Home > Wachovia Bank > Derivatives
Wachovia Bank, Derivatives
| 2001-12-31 | Rank | |
| Derivatives | $43,298,793,000 | 20 |
| Notional amount of credit derivatives | $574,834,000 | 12 |
| Bank is guarantor | $107,417,000 | 14 |
| Bank is beneficiary | $467,417,000 | 10 |
| Interest rate contracts | $36,563,824,000 | 19 |
| Notional value of interest rate swaps | $31,750,310,000 | 17 |
| Futures and forward contracts | $0 | 140 |
| Written option contracts | $2,714,038,000 | 19 |
| Purchased option contracts | $2,099,476,000 | 19 |
| Foreign exchange rate contracts | $5,545,551,000 | 15 |
| Notional value of exchange swaps | $327,088,000 | 15 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $5,053,893,000 | 15 |
| Spot foreign exchange rate contracts | $354,987,000 | 15 |
| Written option contracts | $79,487,000 | 16 |
| Purchased option contracts | $85,083,000 | 17 |
| Contracts on other commodities and equities. | $614,584,000 | 11 |
| Notional value of other swaps | $2,500,000 | 21 |
| Futures and forward contracts | $0 | 11 |
| Written option contracts | $306,044,000 | 11 |
| Purchased option contracts | $306,040,000 | 11 |
| 2000-12-31 | Rank | |
| Derivatives | $36,920,438,000 | 18 |
| Notional amount of credit derivatives | $849,713,000 | 10 |
| Bank is guarantor | $207,605,000 | 11 |
| Bank is beneficiary | $642,108,000 | 8 |
| Interest rate contracts | $28,086,620,000 | 18 |
| Notional value of interest rate swaps | $24,788,760,000 | 14 |
| Futures and forward contracts | $0 | 127 |
| Written option contracts | $2,029,128,000 | 19 |
| Purchased option contracts | $1,268,732,000 | 28 |
| Foreign exchange rate contracts | $7,526,807,000 | 15 |
| Notional value of exchange swaps | $703,200,000 | 12 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $6,764,304,000 | 14 |
| Spot foreign exchange rate contracts | $406,225,000 | 16 |
| Written option contracts | $33,803,000 | 20 |
| Purchased option contracts | $25,500,000 | 21 |
| Contracts on other commodities and equities. | $457,298,000 | 14 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $16,626,000 | 9 |
| Written option contracts | $220,336,000 | 13 |
| Purchased option contracts | $220,336,000 | 13 |
| 1999-12-31 | Rank | |
| Derivatives | $31,537,593,000 | 20 |
| Notional amount of credit derivatives | $320,000,000 | 12 |
| Bank is guarantor | $195,000,000 | 10 |
| Bank is beneficiary | $125,000,000 | 11 |
| Interest rate contracts | $26,016,378,000 | 20 |
| Notional value of interest rate swaps | $22,275,718,000 | 17 |
| Futures and forward contracts | $0 | 135 |
| Written option contracts | $2,009,209,000 | 22 |
| Purchased option contracts | $1,731,451,000 | 29 |
| Foreign exchange rate contracts | $5,063,665,000 | 14 |
| Notional value of exchange swaps | $408,380,000 | 13 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $4,585,302,000 | 13 |
| Spot foreign exchange rate contracts | $129,245,000 | 16 |
| Written option contracts | $34,960,000 | 26 |
| Purchased option contracts | $35,023,000 | 25 |
| Contracts on other commodities and equities. | $137,550,000 | 19 |
| Notional value of other swaps | $0 | 24 |
| Futures and forward contracts | $0 | 10 |
| Written option contracts | $68,775,000 | 15 |
| Purchased option contracts | $68,775,000 | 17 |
| 1998-12-31 | Rank | |
| Derivatives | $28,238,677,000 | 21 |
| Notional amount of credit derivatives | $2,292,250,000 | 7 |
| Bank is guarantor | $717,250,000 | 6 |
| Bank is beneficiary | $1,575,000,000 | 7 |
| Interest rate contracts | $22,456,231,000 | 21 |
| Notional value of interest rate swaps | $17,298,123,000 | 20 |
| Futures and forward contracts | $0 | 151 |
| Written option contracts | $2,551,837,000 | 21 |
| Purchased option contracts | $2,606,271,000 | 25 |
| Foreign exchange rate contracts | $3,490,196,000 | 17 |
| Notional value of exchange swaps | $0 | 39 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $3,432,252,000 | 16 |
| Spot foreign exchange rate contracts | $405,615,000 | 19 |
| Written option contracts | $28,972,000 | 25 |
| Purchased option contracts | $28,972,000 | 25 |
