2.4.0.8100700 - Disclosure - Derivatives, Hedging Activities, and Interest Expensetruefalsefalse1false falsefalseFROM_Apr01_2013_TO_Jun30_2013http://www.sec.gov/CIK0000834071duration2013-04-01T00:00:002013-06-30T00:00:001true 1us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstractus-gaap_truenadurationfalsefalsefalsefalsefalsefalsefalsefalse1falsefalsefalse00falsefalsefalsexbrli:stringItemTypestringfalse0Derivatives, Hedging Activities and Interest Expense [Abstract]2false 2us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlockus-gaap_truenadurationfalsefalsefalsefalsefalsefalsefalsefalseterseLabel1falsefalsefalse00Note 7 – Derivatives, Hedging Activities and Interest Expense Derivative Instruments We use derivatives as part of our risk management strategy to hedge interest rate and foreign currency risks. We enter into derivative transactions with the intent to reduce long term fluctuations in cash flows and fair value adjustments of assets and liabilities caused by market movements. Our use of derivatives is limited to the management of interest rate and foreign currency risks. Our derivative activities are authorized and monitored by our Asset-Liability Committee (“ALCO”), which provides a framework for financial controls and governance to manage market risks. We use internal models for analyzing and incorporating data from internal and external sources in developing various hedging strategies. We incorporate the resulting hedging strategies into our overall risk management strategies. Our approach to asset-liability management involves hedging our risk exposures so that changes in interest rates have a limited effect on our cash flows. Our liabilities consist mainly of fixed and floating rate debt, denominated in various currencies, which we issue in the global capital markets, while our assets consist primarily of U.S. dollar denominated, fixed rate receivables. We enter into interest rate swaps and foreign currency swaps to hedge the interest rate and foreign currency risks that result from the different characteristics of our assets and liabilities. Our resulting asset liability profile is consistent with the overall risk management strategy directed by the ALCO. Gains and losses on these derivatives are recorded in interest expense. Credit Risk Related Contingent Features Certain of our derivative contracts are governed by International Swaps and Derivatives Association (“ISDA”) Master Agreements. Substantially all of these ISDA Master Agreements contain reciprocal ratings triggers providing either party with an option to terminate the agreement at market value in the event of a ratings downgrade of the other party below a specified threshold. As of June 30, 2013 we have daily valuation and collateral exchange arrangements with all of our counterparties. Our collateral agreements with substantially all our counterparties include a zero threshold, full collateralization arrangement. The aggregate fair value of derivative instruments that contain credit risk related contingent features that were in a net liability position at June 30, 2013 was $58 million, excluding embedded derivatives and adjustments made for our own non-performance risk. Since we fully collateralize without regard to credit ratings, we would not be required to post additional collateral to the counterparties with which we were in a net liability position at June 30, 2013, if our credit ratings were to decline. In order to settle all derivative instruments that were in a net liability position at June 30, 2013, excluding embedded derivatives and adjustments made for our own non-performance risk, we would be required to pay $58 million.Note 7 – Derivatives, Hedging Activities and Interest Expense (Continued) Impact of Derivative Activities on Financial Statements The following tables show the financial statement line item and amount of our derivative receivables and payables that are reported in the Consolidated Balance Sheet at June 30, 2013 and March 31, 2013. Derivative receivables and payables are shown before and after netting and collateral adjustments, by accounting designation and by contract type. As permitted by the accounting guidance, where a legally enforceable master netting agreement exists, we have elected to net derivative receivables and derivative payables and the related cash collateral. Our embedded derivative contracts and interest rate forward contracts do not meet the accounting guidance permitting netting and are therefore presented gross. <div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 130px; text-align:left;border-color:#000000;min-width:130px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:left;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:left;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:left;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:left;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:left;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:left;border-color:#000000;min-width:56px;"> </td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 130px; text-align:left;border-color:#000000;min-width:130px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td colspan="6" style="width: 174px; text-align:center;border-color:#000000;min-width:174px;">Hedge accounting </td><td rowspan="2" style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td colspan="5" style="width: 160px; text-align:center;border-color:#000000;min-width:160px;">Non-hedge </td><td rowspan="2" style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td colspan="5" rowspan="2" style="width: 160px; text-align:center;border-color:#000000;min-width:160px;">Total </td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:145px;">As of June 30, 2013 </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td colspan="6" style="width: 174px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:174px;">derivatives</td><td colspan="5" style="width: 160px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:160px;">accounting derivatives</td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:56px;"> </td></tr><tr style="height: 16px"><td style="width: 15px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 130px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:130px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td colspan="2" rowspan="2" style="width: 76px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:76px;">Notional</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:14px;"> </td><td colspan="2" style="width: 76px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:76px;">Fair </td><td rowspan="2" style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td colspan="2" rowspan="2" style="width: 76px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:76px;">Notional</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 76px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:76px;">Fair </td><td rowspan="2" style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td colspan="2" rowspan="2" style="width: 76px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:76px;">Notional</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 76px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:76px;">Fair </td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:145px;">(Dollars in millions)</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;"> </td><td colspan="2" style="width: 76px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:76px;">value</td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 76px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:76px;">value</td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 76px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:76px;">value</td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:145px;">Other assets</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:56px;"> </td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:145px;">Interest rate