NationsBank of Tennessee, Derivatives

1997-12-31Rank
Derivatives$543,176,000119
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$541,104,000112
Notional value of interest rate swaps$341,104,000118
Futures and forward contracts$0177
Written option contracts$100,000,00062
Purchased option contracts$100,000,00088
Foreign exchange rate contracts$0150
Notional value of exchange swaps$037
Commitments to purchase foreign currencies & U.S. dollar exchange$0140
Spot foreign exchange rate contracts$0110
Written option contracts$041
Purchased option contracts$043
Contracts on other commodities and equities.$2,072,00033
Notional value of other swaps$2,032,00015
Futures and forward contracts$017
Written option contracts$10,00026
Purchased option contracts$30,00026
1996-12-31Rank
Derivatives$175,526,000216
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$175,446,000208
Notional value of interest rate swaps$75,446,000209
Futures and forward contracts$0134
Written option contracts$50,000,00071
Purchased option contracts$50,000,000132
Foreign exchange rate contracts$0170
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$0162
Spot foreign exchange rate contracts$0127
Written option contracts$037
Purchased option contracts$041
Contracts on other commodities and equities.$80,00042
Notional value of other swaps$016
Futures and forward contracts$019
Written option contracts$20,00026
Purchased option contracts$60,00024
1995-12-31Rank
Derivatives$848,726,000131
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$848,586,000128
Notional value of interest rate swaps$808,586,000102
Futures and forward contracts$0149
Written option contracts$20,000,00095
Purchased option contracts$20,000,000194
Foreign exchange rate contracts$0190
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0183
Spot foreign exchange rate contracts$0142
Written option contracts$044
Purchased option contracts$047
Contracts on other commodities and equities.$140,00046
Notional value of other swaps$022
Futures and forward contracts$021
Written option contracts$40,00025
Purchased option contracts$100,00027
1994-12-31Rank
Derivatives$776,866,000143
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$776,736,000138
Notional value of interest rate swaps$776,736,000108
Futures and forward contracts$0164
Written option contracts$0137
Purchased option contracts$0280
Foreign exchange rate contracts$130,000168
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0196
Spot foreign exchange rate contractsNANA
Written option contracts$036
Purchased option contracts$130,00041
Contracts on other commodities and equities.$052
Notional value of other swaps$016
Futures and forward contracts$020
Written option contracts$017
Purchased option contracts$027
1993-12-31Rank
Derivatives$9,974,000526
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$9,874,000508
Notional value of interest rate swaps$9,874,000446
Futures and forward contracts$0179
Written option contracts$0121
Purchased option contracts$0236
Foreign exchange rate contracts$0204
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0212
Spot foreign exchange rate contractsNANA
Written option contracts$039
Purchased option contracts$040
Contracts on other commodities and equities.$100,00042
Notional value of other swaps$015
Futures and forward contracts$020
Written option contracts$015
Purchased option contracts$100,00022
1992-12-31Rank
Derivatives$191,691,000191
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$178,500,000184
Notional value of interest rate swaps$0497
Futures and forward contracts$178,500,00062
Written option contracts$0109
Purchased option contracts$0202
Foreign exchange rate contracts$13,191,000100
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$13,191,000106
Spot foreign exchange rate contractsNANA
Written option contracts$043
Purchased option contracts$041
Contracts on other commodities and equities.$032
Notional value of other swaps$012
Futures and forward contracts$019
Written option contracts$015
Purchased option contracts$013