Home > Morgan Guaranty Trust Company of New York > Derivatives
Morgan Guaranty Trust Company of New York, Derivatives
| 2000-12-31 | Rank | |
| Derivatives | $9,630,378,000,000 | 2 |
| Notional amount of credit derivatives | $271,354,000,000 | 1 |
| Bank is guarantor | $116,188,000,000 | 1 |
| Bank is beneficiary | $155,166,000,000 | 1 |
| Interest rate contracts | $7,743,963,000,000 | 2 |
| Notional value of interest rate swaps | $4,731,784,000,000 | 2 |
| Futures and forward contracts | $938,753,000,000 | 3 |
| Written option contracts | $1,124,107,000,000 | 1 |
| Purchased option contracts | $949,319,000,000 | 1 |
| Foreign exchange rate contracts | $1,097,311,000,000 | 3 |
| Notional value of exchange swaps | $319,552,000,000 | 1 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $590,220,000,000 | 4 |
| Spot foreign exchange rate contracts | $2,441,000,000 | 10 |
| Written option contracts | $96,528,000,000 | 3 |
| Purchased option contracts | $91,011,000,000 | 3 |
| Contracts on other commodities and equities. | $517,750,000,000 | 1 |
| Notional value of other swaps | $47,660,000,000 | 1 |
| Futures and forward contracts | $49,431,000,000 | 2 |
| Written option contracts | $213,820,000,000 | 1 |
| Purchased option contracts | $206,839,000,000 | 1 |
| 1999-12-31 | Rank | |
| Derivatives | $8,842,588,599,000 | 2 |
| Notional amount of credit derivatives | $172,398,340,000 | 1 |
| Bank is guarantor | $73,996,000,000 | 1 |
| Bank is beneficiary | $98,402,340,000 | 1 |
| Interest rate contracts | $7,150,786,262,000 | 2 |
| Notional value of interest rate swaps | $4,162,414,690,000 | 2 |
| Futures and forward contracts | $868,391,308,000 | 2 |
| Written option contracts | $1,175,817,200,000 | 1 |
| Purchased option contracts | $944,163,064,000 | 1 |
| Foreign exchange rate contracts | $1,096,844,224,000 | 3 |
| Notional value of exchange swaps | $302,060,162,000 | 1 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $446,171,366,000 | 4 |
| Spot foreign exchange rate contracts | $3,260,393,000 | 4 |
| Written option contracts | $186,761,595,000 | 1 |
| Purchased option contracts | $161,851,101,000 | 1 |
| Contracts on other commodities and equities. | $422,559,773,000 | 1 |
| Notional value of other swaps | $47,087,365,000 | 1 |
| Futures and forward contracts | $52,872,148,000 | 1 |
| Written option contracts | $160,924,542,000 | 1 |
| Purchased option contracts | $161,675,718,000 | 1 |
| 1998-12-31 | Rank | |
| Derivatives | $8,804,954,702,000 | 2 |
| Notional amount of credit derivatives | $63,562,649,000 | 1 |
| Bank is guarantor | $30,911,253,000 | 1 |
| Bank is beneficiary | $32,651,396,000 | 1 |
| Interest rate contracts | $7,169,800,310,000 | 2 |
| Notional value of interest rate swaps | $3,563,414,890,000 | 2 |
| Futures and forward contracts | $1,381,916,322,000 | 2 |
| Written option contracts | $1,237,395,914,000 | 1 |
| Purchased option contracts | $987,073,184,000 | 1 |
| Foreign exchange rate contracts | $1,283,090,396,000 | 3 |
| Notional value of exchange swaps | $282,396,178,000 | 1 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $603,066,182,000 | 5 |
| Spot foreign exchange rate contracts | $151,371,016,000 | 1 |
| Written option contracts | $196,714,724,000 | 1 |
| Purchased option contracts | $200,913,312,000 | 1 |
| Contracts on other commodities and equities. | $288,501,347,000 | 1 |
| Notional value of other swaps | $21,321,500,000 | 1 |
| Futures and forward contracts | $49,878,262,000 | 1 |
| Written option contracts | $111,077,012,000 | 1 |
| Purchased option contracts | $106,224,573,000 | 1 |
| 1997-12-31 | Rank | |
| Derivatives | $6,198,708,775,000 | 2 |
| Notional amount of credit derivatives | $34,653,668,000 | 1 |
| Bank is guarantor | $7,642,181,000 | 1 |
| Bank is beneficiary | $27,011,487,000 | 1 |
| Interest rate contracts | $4,510,579,130,000 | 2 |
| Notional value of interest rate swaps | $2,410,882,600,000 | 2 |
| Futures and forward contracts | $856,919,861,000 | 2 |
| Written option contracts | $725,547,203,000 | 1 |
| Purchased option contracts | $517,229,466,000 | 1 |
| Foreign exchange rate contracts | $1,441,966,446,000 | 3 |
| Notional value of exchange swaps | $309,997,581,000 | 1 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $720,435,850,000 | 3 |
| Spot foreign exchange rate contracts | $55,425,072,000 | 3 |
| Written option contracts | $217,142,098,000 | 1 |
| Purchased option contracts | $194,390,917,000 | 1 |
| Contracts on other commodities and equities. | $211,509,531,000 | 1 |
| Notional value of other swaps | $36,268,070,000 | 1 |
| Futures and forward contracts | $56,706,891,000 | 1 |
| Written option contracts | $63,125,474,000 | 1 |
| Purchased option contracts | $55,409,096,000 | 1 |
| 1996-12-31 | Rank | |
| Derivatives | $4,749,651,223,000 | 2 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $3,514,077,039,000 | 2 |