swaps</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 465</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 40</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 24,961</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 413</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 25,426</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 453</td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; text-align:left;border-color:#000000;min-width:145px;">Interest rate forwards</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> - </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; text-align:center;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> - </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 12</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> - </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 12</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> - </td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; text-align:left;border-color:#000000;min-width:145px;">Foreign currency swaps</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 1,182</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 461</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 4,839</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 284</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 6,021</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 745</td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 130px; text-align:left;border-color:#000000;min-width:130px;">Total</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 1,647</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 501</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 29,812</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 697</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 31,459</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 1,198</td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 130px; text-align:left;border-color:#000000;min-width:130px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td></tr><tr style="height: 16px"><td colspan="6" style="width: 237px; text-align:left;border-color:#000000;min-width:237px;">Counterparty netting and collateral</td><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:left;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"> (1,151)</td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td colspan="10" style="width: 340px; text-align:left;border-color:#000000;min-width:340px;">Carrying value of derivative contracts – Other assets</td><td style="width: 56px; text-align:left;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:left;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:left;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:56px;"> 47</td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 130px; text-align:left;border-color:#000000;min-width:130px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:56px;"> </td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:145px;">Other liabilities</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"> </td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:145px;">Interest rate swaps</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> - </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> - </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 52,022</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 702</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 52,022</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 702</td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; text-align:left;border-color:#000000;min-width:145px;">Interest rate caps</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> - </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> - </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 50</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> - </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 50</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> - </td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; text-align:left;border-color:#000000;min-width:145px;">Interest rate forwards</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> - </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> - </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 12</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> - </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 12</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> - </td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; text-align:left;border-color:#000000;min-width:145px;">Foreign currency swaps</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 854</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 23</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 5,319</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 276</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 6,173</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> 299</td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; text-align:left;border-color:#000000;min-width:145px;">Embedded derivatives</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"> - </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"> - </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 40</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 7</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 40</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 7</td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 130px; text-align:left;border-color:#000000;min-width:130px;">Total</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 854</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 23</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 57,443</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 985</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 58,297</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"> 1,008</td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 130px; text-align:left;border-color:#000000;min-width:130px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td></tr><tr style="height: 16px"><td colspan="6" style="width: 237px; text-align:left;border-color:#000000;min-width:237px;">Counterparty netting and collateral</td><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"> (943)</td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td colspan="10" style="width: 340px; text-align:left;border-color:#000000;min-width:340px;">Carrying value of derivative contracts – Other liabilities</td><td style="width: 56px; text-align:left;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:left;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 56px; text-align:left;border-color:#000000;min-width:56px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:center;border-color:#000000;min-width:20px;">$</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:56px;"> 65</td></tr></table></div>All derivative contracts shown above are subject to master netting agreements, with the exception of embedded derivative contracts and interest rate forward contracts. Collateral represents cash received or deposited under reciprocal arrangements that we have entered into with our derivative counterparties. As of June 30, 2013, we held collateral of $579 million which offset derivative assets, and we posted collateral of $371 million which offset derivative liabilities. We also held collateral of $22 million which we did not use to offset derivative assets.   <div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 16px"><td colspan="20" style="width: 643px; text-align:left;border-color:#000000;min-width:643px;">Note 7 – Derivatives, Hedging Activities and Interest Expense (Continued)</td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 130px; text-align:left;border-color:#000000;min-width:130px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:left;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:left;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:left;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:left;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:left;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:left;border-color:#000000;min-width:55px;"> </td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 130px; text-align:left;border-color:#000000;min-width:130px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td colspan="5" style="width: 158px; text-align:center;border-color:#000000;min-width:158px;">Hedge accounting </td><td rowspan="2" style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td colspan="5" style="width: 158px; text-align:center;border-color:#000000;min-width:158px;">Non-hedge </td><td rowspan="2" style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td colspan="5" rowspan="2" style="width: 158px; text-align:center;border-color:#000000;min-width:158px;">Total </td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:145px;">As of March 31, 2013</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td colspan="5" style="width: 158px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:158px;">derivatives</td><td colspan="5" style="width: 158px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:158px;">accounting derivatives</td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:55px;"> </td></tr><tr style="height: 16px"><td style="width: 15px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 130px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:130px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td colspan="2" rowspan="2" style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:75px;">Notional</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:75px;">Fair </td><td rowspan="2" style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td colspan="2" rowspan="2" style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:75px;">Notional</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:75px;">Fair </td><td rowspan="2" style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td colspan="2" rowspan="2" style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:75px;">Notional</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:75px;">Fair </td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:145px;">(Dollars in millions)</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:75px;">value</td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:75px;">value</td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:75px;">value</td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:145px;">Other Assets</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:55px;"> </td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:145px;">Interest rate swaps</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 465</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 44</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 22,336</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 536</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 22,801</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 580</td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; text-align:left;border-color:#000000;min-width:145px;">Foreign currency swaps</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 1,246</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 491</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 7,498</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 648</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 8,744</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 1,139</td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 130px; text-align:left;border-color:#000000;min-width:130px;">Total</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 1,711</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 535</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 29,834</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 1,184</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 31,545</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 1,719</td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 130px; text-align:left;border-color:#000000;min-width:130px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td></tr><tr style="height: 16px"><td colspan="6" style="width: 236px; text-align:left;border-color:#000000;min-width:236px;">Counterparty netting and collateral held</td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"> (1,661)</td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td colspan="10" style="width: 379px; text-align:left;border-color:#000000;min-width:379px;">Carrying value of derivative contracts – Other assets</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:left;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:left;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:55px;"> 58</td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 130px; text-align:left;border-color:#000000;min-width:130px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:55px;"> </td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:145px;">Other liabilities</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"> </td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:145px;">Interest rate swaps</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> - </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> - </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 51,342</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 766</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 51,342</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 766</td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; text-align:left;border-color:#000000;min-width:145px;">Interest rate caps</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> - </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> - </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 50</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> - </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 50</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> - </td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; text-align:left;border-color:#000000;min-width:145px;">Foreign currency swaps</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 790</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 29</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 3,103</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 102</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 3,893</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> 131</td></tr><tr style="height: 16px"><td colspan="2" style="width: 145px; text-align:left;border-color:#000000;min-width:145px;">Embedded derivatives</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"> - </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"> - </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 64</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 12</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 64</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 12</td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 130px; text-align:left;border-color:#000000;min-width:130px;">Total</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 790</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 29</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 54,559</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 880</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 55,349</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:55px;"> 909</td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 130px; text-align:left;border-color:#000000;min-width:130px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td></tr><tr style="height: 16px"><td colspan="6" style="width: 236px; text-align:left;border-color:#000000;min-width:236px;">Counterparty netting and collateral held</td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"> (892)</td></tr><tr