1999-12-31 | Rank |
Derivatives | $93,591,000 | 190 |
Notional amount of credit derivatives | $0 | 27 |
Bank is guarantor | $0 | 23 |
Bank is beneficiary | $0 | 15 |
Interest rate contracts | $30,000,000 | 263 |
Notional value of interest rate swaps | $30,000,000 | 214 |
Futures and forward contracts | $0 | 135 |
Written option contracts | $0 | 99 |
Purchased option contracts | $0 | 208 |
Foreign exchange rate contracts | $14,626,000 | 76 |
Notional value of exchange swaps | $0 | 38 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $14,626,000 | 71 |
Spot foreign exchange rate contracts | $73,000 | 69 |
Written option contracts | $0 | 35 |
Purchased option contracts | $0 | 36 |
Contracts on other commodities and equities. | $48,965,000 | 27 |
Notional value of other swaps | $0 | 24 |
Futures and forward contracts | $48,965,000 | 8 |
Written option contracts | $0 | 47 |
Purchased option contracts | $0 | 32 |
1998-12-31 | Rank |
Derivatives | $151,657,000 | 182 |
Notional amount of credit derivatives | $0 | 24 |
Bank is guarantor | $0 | 19 |
Bank is beneficiary | $0 | 16 |
Interest rate contracts | $20,000,000 | 310 |
Notional value of interest rate swaps | $20,000,000 | 235 |
Futures and forward contracts | $0 | 151 |
Written option contracts | $0 | 98 |
Purchased option contracts | $0 | 228 |
Foreign exchange rate contracts | $120,043,000 | 56 |
Notional value of exchange swaps | $0 | 39 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $120,043,000 | 51 |
Spot foreign exchange rate contracts | $5,248,000 | 54 |
Written option contracts | $0 | 37 |
Purchased option contracts | $0 | 39 |
Contracts on other commodities and equities. | $11,614,000 | 31 |
Notional value of other swaps | $0 | 22 |
Futures and forward contracts | $11,614,000 | 11 |
Written option contracts | $0 | 40 |
Purchased option contracts | $0 | 27 |
1997-12-31 | Rank |
Derivatives | $313,503,000 | 156 |
Notional amount of credit derivatives | $0 | 18 |
Bank is guarantor | $0 | 16 |
Bank is beneficiary | $0 | 11 |
Interest rate contracts | $10,000,000 | 369 |
Notional value of interest rate swaps | $10,000,000 | 275 |
Futures and forward contracts | $0 | 177 |
Written option contracts | $0 | 109 |
Purchased option contracts | $0 | 240 |
Foreign exchange rate contracts | $291,234,000 | 48 |
Notional value of exchange swaps | $0 | 37 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $218,618,000 | 46 |
Spot foreign exchange rate contracts | $15,925,000 | 45 |
Written option contracts | $36,308,000 | 25 |
Purchased option contracts | $36,308,000 | 27 |
Contracts on other commodities and equities. | $12,269,000 | 25 |
Notional value of other swaps | $0 | 18 |
Futures and forward contracts | $12,269,000 | 14 |
Written option contracts | $0 | 28 |
Purchased option contracts | $0 | 27 |
1996-12-31 | Rank |
Derivatives | $613,336,000 | 133 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 508 |
Notional value of interest rate swaps | $0 | 389 |
Futures and forward contracts | $0 | 134 |
Written option contracts | $0 | 132 |
Purchased option contracts | $0 | 241 |
Foreign exchange rate contracts | $536,209,000 | 39 |
Notional value of exchange swaps | $0 | 36 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $282,881,000 | 42 |
Spot foreign exchange rate contracts | $13,707,000 | 48 |
Written option contracts | $126,664,000 | 14 |
Purchased option contracts | $126,664,000 | 17 |
Contracts on other commodities and equities. | $77,127,000 | 16 |
Notional value of other swaps | $0 | 16 |
Futures and forward contracts | $77,127,000 | 12 |
Written option contracts | $0 | 27 |
Purchased option contracts | $0 | 26 |
1995-12-31 | Rank |
Derivatives | $364,295,000 | 184 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 577 |
Notional value of interest rate swaps | $0 | 470 |
Futures and forward contracts | $0 | 149 |
Written option contracts | $0 | 132 |
Purchased option contracts | $0 | 296 |
Foreign exchange rate contracts | $273,400,000 | 48 |
Notional value of exchange swaps | $0 | 33 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $182,612,000 | 52 |
Spot foreign exchange rate contracts | $54,185,000 | 36 |
Written option contracts | $45,394,000 | 18 |
Purchased option contracts | $45,394,000 | 18 |
Contracts on other commodities and equities. | $90,895,000 | 18 |
Notional value of other swaps | $0 | 22 |
Futures and forward contracts | $90,145,000 | 13 |
Written option contracts | $250,000 | 23 |
Purchased option contracts | $500,000 | 26 |
1994-12-31 | Rank |
Derivatives | $147,663,000 | 258 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 630 |
Notional value of interest rate swaps | $0 | 530 |
Futures and forward contracts | $0 | 164 |
Written option contracts | $0 | 137 |
Purchased option contracts | $0 | 280 |
Foreign exchange rate contracts | $100,647,000 | 60 |
Notional value of exchange swaps | $0 | 31 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $100,647,000 | 61 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 36 |
Purchased option contracts | $0 | 42 |
Contracts on other commodities and equities. | $47,016,000 | 15 |
Notional value of other swaps | $0 | 16 |
Futures and forward contracts | $47,016,000 | 11 |
Written option contracts | $0 | 17 |
Purchased option contracts | $0 | 27 |
1993-12-31 | Rank |
Derivatives | $78,900,000 | 299 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $0 | 646 |
Notional value of interest rate swaps | $0 | 543 |
Futures and forward contracts | $0 | 179 |
Written option contracts | $0 | 121 |
Purchased option contracts | $0 | 236 |
Foreign exchange rate contracts | $56,632,000 | 71 |
Notional value of exchange swaps | $0 | 30 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $56,632,000 | 74 |
Spot foreign exchange rate contracts | NA | NA |
Written option contracts | $0 | 39 |
Purchased option contracts | $0 | 40 |
Contracts on other commodities and equities. | $22,268,000 | 20 |
Notional value of other swaps | $0 | 15 |
Futures and forward contracts | $22,268,000 | 14 |
Written option contracts | $0 | 15 |
Purchased option contracts | $0 | 24 |