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MTB Bank, Derivatives

1999-12-31Rank
Derivatives$93,591,000190
Notional amount of credit derivatives$027
Bank is guarantor$023
Bank is beneficiary$015
Interest rate contracts$30,000,000263
Notional value of interest rate swaps$30,000,000214
Futures and forward contracts$0135
Written option contracts$099
Purchased option contracts$0208
Foreign exchange rate contracts$14,626,00076
Notional value of exchange swaps$038
Commitments to purchase foreign currencies & U.S. dollar exchange$14,626,00071
Spot foreign exchange rate contracts$73,00069
Written option contracts$035
Purchased option contracts$036
Contracts on other commodities and equities.$48,965,00027
Notional value of other swaps$024
Futures and forward contracts$48,965,0008
Written option contracts$047
Purchased option contracts$032
1998-12-31Rank
Derivatives$151,657,000182
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$20,000,000310
Notional value of interest rate swaps$20,000,000235
Futures and forward contracts$0151
Written option contracts$098
Purchased option contracts$0228
Foreign exchange rate contracts$120,043,00056
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$120,043,00051
Spot foreign exchange rate contracts$5,248,00054
Written option contracts$037
Purchased option contracts$039
Contracts on other commodities and equities.$11,614,00031
Notional value of other swaps$022
Futures and forward contracts$11,614,00011
Written option contracts$040
Purchased option contracts$027
1997-12-31Rank
Derivatives$313,503,000156
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$10,000,000369
Notional value of interest rate swaps$10,000,000275
Futures and forward contracts$0177
Written option contracts$0109
Purchased option contracts$0240
Foreign exchange rate contracts$291,234,00048
Notional value of exchange swaps$037
Commitments to purchase foreign currencies & U.S. dollar exchange$218,618,00046
Spot foreign exchange rate contracts$15,925,00045
Written option contracts$36,308,00025
Purchased option contracts$36,308,00027
Contracts on other commodities and equities.$12,269,00025
Notional value of other swaps$018
Futures and forward contracts$12,269,00014
Written option contracts$028
Purchased option contracts$027
1996-12-31Rank
Derivatives$613,336,000133
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0508
Notional value of interest rate swaps$0389
Futures and forward contracts$0134
Written option contracts$0132
Purchased option contracts$0241
Foreign exchange rate contracts$536,209,00039
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$282,881,00042
Spot foreign exchange rate contracts$13,707,00048
Written option contracts$126,664,00014
Purchased option contracts$126,664,00017
Contracts on other commodities and equities.$77,127,00016
Notional value of other swaps$016
Futures and forward contracts$77,127,00012
Written option contracts$027
Purchased option contracts$026
1995-12-31Rank
Derivatives$364,295,000184
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0577
Notional value of interest rate swaps$0470
Futures and forward contracts$0149
Written option contracts$0132
Purchased option contracts$0296
Foreign exchange rate contracts$273,400,00048
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$182,612,00052
Spot foreign exchange rate contracts$54,185,00036
Written option contracts$45,394,00018
Purchased option contracts$45,394,00018
Contracts on other commodities and equities.$90,895,00018
Notional value of other swaps$022
Futures and forward contracts$90,145,00013
Written option contracts$250,00023
Purchased option contracts$500,00026
1994-12-31Rank
Derivatives$147,663,000258
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0630
Notional value of interest rate swaps$0530
Futures and forward contracts$0164
Written option contracts$0137
Purchased option contracts$0280
Foreign exchange rate contracts$100,647,00060
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$100,647,00061
Spot foreign exchange rate contractsNANA
Written option contracts$036
Purchased option contracts$042
Contracts on other commodities and equities.$47,016,00015
Notional value of other swaps$016
Futures and forward contracts$47,016,00011
Written option contracts$017
Purchased option contracts$027
1993-12-31Rank
Derivatives$78,900,000299
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0646
Notional value of interest rate swaps$0543
Futures and forward contracts$0179
Written option contracts$0121
Purchased option contracts$0236
Foreign exchange rate contracts$56,632,00071
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$56,632,00074
Spot foreign exchange rate contractsNANA
Written option contracts$039
Purchased option contracts$040
Contracts on other commodities and equities.$22,268,00020
Notional value of other swaps$015
Futures and forward contracts$22,268,00014
Written option contracts$015
Purchased option contracts$024