style="height: 16px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td colspan="10" style="width: 379px; text-align:left;border-color:#000000;min-width:379px;">Carrying value of derivative contracts – Other liabilities</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:left;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;"> </td><td style="width: 55px; text-align:left;border-color:#000000;min-width:55px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:20px;">$</td><td style="width: 55px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:55px;"> 17</td></tr></table></div>All derivative contracts shown above are subject to master netting agreements, with the exception of embedded derivative contracts. Collateral represents cash received or deposited under reciprocal arrangements that we have entered into with our derivative counterparties. As of March 31, 2013, we held collateral of $953 million which offset derivative assets, and we posted collateral of $184 million which offset derivative liabilities. We also held collateral of $3 million which we did not use to offset derivative assets and we posted collateral of $6 million which we did not use to offset derivative liabilities.  Note 7 – Derivatives, Hedging Activities and Interest Expense (Continued) The following table summarizes the components of interest expense, including the location and amount of gains or losses on derivative instruments and related hedged items, for the three months ended June 30, 2013 and 2012 as reported in our Consolidated Statement of Income: <div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 14px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 415px; text-align:left;border-color:#000000;min-width:415px;"> </td><td colspan="5" style="width: 190px; text-align:center;border-color:#000000;min-width:190px;">Three Months Ended</td></tr><tr style="height: 14px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 415px; text-align:left;border-color:#000000;min-width:415px;"> </td><td colspan="5" style="width: 190px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:190px;">June 30,</td></tr><tr style="height: 14px"><td colspan="3" style="width: 445px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:445px;">(Dollars in millions)</td><td style="width: 10px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;">2013</td><td style="width: 15px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;">2012</td></tr><tr style="height: 14px"><td colspan="3" style="width: 445px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:445px;">Interest expense on debt</td><td style="width: 10px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:10px;">$</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;"> 318</td><td style="width: 15px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:35px;">$</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;"> 337</td></tr><tr style="height: 14px"><td colspan="3" style="width: 445px; text-align:left;border-color:#000000;min-width:445px;">Interest expense on hedge accounting derivatives</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> (24)</td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> (27)</td></tr><tr style="height: 14px"><td colspan="3" style="width: 445px; text-align:left;border-color:#000000;min-width:445px;">Interest expense on non-hedge accounting foreign currency</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td></tr><tr style="height: 14px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td colspan="2" style="width: 430px; text-align:left;border-color:#000000;min-width:430px;">swaps</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> (51)</td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> (67)</td></tr><tr style="height: 14px"><td colspan="3" style="width: 445px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:445px;">Interest expense on non-hedge accounting interest rate swaps</td><td style="width: 10px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"> 66</td><td style="width: 15px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"> 103</td></tr><tr style="height: 14px"><td style="width: 15px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 415px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:415px;">Interest expense on debt and derivatives</td><td style="width: 10px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;"> 309</td><td style="width: 15px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;"> 346</td></tr><tr style="height: 14px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 415px; text-align:left;border-color:#000000;min-width:415px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td></tr><tr style="height: 14px"><td colspan="3" style="width: 445px; text-align:left;border-color:#000000;min-width:445px;">Loss on hedge accounting derivatives:</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td></tr><tr style="height: 14px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td colspan="2" style="width: 430px; text-align:left;border-color:#000000;min-width:430px;">Interest rate swaps</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> 6</td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> 3</td></tr><tr style="height: 14px"><td style="width: 15px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:15px;"> </td><td colspan="2" style="width: 430px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:430px;">Foreign currency swaps</td><td style="width: 10px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"> 44</td><td style="width: 15px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"> 119</td></tr><tr style="height: 14px"><td style="width: 15px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 415px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:415px;">Loss on hedge accounting derivatives</td><td style="width: 10px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;"> 50</td><td style="width: 15px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;"> 122</td></tr><tr style="height: 14px"><td colspan="3" style="width: 445px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:445px;">Less hedged item: change in fair value of fixed rate debt</td><td style="width: 10px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"> (51)</td><td style="width: 15px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"> (125)</td></tr><tr style="height: 14px"><td style="width: 15px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 415px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:415px;">Ineffectiveness related to hedge accounting derivatives</td><td style="width: 10px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;"> (1)</td><td style="width: 15px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;"> (3)</td></tr><tr style="height: 14px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 415px; text-align:left;border-color:#000000;min-width:415px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td></tr><tr style="height: 14px"><td colspan="3" style="width: 445px; text-align:left;border-color:#000000;min-width:445px;">Loss (gain) loss from foreign currency transactions and non-hedge</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td></tr><tr style="height: 14px"><td colspan="3" style="width: 445px; text-align:left;border-color:#000000;min-width:445px;">accounting derivatives:</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td></tr><tr style="height: 14px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 415px; text-align:left;border-color:#000000;min-width:415px;">(Gain) on foreign currency transactions</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> (450)</td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> (44)</td></tr><tr style="height: 14px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 415px; text-align:left;border-color:#000000;min-width:415px;">Loss (gain) on foreign currency swaps</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> 