JP Morgan Chase 2010 Annual Report Download - page 177
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JPMorgan Chase & Co./2010 Annual Report 177
Fair value hierarchy
December 31, 2010 (in millions) Level 1(i) Level 2(i) Level 3(i)
Netting
adjustments
Total
fair value
Deposits
$
—
$
3,736
$
633
$
—
$
4,369
Federal funds purchase
d and securities loaned or
sold under repurchase agreements — 4,060 — — 4,060
Other borrowed funds
—
8,959
972
—
9,931
Trading liabilities:
Debt and equity instruments
(d)
58,468 18,425 54 — 76,947
Derivative payables:
Interest rate
2,625
1,085,233
2,586
(1,
070
,
05
7
)
20,387
Credit
(
e
)
— 112,545 12,516 (119,923) 5,138
Foreign exchange
972
158,908
4,850
(
139,715
)
25,01
5
Equity
22
39,046
7,331
(35,949
)
10,450
Commodity
862
54,611
3,002
(50,246
)
8,229
Total derivative payables
(
f
)
4,481 1,450,343 30,285 (1,415,890) 69,219
Total trading liabilities
62,949
1,46
8
,768
30,339
(1,415,890)
146,16
6
Accounts payable and other liabilities
—
—
236
—
236
Beneficial interests issued by consolidated VIEs
—
622
873
—
1,495
Long-term debt
—
25,795
13,044
—
38,839
Total liabilities measured at fair value on a
recurring basis $ 62,949 $ 1,511,940 $ 46,097 $ (1,415,890) $ 205,096