JP Morgan Chase 2015 Annual Report Download - page 216
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Notes to consolidated financial statements
206 JPMorgan Chase & Co./2015 Annual Report
Structured note products by balance sheet classification and risk component
The table below presents the fair value of the structured notes issued by the Firm, by balance sheet classification and the
primary risk to which the structured notes’ embedded derivative relates.
December 31, 2015 December 31, 2014
(in millions)
Long-term
debt
Other
borrowed
funds Deposits Total
Long-term
debt
Other
borrowed
funds Deposits Total
Risk exposure
Interest rate $ 12,531 $ 58 $ 3,340 $ 15,929 $ 10,858 $ 460 $ 2,119 $ 13,437
Credit 3,195 547 — 3,742 4,023 450 — 4,473
Foreign exchange 1,765 77 11 1,853 2,150 211 17 2,378
Equity 14,293 8,447 4,993 27,733 12,348 12,412 4,415 29,175
Commodity 640 50 1,981 2,671 710 644 2,012 3,366
Total structured notes $ 32,424 $ 9,179 $ 10,325 $ 51,928 $ 30,089 $ 14,177 $ 8,563 $ 52,829