Home > The Industrial Bank of Japan Trust Company > Derivatives
The Industrial Bank of Japan Trust Company, Derivatives
| 2001-12-31 | Rank | |
| Derivatives | $2,324,186,000 | 63 |
| Notional amount of credit derivatives | $0 | 32 |
| Bank is guarantor | $0 | 22 |
| Bank is beneficiary | $0 | 24 |
| Interest rate contracts | $2,324,186,000 | 59 |
| Notional value of interest rate swaps | $217,186,000 | 107 |
| Futures and forward contracts | $0 | 140 |
| Written option contracts | $1,053,500,000 | 26 |
| Purchased option contracts | $1,053,500,000 | 27 |
| Foreign exchange rate contracts | $0 | 113 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 105 |
| Spot foreign exchange rate contracts | $0 | 79 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 28 |
| Contracts on other commodities and equities. | $0 | 73 |
| Notional value of other swaps | $0 | 28 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $0 | 44 |
| Purchased option contracts | $0 | 38 |
| 2000-12-31 | Rank | |
| Derivatives | $2,085,843,000 | 65 |
| Notional amount of credit derivatives | $0 | 31 |
| Bank is guarantor | $0 | 24 |
| Bank is beneficiary | $0 | 19 |
| Interest rate contracts | $2,085,837,000 | 57 |
| Notional value of interest rate swaps | $167,337,000 | 129 |
| Futures and forward contracts | $0 | 127 |
| Written option contracts | $959,900,000 | 27 |
| Purchased option contracts | $958,600,000 | 38 |
| Foreign exchange rate contracts | $6,000 | 130 |
| Notional value of exchange swaps | $6,000 | 38 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 125 |
| Spot foreign exchange rate contracts | $0 | 90 |
| Written option contracts | $0 | 28 |
| Purchased option contracts | $0 | 29 |
| Contracts on other commodities and equities. | $0 | 66 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $0 | 12 |
| Written option contracts | $0 | 49 |
| Purchased option contracts | $0 | 31 |
| 1999-12-31 | Rank | |
| Derivatives | $7,175,472,000 | 38 |
| Notional amount of credit derivatives | $0 | 27 |
| Bank is guarantor | $0 | 23 |
| Bank is beneficiary | $0 | 15 |
| Interest rate contracts | $7,175,237,000 | 35 |
| Notional value of interest rate swaps | $444,737,000 | 101 |
| Futures and forward contracts | $1,606,000,000 | 27 |
| Written option contracts | $2,590,900,000 | 21 |
| Purchased option contracts | $2,533,600,000 | 26 |
| Foreign exchange rate contracts | $235,000 | 113 |
| Notional value of exchange swaps | $235,000 | 37 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 120 |
| Spot foreign exchange rate contracts | $0 | 87 |
| Written option contracts | $0 | 35 |
| Purchased option contracts | $0 | 36 |
| Contracts on other commodities and equities. | $0 | 60 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $0 | 10 |
| Written option contracts | $0 | 47 |
| Purchased option contracts | $0 | 32 |
| 1998-12-31 | Rank | |
| Derivatives | $6,081,266,000 | 43 |
| Notional amount of credit derivatives | $0 | 24 |
| Bank is guarantor | $0 | 19 |
| Bank is beneficiary | $0 | 16 |
| Interest rate contracts | $6,079,934,000 | 38 |
| Notional value of interest rate swaps | $849,107,000 | 80 |
| Futures and forward contracts | $100,000,000 | 67 |
| Written option contracts | $2,590,900,000 | 19 |
| Purchased option contracts | $2,539,927,000 | 27 |
| Foreign exchange rate contracts | $1,332,000 | 98 |
| Notional value of exchange swaps | $1,332,000 | 37 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $0 | 127 |
| Spot foreign exchange rate contracts | $0 | 101 |
| Written option contracts | $0 | 37 |
| Purchased option contracts | $0 | 39 |
| Contracts on other commodities and equities. | $0 | 57 |
| Notional value of other swaps | $0 | 22 |
| Futures and forward contracts | $0 | 13 |
| Written option contracts | $0 | 40 |
| Purchased option contracts | $0 | 27 |
| 1997-12-31 | Rank | |
| Derivatives | $5,710,123,000 | 44 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $5,705,978,000 | 38 |
| Notional value of interest rate swaps | $1,134,978,000 | 67 |
| Futures and forward contracts | $500,000,000 | 39 |
| Written option contracts | $2,061,000,000 | 21 |
| Purchased option contracts | $2,010,000,000 | 29 |
| Foreign exchange rate contracts | $4,145,000 | 103 |
| Notional value of exchange swaps | $4,145,000 | 34 |
| 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 | $5,015,958,000 | 51 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $5,006,560,000 | 45 |
| Notional value of interest rate swaps | $2,676,560,000 | 50 |
| Futures and forward contracts | $1,330,000,000 | 31 |
| Written option contracts | $500,000,000 | 41 |
| Purchased option contracts | $500,000,000 | 51 |
| Foreign exchange rate contracts | $9,398,000 | 111 |
| Notional value of exchange swaps | $9,398,000 | 30 |
| 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 | $656,642,000 | 143 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $643,538,000 | 139 |
| Notional value of interest rate swaps | $550,798,000 | 120 |
| Futures and forward contracts | $0 | 149 |
| Written option contracts | $46,370,000 | 87 |
| Purchased option contracts | $46,370,000 | 150 |
| Foreign exchange rate contracts | $13,104,000 | 115 |
| Notional value of exchange swaps | $13,104,000 | 27 |
| 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 | $822,551,000 | 138 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $822,551,000 | 132 |
| Notional value of interest rate swaps | $729,811,000 | 112 |
| Futures and forward contracts | $0 | 164 |
| Written option contracts | $46,370,000 | 82 |
| Purchased option contracts | $46,370,000 | 153 |
| 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 | $1,248,633,000 | 111 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,241,995,000 | 108 |
| Notional value of interest rate swaps | $1,149,255,000 | 93 |
| Futures and forward contracts | $0 | 179 |
| Written option contracts | $46,370,000 | 75 |
| Purchased option contracts | $46,370,000 | 108 |
| Foreign exchange rate contracts | $6,638,000 | 116 |
| Notional value of exchange swaps | $6,310,000 | 24 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $328,000 | 179 |
| 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 | $1,551,564,000 | 79 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,539,208,000 | 75 |
| Notional value of interest rate swaps | $1,446,468,000 | 60 |
| Futures and forward contracts | $0 | 150 |
| Written option contracts | $46,370,000 | 63 |
| Purchased option contracts | $46,370,000 | 95 |
| Foreign exchange rate contracts | $12,356,000 | 103 |
| Notional value of exchange swaps | $11,305,000 | 28 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,051,000 | 159 |
| 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 |