1996-12-31 | Rank |
Derivatives | $901,200,000 | 112 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $900,897,000 | 107 |
Notional value of interest rate swaps | $718,269,000 | 92 |
Futures and forward contracts | $0 | 134 |
Written option contracts | $91,314,000 | 65 |
Purchased option contracts | $91,314,000 | 111 |
Foreign exchange rate contracts | $303,000 | 145 |
Notional value of exchange swaps | $0 | 36 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $303,000 | 135 |
Spot foreign exchange rate contracts | $303,000 | 98 |
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 |
1995-12-31 | Rank |
Derivatives | $564,019,000 | 155 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $332,581,000 | 180 |
Notional value of interest rate swaps | $155,667,000 | 204 |
Futures and forward contracts | $0 | 149 |
Written option contracts | $88,457,000 | 73 |
Purchased option contracts | $88,457,000 | 120 |
Foreign exchange rate contracts | $231,438,000 | 52 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $231,438,000 | 47 |
Spot foreign exchange rate contracts | $899,000 | 94 |
Written option contracts | $0 | 44 |
Purchased option contracts | $0 | 47 |
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 | $33,931,000 | 409 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $33,505,000 | 395 |
Notional value of interest rate swaps | $3,505,000 | 494 |
Futures and forward contracts | $0 | 164 |
Written option contracts | $15,000,000 | 102 |
Purchased option contracts | $15,000,000 | 200 |
Foreign exchange rate contracts | $426,000 | 151 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $426,000 | 158 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 36 |
Purchased option contracts | $0 | 42 |
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 | $2,602,446,000 | 76 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $2,602,132,000 | 71 |
Notional value of interest rate swaps | $2,602,132,000 | 48 |
Futures and forward contracts | $0 | 179 |
Written option contracts | $0 | 121 |
Purchased option contracts | $0 | 236 |
Foreign exchange rate contracts | $314,000 | 172 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $314,000 | 180 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 40 |
Contracts on other commodities and equities. | $0 | 46 |
Notional value of other swaps | $0 | 15 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 15 |
Purchased option contracts | $0 | 24 |
1992-12-31 | Rank |
Derivatives | $375,000 | 606 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 574 |
Notional value of interest rate swaps | $0 | 497 |
Futures and forward contracts | $0 | 150 |
Written option contracts | $0 | 109 |
Purchased option contracts | $0 | 202 |
Foreign exchange rate contracts | $375,000 | 178 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $375,000 | 186 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 43 |
Purchased option contracts | $0 | 41 |
Contracts on other commodities and equities. | $0 | 32 |
Notional value of other swaps | $0 | 12 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $0 | 15 |
Purchased option contracts | $0 | 13 |