Home > Nippon Credit Trust Company > Derivatives
Nippon Credit Trust Company, Derivatives
| 1997-12-31 | Rank | |
| Derivatives | $0 | 533 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $0 | 492 |
| Notional value of interest rate swaps | $0 | 323 |
| Futures and forward contracts | $0 | 177 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $0 | 240 |
| 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 | $595,526,000 | 136 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $472,870,000 | 141 |
| Notional value of interest rate swaps | $0 | 389 |
| Futures and forward contracts | $457,870,000 | 42 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $15,000,000 | 173 |
| Foreign exchange rate contracts | $48,697,000 | 80 |
| Notional value of exchange swaps | $0 | 36 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $48,697,000 | 75 |
| Spot foreign exchange rate contracts | $0 | 127 |
| Written option contracts | $0 | 37 |
| Purchased option contracts | $0 | 41 |
| Contracts on other commodities and equities. | $73,959,000 | 17 |
| Notional value of other swaps | $0 | 16 |
| Futures and forward contracts | $73,959,000 | 13 |
| Written option contracts | $0 | 27 |
| Purchased option contracts | $0 | 26 |
| 1995-12-31 | Rank | |
| Derivatives | $454,486,000 | 170 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $374,577,000 | 173 |
| Notional value of interest rate swaps | $0 | 470 |
| Futures and forward contracts | $374,577,000 | 48 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $0 | 296 |
| Foreign exchange rate contracts | $25,240,000 | 100 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $25,240,000 | 94 |
| Spot foreign exchange rate contracts | $0 | 142 |
| Written option contracts | $0 | 44 |
| Purchased option contracts | $0 | 47 |
| Contracts on other commodities and equities. | $54,669,000 | 19 |
| Notional value of other swaps | $0 | 22 |
| Futures and forward contracts | $54,669,000 | 15 |
| Written option contracts | $0 | 26 |
| Purchased option contracts | $0 | 32 |
| 1994-12-31 | Rank | |
| Derivatives | $780,455,000 | 142 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $780,455,000 | 137 |
| Notional value of interest rate swaps | $0 | 530 |
| Futures and forward contracts | $767,455,000 | 41 |
| Written option contracts | $0 | 137 |
| Purchased option contracts | $13,000,000 | 208 |
| 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 | $0 | 714 |
| 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 | $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 | $0 | 651 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $0 | 574 |
| Notional value of interest rate swaps | $0 | 497 |
| Futures and forward contracts | $0 | 150 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $0 | 202 |
| 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 |