Home > PNC Bank, Kentucky, Inc. > Derivatives
PNC Bank, Kentucky, Inc., Derivatives
| 1996-12-31 | Rank | |
| Derivatives | $940,000,000 | 111 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $940,000,000 | 106 |
| Notional value of interest rate swaps | $615,000,000 | 103 |
| Futures and forward contracts | $0 | 134 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $325,000,000 | 67 |
| 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 | $500,000,000 | 164 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $500,000,000 | 155 |
| Notional value of interest rate swaps | $175,000,000 | 192 |
| Futures and forward contracts | $0 | 149 |
| Written option contracts | $0 | 132 |
| Purchased option contracts | $325,000,000 | 66 |
| 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 | $1,537,238,000 | 104 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,535,000,000 | 102 |
| Notional value of interest rate swaps | $1,210,000,000 | 90 |
| Futures and forward contracts | $0 | 164 |
| Written option contracts | $0 | 137 |
| Purchased option contracts | $325,000,000 | 77 |
| Foreign exchange rate contracts | $2,238,000 | 126 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,238,000 | 133 |
| 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 | $1,041,591,000 | 124 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,035,000,000 | 117 |
| Notional value of interest rate swaps | $1,035,000,000 | 97 |
| Futures and forward contracts | $0 | 179 |
| Written option contracts | $0 | 121 |
| Purchased option contracts | $0 | 236 |
| Foreign exchange rate contracts | $6,591,000 | 117 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $6,591,000 | 125 |
| 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 | $93,129,000 | 263 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $86,000,000 | 255 |
| Notional value of interest rate swaps | $86,000,000 | 230 |
| Futures and forward contracts | $0 | 150 |
| Written option contracts | $0 | 109 |
| Purchased option contracts | $0 | 202 |
| Foreign exchange rate contracts | $7,129,000 | 120 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $7,129,000 | 125 |
| 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 |