| 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 | $16,952,334,000 | 26 |
| Notional amount of credit derivatives | $0 | 18 |
| Bank is guarantor | $0 | 16 |
| Bank is beneficiary | $0 | 11 |
| Interest rate contracts | $13,903,533,000 | 25 |
| Notional value of interest rate swaps | $9,028,143,000 | 25 |
| Futures and forward contracts | $1,121,424,000 | 31 |
| Written option contracts | $1,886,230,000 | 22 |
| Purchased option contracts | $1,867,736,000 | 30 |
| Foreign exchange rate contracts | $3,048,801,000 | 17 |
| Notional value of exchange swaps | $0 | 37 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $3,023,994,000 | 17 |
| Spot foreign exchange rate contracts | $414,207,000 | 17 |
| Written option contracts | $12,737,000 | 29 |
| Purchased option contracts | $12,070,000 | 30 |
| 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 | $5,783,803,000 | 46 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $2,969,113,000 | 65 |
| Notional value of interest rate swaps | $1,920,940,000 | 62 |
| Futures and forward contracts | $738,106,000 | 36 |
| Written option contracts | $259,700,000 | 50 |
| Purchased option contracts | $50,367,000 | 131 |
| Foreign exchange rate contracts | $2,814,690,000 | 16 |
| Notional value of exchange swaps | $0 | 36 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $2,784,044,000 | 15 |
| Spot foreign exchange rate contracts | $103,971,000 | 26 |
| Written option contracts | $15,323,000 | 26 |
| Purchased option contracts | $15,323,000 | 27 |
| 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 | $4,696,931,000 | 55 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $3,135,705,000 | 67 |
| Notional value of interest rate swaps | $1,137,146,000 | 88 |
| Futures and forward contracts | $1,680,733,000 | 30 |
| Written option contracts | $199,413,000 | 63 |
| Purchased option contracts | $118,413,000 | 105 |
| Foreign exchange rate contracts | $1,561,226,000 | 25 |
| Notional value of exchange swaps | $0 | 33 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,556,302,000 | 25 |
| Spot foreign exchange rate contracts | $157,244,000 | 25 |
| Written option contracts | $2,462,000 | 32 |
| Purchased option contracts | $2,462,000 | 36 |
| 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 | $3,051,002,000 | 76 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $2,104,387,000 | 86 |
| Notional value of interest rate swaps | $721,050,000 | 113 |
| Futures and forward contracts | $620,177,000 | 45 |
| Written option contracts | $428,580,000 | 44 |
| Purchased option contracts | $334,580,000 | 76 |
| Foreign exchange rate contracts | $946,615,000 | 31 |
| Notional value of exchange swaps | $0 | 31 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $936,585,000 | 33 |
| Spot foreign exchange rate contracts | NA | NA |
| Written option contracts | $5,014,000 | 32 |
| Purchased option contracts | $5,016,000 | 37 |
| 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 | $4,402,062,000 | 57 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $3,401,236,000 | 60 |
| Notional value of interest rate swaps | $707,501,000 | 112 |
| Futures and forward contracts | $1,993,575,000 | 26 |
| Written option contracts | $385,580,000 | 47 |
| Purchased option contracts | $314,580,000 | 59 |
| Foreign exchange rate contracts | $1,000,826,000 | 30 |
| Notional value of exchange swaps | $0 | 30 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $1,000,826,000 | 34 |
| 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 | $2,521,062,000 | 65 |
| Notional amount of credit derivatives | $0 | 1 |
| Bank is guarantor | NA | NA |
| Bank is beneficiary | NA | NA |
| Interest rate contracts | $1,850,734,000 | 67 |
| Notional value of interest rate swaps | $567,144,000 | 102 |
| Futures and forward contracts | $929,414,000 | 39 |
| Written option contracts | $189,588,000 | 46 |
| Purchased option contracts | $164,588,000 | 63 |
| Foreign exchange rate contracts | $670,328,000 | 33 |
| Notional value of exchange swaps | $0 | 34 |
| Commitments to purchase foreign currencies & U.S. dollar exchange | $670,328,000 | 38 |
| 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 |