Home > National City Bank of Pennsylvania > Derivatives
National City Bank of Pennsylvania, Derivatives
| 2006-06-30 | Rank | |
| Derivatives | $1,167,305,000 | 89 |
| Notional amount of credit derivatives | $263,200,000 | 20 |
| Bank is guarantor | $0 | 26 |
| Bank is beneficiary | $263,200,000 | 17 |
| Interest rate contracts | $904,105,000 | 90 |
| Notional value of interest rate swaps | $614,335,000 | 90 |
| Futures and forward contracts | $0 | 416 |
| Written option contracts | $17,463,000 | 139 |
| Purchased option contracts | $272,307,000 | 37 |
| Foreign exchange rate contracts | $0 | 105 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 98 |
| Spot foreign exchange rate contracts | $0 | 77 |
| Written option contracts | $0 | 36 |
| Purchased option contracts | $0 | 33 |
| Contracts on other commodities and equities. | $0 | 172 |
| Notional value of other swaps | $0 | 88 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $0 | 124 |
| Purchased option contracts | $0 | 90 |
| 2006-03-31 | Rank | |
| Derivatives | $1,257,409,000 | 85 |
| Notional amount of credit derivatives | $263,200,000 | 20 |
| Bank is guarantor | $0 | 27 |
| Bank is beneficiary | $263,200,000 | 17 |
| Interest rate contracts | $994,209,000 | 88 |
| Notional value of interest rate swaps | $701,787,000 | 83 |
| Futures and forward contracts | $0 | 407 |
| Written option contracts | $19,841,000 | 130 |
| Purchased option contracts | $272,581,000 | 36 |
| Foreign exchange rate contracts | $0 | 104 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 99 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 177 |
| Notional value of other swaps | $0 | 87 |
| Futures and forward contracts | $0 | 30 |
| Written option contracts | $0 | 127 |
| Purchased option contracts | $0 | 93 |
| 2005-12-31 | Rank | |
| Derivatives | $1,262,557,000 | 83 |
| Notional amount of credit derivatives | $263,200,000 | 19 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $263,200,000 | 17 |
| Interest rate contracts | $999,357,000 | 86 |
| Notional value of interest rate swaps | $702,706,000 | 85 |
| Futures and forward contracts | $0 | 388 |
| Written option contracts | $21,772,000 | 120 |
| Purchased option contracts | $274,879,000 | 36 |
| Foreign exchange rate contracts | $0 | 103 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 97 |
| Spot foreign exchange rate contracts | $0 | 72 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 31 |
| Contracts on other commodities and equities. | $0 | 170 |
| Notional value of other swaps | $0 | 84 |
| Futures and forward contracts | $0 | 29 |
| Written option contracts | $0 | 117 |
| Purchased option contracts | $0 | 94 |
| 2005-09-30 | Rank | |
| Derivatives | $1,065,562,000 | 84 |
| Notional amount of credit derivatives | $263,200,000 | 19 |
| Bank is guarantor | $0 | 28 |
| Bank is beneficiary | $263,200,000 | 17 |
| Interest rate contracts | $802,362,000 | 89 |
| Notional value of interest rate swaps | $498,359,000 | 93 |
| Futures and forward contracts | $0 | 355 |
| Written option contracts | $25,050,000 | 120 |
| Purchased option contracts | $278,953,000 | 36 |
| Foreign exchange rate contracts | $0 | 111 |
| Notional value of exchange swaps | $0 | 29 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
| Spot foreign exchange rate contracts | $0 | 79 |
| Written option contracts | $0 | 33 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 166 |
| Notional value of other swaps | $0 | 76 |
| Futures and forward contracts | $0 | 27 |
| Written option contracts | $0 | 118 |
| Purchased option contracts | $0 | 91 |
| 2005-06-30 | Rank | |
| Derivatives | $1,061,646,000 | 82 |
| Notional amount of credit derivatives | $263,200,000 | 18 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $263,200,000 | 16 |
| Interest rate contracts | $798,446,000 | 84 |
| Notional value of interest rate swaps | $487,831,000 | 90 |
| Futures and forward contracts | $0 | 325 |
| Written option contracts | $31,293,000 | 112 |
| Purchased option contracts | $279,322,000 | 33 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 78 |
| Written option contracts | $0 | 34 |
| Purchased option contracts | $0 | 32 |
| Contracts on other commodities and equities. | $0 | 163 |
| Notional value of other swaps | $0 | 79 |
| Futures and forward contracts | $0 | 24 |
| Written option contracts | $0 | 117 |
| Purchased option contracts | $0 | 88 |
| 2005-03-31 | Rank | |
| Derivatives | $853,389,000 | 89 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $853,389,000 | 86 |
| Notional value of interest rate swaps | $803,134,000 | 79 |
| Futures and forward contracts | $0 | 283 |
| Written option contracts | $31,793,000 | 90 |
