Derivatives
Notional amount of credit derivatives
Bank is guarantor
Bank is beneficiary
Interest rate contracts
Notional value of interest rate swaps
Futures and forward contracts
Written option contracts
Purchased option contracts
Foreign exchange rate contracts
Notional value of exchange swaps
Commitments to purchase foreign currencies & U.S. dollar exchange
Spot foreign exchange rate contracts
Written option contracts
Purchased option contracts
Contracts on other commodities and equities.
Notional value of other swaps
Futures and forward contracts
Written option contracts
Purchased option contracts