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PNC Bank, Derivatives

1995-12-31Rank
Derivatives$14,238,020,00031
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$13,428,557,00027
Notional value of interest rate swaps$7,805,537,00028
Futures and forward contracts$300,000,00050
Written option contracts$97,350,00071
Purchased option contracts$5,225,670,00017
Foreign exchange rate contracts$809,463,00033
Notional value of exchange swaps$23,136,00024
Commitments to purchase foreign currencies & U.S. dollar exchange$784,635,00033
Spot foreign exchange rate contracts$13,100,00052
Written option contracts$846,00041
Purchased option contracts$846,00046
Contracts on other commodities and equities.$052
Notional value of other swaps$022
Futures and forward contracts$021
Written option contracts$026
Purchased option contracts$032
1994-12-31Rank
Derivatives$21,650,729,00023
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$20,954,999,00021
Notional value of interest rate swaps$16,144,806,00014
Futures and forward contracts$112,393,00063
Written option contracts$71,400,00074
Purchased option contracts$4,626,400,00020
Foreign exchange rate contracts$695,730,00037
Notional value of exchange swaps$8,269,00023
Commitments to purchase foreign currencies & U.S. dollar exchange$687,461,00036
Spot foreign exchange rate contractsNANA
Written option contracts$036
Purchased option contracts$042
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$11,188,589,00035
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$10,800,492,00030
Notional value of interest rate swaps$9,640,492,00019
Futures and forward contracts$0179
Written option contracts$555,000,00039
Purchased option contracts$605,000,00045
Foreign exchange rate contracts$388,097,00044
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$387,295,00047
Spot foreign exchange rate contractsNANA
Written option contracts$393,00035
Purchased option contracts$409,00038
Contracts on other commodities and equities.$046
Notional value of other swaps$015
Futures and forward contracts$020
Written option contracts$015
Purchased option contracts$024
1992-12-31Rank
Derivatives$5,443,272,00042
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$5,096,102,00038
Notional value of interest rate swaps$4,692,102,00024
Futures and forward contracts$50,000,00086
Written option contracts$207,000,00042
Purchased option contracts$147,000,00066
Foreign exchange rate contracts$347,170,00046
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$268,610,00055
Spot foreign exchange rate contractsNANA
Written option contracts$39,247,00021
Purchased option contracts$39,313,00018
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