| Purchased option contracts | $18,462,000 | 78 |
| 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 | $1,247,000,000 | 80 |
| Notional amount of credit derivatives | $0 | 35 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $1,247,000,000 | 75 |
| Notional value of interest rate swaps | $1,195,948,000 | 61 |
| Futures and forward contracts | $0 | 272 |
| Written option contracts | $32,335,000 | 85 |
| Purchased option contracts | $18,717,000 | 77 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| 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 | $1,205,884,000 | 83 |
| Notional amount of credit derivatives | $0 | 36 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 32 |
| Interest rate contracts | $1,205,884,000 | 79 |
| Notional value of interest rate swaps | $1,155,788,000 | 65 |
| Futures and forward contracts | $0 | 268 |
| Written option contracts | $32,883,000 | 95 |
| Purchased option contracts | $17,213,000 | 85 |
| Foreign exchange rate contracts | $0 | 111 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 107 |
| 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 | $1,199,698,000 | 80 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 31 |
| Interest rate contracts | $1,199,698,000 | 75 |
| Notional value of interest rate swaps | $1,157,996,000 | 65 |
| Futures and forward contracts | $0 | 251 |
| Written option contracts | $33,435,000 | 93 |
| Purchased option contracts | $8,267,000 | 104 |
| Foreign exchange rate contracts | $0 | 110 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 106 |
| Spot foreign exchange rate contracts | $0 | 81 |
| 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 | $1,171,092,000 | 79 |
| Notional amount of credit derivatives | $0 | 37 |
| Bank is guarantor | $0 | 25 |
| Bank is beneficiary | $0 | 30 |
| Interest rate contracts | $1,171,092,000 | 74 |
| Notional value of interest rate swaps | $1,128,635,000 | 64 |
| Futures and forward contracts | $0 | 237 |
| Written option contracts | $34,012,000 | 94 |
| Purchased option contracts | $8,445,000 | 100 |
| Foreign exchange rate contracts | $0 | 107 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 102 |
| 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 | $453,883,000 | 109 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 29 |
| Interest rate contracts | $453,883,000 | 104 |
| Notional value of interest rate swaps | $410,680,000 | 92 |
| Futures and forward contracts | $0 | 228 |
| Written option contracts | $34,583,000 | 77 |
| Purchased option contracts | $8,620,000 | 102 |
| Foreign exchange rate contracts | $0 | 109 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 100 |
| 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 | $1,006,987,000 | 80 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 28 |
| Interest rate contracts | $1,006,987,000 | 75 |
| Notional value of interest rate swaps | $962,204,000 | 65 |
| Futures and forward contracts | $0 | 219 |
| Written option contracts | $35,137,000 | 86 |
| Purchased option contracts | $9,646,000 | 103 |
| Foreign exchange rate contracts | $0 | 112 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
| Spot foreign exchange rate contracts | $0 | 78 |
| 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 | $992,313,000 | 84 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 20 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $992,313,000 | 81 |
| Notional value of interest rate swaps | $946,635,000 | 64 |
| Futures and forward contracts | $0 | 197 |
| Written option contracts | $35,678,000 | 102 |
| Purchased option contracts | $10,000,000 | 99 |
| Foreign exchange rate contracts | $0 | 111 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 104 |
| Spot foreign exchange rate contracts | $0 | 78 |
| 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 | $1,000,707,000 | 87 |
| Notional amount of credit derivatives | $0 | 33 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 25 |
| Interest rate contracts | $1,000,707,000 | 83 |
| Notional value of interest rate swaps | $956,998,000 | 67 |
| Futures and forward contracts | $0 | 175 |
| Written option contracts | $36,386,000 | 83 |
| Purchased option contracts | $7,323,000 | 117 |
| 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 | $1,120,430,000 | 79 |
| Notional amount of credit derivatives | $0 | 30 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 21 |
| Interest rate contracts | $1,120,430,000 | 75 |
| Notional value of interest rate swaps | $968,423,000 | 65 |
| Futures and forward contracts | $107,610,000 | 63 |
| Written option contracts | $36,972,000 | 79 |
| Purchased option contracts | $7,425,000 | 123 |
| Foreign exchange rate contracts | $0 | 110 |
