Purchased option contracts$041
Contracts on other commodities and equities.$1,500,000,0007
Notional value of other swaps$012
Futures and forward contracts$019
Written option contracts$750,000,0006
Purchased option contracts$750,000,0005