Home > National Bank of Commerce > Derivatives
National Bank of Commerce, Derivatives
| 2005-03-31 | Rank | |
| Derivatives | $28,102,000 | 276 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $28,102,000 | 267 |
| Notional value of interest rate swaps | $28,102,000 | 212 |
| Futures and forward contracts | $0 | 283 |
| Written option contracts | $0 | 342 |
| Purchased option contracts | $0 | 119 |
| Foreign exchange rate contracts | $0 | 112 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 109 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 152 |
| Notional value of other swaps | $0 | 80 |
| Futures and forward contracts | $0 | 15 |
| Written option contracts | $0 | 113 |
| Purchased option contracts | $0 | 84 |
| 2004-12-31 | Rank | |
| Derivatives | $1,278,558,000 | 79 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $1,276,808,000 | 73 |
| Notional value of interest rate swaps | $28,600,000 | 216 |
| Futures and forward contracts | $1,142,741,000 | 26 |
| Written option contracts | $105,467,000 | 51 |
| Purchased option contracts | $0 | 114 |
| Foreign exchange rate contracts | $1,750,000 | 81 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,750,000 | 77 |
| Spot foreign exchange rate contracts | $0 | 74 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 147 |
| Notional value of other swaps | $0 | 78 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 110 |
| Purchased option contracts | $0 | 79 |
| 2004-09-30 | Rank | |
| Derivatives | $2,914,576,000 | 62 |
| Notional amount of credit derivatives | $0 | 36 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $2,914,328,000 | 57 |
| Notional value of interest rate swaps | $753,600,000 | 82 |
| Futures and forward contracts | $2,021,677,000 | 25 |
| Written option contracts | $139,051,000 | 57 |
| Purchased option contracts | $0 | 120 |
| Foreign exchange rate contracts | $248,000 | 98 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $248,000 | 94 |
| Spot foreign exchange rate contracts | $0 | 80 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 148 |
| Notional value of other swaps | $0 | 75 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 112 |
| Purchased option contracts | $0 | 76 |
| 2004-06-30 | Rank | |
| Derivatives | $2,281,739,000 | 65 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $2,281,253,000 | 60 |
| Notional value of interest rate swaps | $753,600,000 | 80 |
| Futures and forward contracts | $1,361,976,000 | 30 |
| Written option contracts | $165,677,000 | 51 |
| Purchased option contracts | $0 | 123 |
| Foreign exchange rate contracts | $486,000 | 90 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $486,000 | 87 |
| Spot foreign exchange rate contracts | $172,000 | 63 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 141 |
| Notional value of other swaps | $0 | 74 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 108 |
| Purchased option contracts | $0 | 75 |
| 2004-03-31 | Rank | |
| Derivatives | $7,436,226,000 | 42 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $7,434,658,000 | 40 |
| Notional value of interest rate swaps | $735,000,000 | 79 |
| Futures and forward contracts | $6,540,953,000 | 19 |
| Written option contracts | $158,705,000 | 56 |
| Purchased option contracts | $0 | 122 |
| Foreign exchange rate contracts | $1,568,000 | 87 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,568,000 | 82 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 134 |
| Notional value of other swaps | $0 | 71 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 102 |
| Purchased option contracts | $0 | 71 |
| 2003-12-31 | Rank | |
| Derivatives | $1,037,738,000 | 78 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 29 |
| Interest rate contracts | $1,037,066,000 | 73 |
| Notional value of interest rate swaps | $325,000,000 | 96 |
| Futures and forward contracts | $636,296,000 | 37 |
| Written option contracts | $75,770,000 | 59 |
| Purchased option contracts | $0 | 125 |
| Foreign exchange rate contracts | $672,000 | 91 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $672,000 | 82 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 131 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 99 |
| Purchased option contracts | $0 | 71 |
| 2003-09-30 | Rank | |
| Derivatives | $2,199,667,000 | 65 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 28 |
| Interest rate contracts | $2,197,753,000 | 60 |
| Notional value of interest rate swaps | $300,000,000 | 102 |
| Futures and forward contracts | $1,741,402,000 | 29 |
| Written option contracts | $156,351,000 | 58 |
| Purchased option contracts | $0 | 130 |
