Goldman Sachs 2013 Annual Report Download - page 144
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Notes to Consolidated Financial Statements
Derivative Assets at Fair Value as of December 2012
in millions Level 1 Level 2 Level 3 Cross-Level
Netting Total
Interest rates $13 $ 608,151 $ 192 $ — $ 608,356
Credit — 74,907 10,909 — 85,816
Currencies — 71,157 992 — 72,149
Commodities — 22,697 623 — 23,320
Equities 43 48,698 742 — 49,483
Gross fair value of derivative assets 56 825,610 13,458 — 839,124
Counterparty netting — (662,798) (3,538) (2,124) (668,460)
Subtotal $56 $ 162,812 $ 9,920 $(2,124) $ 170,664
Cash collateral (99,488)
Fair value included in financial instruments owned $ 71,176
Derivative Liabilities at Fair Value as of December 2012
in millions Level 1 Level 2 Level 3 Cross-Level
Netting Total
Interest rates $14 $ 545,110 $ 547 $ — $ 545,671
Credit — 70,246 4,681 — 74,927
Currencies — 59,937 957 — 60,894
Commodities — 23,423 927 — 24,350
Equities 50 41,641 1,990 — 43,681
Gross fair value of derivative liabilities 64 740,357 9,102 — 749,523
Counterparty netting — (662,798) (3,538) (2,124) (668,460)
Subtotal $64 $ 77,559 $ 5,564 $(2,124) $ 81,063
Cash collateral (30,636)
Fair value included in financial instruments sold,
but not yet purchased $ 50,427
142 Goldman Sachs 2013 Annual Report