| Notional value of exchange swaps | $0 | 32 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 103 |
| Spot foreign exchange rate contracts | $0 | 81 |
| 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 | $1,110,209,000 | 79 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 24 |
| Interest rate contracts | $1,110,209,000 | 74 |
| Notional value of interest rate swaps | $1,017,806,000 | 64 |
| Futures and forward contracts | $61,538,000 | 67 |
| Written option contracts | $28,441,000 | 66 |
| Purchased option contracts | $2,424,000 | 168 |
| 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 | $649,964,000 | 104 |
| Notional amount of credit derivatives | $0 | 31 |
| Bank is guarantor | $0 | 24 |
| Bank is beneficiary | $0 | 19 |
| Interest rate contracts | $649,964,000 | 97 |
| Notional value of interest rate swaps | $612,857,000 | 80 |
| Futures and forward contracts | $13,701,000 | 73 |
| Written option contracts | $23,406,000 | 67 |
| 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 | $653,239,000 | 108 |
| Notional amount of credit derivatives | $0 | 27 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 15 |
| Interest rate contracts | $653,239,000 | 99 |
| Notional value of interest rate swaps | $632,624,000 | 85 |
| Futures and forward contracts | $11,825,000 | 85 |
| Written option contracts | $6,290,000 | 80 |
| Purchased option contracts | $2,500,000 | 196 |
| Foreign exchange rate contracts | $0 | 125 |
| Notional value of exchange swaps | $0 | 38 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 120 |
| Spot foreign exchange rate contracts | $0 | 87 |
| 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 | $901,438,000 | 99 |
| Notional amount of credit derivatives | $0 | 24 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 16 |
| Interest rate contracts | $901,438,000 | 93 |
| Notional value of interest rate swaps | $835,274,000 | 81 |
| Futures and forward contracts | $47,754,000 | 85 |
| Written option contracts | $0 | 98 |
| Purchased option contracts | $18,410,000 | 157 |
| Foreign exchange rate contracts | $0 | 135 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 127 |
| 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 | $1,488,402,000 | 78 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $1,488,402,000 | 74 |
| Notional value of interest rate swaps | $1,454,968,000 | 61 |
| Futures and forward contracts | $29,316,000 | 92 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $4,118,000 | 225 |
| 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 | $1,102,209,000 | 104 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,102,209,000 | 98 |
| Notional value of interest rate swaps | $1,002,209,000 | 83 |
| Futures and forward contracts | $0 | 134 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $100,000,000 | 107 |
| Foreign exchange rate contracts | $0 | 170 |
| Notional value of exchange swaps | $0 | 36 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 162 |
| 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 | $879,248,000 | 128 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $879,248,000 | 125 |
| Notional value of interest rate swaps | $579,248,000 | 115 |
| Futures and forward contracts | $0 | 149 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $300,000,000 | 67 |
| Foreign exchange rate contracts | $0 | 190 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 183 |
| 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 | $1,941,125,000 | 94 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,941,125,000 | 91 |
| Notional value of interest rate swaps | $941,125,000 | 100 |
| Futures and forward contracts | $0 | 164 |
| Written option contracts | $0 | 137 |
| Purchased option contracts | $1,000,000,000 | 44 |
| Foreign exchange rate contracts | $0 | 190 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 196 |
| 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 | $677,000,000 | 138 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $677,000,000 | 134 |
| Notional value of interest rate swaps | $675,000,000 | 115 |
| Futures and forward contracts | $0 | 179 |
| Written option contracts | $0 | 121 |
| Purchased option contracts | $2,000,000 | 217 |
| 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 | $115,346,000 | 236 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $115,346,000 | 223 |
| Notional value of interest rate swaps | $113,346,000 | 197 |
| Futures and forward contracts | $0 | 150 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $2,000,000 | 192 |
| Foreign exchange rate contracts | $0 | 229 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 237 |
| 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 |