Home > U.S. Bank > Derivatives

U.S. Bank, Derivatives

2000-12-31Rank
Derivatives$11,931,367,00026
Notional amount of credit derivatives$031
Bank is guarantor$024
Bank is beneficiary$019
Interest rate contracts$8,949,554,00028
Notional value of interest rate swaps$7,733,614,00023
Futures and forward contracts$0127
Written option contracts$357,970,00036
Purchased option contracts$857,970,00039
Foreign exchange rate contracts$2,913,851,00020
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$2,819,241,00017
Spot foreign exchange rate contracts$206,385,00018
Written option contracts$47,305,00018
Purchased option contracts$47,305,00017
Contracts on other commodities and equities.$67,962,00024
Notional value of other swaps$67,962,00017
Futures and forward contracts$012
Written option contracts$049
Purchased option contracts$031
1999-12-31Rank
Derivatives$9,885,181,00030
Notional amount of credit derivatives$027
Bank is guarantor$023
Bank is beneficiary$015
Interest rate contracts$7,525,291,00032
Notional value of interest rate swaps$6,181,591,00026
Futures and forward contracts$19,000,00081
Written option contracts$412,350,00036
Purchased option contracts$912,350,00034
Foreign exchange rate contracts$2,359,890,00021
Notional value of exchange swaps$038
Commitments to purchase foreign currencies & U.S. dollar exchange$2,277,904,00020
Spot foreign exchange rate contracts$77,505,00020
Written option contracts$40,993,00024
Purchased option contracts$40,993,00022
Contracts on other commodities and equities.$060
Notional value of other swaps$024
Futures and forward contracts$010
Written option contracts$047
Purchased option contracts$032
1998-12-31Rank
Derivatives$9,273,876,00036
Notional amount of credit derivatives$024
Bank is guarantor$019
Bank is beneficiary$016
Interest rate contracts$7,399,466,00035
Notional value of interest rate swaps$6,436,264,00028
Futures and forward contracts$0151
Written option contracts$231,601,00046
Purchased option contracts$731,601,00040
Foreign exchange rate contracts$1,874,410,00024
Notional value of exchange swaps$039
Commitments to purchase foreign currencies & U.S. dollar exchange$1,618,268,00025
Spot foreign exchange rate contracts$222,480,00021
Written option contracts$128,071,00018
Purchased option contracts$128,071,00018
Contracts on other commodities and equities.$057
Notional value of other swaps$022
Futures and forward contracts$013
Written option contracts$040
Purchased option contracts$027
1997-12-31Rank
Derivatives$7,493,370,00038
Notional amount of credit derivatives$018
Bank is guarantor$016
Bank is beneficiary$011
Interest rate contracts$5,736,757,00037
Notional value of interest rate swaps$4,623,325,00033
Futures and forward contracts$32,196,00088
Written option contracts$165,618,00055
Purchased option contracts$915,618,00038
Foreign exchange rate contracts$1,756,613,00028
Notional value of exchange swaps$037
Commitments to purchase foreign currencies & U.S. dollar exchange$1,571,805,00027
Spot foreign exchange rate contracts$204,024,00023
Written option contracts$92,404,00020
Purchased option contracts$92,404,00020
Contracts on other commodities and equities.$044
Notional value of other swaps$018
Futures and forward contracts$017
Written option contracts$028
Purchased option contracts$027
1996-12-31Rank
Derivatives$0549
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0508
Notional value of interest rate swaps$0389
Futures and forward contracts$0134
Written option contracts$0132
Purchased option contracts$0241
Foreign exchange rate contracts$0170
Notional value of exchange swaps$036
Commitments to purchase foreign currencies & U.S. dollar exchange$0162
Spot foreign exchange rate contracts$0127
Written option contracts$037
Purchased option contracts$041
Contracts on other commodities and equities.$044
Notional value of other swaps$016
Futures and forward contracts$019
Written option contracts$027
Purchased option contracts$026
1995-12-31Rank
Derivatives$0628
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0577
Notional value of interest rate swaps$0470
Futures and forward contracts$0149
Written option contracts$0132
Purchased option contracts$0296
Foreign exchange rate contracts$0190
Notional value of exchange swaps$033
Commitments to purchase foreign currencies & U.S. dollar exchange$0183
Spot foreign exchange rate contracts$0142
Written option contracts$044
Purchased option contracts$047
Contracts on other commodities and equities.$052
Notional value of other swaps$022
Futures and forward contracts$021
Written option contracts$026
Purchased option contracts$032
1994-12-31Rank
Derivatives$0687
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0630
Notional value of interest rate swaps$0530
Futures and forward contracts$0164
Written option contracts$0137
Purchased option contracts$0280
Foreign exchange rate contracts$0190
Notional value of exchange swaps$031
Commitments to purchase foreign currencies & U.S. dollar exchange$0196
Spot foreign exchange rate contractsNANA
Written option contracts$036
Purchased option contracts$042
Contracts on other commodities and equities.$052
Notional value of other swapsNANA
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA
1993-12-31Rank
Derivatives$0714
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0646
Notional value of interest rate swaps$0543
Futures and forward contracts$0179
Written option contracts$0121
Purchased option contracts$0236
Foreign exchange rate contracts$0204
Notional value of exchange swaps$030
Commitments to purchase foreign currencies & U.S. dollar exchange$0212
Spot foreign exchange rate contractsNANA
Written option contracts$039
Purchased option contracts$040
Contracts on other commodities and equities.$046
Notional value of other swapsNANA
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA
1992-12-31Rank
Derivatives$0651
Notional amount of credit derivatives$01
Bank is guarantorNANA
Bank is beneficiaryNANA
Interest rate contracts$0574
Notional value of interest rate swaps$0497
Futures and forward contracts$0150
Written option contracts$0109
Purchased option contracts$0202
Foreign exchange rate contracts$0229
Notional value of exchange swaps$034
Commitments to purchase foreign currencies & U.S. dollar exchange$0237
Spot foreign exchange rate contractsNANA
Written option contracts$043
Purchased option contracts$041
Contracts on other commodities and equities.$032
Notional value of other swapsNANA
Futures and forward contractsNANA
Written option contractsNANA
Purchased option contractsNANA