| Foreign exchange rate contracts | $1,914,000 | 87 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,914,000 | 78 |
| Spot foreign exchange rate contracts | $168,000 | 63 |
| Written option contracts | $0 | 32 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 134 |
| Notional value of other swaps | $0 | 70 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 101 |
| Purchased option contracts | $0 | 70 |
| 2003-06-30 | Rank | |
| Derivatives | $3,695,839,000 | 57 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $3,695,290,000 | 55 |
| Notional value of interest rate swaps | $200,000,000 | 111 |
| Futures and forward contracts | $3,004,321,000 | 28 |
| Written option contracts | $490,969,000 | 42 |
| Purchased option contracts | $0 | 134 |
| Foreign exchange rate contracts | $549,000 | 91 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $549,000 | 84 |
| Spot foreign exchange rate contracts | $99,000 | 70 |
| Written option contracts | $0 | 31 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 130 |
| Notional value of other swaps | $0 | 68 |
| Futures and forward contracts | $0 | 14 |
| Written option contracts | $0 | 96 |
| Purchased option contracts | $0 | 64 |
| 2003-03-31 | Rank | |
| Derivatives | $4,142,354,000 | 52 |
| Notional amount of credit derivatives | $0 | 33 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $4,142,354,000 | 51 |
| Notional value of interest rate swaps | $0 | 307 |
| Futures and forward contracts | $3,773,838,000 | 23 |
| Written option contracts | $368,516,000 | 42 |
| Purchased option contracts | $0 | 139 |
| Foreign exchange rate contracts | $0 | 110 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 81 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 27 |
| Contracts on other commodities and equities. | $0 | 123 |
| Notional value of other swaps | $0 | 65 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $0 | 86 |
| Purchased option contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Derivatives | $1,273,238,000 | 75 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 21 |
| Interest rate contracts | $1,273,212,000 | 71 |
| Notional value of interest rate swaps | $0 | 294 |
| Futures and forward contracts | $1,124,535,000 | 30 |
| Written option contracts | $148,677,000 | 51 |
| Purchased option contracts | $0 | 146 |
| Foreign exchange rate contracts | $26,000 | 107 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $26,000 | 100 |
| Spot foreign exchange rate contracts | $26,000 | 74 |
| Written option contracts | $0 | 30 |
| Purchased option contracts | $0 | 30 |
| Contracts on other commodities and equities. | $0 | 109 |
| Notional value of other swaps | $0 | 53 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $0 | 75 |
| Purchased option contracts | $0 | 59 |
| 2001-12-31 | Rank | |
| Derivatives | $410,189,000 | 104 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 24 |
| Interest rate contracts | $410,189,000 | 99 |
| Notional value of interest rate swaps | $0 | 263 |
| Futures and forward contracts | $410,189,000 | 39 |
| Written option contracts | $0 | 91 |
| Purchased option contracts | $0 | 176 |
| Foreign exchange rate contracts | $0 | 113 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
| Spot foreign exchange rate contracts | $0 | 79 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 28 |
| Contracts on other commodities and equities. | $0 | 73 |
| Notional value of other swaps | $0 | 28 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $0 | 44 |
| Purchased option contracts | $0 | 38 |
| 2000-12-31 | Rank | |
| Derivatives | $1,760,109,000 | 70 |
| Notional amount of credit derivatives | $0 | 31 |
| Bank is guarantor | $0 | 24 |
| Bank is beneficiary | $0 | 19 |
| Interest rate contracts | $1,760,109,000 | 64 |
| Notional value of interest rate swaps | $1,625,000,000 | 51 |
| Futures and forward contracts | $135,109,000 | 44 |
| Written option contracts | $0 | 98 |
| Purchased option contracts | $0 | 204 |
| Foreign exchange rate contracts | $0 | 134 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 125 |
| Spot foreign exchange rate contracts | $0 | 90 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $0 | 66 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $0 | 49 |
| Purchased option contracts | $0 | 31 |
| 1999-12-31 | Rank | |
| Derivatives | $1,207,165,000 | 80 |
| Notional amount of credit derivatives | $0 | 27 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 15 |
| Interest rate contracts | $1,207,123,000 | 78 |
| Notional value of interest rate swaps | $690,000,000 | 83 |
| Futures and forward contracts | $511,123,000 | 35 |
| Written option contracts | $3,000,000 | 89 |
| Purchased option contracts | $3,000,000 | 192 |
