Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Trading accounts assets | Over-the-counter

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative receivables

11,392,000,000

^[1],[2],[3]

7,921,000,000

^[1],[2],[3]

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Trading accounts assets | Exchange traded

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative receivables

668,000,000

^[1],[2],[3]

1,161,000,000

^[1],[2],[3]

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Trading accounts liabilities

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative payables

13,335,000,000

^[1],[2],[3]

10,170,000,000

^[1],[2],[3]

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Trading accounts liabilities | Over-the-counter

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative payables

12,581,000,000

^[1],[2],[3]

9,059,000,000

^[1],[2],[3]

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Commodity and other contract options | Trading accounts liabilities | Exchange traded

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative payables

754,000,000

^[1],[2],[3]

1,111,000,000

^[1],[2],[3]

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Trading accounts assets

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative receivables

40,831,000,000

^{[1],[14],[2],[3]}

40,346,000,000

^{[1],[15],[2],[3]}

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Trading accounts assets | Over-the-counter

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative receivables

37,541,000,000

^[1],[2],[3]

38,496,000,000

^[1],[2],[3]

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Trading accounts assets | Cleared

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative receivables

3,290,000,000

^[1],[2],[3]

1,850,000,000

^[1],[2],[3]

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Trading accounts liabilities

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative payables

40,900,000,000

^{[1],[14],[2],[3]}

40,794,000,000

^{[1],[15],[2],[3]}

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Trading accounts liabilities | Over-the-counter

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative payables

37,535,000,000

^[1],[2],[3]

38,247,000,000

^[1],[2],[3]

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Trading accounts liabilities | Cleared

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative payables

3,365,000,000

^[1],[2],[3]

2,547,000,000

^[1],[2],[3]

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Other assets

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative receivables

123,000,000

^[14],[2],[3]

71,000,000

^[15],[2],[3]

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Other assets | Over-the-counter

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative receivables

118,000,000

^[2],[3]

71,000,000

^[2],[3]

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Other assets | Cleared

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative receivables

5,000,000

^[2],[3]

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Other liabilities

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative payables

543,000,000

^[14],[2],[3]

563,000,000

^[15],[2],[3]

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Other liabilities | Over-the-counter

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative payables

403,000,000

^[2],[3]

563,000,000

^[2],[3]

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Other liabilities | Cleared

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative payables

140,000,000

^[2],[3]

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Purchased | Trading accounts assets

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative receivables

14,398,000,000

13,673,000,000

Derivative payables

28,158,000,000

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Purchased | Trading accounts liabilities

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative payables

27,629,000,000

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Sold | Trading accounts assets

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative receivables

26,433,000,000

26,673,000,000

Derivative payables

12,636,000,000

Derivative instruments not designated as ASC 815 (SFAS 133) hedges | Credit derivatives | Sold | Trading accounts liabilities

Derivative Mark-to-Market (MTM) Receivables/Payables

Derivative payables

$ 13,271,000,000

[1]	The trading derivatives fair values are presented in Note 12 to the Consolidated Financial Statements.
[2]	Over-the-counter (OTC) derivatives include derivatives executed and settled bilaterally with counterparties without the use of an organized exchange or central clearing house. Cleared derivatives include derivatives executed bilaterally with a counterparty in the OTC market but then novated to a central clearing house, whereby the central clearing house becomes the counterparty to both of the original counterparties. Exchange traded derivatives include derivatives executed directly on an organized exchange that provides pre-trade price transparency.
[3]	Derivative mark-to-market receivables/payables related to management hedges are recorded in either Other assets/Other liabilities or Trading account assets/Trading account liabilities.
[4]	For cash collateral received with respect to non-trading derivative liabilities, this is the net amount of $2,589 million of the gross cash collateral received, of which $2,297 million is netted against OTC non-trading derivative positions within Other assets.
[5]	For the trading assets/liabilities, this is the net amount of the $47,047 million and $52,263 million of gross cash collateral paid and received, respectively. Of the gross cash collateral paid, $43,789 million was used to offset trading derivative liabilities and, of the gross cash collateral received, $40,435 million was used to offset trading derivative assets.
[6]	For cash collateral received with respect to non-trading derivative liabilities, this is the net amount of $3,233 million of gross cash collateral received of which $2,951 million is netted against non-trading derivative positions within other assets.
[7]	For the trading assets/liabilities, this is the net amount of the $45,167 million and $43,720 million of gross cash collateral paid and received, respectively. Of the gross cash collateral paid, $39,094 million was used to offset derivative liabilities and, of the gross cash collateral received, $34,893 million was used to offset derivative assets.
[8]	Represents the netting of derivative receivable and payable balances for the same counterparty under enforceable netting agreements. Approximately $453 billion, $220 billion and $2 billion of the netting against trading account asset/liability balances is attributable to each of the OTC, cleared and exchange traded derivatives, respectively.
[9]	Represents the netting of derivative receivable and payable balances for the same counterparty under enforceable netting agreements. Approximately $392 billion, $317 billion and $5 billion of the netting against trading account asset/liability balances is attributable to each of the OTC, cleared and exchange-traded derivatives, respectively.
[10]	Represents the netting of cash collateral paid and received by counterparty under enforceable credit support agreements. Substantially all cash collateral received is netted against OTC derivative assets. Cash collateral paid of approximately $40 billion and $4 billion is netted against each of the OTC and cleared derivative liabilities, respectively.
[11]	Represents the netting of cash collateral paid and received by counterparty under enforceable credit support agreements. Substantially all cash collateral received is netted against OTC derivative assets. Cash collateral paid of approximately $33 billion and $6 billion is netted against OTC and cleared derivative liabilities, respectively.
[12]	The net receivables/payables include approximately $14 billion and $12 billion of derivative asset and liability fair values as of September 30, 2014, respectively, not subject to enforceable master netting agreements.
[13]	The net receivables/payables include approximately $16 billion of both derivative asset and liability fair values not subject to enforceable master netting agreements.
[14]	The credit derivatives trading assets comprise $14,398 million related to protection purchased and $26,433 million related to protection sold as of September 30, 2014. The credit derivatives trading liabilities comprise $27,629 million related to protection purchased and $13,271 million related to protection sold as of September 30, 2014.
[15]	The credit derivatives trading assets comprise $13,673 million related to protection purchased and $26,673 million related to protection sold as of December 31, 2013. The credit derivatives trading liabilities comprise $28,158 million related to protection purchased and $12,636 million related to protection sold as of December 31, 2013.