Home > NationsBank of Tennessee > Derivatives
NationsBank of Tennessee, Derivatives
1997-12-31 | Rank | |
Derivatives | $543,176,000 | 119 |
Notional amount of credit derivatives | $0 | 18 |
Bank is guarantor | $0 | 16 |
Bank is beneficiary | $0 | 11 |
Interest rate contracts | $541,104,000 | 112 |
Notional value of interest rate swaps | $341,104,000 | 118 |
Futures and forward contracts | $0 | 177 |
Written option contracts | $100,000,000 | 62 |
Purchased option contracts | $100,000,000 | 88 |
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. | $2,072,000 | 33 |
Notional value of other swaps | $2,032,000 | 15 |
Futures and forward contracts | $0 | 17 |
Written option contracts | $10,000 | 26 |
Purchased option contracts | $30,000 | 26 |
1996-12-31 | Rank | |
Derivatives | $175,526,000 | 216 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $175,446,000 | 208 |
Notional value of interest rate swaps | $75,446,000 | 209 |
Futures and forward contracts | $0 | 134 |
Written option contracts | $50,000,000 | 71 |
Purchased option contracts | $50,000,000 | 132 |
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. | $80,000 | 42 |
Notional value of other swaps | $0 | 16 |
Futures and forward contracts | $0 | 19 |
Written option contracts | $20,000 | 26 |
Purchased option contracts | $60,000 | 24 |
1995-12-31 | Rank | |
Derivatives | $848,726,000 | 131 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $848,586,000 | 128 |
Notional value of interest rate swaps | $808,586,000 | 102 |
Futures and forward contracts | $0 | 149 |
Written option contracts | $20,000,000 | 95 |
Purchased option contracts | $20,000,000 | 194 |
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. | $140,000 | 46 |
Notional value of other swaps | $0 | 22 |
Futures and forward contracts | $0 | 21 |
Written option contracts | $40,000 | 25 |
Purchased option contracts | $100,000 | 27 |
1994-12-31 | Rank | |
Derivatives | $776,866,000 | 143 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $776,736,000 | 138 |
Notional value of interest rate swaps | $776,736,000 | 108 |
Futures and forward contracts | $0 | 164 |
Written option contracts | $0 | 137 |
Purchased option contracts | $0 | 280 |
Foreign exchange rate contracts | $130,000 | 168 |
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 | $130,000 | 41 |
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 | $9,974,000 | 526 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $9,874,000 | 508 |
Notional value of interest rate swaps | $9,874,000 | 446 |
Futures and forward contracts | $0 | 179 |
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. | $100,000 | 42 |
Notional value of other swaps | $0 | 15 |
Futures and forward contracts | $0 | 20 |
Written option contracts | $0 | 15 |
Purchased option contracts | $100,000 | 22 |
1992-12-31 | Rank | |
Derivatives | $191,691,000 | 191 |
Notional amount of credit derivatives | $0 | 1 |
Bank is guarantor | NA | NA |
Bank is beneficiary | NA | NA |
Interest rate contracts | $178,500,000 | 184 |
Notional value of interest rate swaps | $0 | 497 |
Futures and forward contracts | $178,500,000 | 62 |
Written option contracts | $0 | 109 |
Purchased option contracts | $0 | 202 |
Foreign exchange rate contracts | $13,191,000 | 100 |
Notional value of exchange swaps | $0 | 34 |
Commitments to purchase foreign currencies & U.S. dollar exchange | $13,191,000 | 106 |
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 |