| Notional value of interest rate swaps | $1,905,830,750,000 | 2 |
| Futures and forward contracts | $546,412,332,000 | 2 |
| Written option contracts | $556,997,127,000 | 1 |
| Purchased option contracts | $504,836,830,000 | 1 |
| Foreign exchange rate contracts | $1,071,579,956,000 | 3 |
| Notional value of exchange swaps | $226,394,316,000 | 1 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $620,169,402,000 | 3 |
| Spot foreign exchange rate contracts | $42,955,074,000 | 3 |
| Written option contracts | $118,407,719,000 | 1 |
| Purchased option contracts | $106,608,519,000 | 1 |
| Contracts on other commodities and equities. | $163,994,228,000 | 1 |
| Notional value of other swaps | $31,142,534,000 | 1 |
| Futures and forward contracts | $58,397,186,000 | 1 |
| Written option contracts | $40,307,665,000 | 1 |
| Purchased option contracts | $34,146,843,000 | 1 |
| 1995-12-31 | Rank | |
| Derivatives | $3,465,083,843,000 | 1 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $2,560,792,209,000 | 1 |
| Notional value of interest rate swaps | $1,379,167,480,000 | 2 |
| Futures and forward contracts | $419,317,304,000 | 3 |
| Written option contracts | $407,658,143,000 | 1 |
| Purchased option contracts | $354,649,282,000 | 1 |
| Foreign exchange rate contracts | $760,113,065,000 | 3 |
| Notional value of exchange swaps | $152,418,819,000 | 1 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $462,366,731,000 | 6 |
| Spot foreign exchange rate contracts | $49,346,689,000 | 2 |
| Written option contracts | $72,839,852,000 | 2 |
| Purchased option contracts | $72,487,663,000 | 2 |
| Contracts on other commodities and equities. | $144,178,569,000 | 1 |
| Notional value of other swaps | $22,683,794,000 | 1 |
| Futures and forward contracts | $44,790,485,000 | 1 |
| Written option contracts | $37,873,810,000 | 1 |
| Purchased option contracts | $38,830,480,000 | 1 |
| 1994-12-31 | Rank | |
| Derivatives | $2,426,414,201,000 | 3 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,725,189,234,000 | 2 |
| Notional value of interest rate swaps | $865,536,351,000 | 2 |
| Futures and forward contracts | $399,084,224,000 | 3 |
| Written option contracts | $252,508,602,000 | 1 |
| Purchased option contracts | $208,060,057,000 | 1 |
| Foreign exchange rate contracts | $608,558,699,000 | 6 |
| Notional value of exchange swaps | $112,983,517,000 | 1 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $398,086,458,000 | 6 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $51,713,714,000 | 2 |
| Purchased option contracts | $45,775,010,000 | 2 |
| Contracts on other commodities and equities. | $92,666,268,000 | 1 |
| Notional value of other swaps | $19,090,301,000 | 1 |
| Futures and forward contracts | $24,689,092,000 | 1 |
| Written option contracts | $25,368,931,000 | 1 |
| Purchased option contracts | $23,517,944,000 | 1 |
| 1993-12-31 | Rank | |
| Derivatives | $1,627,837,793,000 | 4 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,059,407,908,000 | 3 |
| Notional value of interest rate swaps | $579,230,329,000 | 2 |
| Futures and forward contracts | $202,259,970,000 | 4 |
| Written option contracts | $120,503,073,000 | 3 |
| Purchased option contracts | $157,414,536,000 | 1 |
| Foreign exchange rate contracts | $503,806,736,000 | 4 |
| Notional value of exchange swaps | $96,151,830,000 | 1 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $315,988,255,000 | 6 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $47,569,849,000 | 1 |
| Purchased option contracts | $44,096,802,000 | 1 |
| Contracts on other commodities and equities. | $64,623,149,000 | 1 |
| Notional value of other swaps | $25,252,900,000 | 1 |
| Futures and forward contracts | $9,421,130,000 | 2 |
| Written option contracts | $15,483,967,000 | 1 |
| Purchased option contracts | $14,465,152,000 | 1 |
| 1992-12-31 | Rank | |
| Derivatives | $1,257,170,878,000 | 3 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $783,551,407,000 | 2 |
| Notional value of interest rate swaps | $376,345,342,000 | 2 |
| Futures and forward contracts | $177,428,976,000 | 4 |
| Written option contracts | $85,904,199,000 | 2 |
| Purchased option contracts | $143,872,890,000 | 1 |
| Foreign exchange rate contracts | $435,395,940,000 | 5 |
| Notional value of exchange swaps | $85,744,664,000 | 1 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $262,275,473,000 | 6 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $42,169,973,000 | 2 |
| Purchased option contracts | $45,205,830,000 | 2 |
| Contracts on other commodities and equities. | $38,223,531,000 | 1 |
| Notional value of other swaps | $8,753,825,000 | 1 |
| Futures and forward contracts | $10,980,459,000 | 1 |
| Written option contracts | $9,417,409,000 | 2 |
| Purchased option contracts | $9,071,838,000 | 2 |