Bank Analysis School Case Study

FDIC Certificate # XXXX OCC Charter # 0 Public Report Notional Amount ($000) Derivative Contracts Interest Rate Contracts Other Derivative Contracts Foreign Exchange Contracts

SUNNY STATE BANK Derivative Instruments--Page 5A

Derivative Instruments

12/31/20X5

12/31/20X4

12/31/20X3

12/31/20X2

12/31/20X1

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Equity, Comm & Oth Contracts

Derivatives Position Future and Forwards Exchange Traded Over-the-Counter Purchased Options Exchange Traded Over-the-Counter Written Options

Swaps

Held-for-Trading

Interest Rate Contracts Other Derivative Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts Interest Rate Contracts Other Derivative Contracts Foreign Exchange Contracts Equity, Comm & Oth Contracts Memo: Marked-to-Market Non-Traded

Derivative Contracts (RBC Def)

One Year or Less

Over 1 Year to 5 Years

Over 5 Years

Gross Negative Fair Value Gross Positive Fair Value

Held-for-Trading

Non-Traded

Memo: Marked-to-Market

Current Credit Exposure All Derivatives Credit Losses Off_BS Derivatives Past Due Derivatives Instruments: Fair Value Carried as Assets Impact Nontraded Derivatives Contracts: Increase (Decr) in Interest Inc

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A N/A N/A N/A

N/A N/A N/A N/A

N/A N/A N/A N/A

N/A N/A N/A N/A

N/A N/A N/A N/A

Increase (Decr) in Interest Exp Increase (Decr) in Nonint ALLOC Increase (Decr) in Net Income