| Foreign exchange rate contracts | $42,000 | 122 |
| Notional value of exchange swaps | $0 | 38 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $42,000 | 116 |
| Spot foreign exchange rate contracts | $42,000 | 77 |
| Written option contracts | $0 | 35 |
| Purchased option contracts | $0 | 36 |
| Contracts on other commodities and equities. | $0 | 60 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $0 | 10 |
| Written option contracts | $0 | 47 |
| Purchased option contracts | $0 | 32 |
| 1998-12-31 | Rank | |
| Derivatives | $689,520,000 | 108 |
| Notional amount of credit derivatives | $0 | 24 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 16 |
| Interest rate contracts | $689,120,000 | 102 |
| Notional value of interest rate swaps | $110,000,000 | 152 |
| Futures and forward contracts | $563,120,000 | 43 |
| Written option contracts | $8,000,000 | 82 |
| Purchased option contracts | $8,000,000 | 199 |
| Foreign exchange rate contracts | $400,000 | 111 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $400,000 | 101 |
| Spot foreign exchange rate contracts | $0 | 101 |
| Written option contracts | $0 | 37 |
| Purchased option contracts | $0 | 39 |
| Contracts on other commodities and equities. | $0 | 57 |
| Notional value of other swaps | $0 | 22 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 40 |
| Purchased option contracts | $0 | 27 |
| 1997-12-31 | Rank | |
| Derivatives | $348,642,000 | 148 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $348,642,000 | 137 |
| Notional value of interest rate swaps | $60,000,000 | 177 |
| Futures and forward contracts | $277,642,000 | 49 |
| Written option contracts | $5,500,000 | 97 |
| Purchased option contracts | $5,500,000 | 215 |
| Foreign exchange rate contracts | $0 | 150 |
| Notional value of exchange swaps | $0 | 37 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 140 |
| Spot foreign exchange rate contracts | $0 | 110 |
| Written option contracts | $0 | 41 |
| Purchased option contracts | $0 | 43 |
| Contracts on other commodities and equities. | $0 | 44 |
| Notional value of other swaps | $0 | 18 |
| Futures and forward contracts | $0 | 17 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 27 |
| 1996-12-31 | Rank | |
| Derivatives | $90,413,000 | 257 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $90,349,000 | 248 |
| Notional value of interest rate swaps | $0 | 389 |
| Futures and forward contracts | $90,349,000 | 68 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $0 | 241 |
| Foreign exchange rate contracts | $64,000 | 162 |
| Notional value of exchange swaps | $0 | 36 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $64,000 | 154 |
| Spot foreign exchange rate contracts | $0 | 127 |
| 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 | $510,173,000 | 162 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $509,683,000 | 152 |
| Notional value of interest rate swaps | $75,000,000 | 265 |
| Futures and forward contracts | $430,683,000 | 45 |
| Written option contracts | $2,000,000 | 123 |
| Purchased option contracts | $2,000,000 | 284 |
| Foreign exchange rate contracts | $490,000 | 158 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $490,000 | 151 |
| Spot foreign exchange rate contracts | $0 | 142 |
| 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 | $148,313,000 | 257 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $148,301,000 | 245 |
| Notional value of interest rate swaps | $50,000,000 | 319 |
| Futures and forward contracts | $60,301,000 | 72 |
| Written option contracts | $37,000,000 | 85 |
| Purchased option contracts | $1,000,000 | 270 |
| Foreign exchange rate contracts | $12,000 | 188 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $12,000 | 194 |
| 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 | $134,468,000 | 237 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $134,468,000 | 225 |
| Notional value of interest rate swaps | $0 | 543 |
| Futures and forward contracts | $134,468,000 | 72 |
| Written option contracts | $0 | 121 |
| Purchased option contracts | $0 | 236 |
| Foreign exchange rate contracts | $0 | 204 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 212 |
| 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 | $145,215,000 | 216 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $145,214,000 | 207 |
| Notional value of interest rate swaps | $50,000,000 | 268 |
| Futures and forward contracts | $95,214,000 | 73 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $0 | 202 |
| Foreign exchange rate contracts | $1,000 | 228 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,000 | 236 |
| 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 |