Goldman Sachs 2013 Annual Report Download - page 148
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Notes to Consolidated Financial Statements
in millions OTC Derivatives as of December 2012
Assets
Product Type
0-12
Months 1-5
Years 5 Years or
Greater Total
Interest rates $10,318 $28,445 $ 80,449 $119,212
Credit 2,190 12,244 7,970 22,404
Currencies 11,100 8,379 11,044 30,523
Commodities 3,840 3,862 304 8,006
Equities 3,757 7,730 6,957 18,444
Netting across product types (2,811) (5,831) (5,082) (13,724)
Subtotal $28,394 $54,829 $101,642 $184,865
Cross maturity netting (17,973)
Cash collateral 1(99,488)
Total $ 67,404
Liabilities
Product Type
0-12
Months 1-5
Years 5 Years or
Greater Total
Interest rates $ 6,266 $17,860 $ 32,422 $ 56,548
Credit 809 7,537 3,168 11,514
Currencies 8,586 4,849 5,782 19,217
Commodities 3,970 3,119 2,267 9,356
Equities 3,775 5,476 3,937 13,188
Netting across product types (2,811) (5,831) (5,082) (13,724)
Subtotal $20,595 $33,010 $ 42,494 $ 96,099
Cross maturity netting (17,973)
Cash collateral 1(30,636)
Total $ 47,490
1. Represents the netting of cash collateral received and posted on a counterparty basis under enforceable credit support agreements.
146 Goldman Sachs 2013 Annual Report