566</td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> (32)</td></tr><tr style="height: 14px"><td style="width: 15px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 415px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:415px;">Loss (gain) on interest rate swaps</td><td style="width: 10px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"> 112</td><td style="width: 15px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:35px;"> </td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"> (209)</td></tr><tr style="height: 14px"><td colspan="3" style="width: 445px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:left;border-color:#000000;min-width:445px;">Total interest expense </td><td style="width: 10px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:10px;">$</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:65px;"> 536</td><td style="width: 15px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 35px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:35px;">$</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:65px;"> 58</td></tr></table></div>Interest expense on debt and derivatives represents net interest settlements and changes in accruals. Gains and losses from accounting derivatives and foreign currency transactions exclude net interest settlements and changes in accruals. <div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 16px"><td colspan="7" style="width: 634px; text-align:left;border-color:#000000;min-width:634px;">The following table summarizes the relative fair value allocation of derivative credit valuation adjustments</td></tr><tr style="height: 16px"><td colspan="7" style="width: 634px; text-align:left;border-color:#000000;min-width:634px;">within interest expense for the three months ended June 30, 2013 and 2012: </td></tr><tr style="height: 16px"><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 429px; text-align:left;border-color:#000000;min-width:429px;"> </td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 70px; text-align:left;border-color:#000000;min-width:70px;"> </td></tr><tr style="height: 16px"><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 429px; text-align:left;border-color:#000000;min-width:429px;"> </td><td colspan="5" style="width: 185px; text-align:center;border-color:#000000;min-width:185px;">Three Months Ended</td></tr><tr style="height: 16px"><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 429px; text-align:left;border-color:#000000;min-width:429px;"> </td><td colspan="5" style="width: 185px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:185px;">June 30,</td></tr><tr style="height: 16px"><td colspan="2" style="width: 449px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:449px;">(Dollars in millions)</td><td style="width: 15px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 70px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:70px;">2013</td><td style="width: 15px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 70px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:70px;">2012</td></tr><tr style="height: 16px"><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:20px;"> </td><td style="width: 429px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:429px;"> </td><td style="width: 15px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 70px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:70px;"> </td><td style="width: 15px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 70px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:70px;"> </td></tr><tr style="height: 16px"><td colspan="2" style="width: 449px; text-align:left;border-color:#000000;min-width:449px;">Loss related to hedge accounting derivatives</td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;">$</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> - </td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;">$</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> 1</td></tr><tr style="height: 16px"><td colspan="2" style="width: 449px; text-align:left;border-color:#000000;min-width:449px;">Loss on non-hedge accounting foreign currency swaps</td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> - </td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"> 4</td></tr><tr style="height: 16px"><td colspan="2" style="width: 449px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:449px;">Loss on non-hedge accounting interest rate swaps</td><td style="width: 15px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 70px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:70px;"> - </td><td style="width: 15px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 70px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:70px;"> 1</td></tr><tr style="height: 16px"><td colspan="2" style="width: 449px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:left;border-color:#000000;min-width:449px;">Total credit valuation adjustment allocated to interest expense</td><td style="width: 15px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:15px;">$</td><td style="width: 70px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:70px;"> - </td><td style="width: 15px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:15px;"> </td><td style="width: 15px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:15px;">$</td><td style="width: 70px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:70px;"> 6</td></tr></table></div>falsefalsefalsenonnum:textBlockItemTypenaThe entire disclosure for the entity's entire derivative instruments and hedging activities. Describes an entity's risk management strategies, derivatives in hedging activities and non-hedging derivative instruments, the assets, obligations, liabilities, revenues and expenses arising therefrom, and the amounts of and methodologies and assumptions used in determining the amounts of such items.Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=7668309&loc=d3e80748-113994 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41638-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4E -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624181-113959 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 3 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41635-113959 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6441202&loc=d3e80720-113993 Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4J -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5708773-113959 Reference 7: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4H -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624258-113959 Reference 8: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(n)) -URI http://asc.fasb.org/extlink&oid=6881521&loc=d3e23780-122690 Reference 9: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5618551-113959 Reference 10: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624163-113959 Reference 11: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44 -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. 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Reference 15: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=7668309&loc=d3e80784-113994 Reference 16: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41620-113959 Reference 17: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5580258-113959 Reference 18: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5579245-113959 Reference 19: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5579240-113959 Reference 20: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41641-113959 Reference 21: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959 Reference 22: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4D -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624177-113959 false0Derivatives, Hedging Activities and Interest ExpensefalseDerivatives, Hedging Activities, and Interest ExpenseUnKnownUnKnownUnKnownUnKnowntruefalsefalseSheethttp://www.toyotafinancial.com/role/DisclosureDerivativesHedgingActivitiesAndInterestExpense12